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.
Study shows ethanol blends and incentives can significantly reduce transportation carbon emissions.
Conversion of corn to ethanol in the US since 2005 has been a major cause of global food price increases during that time and has been shown to be ineffective in achieving US energy independence and reducing environmental impact. We make three key statements to enhance understanding and communication about ethanol prod…
Recent increases in basic food prices are severely impacting vulnerable populations worldwide. Proposed causes such as shortages of grain due to adverse weather, increasing meat consumption in China and India, conversion of corn to ethanol in the US, and investor speculation on commodity markets lead to widely differin…
For the first time, we apply the wavelet coherence methodology on biofuels (ethanol and biodiesel) and a wide range of related commodities (gasoline, diesel, crude oil, corn, wheat, soybeans, sugarcane and rapeseed oil). This way, we are able to investigate dynamics of correlations in time and across scales (frequencie…
Increases in global food prices have led to widespread hunger and social unrest---and an imperative to understand their causes. In a previous paper published in September 2011, we constructed for the first time a dynamic model that quantitatively agreed with food prices. Specifically, the model fit the FAO Food Price I…
Deformations of a Courant Algebroid E and its Dirac subbundle A have been widely considered under the assumption that the pseudo-Euclidean metric is fixed. In this paper, we attack the same problem in a setting that allows the pseudo-Euclidean metric to deform. Thanks to Roytenberg, a Courant algebroid is equivalent to…
New model improves volatility forecasting by reducing overestimation and underestimation.
BayesBlend blends multiple models' predictions for better insurance loss predictions.
Recent droughts in the midwestern United States threaten to cause global catastrophe driven by a speculator amplified food price bubble. Here we show the effect of speculators on food prices using a validated quantitative model that accurately describes historical food prices. During the last six years, high and fluctu…
Quantum walks blend patterns into splines when averaged.
This paper improves level generation using VAEs for coherent, logically following segments.
The paper proposes blending gradient boosted trees and neural networks for hierarchical time series forecasting.
New PCGML approach generates novel game content across multiple platformer domains.
The paper presents a framework for optimizing crypto-currency portfolios using generative models.
Quantized deep neural networks (QDNNs) are attractive due to their much lower memory storage and faster inference speed than their regular full precision counterparts. To maintain the same performance level especially at low bit-widths, QDNNs must be retrained. Their training involves piecewise constant activation func…
Study examines Indian equity mutual funds' investment style and risk-shifting.
OPERA blends multiple OPE estimators to evaluate new policies offline.
New methods improve cross-correlation analysis of time series data.
Matching pursuit algorithms are an important class of algorithms in signal processing and machine learning. We present a blended matching pursuit algorithm, combining coordinate descent-like steps with stronger gradient descent steps, for minimizing a smooth convex function over a linear space spanned by a set of atoms…
Breiman's two cultures reconciled through blending statistical thinking.
This study introduces a new GAS blending ensemble model for Bitcoin price prediction.
Improved prediction of polymer morphology through machine learning and simulations.
We introduce a new framework for training deep generative models for high-dimensional conditional density estimation. The Bottleneck Conditional Density Estimator (BCDE) is a variant of the conditional variational autoencoder (CVAE) that employs layer(s) of stochastic variables as the bottleneck between the input a…
Neural GDEs improve graph prediction by blending discrete structures and differential equations.
In this paper we explore techniques for generating new music using a Variational Autoencoder (VAE) neural network that was trained on a corpus of specific style. Instead of randomly sampling the latent states of the network to produce free improvisation, we generate new music by querying the network with musical input …
Blend-ASC improves self-consistency efficiency by dynamically allocating samples, reducing costs.
BiPE blends intra-segment and inter-segment encodings for better length extrapolation.
Blended courses that mix in-person instruction with online platforms are increasingly popular in secondary education. These tools record a rich amount of data on students' study habits and social interactions. Prior research has shown that these metrics are correlated with students' performance in face to face classes.…
New algorithm completes nonnegative tensors with fewer samples and faster convergence.
Extreme learning machine (ELM) as a neural network algorithm has shown its good performance, such as fast speed, simple structure etc, but also, weak robustness is an unavoidable defect in original ELM for blended data. We present a new machine learning framework called LARSEN-ELM for overcoming this problem. In our pa…
(Unsupervised) Domain Adaptation (DA) seeks for classifying target instances when solely provided with source labeled and target unlabeled examples for training. Learning domain-invariant features helps to achieve this goal, whereas it underpins unlabeled samples drawn from a single or multiple explicit target domains …
Mack-Net model combines Mack's model with RNNs for better insurance liability estimation.
Machine learning in context of physical systems merits a re-examination of the learning strategy. In addition to data, one can leverage a vast library of physical prior models (e.g. kinematics, fluid flow, etc) to perform more robust inference. The nascent sub-field of \emph{physics-based learning} (PBL) studies the bl…
Improved sampling efficiency for inverse problems using variance-reduced diffusion methods.
The ability to perform offline A/B-testing and off-policy learning using logged contextual bandit feedback is highly desirable in a broad range of applications, including recommender systems, search engines, ad placement, and personalized health care. Both offline A/B-testing and off-policy learning require a counterfa…
The most widely used activation functions in current deep feed-forward neural networks are rectified linear units (ReLU), and many alternatives have been successfully applied, as well. However, none of the alternatives have managed to consistently outperform the rest and there is no unified theory connecting properties…
Forest-based methods estimate heterogeneous treatment effects, blending strengths for better performance.
Existing networks directly learn feature representations on 3D point clouds for shape analysis. We argue that 3D point clouds are highly redundant and hold irregular (permutation-invariant) structure, which makes it difficult to achieve inter-class discrimination efficiently. In this paper, we propose a two-faceted sol…
The Straight-Through Estimator (STE) is widely used for back-propagating gradients through the quantization function, but the STE technique lacks a complete theoretical understanding. We propose an alternative methodology called alpha-blending (AB), which quantizes neural networks to low-precision using stochastic grad…
Math and dance blend in choreographer's research.
With the increasing penetration of solar power into power systems, forecasting becomes critical in power system operations. In this paper, an hourly-similarity (HS) based method is developed for 1-hour-ahead (1HA) global horizontal irradiance (GHI) forecasting. This developed method utilizes diurnal patterns, statistic…
We present a system for identifying conceptual shifts between visual categories, which will form the basis for a co-creative drawing system to help users draw more creative sketches. The system recognizes human sketches and matches them to structurally similar sketches from categories to which they do not belong. This …
Paper proposes a deep learning model to predict stock prices using sentiment analysis.
We propose a method for non-projective dependency parsing by incrementally predicting a set of edges. Since the edges do not have a pre-specified order, we propose a set-based learning method. Our method blends graph, transition, and easy-first parsing, including a prior state of the parser as a special case. The propo…
Improves deep learning models by blending gradients from training loss and auxiliary objective.
Improved deep hedging with ensemble uncertainty quantification.
DCMIX learns channel importance for high content imaging.
An important property for lifelong-learning agents is the ability to combine existing skills to solve unseen tasks. In general, however, it is unclear how to compose skills in a principled way. We provide a "recipe" for optimal value function composition in entropy-regularised reinforcement learning (RL) and then exten…