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.
New unsupervised learning technique learns independent kernels for better machine learning tasks.
Paper develops a new model for predicting volatility surface.
Paper proposes a deep learning method to estimate fill probabilities of limit orders in LOBs.
ReGEN-TAD detects anomalies in financial time series with interpretable models.
Develops a deep learning approach for statistical arbitrage.
Efficient point cloud compression is fundamental to enable the deployment of virtual and mixed reality applications, since the number of points to code can range in the order of millions. In this paper, we present a novel data-driven geometry compression method for static point clouds based on learned convolutional tra…
Proposes a new deep learning framework for financial stock trading.
Effective modeling of electronic health records (EHR) is rapidly becoming an important topic in both academia and industry. A recent study showed that using the graphical structure underlying EHR data (e.g. relationship between diagnoses and treatments) improves the performance of prediction tasks such as heart failure…
Recently there has been an increasing interest in methods that deal with multiple outputs. This has been motivated partly by frameworks like multitask learning, multisensor networks or structured output data. From a Gaussian processes perspective, the problem reduces to specifying an appropriate covariance function tha…
Image and video-capturing technologies have permeated our every-day life. Such technologies can continuously monitor individuals' expressions in real-life settings, affording us new insights into their emotional states and transitions, thus paving the way to novel well-being and healthcare applications. Yet, due to the…
Deep convolutional neural networks have led to breakthrough results in numerous practical machine learning tasks such as classification of images in the ImageNet data set, control-policy-learning to play Atari games or the board game Go, and image captioning. Many of these applications first perform feature extraction …