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.
Paper uses RL to optimize daily step distribution for better health biomarkers.
We define a Hidden Markov Model (HMM) in which each hidden state has time-dependent that drive transitions and emissions, and show how to estimate its parameters. Our construction is motivated by the problem of inferring human mobility on sub-daily time scales from, for example, mobile phone …
The goal of this article is to describe the concepts of system dynamics and its applications to the simulation modeling of financial institutions daily activity. The hybrid method of the re-engineering of banking business processes based upon combination of system dynamics, queuing theory and tools of ordinary differen…
Our research focuses on analysing human activities according to a known behaviorist scenario, in case of noisy and high dimensional collected data. The data come from the monitoring of patients with dementia diseases by wearable cameras. We define a structural model of video recordings based on a Hidden Markov Model. N…
Smart meters detect dementia patients' daily activities to prevent crises.
Generative model predicts daily activity sequences with duration-aware dynamics.
We show power-scaling behaviors for fluctuations in share volume, which no other studies have so far done. After analyzing a database of the daily transactions for all securities listed on the Tokyo Stock Exchange, we selected 1050 large companies that each had an unbroken series of daily trading activity from January …
Study uses 1D-CNNs to forecast mortality in ELSA survey.
New method learns routines from inertial data without privacy concerns.
New sEMG dataset for ADL activities recognized with high accuracy.
Neural network models improve ROC curve evaluation of biomarkers, focusing on age's role in physical activity-mortality association.
Efficient machine learning detects falls in elderly with high accuracy.
Research has proven that stress reduces quality of life and causes many diseases. For this reason, several researchers devised stress detection systems based on physiological parameters. However, these systems require that obtrusive sensors are continuously carried by the user. In our paper, we propose an alternative a…
Simitate is a benchmark for evaluating imitation learning approaches.
Transfer learning improves activity recognition accuracy on smartwatches.
By analyzing a large data set of daily returns with data clustering technique, we identify economic sectors as clusters of assets with a similar economic dynamics. The sector size distribution follows Zipf's law. Secondly, we find that patterns of daily market-wide economic activity cluster into classes that can be ide…
Two-step model estimates DLMO using both daily and frequent data.
This study examines the presence of the day-of-the-week effect on daily returns of biotechnology stocks over a 16-year period from January 2002 to December 2015. Using daily returns from the NASDAQ Biotechnology Index (NBI), we find that the stock returns were the lowest on Mondays, and compared to the Mondays the stoc…
Paper tackles activity recognition from body-worn video footage.
Deep learning models accurately recognize and estimate physical activity types and energy expenditure from wrist accelerometer data.
HHAR-net uses neural networks to recognize human activities at different levels of abstraction.
Human activity recognition plays an important role in people's daily life. However, it is often expensive and time-consuming to acquire sufficient labeled activity data. To solve this problem, transfer learning leverages the labeled samples from the source domain to annotate the target domain which has few or none labe…
A new method for recommending groups and activities based on geo-social data.
As part of daily monitoring of human activities, wearable sensors and devices are becoming increasingly popular sources of data. With the advent of smartphones equipped with acceloremeter, gyroscope and camera; it is now possible to develop activity classification platforms everyone can use conveniently. In this paper,…
Study uses DNN to accurately estimate daily ET o in various climates.
Sufficient physical activity and restful sleep play a major role in the prevention and cure of many chronic conditions. Being able to proactively screen and monitor such chronic conditions would be a big step forward for overall health. The rapid increase in the popularity of wearable devices provides a significant new…
Machine learning predicts COVID-19 activity in China.
The paper presents a method to reduce arm motion complexity for prosthetics and robotics.
Active learning improves inspection systems by using weakly labeled data.
Predicts user age and gender on Tumblr using rich content.
Automates feature extraction for IMU-based activity recognition.
Model predicts OTC dealers' trading behavior using historical data.
We simulate a series of daily returns from intraday price movements initiated by microstructure elements. Significant evidence is found that daily returns and daily return volatility exhibit first order autocorrelation, but trading volume and daily return volatility are not correlated, while intraday volatility is. We …
Study compares information flow between Chinese and US stock sectors.
We analyse the dependence of stock return cross-correlations on the sampling frequency of the data known as the Epps effect: For high resolution data the cross-correlations are significantly smaller than their asymptotic value as observed on daily data. The former description implies that changing trading frequency sho…
Stablecoins are unstable, but some are more stable than others.
Learning and understanding the typical patterns in the daily activities and routines of people from low-level sensory data is an important problem in many application domains such as building smart environments, or providing intelligent assistance. Traditional approaches to this problem typically rely on supervised lea…
Cryptocurrency market activity is decomposed into recurring and noise components, revealing patterns tied to macroeconomic reports.
We investigate the emergence of a structure in the correlation matrix of assets' returns as the time-horizon over which returns are computed increases from the minutes to the daily scale. We analyze data from different stock markets (New York, Paris, London, Milano) and with different methods. Result crucially depends …
We consider a few quantities that characterize trading on a stock market in a fixed time interval: logarithmic returns, volatility, trading activity (i.e., the number of transactions), and volume traded. We search for the power-law cross-correlations among these quantities aggregated over different time units from 1 mi…
Develops a real-time exercise recommendation system using deep learning.
ESPRESSO segments time-series data for better human activity recognition.
Volatility of S&P 500 daily returns increases over 60 years.
Study uses Hawkes processes to analyze stock market contagion in China.
We propose a sparse-coding framework for activity recognition in ubiquitous and mobile computing that alleviates two fundamental problems of current supervised learning approaches. (i) It automatically derives a compact, sparse and meaningful feature representation of sensor data that does not rely on prior expert know…
The study analyzes ETFs' portfolio optimization and tail-risk management.
Inspired by the hierarchical hidden Markov models (HHMM), we present the hierarchical semi-Markov conditional random field (HSCRF), a generalisation of embedded undirectedMarkov chains tomodel complex hierarchical, nestedMarkov processes. It is parameterised in a discriminative framework and has polynomial time algorit…
Motivated by the need for effectively summarising, modelling, and forecasting the distributional characteristics of intra-daily returns, as well as the recent work on forecasting histogram-valued time-series in the area of symbolic data analysis, we develop a time-series model for forecasting quantile-function-valued (…