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.
We study the problem of inferring readers' identities and estimating their level of text comprehension from observations of their eye movements during reading. We develop a generative model of individual gaze patterns (scanpaths) that makes use of lexical features of the fixated words. Using this generative model, we d…
Interpretable machine learning has gained much attention recently. Briefness and comprehensiveness are necessary in order to provide a large amount of information concisely when explaining a black-box decision system. However, existing interpretable machine learning methods fail to consider briefness and comprehensiven…
Bayesian EnKF improves sentence comprehension uncertainty modeling.
Comprehensive review of robust portfolio selection models.
Python library for causal discovery from observational data.
Improved equation learning accuracy via comprehensive R²-elimination and Bayesian model selection.
New metrics predict human sentence comprehension across languages.
The paper introduces comprehensive quasi-Einstein spacetimes and explores their properties.
URSABench benchmarks Bayesian methods for deep learning models.
Enhances model OOD detection by diversifying feature representation.
Deep learning has been shown to be successful in a number of domains, ranging from acoustics, images, to natural language processing. However, applying deep learning to the ubiquitous graph data is non-trivial because of the unique characteristics of graphs. Recently, substantial research efforts have been devoted to a…
State-of-the-art machine learning methods exhibit limited compositional generalization. At the same time, there is a lack of realistic benchmarks that comprehensively measure this ability, which makes it challenging to find and evaluate improvements. We introduce a novel method to systematically construct such benchmar…
This paper analyzes various graph clustering methods and their applications.
FinReflectKG builds a comprehensive financial knowledge graph from SEC filings, improving extraction quality.
BeGIN benchmarks GNNs for instance-dependent label noise in graphs.
This work illustrates how several new pricing formulas for exotic options can be derived within a Levy framework by employing a unique pricing expression. Many existing pricing formulas of the traditional Gaussian model are obtained as a by-product.
Deep learning models outperform classical methods in text classification.
GRF models predict cryptocurrency VaR better than other methods.
We investigate whether ResNet architectures can outperform more traditional Convolutional Neural Networks on the task of fine-grained vehicle classification. We train and test ResNet-18, ResNet-34 and ResNet-50 on the Comprehensive Cars dataset without pre-training on other datasets. We then modify the networks to use …
This article provides the role of big idea statisticians in future of Big Data Science. We describe the `United Statistical Algorithms' framework for comprehensive unification of traditional and novel statistical methods for modeling Small Data and Big Data, especially mixed data (discrete, continuous).
Deep learning tackles label imbalance in high-frequency trading.
Hypothesis testing is an important cognitive process that supports human reasoning. In this paper, we introduce a computational hypothesis testing approach based on memory augmented neural networks. Our approach involves a hypothesis testing loop that reconsiders and progressively refines a previously formed hypothesis…
We introduce SLM Lab, a software framework for reproducible reinforcement learning (RL) research. SLM Lab implements a number of popular RL algorithms, provides synchronous and asynchronous parallel experiment execution, hyperparameter search, and result analysis. RL algorithms in SLM Lab are implemented in a modular w…
Paper establishes a comprehensive benchmark for ECG time-series analysis.
DIGEN benchmark provides synthetic datasets for ML algorithm evaluation.
This paper presents a novel method for structural data recognition using a large number of graph models. In general, prevalent methods for structural data recognition have two shortcomings: 1) Only a single model is used to capture structural variation. 2) Naive recognition methods are used, such as the nearest neighbo…
In text classification, dictionaries can be used to define human-comprehensible features. We propose an improvement to dictionary features called smoothed dictionary features. These features recognize document contexts instead of n-grams. We describe a principled methodology to solicit dictionary features from a teache…
This paper surveys RL methods for quantitative trading.
Existing machine reading comprehension (MRC) models do not scale effectively to real-world applications like web-level information retrieval and question answering (QA). We argue that this stems from the nature of MRC datasets: most of these are static environments wherein the supporting documents and all necessary inf…
Unified R packages for forecast reconciliation of constrained series.
Neural networks have been used as a nonparametric method for option pricing and hedging since the early 1990s. Far over a hundred papers have been published on this topic. This note intends to provide a comprehensive review. Papers are compared in terms of input features, output variables, benchmark models, performance…
New method to handle credit portfolio model uncertainties.
Develops a fast, accurate method for comparing networks.
Paper builds a physical model of a foliation theory concept.
There is emerging interest in performing regression between distributions. In contrast to prediction on single instances, these machine learning methods can be useful for population-based studies or on problems that are inherently statistical in nature. The recently proposed distribution regression network (DRN) has sh…
OceanForecastBench offers a comprehensive benchmark for data-driven ocean forecasting models.
AlphaEval evaluates alpha mining models efficiently and comprehensively.
Self-supervised learning improves ECG classification performance.
Paper tackles multivariate shape-constrained convex regression problems.
Reinforcement learning (RL) algorithms allow agents to learn skills and strategies to perform complex tasks without detailed instructions or expensive labelled training examples. That is, RL agents can learn, as we learn. Given the importance of learning in our intelligence, RL has been thought to be one of key compone…
A submanifold of a Riemannian manifold is called a parallel submanifold if its second fundamental form is parallel with respect to the van der Waerden-Bortolotti connection. From submanifold point of view, parallel submanifolds are the simplest Riemannian submanifolds next to totally geodesic ones. Parallel submanifold…
We provide a comprehensive investigation of different custom and off-the-shelf architectures as well as different approaches to generating feature vectors for offensive language detection. We also show that these approaches work well on small and noisy datasets such as on the Offensive Language Identification Dataset (…
This paper surveys gradient-based multi-objective deep learning methods.
Hyperparameter optimization and neural architecture search can become prohibitively expensive for regular black-box Bayesian optimization because the training and evaluation of a single model can easily take several hours. To overcome this, we introduce a comprehensive tool suite for effective multi-fidelity Bayesian o…
Interpretable machine learning tackles the important problem that humans cannot understand the behaviors of complex machine learning models and how these models arrive at a particular decision. Although many approaches have been proposed, a comprehensive understanding of the achievements and challenges is still lacking…
Mode clustering is a nonparametric method for clustering that defines clusters using the basins of attraction of a density estimator's modes. We provide several enhancements to mode clustering: (i) a soft variant of cluster assignment, (ii) a measure of connectivity between clusters, (iii) a technique for choosing the …
Survey tackles challenges in neural architecture design.
MDGNN predicts stock prices by capturing multifaceted relations over time.