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.
Predicting event attendance using social influence from social networks.
SurvBESA predicts survival times using ensemble methods with self-attention.
Deep learning for particle classification on large event images.
Preschool attendance correlates with lower developmental vulnerabilities in Queensland, Australia.
OBJECTIVE: We aim to extract and denoise the attended speaker in a noisy, two-speaker acoustic scenario, relying on microphone array recordings from a binaural hearing aid, which are complemented with electroencephalography (EEG) recordings to infer the speaker of interest. METHODS: In this study, we propose a modular …
Existing attention mechanisms are trained to attend to individual items in a collection (the memory) with a predefined, fixed granularity, e.g., a word token or an image grid. We propose area attention: a way to attend to areas in the memory, where each area contains a group of items that are structurally adjacent, e.g…
We present Sequential Attend, Infer, Repeat (SQAIR), an interpretable deep generative model for videos of moving objects. It can reliably discover and track objects throughout the sequence of frames, and can also generate future frames conditioning on the current frame, thereby simulating expected motion of objects. Th…
Unified ML approach predicts ED attendances with high accuracy.
New method improves prediction accuracy for low-risk patients in healthcare.
Deep reinforcement learning (DRL) has shown incredible performance in learning various tasks to the human level. However, unlike human perception, current DRL models connect the entire low-level sensory input to the state-action values rather than exploiting the relationship between and among entities that constitute t…
In this work we present Discrete Attend Infer Repeat (Discrete-AIR), a Recurrent Auto-Encoder with structured latent distributions containing discrete categorical distributions, continuous attribute distributions, and factorised spatial attention. While inspired by the original AIR model andretaining AIR model's capabi…
GA-Net selectively attends to parts of a sequence for text classification.
We present Listen, Attend and Spell (LAS), a neural network that learns to transcribe speech utterances to characters. Unlike traditional DNN-HMM models, this model learns all the components of a speech recognizer jointly. Our system has two components: a listener and a speller. The listener is a pyramidal recurrent ne…
These notes were originally written for the Stochastic Analysis Seminar in the Department of Operations Research and Financial Engineering at Princeton University, in February of 2011. The seminar was attended and supported by members of the Research Training Group, with the author being partially supported by NSF gran…
Recent studies in the field of human vision science suggest that the human responses to the stimuli on a visual display are non-deterministic. People may attend to different locations on the same visual input at the same time. Based on this knowledge, we propose a new stochastic model of visual attention by introducing…
New neural network layer handles OOV words in NLP tasks without pre-training.
In automatic speech recognition (ASR) what a user says depends on the particular context she is in. Typically, this context is represented as a set of word n-grams. In this work, we present a novel, all-neural, end-to-end (E2E) ASR sys- tem that utilizes such context. Our approach, which we re- fer to as Contextual Lis…
New neural network learns relevant transformations in data, improving object recognition.
The softmax content-based attention mechanism has proven to be very beneficial in many applications of recurrent neural networks. Nevertheless it suffers from two major computational limitations. First, its computations for an attention lookup scale linearly in the size of the attended sequence. Second, it does not enc…
We recall fundamental aspects of the pluriclosed flow equation and survey various existence and convergence results, and the various analytic techniques used to establish them. Building on this, we formulate a precise conjectural description of the long time behavior of the flow on complex surfaces. This suggests an at…
With widespread adoption of electronic health records, there is an increased emphasis for predictive models that can effectively deal with clinical time-series data. Powered by Recurrent Neural Network (RNN) architectures with Long Short-Term Memory (LSTM) units, deep neural networks have achieved state-of-the-art resu…
Attention operators have been widely applied in various fields, including computer vision, natural language processing, and network embedding learning. Attention operators on graph data enables learnable weights when aggregating information from neighboring nodes. However, graph attention operators (GAOs) consume exces…
Recently, Deep Neural Networks (DNNs) have been achieving impressive results on wide range of tasks. However, they suffer from being well-calibrated. In decision-making applications, such as autonomous driving or medical diagnosing, the confidence of deep networks plays an important role to bring the trust and reliabil…
Traditional sequential multi-object attention models rely on a recurrent mechanism to infer object relations. We propose a relational extension (R-SQAIR) of one such attention model (SQAIR) by endowing it with a module with strong relational inductive bias that computes in parallel pairwise interactions between inferre…
In this paper, we propose Dynamic Self-Attention (DSA), a new self-attention mechanism for sentence embedding. We design DSA by modifying dynamic routing in capsule network (Sabouretal.,2017) for natural language processing. DSA attends to informative words with a dynamic weight vector. We achieve new state-of-the-art …
The versatility of exponential families, along with their attendant convexity properties, make them a popular and effective statistical model. A central issue is learning these models in high-dimensions, such as when there is some sparsity pattern of the optimal parameter. This work characterizes a certain strong conve…
GAP learns node representations by attending to different parts of its neighborhood.
Study on how attention in prompt-tuning affects large language models.
Develops a neural model to predict event occurrence and timing.
Paper proposes a new trading strategy using corporate event detection from news articles.
Events are happening in real-world and real-time, which can be planned and organized occasions involving multiple people and objects. Social media platforms publish a lot of text messages containing public events with comprehensive topics. However, mining social events is challenging due to the heterogeneous event elem…
ProxiModel extracts high-quality news events from news corpora.
AUC is unreliable in rare event settings but stable with moderate numbers of events.
Non-spanning identification of scheduled event risk in option pricing.
New approach predicts event probabilities for better event detection.
Study examines HTE estimation from time-to-event data with competing events.
Efficient sparse attention reduces self-attention complexity and improves model performance.
CAUSE learns Granger causality from event sequences, outperforming existing methods.
New method detects events with keywords, adapting to new types.
Attention mechanisms in deep neural networks have achieved excellent performance on sequence-prediction tasks. Here, we show that these recently-proposed attention-based mechanisms---in particular, the Transformer with its parallelizable self-attention layers, and the Memory Fusion Network with attention across modalit…
REST framework predicts stock trends by considering stock-specific and related-stock events.
GANs improve event generation in physics experiments.
Considering event structure information has proven helpful in text-based stock movement prediction. However, existing works mainly adopt the coarse-grained events, which loses the specific semantic information of diverse event types. In this work, we propose to incorporate the fine-grained events in stock movement pred…
New deep learning method handles rare and imbalanced events in time series.
Combining multiple collider events improves machine learning performance.
The study uses financial events to predict stock market movements.
Proposes a model for predicting events from event streams.
LOBDIF predicts limit order book events using a diffusion model.