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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.

168,695 papers · 148 categories

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336698131 · May 202619922001200920172026
48 results for cross subject

K-fold Cross Validation is commonly used to evaluate classifiers and tune their hyperparameters. However, it assumes that data points are Independent and Identically Distributed (i.i.d.) so that samples used in the training and test sets can be selected randomly and uniformly. In Human Activity Recognition datasets, we…

2019-04-04abs ↗pdf ↗

A new method improves EEG classification across subjects efficiently.

problem Challenges in adapting and retaining knowledge for EEG classifiers across different subjects.
method Meta UPdate Strategy (MUPS-EEG) for continuous EEG classification.
result Outperforms current state-of-the-art methods in adapting to new subjects and retaining knowledge of learned subjects.

Study improves privacy in cross-silo federated learning by personalizing data.

problem Privacy concerns in cross-silo federated learning.
method Introduced sample-level differential privacy for silos, analyzed mean-regularized multi-task learning.
result Mean-regularized multi-task learning is a strong baseline for cross-silo federated learning under stronger privacy requirements.

SM-netFusion estimates brain network atlas by considering multiple topological measures.

problem Limited BNA estimation methods that overlook topological measures and lack discriminative power.
method Supervised multi-topology network cross-diffusion framework using degree, closeness, and eigenvector centrality measures.
result SM-netFusion produces more centered and representative templates, and improves classification accuracy.

Unified model combines neural networks and dictionary learning for clinical predictions from brain data.

problem Predicting clinical severity from brain imaging data.
method Combines neural networks with dictionary learning to model patient-specific and shared features.
result Unified model outperforms state-of-the-art methods in predicting clinical severity.

Proposes a framework for extracting consistent physiological features across users.

problem Variability of biosignals across different users and tasks.
method Adversarial feature extractor for disentangled universal representations.
result Up to 8.8% improvement in average accuracy of classification.

We propose factor models for the cross-section of daily cryptoasset returns and provide source code for data downloads, computing risk factors and backtesting them out-of-sample. In "cryptoassets" we include all cryptocurrencies and a host of various other digital assets (coins and tokens) for which exchange market dat…

2018-11-19abs ↗pdf ↗

A significant challenge for a supervised learning approach to inertial human activity recognition is the heterogeneity of data between individual users, resulting in very poor performance of impersonal algorithms for some subjects. We present an approach to personalized activity recognition based on deep embeddings der…

2020-01-15abs ↗pdf ↗

A new method routes EEG covariance matrices across domains using adaptive subspace selection.

problem Challenges in cross-domain EEG decoding due to distinct SPD manifold regions.
method Dynamic Stiefel routing with expert filters and cross-attention for adaptive subspace projection.
result Consistent gains across three datasets: balanced accuracy improves from 0.773 to 0.823, 0.757 to 0.809, and 0.801 to 0.839.

Study on cryptocurrency trading patterns using multifractal analysis.

problem Lack of systematic study on temporal structure of cryptocurrency trading.
method Multifractal detrended cross-correlation analysis of price returns, trades, and volume.
result All analyzed quantities exhibit multifractal structure, both univariate and bivariate.

Predictive models ground many state-of-the-art developments in statistical brain image analysis: decoding, MVPA, searchlight, or extraction of biomarkers. The principled approach to establish their validity and usefulness is cross-validation, testing prediction on unseen data. Here, I would like to raise awareness on e…

2017-06-23abs ↗pdf ↗

Study on bit threads and their locking properties in holographic spacetimes.

problem Understanding the conditions under which regions can be locked in holographic spacetimes.
method Investigation of different density bounds and their implications on the locking of regions.
result Non-crossing regions can be locked under the most stringent bound, but crossing regions cannot.

Study optimal trading strategies with differing views and market prices.

problem Maximizing portfolio value with subjective asset value vs market price.
method Mean-field game approach to analyze interactions among agents with differing signals.
result Cross-sectional distribution of agents' inventories and price distribution dependence on shared information.

While invasively recorded brain activity is known to provide detailed information on motor commands, it is an open question at what level of detail information about positions of body parts can be decoded from non-invasively acquired signals. In this work it is shown that index finger positions can be differentiated fr…

2015-12-14abs ↗pdf ↗

The paper studies knots formed by twisting a circle around a base knot and conjectures a linear growth in crossing numbers.

problem Understanding the growth rate of crossing numbers in twist families of knots.
method Introduced the stable crossing number and used geometric wrapping and algebraic winding to establish conjectures.
result The crossing number of KnK_n grows like nη(η1)n η(η-1) as non o \infty for coherent twist families.

Ensuring the security of transactions is currently one of the major challenges that banking systems deal with. The usage of face for biometric authentication of users is attracting large investments from banks worldwide due to its convenience and acceptability by people, especially in cross-domain scenarios, in which f…

2018-06-20abs ↗pdf ↗

Epilepsy is a neurological disorder classified as the second most serious neurological disease known to humanity, after stroke. Localization of the epileptogenic zone is an important step for epileptic patient treatment, which starts with epileptic spike detection. The common practice for spike detection of brain signa…

2019-07-03abs ↗pdf ↗

In this paper we study rational real algebraic knots in RP3\R P^3. We show that two real algebraic knots of degree 5\leq5 are rigidly isotopic if and only if their degrees and encomplexed writhes are equal. We also show that any irreducible smooth knot which admits a plane projection with less than or equal to four cro…

2009-05-26abs ↗pdf ↗

We present a practical health-theme machine learning (ML) application concerning `AI for social good' domain for `Producing Good Outcomes' track. In particular, the solution is concerning the problem of a potential elderly adult dementia onset prediction in aging societies. The paper discusses our attempt and encouragi…

2019-11-25abs ↗pdf ↗

Study improves stock movement prediction using multimodal data.

problem Inaccurate stock movement prediction due to incomplete multimodal data integration.
method Introduces MSGCA framework for robust multimodal fusion.
result MSGCA framework outperforms existing methods by 21.7% on multimodal datasets.

The paper analyzes and proposes an algorithm for multi-modal nonlinear embeddings with theoretical performance bounds.

problem Generalizability of multi-modal nonlinear embeddings to unseen data.
method Theoretical analysis and a multi-modal nonlinear representation learning algorithm motivated by performance bounds.
result The proposed algorithm yields promising performance in multi-modal image classification and cross-modal image-text retrieval applications.

Model liquidity premia using a risk-sharing economy with quadratic costs.

problem Understanding the cross-section of liquidity premia earned by assets with different trading costs.
method Developed a risk-sharing economy model with quadratic transaction costs, leading to matrix-valued Riccati equations for equilibrium.
result Calibrated model to time series data, revealing liquidity premia across assets with varying trading costs.

Study cryptocurrency market complexity using multifractal and cross-correlation analyses.

problem Understanding the complexity and dynamics of cryptocurrency markets, especially during the COVID-19 pandemic.
method Multifractal formalism, cross-correlation analyses, network representation.
result Cryptocurrency market dynamics exhibit multifractal and intermittent bifractality, with topology changes during significant events.

The paper examines bounds for stop-loss payoffs using transformed random variables.

problem Bounding stop-loss payoffs for a difference of two random variables.
method Analyzes crossing points of cdfs of original and transformed random variables.
result Unique pairwise crossing points for mortality-linked securities under symmetric copulas.

I argue that regularizing terms in standard regression methods not only help against overfitting finite data, but sometimes also yield better causal models in the infinite sample regime. I first consider a multi-dimensional variable linearly influencing a target variable with some multi-dimensional unobserved common ca…

2019-06-28abs ↗pdf ↗