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arXiv research

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.

168,657 papers · 148 categories

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51102153204 · Jun 202019922001200920172026
48 results for binary event encoding

VOWEL trains WTA-SNNs for multi-valued events, overcoming resource limitations.

problem Training WTA-SNNs for multi-valued events is challenging due to non-differentiability and recurrent behavior.
method Develops a variational online local training rule (VOWEL) for WTA-SNNs using local pre- and post-synaptic information and a common reward signal.
result VOWEL outperforms conventional binary SNNs in real-world neuromorphic datasets with multi-valued events.

Paper introduces Laplace-HDC for better binary hyperdimensional computing.

problem Improving binary hyperdimensional computing for spatial information.
method Develops Laplace-HDC using the Laplace kernel and Haar convolutional features.
result Laplace-HDC outperforms previous methods in encoding spatial information.

This paper uses MIL and MHCNN-RNN to predict precursors to aviation safety events.

problem Identifying events that precede aviation safety incidents.
method Multiple-instance learning (MIL) framework combined with a Multi-Head Convolutional Neural Network-Recurrent Neural Network (MHCNN-RNN) architecture.
result Multiple binary classifiers outperform in predicting high speed and high path angle events during the approach phase.

New deep learning method handles rare and imbalanced events in time series.

problem Challenges in event detection in time series data, especially rare and imbalanced events.
method Supervised regression-based deep learning approach that handles various types of events.
result Superior performance across diverse domains, particularly for rare events and imbalanced datasets.

Adaptive Multilevel Splitting improves rare event pricing for financial derivatives.

problem Efficient pricing of binary options in rare event regimes with discontinuous payoffs.
method Adaptive Multilevel Splitting (AMS) reformulates rare-event problem as conditional events.
result AMS achieves up to 200-fold improvements over standard Monte Carlo, preserving unbiasedness.

Random forest models predict CLABSI risk in hospital admissions, with static models performing similarly to dynamic ones.

problem Predicting CLABSI risk in hospital admissions using EHR data with competing risks.
method Comparison of static and dynamic random forest models for binary, multinomial, survival, and competing risks outcomes.
result Static and dynamic random forest models perform similarly in predicting CLABSI risk, with multinomial models having the lowest computation times.

We present the Infinite Latent Events Model, a nonparametric hierarchical Bayesian distribution over infinite dimensional Dynamic Bayesian Networks with binary state representations and noisy-OR-like transitions. The distribution can be used to learn structure in discrete timeseries data by simultaneously inferring a s…

2012-05-09abs ↗pdf ↗

The paper categorizes and analyzes various event-linked perpetual futures contracts.

problem Developing a risk-design framework for complex event-linked perpetual futures.
method Formal taxonomy of seven pure-form canonical variants, organized along four design axes.
result Detailed analysis of microstructure properties and limitations of various variants.

Financial fraud detection in digital banking requires reasoning over multiple heterogeneous event streams.

problem Financial fraud detection in digital banking requires reasoning over multiple heterogeneous event streams.
method Multi-Stream Fraud Transformer (MSFT) architecture that encodes each event stream with independent Transformer encoders and fuses their representations through configurable mechanisms.
result Sequence models significantly outperform gradient-boosted trees operating on aggregated features.

Event-based cameras are bio-inspired novel sensors that asynchronously record changes in illumination in the form of events, thus resulting in significant advantages over conventional cameras in terms of low power utilization, high dynamic range, and no motion blur. Moreover, such cameras, by design, encode only the re…

2019-11-21abs ↗pdf ↗

BEGIN network models binary data without parametric assumptions.

problem Conditional independence in non-parametric families of binary data.
method BEGIN network models binary data using sparse linear representations and block factorizations.
result BEGIN network captures conditional independence for arbitrary binary and multinomial variables.

FraudTransformer detects payment fraud by preserving event order and time gaps.

problem Detecting payment fraud in real-world banking streams with irregular time gaps.
method Augments a GPT-style architecture with a dedicated time encoder and a learned positional encoder.
result FraudTransformer outperforms classical and transformer baselines, achieving highest AUROC and PRAUC on held-out test set.

New method detects TC imagery patterns for rapid intensity change.

problem Detecting upcoming rapid intensity changes in TC satellite imagery.
method Nonparametric test of association between images and event labels using neural networks and bootstrap.
result Identifies archetypes of infrared imagery associated with elevated rapid intensification risk.

We present a binary code for spinors and Clifford multiplication using non-negative integers and their binary expressions, which can be easily implemented in computer programs for explicit calculations. As applications, we present explicit descriptions of the triality automorphism of Spin(8)Spin(8), explicit representations…

2019-05-25abs ↗pdf ↗

Develops a neural model to predict event occurrence and timing.

problem Standard event time models ignore the distinction between event occurrence probability and predicted time.
method Introduces a conditional event time model using a neural network with a binary stochastic layer.
result Shows superior event occurrence and timing predictions on various datasets.

Regularized target encoding beats traditional methods for high cardinality features in ML.

problem Efficiently encoding high cardinality categorical variables for ML algorithms.
method Regularized target encoding compared to traditional encodings like integer and one-hot encoding.
result Regularized target encoding consistently provided the best results in a large-scale benchmark experiment.

BinConv improves time series forecasting by preserving ordinal information in a classification framework.

problem Lack of ordinal information in existing classification-based time series forecasting methods.
method Cumulative Binary Encoding (CBE) and BinConv architecture.
result BinConv achieves superior performance in time series forecasting compared to existing methods.

SplitWise enhances stepwise regression by adaptively encoding numeric predictors into binary features.

problem Capturing nonlinear relationships in regression models without sacrificing interpretability.
method Adaptive encoding of numeric predictors into binary features using shallow decision trees, assessed by AIC or BIC.
result Consistently produces more parsimonious and generalizable models than traditional techniques.

Neural model uses deductive database to predict events from past patterns.

problem Difficulty in predicting future events from past patterns when event types are large.
method Temporal deductive database with rules to prove facts from other facts and past events. Neural nets model fact states and probabilities.
result Neural models derived from concise Datalog programs improve prediction by encoding domain knowledge.

Cubic predicts stock market indices by fusing stock latent embeddings and converting to binary classification.

problem Challenges in predicting stock market indices due to isolated time series treatment and simple regression.
method Fusion of stock latent embeddings, binary encoding classification, and confidence-guided prediction.
result Cubic outperforms state-of-the-art baselines in stock index prediction tasks.

GAttNHP predicts future events in temporal knowledge graphs by encoding long-range dependencies and handling mutual excitation.

problem Forecasting future events in temporal knowledge graphs due to long-range dependencies, mutual excitation, and heavy-tailed inter-arrival times.
method GAttNHP uses a self-attention encoder, semantic soft-grouping, and NCQ regression to address these issues.
result GAttNHP improves entity and time prediction on six benchmark TKG datasets compared to state-of-the-art baselines.

An attractive approach for fast search in image databases is binary hashing, where each high-dimensional, real-valued image is mapped onto a low-dimensional, binary vector and the search is done in this binary space. Finding the optimal hash function is difficult because it involves binary constraints, and most approac…

2015-01-05abs ↗pdf ↗

The class of chain event graph models is a generalisation of the class of discrete Bayesian networks, retaining most of the structural advantages of the Bayesian network for model interrogation, propagation and learning, while more naturally encoding asymmetric state spaces and the order in which events happen. In this…

2009-04-06abs ↗pdf ↗

Calibrates Hawkes models for market events, revealing power-law feedback kernels.

problem Estimating the influence of past events and price changes on future market events.
method Proposes a calibration procedure for Quadratic Hawkes models, analyzing the kernel components.
result Empirically calibrated kernel components reveal power-law behavior, suggesting system near critical point.

DisCoveR efficiently discovers declarative process models from event logs.

problem Mining declarative process models from event logs efficiently and accurately.
method DisCoveR precisely formalizes an algorithm, uses a bit vector implementation, and rigorously evaluates performance.
result DisCoveR outperforms other declarative miners in accuracy and runtime.

The paper analyzes logistic regression for rare events data, deriving new insights on estimator efficiency and sampling strategies.

problem Binary logistic regression for rare events data with significantly fewer events than controls.
method Derives asymptotic distribution of MLE, proves under-sampling advantage, and compares over-sampling efficiency.
result Under-sampling a small proportion of nonevents can improve efficiency in rare events data analysis.

CausalEGM estimates causal effects by encoding confounders, improving performance in high-dimensional settings.

problem Challenges in estimating causal effects with high-dimensional confounders.
method CausalEGM framework using generative modeling to decouple confounders and estimate causal effects.
result CausalEGM outperforms existing methods in binary and continuous treatment settings, especially with large sample sizes and high-dimensional confounders.

We formulate learning of a binary autoencoder as a biconvex optimization problem which learns from the pairwise correlations between encoded and decoded bits. Among all possible algorithms that use this information, ours finds the autoencoder that reconstructs its inputs with worst-case optimal loss. The optimal decode…

2016-11-07abs ↗pdf ↗

Proposes a non-conjugate model selection method for chain event graphs.

problem Existing model selection algorithms for chain event graphs rely on conjugate priors, which is unrealistic for many real-world applications.
method Proposes a mixture modelling approach to model selection in chain event graphs that does not rely on conjugacy.
result The proposed method is more scalable and robust than existing algorithms.