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.
Paper builds ML classifier to detect crypto-ransomware.
Reviews spams are prevalent in e-commerce to manipulate product ranking and customers decisions maliciously. While spams generated based on simple spamming strategy can be detected effectively, hardened spammers can evade regular detectors via more advanced spamming strategies. Previous work gave more attention to evas…
Information systems have widely been the target of malware attacks. Traditional signature-based malicious program detection algorithms can only detect known malware and are prone to evasion techniques such as binary obfuscation, while behavior-based approaches highly rely on the malware training samples and incur prohi…
Edge language models show bias over time, especially on resource-constrained devices.
In an analysis of the US, the UK, and the German stock market we find a change in the behavior based on the stock's beta values. Before 2006 risky trades were concentrated on stocks in the IT and technology sector. Afterwards risky trading takes place for stocks from the financial sector. We show that an agent-based mo…
New algorithm speeds up RNN time series prediction by filtering noise.
We present an agent behavior based microscopic model that induces jumps, spikes and high volatility phases in the price process of a traded asset. We transfer dynamics of thermally activated jumps of an unexcited/ excited two state system discussed in the context of quantum mechanics to agent socio-economic behavior an…
New framework analyzes pre-stock jump trading behaviors using multivariate time series analysis.
The modified J-flow with Calabi ansatz shows convergence or blow-up behavior based on topological constants.
We develop a theoretical trading conditioning model subject to price volatility and return information in terms of market psychological behavior, based on analytical transaction volume-price probability wave distributions in which we use transaction volume probability to describe price volatility uncertainty and intens…
The quantitative aspirations of economists and financial analysts have for many years been based on the belief that it should be possible to build models of economic systems - and financial markets in particular - that are as predictive as those in physics. While this perspective has led to a number of important breakt…
New insights into ML models' accuracy and generalization for scientific problems.
The paper examines how updates to probabilistic models influence behavior based on evidence.
Human explanations of high-level decisions are often expressed in terms of key concepts the decisions are based on. In this paper, we study such concept-based explainability for Deep Neural Networks (DNNs). First, we define the notion of completeness, which quantifies how sufficient a particular set of concepts is in e…
Lane change is a challenging task which requires delicate actions to ensure safety and comfort. Some recent studies have attempted to solve the lane-change control problem with Reinforcement Learning (RL), yet the action is confined to discrete action space. To overcome this limitation, we formulate the lane change beh…
New CTRL algorithm adapts to varying problem difficulty.
ALMANACS benchmarks explainability methods on simulatability.
Advances in the field of inverse reinforcement learning (IRL) have led to sophisticated inference frameworks that relax the original modeling assumption of observing an agent behavior that reflects only a single intention. Instead of learning a global behavioral model, recent IRL methods divide the demonstration data i…
Study on SignGD optimization of two-layer transformer on noisy data.
Adaptive market maker curves minimize arbitrage losses in DeFi.
Hierarchical clustering is a class of algorithms that seeks to build a hierarchy of clusters. It has been the dominant approach to constructing embedded classification schemes since it outputs dendrograms, which capture the hierarchical relationship among members at all levels of granularity, simultaneously. Being gree…
Due to the popularity of context-awareness in the Internet of Things (IoT) and the recent advanced features in the most popular IoT device, i.e., smartphone, modeling and predicting personalized usage behavior based on relevant contexts can be highly useful in assisting them to carry out daily routines and activities. …
Linking human whole-body motion and natural language is of great interest for the generation of semantic representations of observed human behaviors as well as for the generation of robot behaviors based on natural language input. While there has been a large body of research in this area, most approaches that exist to…
Unified framework explains retirement and annuitization decisions under age-dependent mortality.
Modeling spatial extremes with non-Gaussian fields using SAR models and CNNs.
Understanding the representational power of Deep Neural Networks (DNNs) and how their structural properties (e.g., depth, width, type of activation unit) affect the functions they can compute, has been an important yet challenging question in deep learning and approximation theory. In a seminal paper, Telgarsky highlig…
CovidCare uses EMR data to predict patient outcomes in emerging epidemics.
In the 'Big Data' era, many real-world applications like search involve the ranking problem for a large number of items. It is important to obtain effective ranking results and at the same time obtain the results efficiently in a timely manner for providing good user experience and saving computational costs. Valuable …
This work analyzes fairness-accuracy trade-offs using causal methods.
New link detection results using closures of 3-braids.
Deep learning improves anomaly detection across various fields.
Graph energy helps detect communities in networks better than traditional methods.
Monitoring gas turbine combustors health, in particular, early detecting abnormal behaviors and incipient faults, is critical in ensuring gas turbines operating efficiently and in preventing costly unplanned maintenance. One popular means of detecting combustor abnormalities is through continuously monitoring exhaust g…
Develops slope detection for 3-manifolds with torus boundaries.
2DSig-Detect detects adversarial perturbations in images.
Develops a method to detect changes in linear systems with temporal correlations.
Tackles the computational hardness of HPC detection, conjecturing equivalence to PC detection.
Real-time fuel leakage detection framework MOCPD improves accuracy.
Study on detecting hierarchical community structures in networks.
Deep object detection improves mitotic nucleus detection in breast cancer biopsies.
ECAD detects anomalies without data exchangeability, improving traffic flow detection.
Autonomous driving requires 3D perception of vehicles and other objects in the in environment. Much of the current methods support 2D vehicle detection. This paper proposes a flexible pipeline to adopt any 2D detection network and fuse it with a 3D point cloud to generate 3D information with minimum changes of the 2D d…
PAC-Wrap provides provable guarantees for semi-supervised anomaly detection.
Phase Modulation on the Hypersphere (PMH) is a power efficient modulation scheme for the \textit{load-modulated} multiple-input multiple-output (MIMO) transmitters with central power amplifiers (CPA). However, it is difficult to obtain the precise channel state information (CSI), and the traditional optimal maximum lik…
This paper offers a distribution-free method for post-detection changepoint localization.
The study defines backdoor detection in ML and proves its infeasibility.
Detects data drift in deep learning models using neural embeddings.
It follows from earlier work of Silver-Williams and the authors that twisted Alexander polynomials detect the unknot and the Hopf link. We now show that twisted Alexander polynomials also detect the trefoil and the figure-8 knot, that twisted Alexander polynomials detect whether a link is split and that twisted Alexand…