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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.

169,051 papers · 148 categories

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100200300400 · Jun 202019922001200920182026
48 results for compound featurization

PADME predicts drug-target interaction strengths using deep learning.

problem Challenges in drug-target interaction prediction, especially for cold-target problems.
method PADME uses deep neural networks to predict real-valued interaction strengths between compounds and proteins, handling cold-target problems.
result PADME consistently outperforms baseline methods on multiple datasets, including the ToxCast dataset.

Simple machine learning models achieve high accuracy in toxicity prediction.

problem Toxicity prediction of chemical compounds using complex models.
method Using shallow neural networks and decision trees with 2D features.
result Achieves similar or better performance than deep neural networks with less computing time.

Paper proposes a framework to predict therapeutic properties of compounds.

problem Predict therapeutic properties of compounds with heterogeneous data.
method Domain-adversarial multi-task framework using adversarial learning.
result Framework improves performance over competitive baselines.

The paper develops a Gaussian process model for predicting chemical efficacy.

problem Statistical methodologies for analyzing chemical databases are limited.
method Conditional Gaussian process models with Tanimoto distance and a scaling parameter.
result Predictive performance improves when accounting for chemical space correlation.

Improves molecular activity prediction using graph convolutional neural networks considering graph distances.

problem Predicting molecular activity using graph convolutional neural networks with improved distance representation.
method Proposed three improvements: modified graph distances, distance-dependent weight matrices, and weighted sum conversion.
result The proposed method slightly outperforms the original weave module in compound activity prediction.

Study estimates Medallion's compounded return before fees at 31.8%.

problem Incorrectly using yearly returns for compounding leads to overestimation of fund performance.
method Used fund sizes and trading profits to estimate compounded return; used manager's wealth as proxy for Simons.
result Annualized compounded return of Medallion before fees is likely under 35%

Characterizes measures preserving compound mixed renewal process properties.

problem Preserving compound mixed renewal process properties under different probability measures.
method Characterization of progressively equivalent probability measures.
result Any compound mixed renewal process can be converted into a compound mixed Poisson process through a change of measures.

This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known Lévy process: The compound Poisson process. The semi-Markov extension of the compound Poisson process naturally leads to the compound fractional Poisson proc…

2011-03-03abs ↗pdf ↗

Study develops advanced models to forecast complex LOB data.

problem Forecasting high-frequency data in a limit order book (LOB).
method Advanced multidimensional sequence-to-sequence models with compound multivariate embedding.
result Method outperforms other multivariate forecasting methods, achieving lowest forecasting error.

Expanding spoken language understanding to handle complex entities and intents.

problem Handling compound entities and intents in spoken language understanding.
method Introducing a domain-agnostic shallow parser that handles linguistic coordination, learning domain-independent and slot-independent features.
result The model learns to segment conjunct boundaries of various phrasal categories and improves generalization across different slot types using adversarial training.

Inspired by recent successes of deep learning in computer vision, we propose a novel framework for encoding time series as different types of images, namely, Gramian Angular Summation/Difference Fields (GASF/GADF) and Markov Transition Fields (MTF). This enables the use of techniques from computer vision for time serie…

2015-06-01abs ↗pdf ↗

Study analyzes risk management in Aave and Compound lending protocols, finding v3 better than v2.

problem Risk management in decentralized lending protocols.
method Cross-version and cross-chain analysis using fixed effects model.
result v3 protocols have better risk management, with stronger impact on L2 blockchains.

High throughput screening of compounds (chemicals) is an essential part of drug discovery [7], involving thousands to millions of compounds, with the purpose of identifying candidate hits. Most statistical tools, including the industry standard B-score method, work on individual compound plates and do not exploit cross…

2017-09-28abs ↗pdf ↗

Analyzes compound interest with constant payments and interest rate.

problem Examines the properties of compound interest balance and payment functions.
method Analyzes the outstanding balance and payment functions for constant payments and interest rate.
result The outstanding balance function is not generally concave in the interest rate.

In this paper, we introduce a new model for the risk process based on general compound Hawkes process (GCHP) for the arrival of claims. We call it risk model based on general compound Hawkes process (RMGCHP). The Law of Large Numbers (LLN) and the Functional Central Limit Theorem (FCLT) are proved. We also study the ma…

2017-06-27abs ↗pdf ↗

Capsule Neural Networks classify graphs from categorical features and relationships.

problem Graph classification in scientific domains, especially with varying graph sizes and features.
method Explicit tensor representations, Capsule Network for classification.
result Capsule Network model performs competitively with state-of-the-art models.

Semi-supervised learning improves QSAR model predictions for novel compounds.

problem Improving model predictions for compounds not in the training set and adjusting for selection bias.
method Semi-supervised learning framework to estimate model quality and adjust for selection bias.
result Predictions for novel compounds are improved by accounting for compound similarity and selection bias.

Normalized compound random measures are flexible nonparametric priors for related distributions. We consider building general nonparametric regression models using normalized compound random measure mixture models. Posterior inference is made using a novel pseudo-marginal Metropolis-Hastings sampler for normalized comp…

2016-08-02abs ↗pdf ↗

Financial investment returns lead to growing wealth inequality.

problem Recent rise in wealth inequality in active financial markets.
method Minimalist modelling strategy combining financial markets, wealth accumulation, and compound interest.
result Accumulated financial investment returns cause ever-increasing wealth concentration and inequality.

New Riemannian geometry for Compound Gaussian distributions applied to efficient change detection.

problem Change detection in multivariate image times series.
method Developed a recursive approach based on Riemannian optimization.
result Optimal performance achieved with computational efficiency.

This study compares decentralized banks and finds some lack decentralization.

problem Decentralized banks do not fully decentralize transactions as expected.
method Network analysis of transaction data from four banks using core-periphery features.
result MakerDao and Compound are more decentralized than Aave and Liquity.

Graph convolutional network (GCN) is generalization of convolutional neural network (CNN) to work with arbitrarily structured graphs. A binary adjacency matrix is commonly used in training a GCN. Recently, the attention mechanism allows the network to learn a dynamic and adaptive aggregation of the neighborhood. We pro…

2018-02-14abs ↗pdf ↗

ChemGrapher uses deep learning to automatically convert chemical compound images into accurate graphs.

problem Automatically converting chemical compound images into accurate graphs with correct bond multiplicity and stereochemical information.
method Developed a deep neural network model for optical compound recognition, including segmentation and classification models.
result Significant error reductions in bond multiplicity and stereochemical information compared to existing tools.

Novel model predicts anticancer compound sensitivity with high accuracy and interpretability.

problem Predicting anticancer compound sensitivity with high accuracy and interpretability.
method Multimodal attention-based convolutional encoder using SMILES, gene expression profiles, and protein-protein interaction networks.
result The model significantly outperforms baseline models and demonstrates high interpretability.

The study improves compound selection in in silico screening by focusing on model's ability to predict desirable outcomes.

problem Improving compound selection in in silico screening to reduce errors and enhance generalization.
method Extending learning theory, the study analyzes the impact of selection policies on generalization and proposes a method to mitigate challenges.
result Generalization can be enhanced by considering a model's ability to predict the fraction of desired outcomes in a batch.

The paper develops generalization bounds for deep compound Gaussian neural networks.

problem Developing theoretical guarantees for the performance of deep neural networks.
method Novel generalization error bounds using a compound Gaussian prior and Dudley's integral.
result Theoretical bounds show generalization error scales O(nln(n))\mathcal{O}(n\sqrt{\ln(n)}) in signal dimension and O((NetworkSize)3/2)\mathcal{O}((Network Size)^{3/2}) in network size.

Study predicts shear stress in compound channels using data mining and machine learning.

problem Predicting shear stress distribution in symmetric compound channels.
method Conducted experiments to measure shear stress. Used data mining and machine learning models (RF, M5P, RC, KStar, AR) to predict.
result Random Forest (RF) model showed highest accuracy with R2=0.9.

Everyday we are exposed to various chemicals via food additives, cleaning and cosmetic products and medicines -- and some of them might be toxic. However testing the toxicity of all existing compounds by biological experiments is neither financially nor logistically feasible. Therefore the government agencies NIH, EPA …

2015-03-04abs ↗pdf ↗

We propose an analytical approach to the computation of tail probabilities of compound distributions whose individual components have heavy tails. Our approach is based on the contour integration method, and gives rise to a representation of the tail probability of a compound distribution in the form of a rapidly conve…

2017-10-03abs ↗pdf ↗

Study shows convergence rates for BSDEs approximated by compound Poisson processes.

problem Analyzing convergence rates of BSDEs driven by Lévy processes.
method Approximating Lévy processes by compound Poisson processes and studying BSDEs.
result Optimal convergence rates derived for BSDEs in L2\mathbb L^2-norm and Wasserstein distance.

Bayesian learning improves reliability of molecular predictions for hit compound discovery.

problem Improving reliability of machine learning predictions for virtual screening.
method Bayesian learning algorithms applied to graph neural networks.
result Bayesian learning leads to well-calibrated predictions and higher hit compound success.

A multi-step model reduces compounding errors in reinforcement learning.

problem Compounding errors in one-step models lead to inaccurate predictions in reinforcement learning.
method Introduced a multi-step model that directly outputs the outcome of a sequence of actions.
result The multi-step model yields better action selection and more accurate value-function estimation.