A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
New approach to topic modelling with covariates for large text corpora.
BEER accelerates decentralized nonconvex optimization to rate.
This paper presents a novel latent variable recurrent neural network architecture for jointly modeling sequences of words and (possibly latent) discourse relations between adjacent sentences. A recurrent neural network generates individual words, thus reaping the benefits of discriminatively-trained vector representati…
On the one hand, nowadays, fake news articles are easily propagated through various online media platforms and have become a grand threat to the trustworthiness of information. On the other hand, our understanding of the language of fake news is still minimal. Incorporating hierarchical discourse-level structure of fak…
Improved text generation with discourse-aware soft prompts.
This work presents a novel objective function for the unsupervised training of neural network sentence encoders. It exploits signals from paragraph-level discourse coherence to train these models to understand text. Our objective is purely discriminative, allowing us to train models many times faster than was possible …
Word embeddings are ubiquitous in NLP and information retrieval, but it is unclear what they represent when the word is polysemous. Here it is shown that multiple word senses reside in linear superposition within the word embedding and simple sparse coding can recover vectors that approximately capture the senses. The …
Case Law has a significant impact on the proceedings of legal cases. Therefore, the information that can be obtained from previous court cases is valuable to lawyers and other legal officials when performing their duties. This paper describes a methodology of applying discourse relations between sentences when processi…
The study detects deceptive language in business communication using AI.
Text documents are structured on multiple levels of detail: individual words are related by syntax, but larger units of text are related by discourse structure. Existing language models generally fail to account for discourse structure, but it is crucial if we are to have language models that reward coherence and gener…
Implicit discourse relation classification is of great challenge due to the lack of connectives as strong linguistic cues, which motivates the use of annotated implicit connectives to improve the recognition. We propose a feature imitation framework in which an implicit relation network is driven to learn from another …
We release a realistic, diverse, and challenging dataset for object detection on images. The data was recorded at a beer tent in Germany and consists of 15 different categories of food and drink items. We created more than 2,500 object annotations by hand for 1,110 images captured by a video camera above the checkout. …
Bitcoin price prediction models fail to outperform a simple 'today's price' baseline, especially at longer horizons.
Deep quantum neural networks applied to finance for efficient risk management.
Certain research strands can yield "forbidden knowledge". This term refers to knowledge that is considered too sensitive, dangerous or taboo to be produced or shared. Discourses about such publication restrictions are already entrenched in scientific fields like IT security, synthetic biology or nuclear physics researc…
System detects financial news temporality combining NLP and ML.
The study redefines algorithmic fairness as a sociotechnical concept.
Distributed representations of words, better known as word embeddings, have become important building blocks for natural language processing tasks. Numerous studies are devoted to transferring the success of unsupervised word embeddings to sentence embeddings. In this paper, we introduce a simple representation of sent…
Framework for confidence estimation in deep CT reconstructions.
Biology has changed radically in the last two decades, transitioning from a descriptive science into a design science. Synthetic biology allows us to bioengineer cells to synthesize novel valuable molecules such as renewable biofuels or anticancer drugs. However, traditional synthetic biology approaches involve ad-hoc …
This research aims to identify how Bitcoin-related news publications and online discourse are expressed in Bitcoin exchange movements of price and volume. Being inherently digital, all Bitcoin-related fundamental data (from exchanges, as well as transactional data directly from the blockchain) is available online, some…
Encouraging sustainable mobility patterns is at the forefront of policymaking at all scales of governance as the collective consciousness surrounding climate change continues to expand. Not every community, however, possesses the necessary economic or socio-cultural capital to encourage modal shifts away from private m…
Paper examines two methods for FX market volatility modeling.
Recent research in psycholinguistics has provided increasing evidence that humans predict upcoming content. Prediction also affects perception and might be a key to robustness in human language processing. In this paper, we investigate the factors that affect human prediction by building a computational model that can …
We propose a globally convergent alternating minimization (AM) algorithm for image reconstruction in transmission tomography, which extends automatic relevance determination (ARD) to Poisson noise models with Beer's law. The algorithm promotes solutions that are sparse in the pixel/voxel-differences domain by introduci…
The New Yorker publishes a weekly captionless cartoon. More than 5,000 readers submit captions for it. The editors select three of them and ask the readers to pick the funniest one. We describe an experiment that compares a dozen automatic methods for selecting the funniest caption. We show that negative sentiment, hum…
Current advances in research, development and application of artificial intelligence (AI) systems have yielded a far-reaching discourse on AI ethics. In consequence, a number of ethics guidelines have been released in recent years. These guidelines comprise normative principles and recommendations aimed to harness the …
The web is loaded with textual content, and Natural Language Processing is a standout amongst the most vital fields in Machine Learning. But when data is huge simple Machine Learning algorithms are not able to handle it and that is when Deep Learning comes into play which based on Neural Networks. However since neural …
In this paper, we propose a deep, globally normalized topic model that incorporates structural relationships connecting documents in socially generated corpora, such as online forums. Our model (1) captures discursive interactions along observed reply links in addition to traditional topic information, and (2) incorpor…
Model predicts missing boarding stops in smart card data.
Understanding how different information sources together transmit information is crucial in many domains. For example, understanding the neural code requires characterizing how different neurons contribute unique, redundant, or synergistic pieces of information about sensory or behavioral variables. Williams and Beer (…
Two things seem to be indisputable in the contemporary deep learning discourse: 1. The categorical cross-entropy loss after softmax activation is the method of choice for classification. 2. Training a CNN classifier from scratch on small datasets does not work well. In contrast to this, we show that the cosine loss fun…
Novel method CHPCA simplifies complex market dynamics.
Model criticism tool evaluates text coherence and structure in generated long-form text.
New framework replicates private equity performance using AI and liquid strategies.
We present a new topic model that generates documents by sampling a topic for one whole sentence at a time, and generating the words in the sentence using an RNN decoder that is conditioned on the topic of the sentence. We argue that this novel formalism will help us not only visualize and model the topical discourse s…
In the wake of the still ongoing global financial crisis, bank interdependencies have come into focus in trying to assess linkages among banks and systemic risk. To date, such analysis has largely been based on numerical data. By contrast, this study attempts to gain further insight into bank interconnections by tappin…
Supervised machine learning models boast remarkable predictive capabilities. But can you trust your model? Will it work in deployment? What else can it tell you about the world? We want models to be not only good, but interpretable. And yet the task of interpretation appears underspecified. Papers provide diverse and s…
Study finds significant price declines and capital reallocation from centralized to decentralized exchanges after FTX collapse.
Williams and Beer (2010) proposed a nonnegative mutual information decomposition, based on the construction of redundancy lattices, which allows separating the information that a set of variables contains about a target variable into nonnegative components interpretable as the unique information of some variables not p…
Under the Solvency II regime, life insurance companies are asked to derive their solvency capital requirements from the full loss distributions over the coming year. Since the industry is currently far from being endowed with sufficient computational capacities to fully simulate these distributions, the insurers have t…
A technique scales symbolic methods with gradients for neural model explanation.
The paper explores fairness metrics in automated decision-making and their limitations.
Game theory shows miners' hardware improvements don't centralize mining.
Study uses neural networks to predict credit risk in banks.
We use techniques based on the splitting tensor to explicitly integrate the Codazzi equation along the relative nullity distribution and express the second fundamental form in terms of the Jacobi tensor of the ambient space. This approach allows us to easily recover several important results in the literature on comple…
Message passing is the key to graph neural networks, but new terms are needed to avoid confusion.
The following discourse is inspired by the works on hyperbolic groups of Epstein, and Neumann/Reeves. Epstein showed that geometrically finite hyperbolic groups are biautomatic. Neumann/Reeves showed that virtually central extensions of word hyperbolic groups are biautomatic. We prove the following generalisation: Theo…