Framework mitigates overfitting in quantitative trading strategies.
problem Overfitting during strategy transition from backtest to live trading.
method Three-stage protocol: IS, WFA, OOS; majority pass, purge gaps, cliff veto, etc.
result Demonstrates how to detect overfitting through performance decay and drawdown behavior.
Study shows cliff-learning in transfer learning from foundation models.
problem Data-scaling of transfer learning from foundation models in low data regimes.
method Investigation of cliff-learning phenomenon through foundation-model analysis and toy models.
result Cliff-learning reflects compatibility between priors and tasks.
A new method for unsupervised disentanglement using axis-aligned cliffs.
problem Unsupervised disentanglement of latent factors under nonlinear maps.
method Encouraging axis-aligned discontinuities (cliffs) in the estimated density of factors.
result Cliff method outperforms baselines on disentanglement benchmarks.
QSAR models struggle to predict activity cliffs, but graph isomorphism features improve AC-sensitivity.
problem QSAR models struggle to predict activity cliffs (ACs).
method Nine distinct QSAR models combining molecular representation methods and regression techniques.
result Graph isomorphism features improve AC-sensitivity.
Study compares GNNs and classical molecular featurisations for molecular property and cliff prediction.
problem Comparing GNNs and classical featurisations for molecular property and cliff prediction.
method Systematic exploration and comparison of PDVs, ECFPs, and GNNs; introduction of substructure pooling.
result Sort & Slice outperforms hash-based folding in ECFP vectorization.
We established existence of periodic Reeb orbits for a large class of tight contact structures on closed 3-manifolds, notably the Stein fillable structures, based on a fundamental theorem of Cliff Taubes on symplectic 4-manifolds.
We show the existence of a modified Cliff(1,1) structure compatible with an Osserman 0-model of signature (2,2). We then apply this algebraic result to certain classes of pseudo-Riemannian manifolds of signature (2,2). We obtain a new characterization of the Weyl curvature tensor of an (anti-)self-dual manifold and we …
This paper improves robot traders' market impact sensitivity.
problem Market impact in automated trading systems.
method Critiqued existing methods, introduced MLOFI, and demonstrated new algorithms.
result New imbalance-sensitive trader-agents exhibit market impact effects.
Rank-based Bayesian Optimization improves molecule selection in chemical systems.
problem Optimizing chemical compounds using traditional regression models.
method Introducing Rank-based Bayesian Optimization (RBO) using ranking models.
result RBO outperforms regression-based BO, especially for rough landscapes and activity cliffs.
We present Tanaka's prolongation procedure for filtered structures on manifolds discovered in [Tanaka N., J. Math. Kyoto. Univ. 10 (1970), 1-82] in a spirit of Singer-Sternberg's description of the prolongation of usual G-structures [Singer I.M., Sternberg S., J. Analyse Math. 15 (1965), 1-114; Sternberg S., Prentice-H…
Fast detection of changepoints in linear regression models.
problem Early detection of changes in linear regression models.
method Heavy-weighted CUSUM statistics and composite statistics.
result Effective detection of changepoints regardless of their location.
Framework quantifies financial NLP robustness under regime shifts.
problem Semantic and causal drift in financial news narratives.
method Four metrics: FCAS, PCS, TSV, NLICS.
result Transformer models are more affected by semantic drift.
We propose a joint source and channel coding (JSCC) technique for wireless image transmission that does not rely on explicit codes for either compression or error correction; instead, it directly maps the image pixel values to the complex-valued channel input symbols. We parameterize the encoder and decoder functions b…
ELECTRE Tree infers ELECTRE Tri-B parameters using a machine learning approach.
problem Infer ELECTRE Tri-B parameters from decision-maker inputs.
method Random Forest inspired algorithm: generate models, optimize parameters, merge or vote.
result ELECTRE Tree generates non-linear decision boundaries for voting, linear for merged model.
Learning to optimize - the idea that we can learn from data algorithms that optimize a numerical criterion - has recently been at the heart of a growing number of research efforts. One of the most challenging issues within this approach is to learn a policy that is able to optimize over classes of functions that are fa…
New method identifies critical states to improve RL agent explainability and speed.
problem Challenges in RL agent explainability and action selection timing.
method Identify critical states based on action-based variance in Q-function, prioritize exploitation on these states.
result Identified critical states accelerate RL in grid worlds and deep RL tasks.
Light pillars over rippled water appear parallel due to projection geometry.
problem Light pillars over rippled water appear parallel.
method Developing a geometric optics model
result The phenomenon is explained using the specular reflection rule, projection geometry, and physics of surface slopes.
New framework tackles deep financial reporting bottleneck by improving hallucination and coherence.
problem Statistical smoothing trap in LLMs limits deep financial reporting quality.
method DeepNews Framework integrates information foraging, schema-guided planning, and adversarial prompting.
result DeepNews system achieves 25% acceptance rate in blind test, significantly outperforming SOTA.
New research shows IBM's GDX algorithm outperforms Vytelingum's Adaptive-Aggressive strategy in market simulations.
problem Comparing the performance of adaptive-aggressive trading algorithms in various market scenarios.
method Exhaustive testing across a wide range of market environments using large-scale compute facilities.
result Vytelingum's Adaptive-Aggressive strategy is consistently outperformed by IBM's GDX algorithm in simple market conditions.