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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.

168,742 papers · 148 categories

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48 results for code changes

Paper proposes a novel approach to improve spatiotemporal precipitation forecasts.

problem Improving accuracy of spatiotemporal precipitation forecasts for flood damage mitigation.
method Introduces a rain-code fusion approach using ConvLSTM and multi-frame fusion for spatiotemporal precipitation code-to-code forecasting.
result Demonstrates enhanced accuracy in precipitation forecasts beyond 3 timesteps using the rain-code fusion.

PPC detects anomalies in high-dimensional data efficiently.

problem Scalability issues and reduced performance with high-dimensional data.
method Probabilistic Predictive Coding (PPC) learns latent representations and predicts uncertainties.
result PPC achieves linear time complexity and high adaptability.

Machine learning models that take computer program source code as input typically use Natural Language Processing (NLP) techniques. However, a major challenge is that code is written using an open, rapidly changing vocabulary due to, e.g., the coinage of new variable and method names. Reasoning over such a vocabulary i…

2018-10-18abs ↗pdf ↗

We provide complete source code for a front-end GUI and its back-end counterpart for a stock market visualization tool. It is built based on the "functional visualization" concept we discuss, whereby functionality is not sacrificed for fancy graphics. The GUI, among other things, displays a color-coded signal (computed…

2018-02-11abs ↗pdf ↗

DoWhy-GCM extends causal inference in graphical models for diverse queries.

problem Addressing diverse causal queries in graphical causal models.
method Specify cause-effect relations via a causal graph, fit causal mechanisms, pose causal queries.
result Identification of root causes, attribution of causal influences, diagnosis of causal structures.

The process of morphogenesis, which can be defined as an evolution of the form of an organism, is one of the most intriguing mysteries in the life sciences. It is clear, that gene expression patterns cannot explain the development of the precise geometry of an organism and its parts in space. Here, we suggest a set of …

2012-05-05abs ↗pdf ↗

A conjugate Bayesian method detects change points in Hawkes processes efficiently.

problem Non-conjugacy between Hawkes process likelihood and prior causes inefficiency in change point detection.
method Data augmentation to propose a conjugate Bayesian two-step change point detection method.
result The conjugate method is more accurate and efficient than non-conjugate methods.

A statistical physics model for the time evolutions of stock portfolios is proposed. In this model the time series of price changes are coded into the sequences of up and down spins. The Hamiltonian of the system is introduced and is expressed by spin-spin interactions as in spin glass models of disordered magnetic sys…

2000-11-09abs ↗pdf ↗

Study finds billing codes at IPO boost digital health companies' financial performance.

problem Identifying factors that drive long-term financial success in digital health companies.
method Analyzed 33 digital health IPOs from 2010-2021, comparing companies with and without billing codes.
result Companies with billing codes at IPO were significantly more likely to achieve positive CAGR and higher market capitalization.

New algorithm for multi-player bandits with collision-dependent rewards.

problem Stochastic multi-player multi-armed bandits with collision-dependent reward distributions.
method Error-Correction Collision Communication (EC3) algorithm.
result EC3 algorithm achieves optimal regret approaching centralized MP-MAB regret.

Many computationally-efficient methods for Bayesian deep learning rely on continuous optimization algorithms, but the implementation of these methods requires significant changes to existing code-bases. In this paper, we propose Vprop, a method for Gaussian variational inference that can be implemented with two minor c…

2017-12-04abs ↗pdf ↗

Study shows code-level optimizations significantly impact deep RL algorithms.

problem Understanding the impact of implementation details on deep RL algorithms.
method Case study on PPO and TRPO, investigating the effects of code-level optimizations.
result Code-level optimizations are crucial for performance in deep RL algorithms.

Paper constructs a CRRIX index to assess cryptocurrency market risks from regulatory changes.

problem Lack of indices quantifying regulatory risks in cryptocurrencies.
method CRRIX index based on news coverage frequency, using Latent Dirichlet Allocation and Hellinger distance.
result CRRIX successfully captures major policy-changing moments and synchronizes with market volatility.

The simulator is an R package that streamlines the process of performing simulations by creating a common infrastructure that can be easily used and reused across projects. Methodological statisticians routinely write simulations to compare their methods to preexisting ones. While developing ideas, there is a temptatio…

2016-06-30abs ↗pdf ↗

A model is developed to study the effectiveness of innovation and its impact on structure creation and structure change on agent-based societies. The abstract model that is developed is easily adapted to any particular field. In any interacting environment, the agents receive something from the environment (the other a…

2007-09-17abs ↗pdf ↗

EVARS-GPR refines Gaussian Process Regression for seasonal data with sudden scale changes.

problem Challenges in forecasting with changing system behavior over time.
method Combines online change point detection with data augmentation for refitting.
result 20.8% lower RMSE on real-world datasets compared to similar methods.

PANDA predicts protein binding affinity changes from sequences, outperforming existing methods.

problem Accurately predicting changes in protein binding affinity due to mutations.
method Sequence-based machine learning approach using protein sequence information.
result PANDA achieves higher Pearson correlation coefficients than existing methods.

Deep neural network predicts health costs better than traditional models.

problem Accurate prediction of healthcare costs for optimal cost management.
method Developed a deep neural network to predict future health care costs from health insurance claims records.
result Deep neural network outperformed ridge regression and Morbi-RSA models in cost prediction.

Spherical data is found in many applications. By modeling the discretized sphere as a graph, we can accommodate non-uniformly distributed, partial, and changing samplings. Moreover, graph convolutions are computationally more efficient than spherical convolutions. As equivariance is desired to exploit rotational symmet…

2019-04-08abs ↗pdf ↗

Knot theory applied to proteins, distinguishing folded linear chains.

problem Classifying proteins as unknots when intra-chain interactions are ignored.
method Developing knot theory for folded linear molecular chains, considering self-bonding, and using Gauss codes and quandles.
result Extended knot theory to distinguish topologies of proteins with intra-chain bonds.

Scene understanding and semantic segmentation are at the core of many computer vision tasks, many of which, involve interacting with humans in potentially dangerous ways. It is therefore paramount that techniques for principled design of robust models be developed. In this paper, we provide analytic and empirical evide…

2019-05-23abs ↗pdf ↗

Better data representations can simplify learning tasks by aligning model distributions with true data distributions.

problem Learning complexity influenced by the alignment of model distributions with true data distributions.
method Analyzed the effect of data representations on learning complexity using a task complexity score and information coding length.
result Better representations can simplify learning tasks by aligning model distributions with true data distributions, improving learning outcomes.

This paper uses natural language processing to create the first machine-coded democracy index, which I call Automated Democracy Scores (ADS). The ADS are based on 42 million news articles from 6,043 different sources and cover all independent countries in the 1993-2012 period. Unlike the democracy indices we have today…

2015-02-22abs ↗pdf ↗

Develops new methods to create imperceptible image changes that fool classifiers.

problem Improving the robustness of image classifiers by creating subtle changes undetectable to humans.
method Two methods: Edge-Aware and Color-Aware, designed to reduce detectability of image perturbations.
result Demonstrated that the new methods effectively cause misclassification and are computationally efficient.

We analyze the statistics of daily price change of stock market in the framework of a statistical physics model for the collective fluctuation of stock portfolio. In this model the time series of price changes are coded into the sequences of up and down spins, and the Hamiltonian of the system is expressed by spin-spin…

2001-10-06abs ↗pdf ↗