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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.

169,341 papers · 148 categories

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96192287383 · Jun 202019922001200920182026
48 results for dependency patterns

Predicts financial asset dependencies using spatiotemporal patterns.

problem Complex dependency structures in financial assets for risk mitigation.
method Proposes Asset Dependency Matrix (ADM) and Asset Dependency Neural Network (ADNN) with ConvLSTM for spatiotemporal asset dependency prediction.
result ADNN outperforms baselines in predicting asset dependencies and their applications.

Flexible Cox model for time-dependent covariates with complex sparsity patterns.

problem Lack of flexibility in enforcing specific sparsity patterns in time-dependent Cox models.
method Proposes a flexible framework for variable selection in time-dependent Cox models, accommodating complex selection rules.
result Achieves accurate estimation with low false alarm rates for complex covariate structures.

Modeling and estimating dynamic graphs from binary pattern sequences.

problem Extracting dominant correlation structures from time-dependent binary patterns.
method State-space model of an Ising-type network composed of multiple undirected graphs, sequential Bayes algorithm.
result The method outperforms traditional methods in uncovering overlapping graphs and estimating dynamics of weights.

RBM models reveal how hidden unit tail behavior affects pattern reconstruction.

problem Understanding how the tail behavior of hidden units in RBMs influences pattern reconstruction.
method Identified an effective energy function for RBMs and studied its local minima.
result The ability to reconstruct patterns depends on the tail behavior of the hidden unit prior distribution.

Methodology to measure non-linear correlations using copulas and clustering.

problem Measuring pairwise correlations between variables in datasets.
method Copulas for encoding dependence, optimal transport for geometry, clustering for summarizing patterns.
result Novel dependence coefficient parameterized by clusters centers.

New algorithms for efficient learning with long-term rewards in contextual bandits.

problem Efficient learning with long-term rewards in contextual bandits.
method Proposes new algorithms leveraging sparsity to discover dependence patterns and arm parameters.
result Regret upper bounds for data-poor and data-rich regimes, showing improved sample complexity.

We present algorithms for topic modeling based on the geometry of cross-document word-frequency patterns. This perspective gains significance under the so called separability condition. This is a condition on existence of novel-words that are unique to each topic. We present a suite of highly efficient algorithms based…

2013-03-15abs ↗pdf ↗

ReNN integrates domain rules into neural networks for better interpretability and accuracy.

problem Lack of interpretability and need for large datasets in neural networks.
method ReNN combines local pattern detection with rule-based global synthesis, using a two-stage optimization strategy.
result ReNN improves inference accuracy and interpretability by incorporating domain rules.

Algorithm detects hidden spike-patterns in neural networks with one-shot learning.

problem Detecting hidden spike-patterns in high activity neural networks.
method Constructive algorithm using spike-timing-dependent plasticity (STDP) and lateral inhibition.
result Successful one-shot detection of new spike-patterns after long intervals.

Fairness in Naive Bayes classifiers by identifying and eliminating discrimination patterns.

problem Ensuring fairness in machine learning models that use partial observations.
method Discover and eliminate discrimination patterns in naive Bayes classifiers through iterative learning.
result An algorithm that learns fair naive Bayes classifiers by removing discrimination patterns.

Study reveals LLM personas have two distinct components: frame-robust aggregated traits and frame-dependent geometric features.

problem Evaluation of LLM personas via psychometric questionnaires discards within-instance correlation structure.
method Constructed within-instance correlation matrices from IPIP-50 responses and analyzed geometry on SPD manifolds under manipulated question orderings.
result Persona expression comprises two dissociable components: aggregated features (Big Five scores) and geometric features (SPD manifold).

This paper explores non-periodic folding of Spidron units, revealing nonlinear dynamics.

problem Understanding the kinematics and nonlinear phenomena of Spidron units.
method Analysis of single unit cell kinematics and recursive construction of multiple cells.
result Non-periodic folding restricts isotropic folding as the number of unit cells increases.

Paper proposes a new HMM approach for better action recognition.

problem Capturing complex temporal dependency patterns in skeleton-based actions.
method Introduces a hierarchical HMM with a latent variable layer for dynamic inference.
result Proposed approach effectively models complex sequential data and handles missing values.

Proposes a progressive label correction method for feature-dependent label noise.

problem Real-world large-scale datasets often suffer from heterogeneous, feature-dependent label noise.
method A progressive label correction algorithm that iteratively refines the model.
result A classifier trained with this strategy converges to be consistent with the Bayes classifier for various noise patterns.

LOUPE optimizes MRI sub-sampling patterns using machine learning.

problem Optimizing sub-sampling patterns for MRI scans to improve reconstruction accuracy.
method End-to-end learning strategy combining sub-sampling pattern optimization and reconstruction model training.
result LOUPE yields more accurate reconstructions compared to standard under-sampling schemes.

CACTI improves tabular data imputation by leveraging missingness patterns and contextual information.

problem Tabular data imputation with improved accuracy and robustness.
method Masked autoencoding approach with median truncated copy masking and contextual information.
result Average R2R^2 gain of 7.8% over the next best method across various datasets and missingness conditions.

Proposes RT decomposition for better multi-relational link prediction.

problem Improving multi-relational link prediction in knowledge graphs.
method Relational Tucker3 (RT) decomposition, decouples entity and relation embeddings, allows parameter sharing, and learns sparsity patterns.
result RT decomposition can outperform existing sparse models in multi-relational link prediction.

CENNSurv models cumulative effects of time-dependent exposures on survival outcomes.

problem Challenges in modeling cumulative effects of time-dependent exposures on survival outcomes.
method CENNSurv, a novel deep learning approach that captures dynamic risk relationships from time-dependent data.
result CENNSurv reveals multi-year lagged and short-term behavioral shifts in survival outcomes.

The paper uses pattern similarity-based methods for mid-term electricity demand forecasting.

problem Forecasting monthly electricity demand with seasonal patterns.
method Pattern similarity-based machine learning models (nearest neighbor, fuzzy neighborhood, kernel regression, GRNN).
result The proposed models outperform classical and state-of-the-art models in accuracy and simplicity.

Study reveals lead-lag patterns between onshore and offshore RMB exchange rates.

problem Understanding the lead-lag relationship between onshore and offshore RMB exchange rates.
method Employed the thermal optimal path method to analyze daily and minute-scale data.
result Lead-lag patterns are influenced by market factors and US dollar appreciation.

An important problem in multi-label classification is to capture label patterns or underlying structures that have an impact on such patterns. This paper addresses one such problem, namely how to exploit hierarchical structures over labels. We present a novel method to learn vector representations of a label space give…

2014-12-22abs ↗pdf ↗

Khovanov and chromatic homologies show similar patterns, improving chromatic bounds and computing Jones polynomial.

problem Understanding similarities between Khovanov and chromatic homologies.
method Analyzing isomorphism and improving bounds using explicit formulas.
result Improved bounds for chromatic homology and explicit formula for chromatic homology rank.

Investment patterns in Eurozone linked to economic indicators, revealing network interconnectedness.

problem Understanding the relationship between foreign portfolio investment and economic indicators in the Eurozone network.
method Analysis of strongly connected investment network of Eurozone and its major trading partners, using centrality measures and network visualization techniques.
result Strong correlation between investment patterns and economic indicators within the Eurozone network, with varying centrality measures among network members.

EvoRate metric assesses learnability of sequential data by measuring predictive information.

problem Model misspecification due to misinterpreting patterns in sequential data.
method Predictive information framework based on mutual information between past and future.
result Temporal patterns fundamentally constrain learnability; optimal predictors cannot outperform intrinsic information limit.

Pattern recognition in neuroimaging distinguishes between two types of models: encoding- and decoding models. This distinction is based on the insight that brain state features, that are found to be relevant in an experimental paradigm, carry a different meaning in encoding- than in decoding models. In this paper, we a…

2015-12-15abs ↗pdf ↗