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.
The optimization of electric machines at multiple operating points is crucial for applications that require frequent changes on speeds and loads, such as the electric vehicles, to strive for the machine optimal performance across the entire driving cycle. However, the number of objectives that would need to be optimize…
Hedge funds have long been viewed as a veritable "black box" of investing since outsiders may never view the exact composition of portfolio holdings. Therefore, the ability to estimate an informative set of asset weights is highly desirable for analysis. We present a compositional state space model for estimation of an…
This paper explores using a Long short-term memory (LSTM) based sequence autoencoder to learn interesting features for detecting surveillance aircraft using ADS-B flight data. An aircraft periodically broadcasts ADS-B (Automatic Dependent Surveillance - Broadcast) data to ground receivers. The ability of LSTM networks …
When consequential decisions are informed by algorithmic input, individuals may feel compelled to alter their behavior in order to gain a system's approval. Models of agent responsiveness, termed "strategic manipulation," analyze the interaction between a learner and agents in a world where all agents are equally able …
We present a reinforcement learning approach for detecting objects within an image. Our approach performs a step-wise deformation of a bounding box with the goal of tightly framing the object. It uses a hierarchical tree-like representation of predefined region candidates, which the agent can zoom in on. This reduces t…
In this paper we present a hybrid active sampling strategy for pairwise preference aggregation, which aims at recovering the underlying rating of the test candidates from sparse and noisy pairwise labelling. Our method employs Bayesian optimization framework and Bradley-Terry model to construct the utility function, th…
Industrial recommender systems usually consist of the matching stage and the ranking stage, in order to handle the billion-scale of users and items. The matching stage retrieves candidate items relevant to user interests, while the ranking stage sorts candidate items by user interests. Thus, the most critical ability i…
The problem of automatic software generation is known as Machine Programming. In this work, we propose a framework based on genetic algorithms to solve this problem. Although genetic algorithms have been used successfully for many problems, one criticism is that hand-crafting its fitness function, the test that aims to…
Deep learning relies on good initialization schemes and hyperparameter choices prior to training a neural network. Random weight initializations induce random network ensembles, which give rise to the trainability, training speed, and sometimes also generalization ability of an instance. In addition, such ensembles pro…
To a branched cover between closed, connected and orientable surfaces one associates a "branch datum", which consists of the two surfaces, the total degree d, and the partitions of d given by the collections of local degrees over the branching points. This datum must satisfy the Riemann-Hurwitz formula. A "candidate su…
Deep object detection improves mitotic nucleus detection in breast cancer biopsies.
problem Challenges in automated mitotic nucleus detection in breast cancer histopathological images.
method Adapted Mask R-CNN for deep object detection, initially selects candidate regions with maximum recall, refines them with multi-object loss function.
result Improved discrimination ability (F-score of 0.86) and significant precision (0.86) for mitotic nuclei compared to two-stage models.
Constructing the adjacency graph is fundamental to graph-based clustering. Graph learning in kernel space has shown impressive performance on a number of benchmark data sets. However, its performance is largely determined by the chosen kernel matrix. To address this issue, the previous multiple kernel learning algorith…
3S-Trader uses LLMs to optimize stock portfolios by scoring, strategizing, and selecting stocks.
problem Lack of multi-LLM frameworks for adaptive stock scoring, strategy, and selection in portfolio optimization.
method 3S-Trader incorporates scoring, strategy, and selection modules for stock portfolio construction, using historical strategies and market conditions to generate optimized selections.
result 3S-Trader achieves the highest accumulated return of 131.83% on DJIA constituents with a Sharpe ratio of 0.31 and Calmar ratio of 11.84.
Testing of deep learning models is challenging due to the excessive number and complexity of computations involved. As a result, test data selection is performed manually and in an ad hoc way. This raises the question of how we can automatically select candidate test data to test deep learning models. Recent research h…
This paper proposes a method for multi-class classification problems, where the number of classes K is large. The method, referred to as Candidates vs. Noises Estimation (CANE), selects a small subset of candidate classes and samples the remaining classes. We show that CANE is always consistent and computationally effi…
Image classification problems are typically addressed by first collecting examples with candidate labels, second cleaning the candidate labels manually, and third training a deep neural network on the clean examples. The manual labeling step is often the most expensive one as it requires workers to label millions of im…
Automatic image annotation (AIA) raises tremendous challenges to machine learning as it requires modeling of data that are both ambiguous in input and output, e.g., images containing multiple objects and labeled with multiple semantic tags. Even more challenging is that the number of candidate tags is usually huge (as …
Dealing with previously unseen slots is a challenging problem in a real-world multi-domain dialogue state tracking task. Other approaches rely on predefined mappings to generate candidate slot keys, as well as their associated values. This, however, may fail when the key, the value, or both, are not seen during trainin…
Simulated annealing improves candidate optimization for multi-objective Bayesian optimization.
problem Efficient candidate optimization for multi-objective acquisition functions in Bayesian optimization.
method Simulated annealing-based approach for batch acquisition function optimization.
result Simulated annealing outperforms SLSQP in most multi-objective optimization problems, achieving higher hypervolume values and better convergence characteristics.