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.
Study limits of circadian synchronization under different light signals.
Circadian rhythms influence multiple essential biological activities including sleep, performance, and mood. The dim light melatonin onset (DLMO) is the gold standard for measuring human circadian phase (i.e., timing). The collection of DLMO is expensive and time-consuming since multiple saliva or blood samples are req…
Method detects multi-timescale consumer spending patterns from receipts.
CTEF fits ellipsoids to noisy data in any dimension.
Mobility datasets are fundamental for evaluating algorithms pertaining to geographic information systems and facilitating experimental reproducibility. But privacy implications restrict sharing such datasets, as even aggregated location-data is vulnerable to membership inference attacks. Current synthetic mobility data…
Activity and motion analysis has the potential to be used as a diagnostic tool for mental disorders. However, to-date, little work has been performed in turning stratification measures of activity into useful symptom markers. The research presented in this thesis has focused on the identification of objective activity …
In this paper we provide compelling evidence of cyclical mean reversion and multiperiod stock return predictability over horizons of about 30 years with a half-life of about 15 years. This implies that the US stock market follows a long-term rhythm where a period of above average returns tends to be followed by a perio…
GenéLive! generates rhythm game commands with musical structure.
Personalized deep learning reduces inappropriate shocks in VA detection.
Considering music as a sequence of events with multiple complex dependencies, the Long Short-Term Memory (LSTM) architecture has proven very efficient in learning and reproducing musical styles. However, the generation of rhythms requires additional information regarding musical structure and accompanying instruments. …
Music SketchNet generates missing measures in incomplete music pieces, guided by user input.
Early recognition of abnormal rhythms in ECG signals is crucial for monitoring and diagnosing patients' cardiac conditions, increasing the success rate of the treatment. Classifying abnormal rhythms into exact categories is very challenging due to the broad taxonomy of rhythms, noises and lack of large-scale real-world…
We address the problem of combining sequence models of symbolic music with user defined constraints. For typical models this is non-trivial as only the conditional distribution of each symbol given the earlier symbols is available, while the constraints correspond to arbitrary times. Previously this has been addressed …
Study uses reinforcement learning to optimize metachronal paddling at low Reynolds number.
The development of new technology such as wearables that record high-quality single channel ECG, provides an opportunity for ECG screening in a larger population, especially for atrial fibrillation screening. The main goal of this study is to develop an automatic classification algorithm for normal sinus rhythm (NSR), …
PhysioMTL learns personalized HRV rhythms from wearable data, improving prediction and counterfactual analysis.
The starting point of this article is the question "How to retrieve fingerprints of rhythm in written texts?" We address this problem in the case of Brazilian and European Portuguese. These two dialects of Modern Portuguese share the same lexicon and most of the sentences they produce are superficially identical. Yet t…
For the weakly supervised task of electrocardiogram (ECG) rhythm classification, convolutional neural networks (CNNs) and long short-term memory (LSTM) networks are two increasingly popular classification models. This work investigates whether a combination of both architectures to so-called convolutional long short-te…
In this article, we propose a novel ECG classification framework for atrial fibrillation (AF) detection using spectro-temporal representation (i.e., time varying spectrum) and deep convolutional networks. In the first step we use a Bayesian spectro-temporal representation based on the estimation of time-varying coeffic…
Analogy-making is a key method for computer algorithms to generate both natural and creative music pieces. In general, an analogy is made by partially transferring the music abstractions, i.e., high-level representations and their relationships, from one piece to another; however, this procedure requires disentangling …
Model predicts epileptic seizures with high accuracy using EEG signals.
The functional significance of resting state networks and their abnormal manifestations in psychiatric disorders are firmly established, as is the importance of the cortical rhythms in mediating these networks. Resting state networks are known to undergo substantial reorganization from childhood to adulthood, but wheth…
Music that is generated by recurrent neural networks often lacks a sense of direction and coherence. We therefore propose a two-stage LSTM-based model for lead sheet generation, in which the harmonic and rhythmic templates of the song are produced first, after which, in a second stage, a sequence of melody notes is gen…
This paper addresses the problem of change-point detection on sequences of high-dimensional and heterogeneous observations, which also possess a periodic temporal structure. Due to the dimensionality problem, when the time between change-points is on the order of the dimension of the model parameters, drifts in the und…
Considering that a trader or a trading algorithm interacting with markets during continuous auctions can be modeled by an iterating procedure adjusting the price at which he posts orders at a given rhythm, this paper proposes a procedure minimizing his costs. We prove the a.s. convergence of the algorithm under assumpt…
Analyzing mobility behavior of users is extremely useful to create or improve existing services. Several research works have been done in order to study mobility behavior of users that mainly use users' significant locations. However, these existing analysis are extremely intrusive because they require the knowledge of…
Market activity scales near a constant of 0.632 in intrinsic time.
Oscillations lie at the core of many biological processes, from the cell cycle, to circadian oscillations and developmental processes. Time-keeping mechanisms are essential to enable organisms to adapt to varying conditions in environmental cycles, from day/night to seasonal. Transcriptional regulatory networks are one…
We propose a nonparametric model for time series with missing data based on low-rank matrix factorization. The model expresses each instance in a set of time series as a linear combination of a small number of shared basis functions. Constraining the functions and the corresponding coefficients to be nonnegative yields…
A big challenge in algorithmic composition is to devise a model that is both easily trainable and able to reproduce the long-range temporal dependencies typical of music. Here we investigate how artificial neural networks can be trained on a large corpus of melodies and turned into automated music composers able to gen…
Linear and non-linear measures of heart rate variability (HRV) are widely investigated as non-invasive indicators of health. Stress has a profound impact on heart rate, and different meditation techniques have been found to modulate heartbeat rhythm. This paper aims to explore the process of identifying appropriate met…
Dance Dance Revolution (DDR) is a popular rhythm-based video game. Players perform steps on a dance platform in synchronization with music as directed by on-screen step charts. While many step charts are available in standardized packs, players may grow tired of existing charts, or wish to dance to a song for which no …
In this work, we address the problem of musical timbre transfer, where the goal is to manipulate the timbre of a sound sample from one instrument to match another instrument while preserving other musical content, such as pitch, rhythm, and loudness. In principle, one could apply image-based style transfer techniques t…
The classical literature on optimal liquidation, rooted in Almgren-Chriss models, tackles the optimal liquidation problem using a trade-off between market impact and price risk. Therefore, it only answers the general question of the optimal liquidation rhythm. The very question of the actual way to proceed with liquida…
Based on the cumulated experience over the past 25 years in the field of Brain-Computer Interface (BCI) we can now envision a new generation of BCI. Such BCIs will not require training; instead they will be smartly initialized using remote massive databases and will adapt to the user fast and effectively in the first m…
We present a framework based on neural networks to extract music scores directly from polyphonic audio in an end-to-end fashion. Most previous Automatic Music Transcription (AMT) methods seek a piano-roll representation of the pitches, that can be further transformed into a score by incorporating tempo estimation, beat…
Time series analysis is used to understand and predict dynamic processes, including evolving demands in business, weather, markets, and biological rhythms. Exponential smoothing is used in all these domains to obtain simple interpretable models of time series and to forecast future values. Despite its popularity, expon…
We explore models for translating abstract musical ideas (scores, rhythms) into expressive performances using Seq2Seq and recurrent Variational Information Bottleneck (VIB) models. Though Seq2Seq models usually require painstakingly aligned corpora, we show that it is possible to adapt an approach from the Generative A…
Reactmine infers chemical reactions from time series data, overcoming sparse model limitations.
WeSinger improves singing voice synthesis with data augmentation and specialized modules.
The classification of time series data is a well-studied problem with numerous practical applications, such as medical diagnosis and speech recognition. A popular and effective approach is to classify new time series in the same way as their nearest neighbours, whereby proximity is defined using Dynamic Time Warping (D…
Objectives: Atrial fibrillation (AF) is a common heart rhythm disorder associated with deadly and debilitating consequences including heart failure, stroke, poor mental health, reduced quality of life and death. Having an automatic system that diagnoses various types of cardiac arrhythmias would assist cardiologists to…
Online audio advertising is a particular form of advertising used abundantly in online music streaming services. In these platforms, which tend to host tens of thousands of unique audio advertisements (ads), providing high quality ads ensures a better user experience and results in longer user engagement. Therefore, th…
Recent years have witnessed the world-wide emergence of mega-metropolises with incredibly huge populations. Understanding residents mobility patterns, or urban dynamics, thus becomes crucial for building modern smart cities. In this paper, we propose a Neighbor-Regularized and context-aware Non-negative Tensor Factoriz…
AI agents on social networks rarely engage in extended conversations.
Investigation of the underlying physics or biology from empirical data requires a quantifiable notion of similarity - when do two observed data sets indicate nearly identical generating processes, and when they do not. The discriminating characteristics to look for in data is often determined by heuristics designed by …
Study uses synthetic data to estimate credit risk for underbanked consumers in Istanbul.
Imaging fluorescent disease biomarkers in tissues and skin is a non-invasive method to screen for health conditions. We report an automated process that combines intraoral fluorescent porphyrin biomarker imaging, clinical examinations and machine learning for correlation of systemic health conditions with periodontal d…