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.
This paper compares imputation and direct parameter estimation methods for missing data in correlation matrix visualization.
The aim of this article is to briefly review and make new studies of correlations and co-movements of stocks, so as to understand the "seasonalities" and market evolution. Using the intraday data of the CAC40, we begin by reasserting the findings of Allez and Bouchaud [New J. Phys. 13, 025010 (2011)]: the average corre…
TimeTrail detects financial fraud patterns through temporal correlation analysis.
A visualization aids in comparing regression models by highlighting errors and correlations.
We propose a technique for making Convolutional Neural Network (CNN)-based models more transparent by visualizing input regions that are 'important' for predictions -- or visual explanations. Our approach, called Gradient-weighted Class Activation Mapping (Grad-CAM), uses class-specific gradient information to localize…
This paper presents a novel application of a clustering algorithm developed for constructing a phylogenetic network to the correlation matrix for 126 stocks listed on the Shanghai A Stock Market. We show that by visualizing the correlation matrix using a Neighbor-Net network and using the circular ordering produced dur…
Modern deep neural networks require a tremendous amount of data to train, often needing hundreds or thousands of labeled examples to learn an effective representation. For these networks to work with less data, more structure must be built into their architectures or learned from previous experience. The learned weight…
We propose a link prediction algorithm that is based on spring-electrical models. The idea to study these models came from the fact that spring-electrical models have been successfully used for networks visualization. A good network visualization usually implies that nodes similar in terms of network topology, e.g., co…
Neurons in the visual cortex are correlated in their variability. The presence of correlation impacts cortical processing because noise cannot be averaged out over many neurons. In an effort to understand the functional purpose of correlated variability, we implement and evaluate correlated noise models in deep convolu…
CCP clusters correlated features and projects them to 1D for efficient dimensionality reduction.
Prior work in visual dialog has focused on training deep neural models on VisDial in isolation. Instead, we present an approach to leverage pretraining on related vision-language datasets before transferring to visual dialog. We adapt the recently proposed ViLBERT (Lu et al., 2019) model for multi-turn visually-grounde…
Study uncovers financial trends from cross-lingual news data.
We provide a rigorous mathematical treatment to the crowding issue in data visualization when high dimensional data sets are projected down to low dimensions for visualization. By properly adjusting the capacity of high dimensional balls, our method makes right enough room to prepare for the embedding. A key component …
Visual relationship detection can bridge the gap between computer vision and natural language for scene understanding of images. Different from pure object recognition tasks, the relation triplets of subject-predicate-object lie on an extreme diversity space, such as \textit{person-behind-person} and \textit{car-behind…
Visually predicting the stability of block towers is a popular task in the domain of intuitive physics. While previous work focusses on prediction accuracy, a one-dimensional performance measure, we provide a broader analysis of the learned physical understanding of the final model and how the learning process can be g…
We conduct large-scale studies on `human attention' in Visual Question Answering (VQA) to understand where humans choose to look to answer questions about images. We design and test multiple game-inspired novel attention-annotation interfaces that require the subject to sharpen regions of a blurred image to answer a qu…
Understanding why and how certain neural networks outperform others is key to guiding future development of network architectures and optimization methods. To this end, we introduce a novel visualization algorithm that reveals the internal geometry of such networks: Multislice PHATE (M-PHATE), the first method designed…
We provide a rigorous definition of the visual cause of a behavior that is broadly applicable to the visually driven behavior in humans, animals, neurons, robots and other perceiving systems. Our framework generalizes standard accounts of causal learning to settings in which the causal variables need to be constructed …
3D RadViz improves 3D data visualization of multidimensional datasets.
Twitmo analyzes geo-tagged Twitter data for topic modeling and visualization.
DPERC efficiently estimates covariance matrices for mixed data with missing values.
New VAE models reveal hierarchical visual cortex computations.
A commonly used evaluation metric for text-to-image synthesis is the Inception score (IS) \cite{inceptionscore}, which has been shown to be a quality metric that correlates well with human judgment. However, IS does not reveal properties of the generated images indicating the ability of a text-to-image synthesis method…
Study the Mexican stock market's interdependency structure from 2000-2019.
Deep neural networks have been developed drawing inspiration from the brain visual pathway, implementing an end-to-end approach: from image data to video object classes. However building an fMRI decoder with the typical structure of Convolutional Neural Network (CNN), i.e. learning multiple level of representations, se…
Paper develops a framework for generating coherent image captions using visual features and hierarchical topics.
Simple method disentangles content and style from pre-trained vision models.
We present DRLViz, a visual analytics interface to interpret the internal memory of an agent (e.g. a robot) trained using deep reinforcement learning. This memory is composed of large temporal vectors updated when the agent moves in an environment and is not trivial to understand due to the number of dimensions, depend…
Language is increasingly being used to define rich visual recognition problems with supporting image collections sourced from the web. Structured prediction models are used in these tasks to take advantage of correlations between co-occurring labels and visual input but risk inadvertently encoding social biases found i…
Correspondence analysis (CA) is a multivariate statistical tool used to visualize and interpret data dependencies by finding maximally correlated embeddings of pairs of random variables. CA has found applications in fields ranging from epidemiology to social sciences; however, current methods do not scale to large, hig…
Yarbus' claim to decode the observer's task from eye movements has received mixed reactions. In this paper, we have supported the hypothesis that it is possible to decode the task. We conducted an exploratory analysis on the dataset by projecting features and data points into a scatter plot to visualize the nuance prop…
Veterans with mild traumatic brain injury (mTBI) have reported auditory and visual dysfunction that persists beyond the acute incident. The etiology behind these symptoms is difficult to characterize with current clinical imaging. These functional deficits may be caused by shear injury or micro-bleeds, which can be det…
We address the problem of disentanglement of factors that generate a given data into those that are correlated with the labeling and those that are not. Our solution is simpler than previous solutions and employs adversarial training. First, the part of the data that is correlated with the labels is extracted by traini…
Imaging genetic research has essentially focused on discovering unique and co-association effects, but typically ignoring to identify outliers or atypical objects in genetic as well as non-genetics variables. Identifying significant outliers is an essential and challenging issue for imaging genetics and multiple source…
Efficient SGPRN model for imputation and visualization of missing data.
This study analyzes cryptocurrency market dynamics using a novel -dependent detrended cross-correlation method.
Human affect recognition is an essential part of natural human-computer interaction. However, current methods are still in their infancy, especially for in-the-wild data. In this work, we introduce our submission to the Affective Behavior Analysis in-the-wild (ABAW) 2020 competition. We propose a two-stream aural-visua…
We use principle component analysis (PCA) of cross correlations in European government bonds and European stocks to investigate the systemic risk contained in the European economy. We tackle the task to visualize the evolution of risk, introducing the conditional average rolling sum (CARS). Using this tool we see that …
CDSSL improves representation quality by integrating linear and nonlinear dependencies.
Multimodal language analysis often considers relationships between features based on text and those based on acoustical and visual properties. Text features typically outperform non-text features in sentiment analysis or emotion recognition tasks in part because the text features are derived from advanced language mode…
t-Distributed Stochastic Neighbor Embedding (t-SNE) for the visualization of multidimensional data has proven to be a popular approach, with successful applications in a wide range of domains. Despite their usefulness, t-SNE projections can be hard to interpret or even misleading, which hurts the trustworthiness of the…
This work explores how XAI methods can visualize the diversity of feature representations in Bayesian Neural Networks.
A new model analyzes document structure and customer shopping patterns.
Proposes a network framework for forecasting futures with different expirations.
Recent convolutional neural networks (CNNs) have led to impressive performance but often suffer from poor calibration. They tend to be overconfident, with the model confidence not always reflecting the underlying true ambiguity and hardness. In this paper, we propose angular visual hardness (AVH), a score given by the …
Steady-State Visual Evoked Potentials (SSVEPs) are neural oscillations from the parietal and occipital regions of the brain that are evoked from flickering visual stimuli. SSVEPs are robust signals measurable in the electroencephalogram (EEG) and are commonly used in brain-computer interfaces (BCIs). However, methods f…
LMGPs enable efficient, accurate data fusion across multiple data sources.
GIFsentiment predicts stock market returns and investor sentiment from social media GIFs.