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.
New STH distance finds patterns in event timeseries without resampling.
We present the Infinite Latent Events Model, a nonparametric hierarchical Bayesian distribution over infinite dimensional Dynamic Bayesian Networks with binary state representations and noisy-OR-like transitions. The distribution can be used to learn structure in discrete timeseries data by simultaneously inferring a s…
Time Series forecasting (univariate and multivariate) is a problem of high complexity due the different patterns that have to be detected in the input, ranging from high to low frequencies ones. In this paper we propose a new model for timeseries prediction that utilizes convolutional layers for feature extraction, a r…
Adaptive prediction timing improves healthcare outcomes by predicting patient events at the right frequency.
Model predicts ESG ratings from news articles using multivariate timeseries analysis.
Parity calibration aims to predict increase-decrease events, not values.
Dynamic assessment of patient status (e.g. by an automated, continuously updated assessment of outcome) in the Intensive Care Unit (ICU) is of paramount importance for early alerting, decision support and resource allocation. Extraction and cleaning of expert-selected clinical variables discards information and protrac…
ARIMA model outperforms advanced forecasting models in predicting Walmart sales.
We present an outlook of the studies on correlations in the price timeseries of stocks, discussing the construction and applications of "asset tree". The topic discussed here should illustrate how the complex economic system (financial market) enrichens the list of existing dynamical systems that physicists have been s…
TSGAN models time series data with limited data, outperforming competitors.
We propose a simple quantitative model of Schumpeterian economic dynamics. New goods and services are endogenously produced through combinations of existing goods. As soon as new goods enter the market they may compete against already existing goods, in other words new products can have destructive effects on existing …
The characterisation of the brain as a "connectome", in which the connections are represented by correlational values across timeseries and as summary measures derived from graph theory analyses, has been very popular in the last years. However, although this representation has advanced our understanding of the brain f…
Paper separates financial time series into fast and slow components.
New deep learning model estimates scattering timescale of FRBs efficiently.
AutoEncoder smooths noisy sensor data and interpolates missing values.
WISDoM (Wishart Distributed Matrices) is a new framework for the quantification of deviation of symmetric positive-definite matrices associated to experimental samples, like covariance or correlation matrices, from expected ones governed by the Wishart distribution WISDoM can be applied to tasks of supervised learning,…
Periodicity is often studied in timeseries modelling with autoregressive methods but is less popular in the kernel literature, particularly for higher dimensional problems such as in textures, crystallography, and quantum mechanics. Large datasets often make modelling periodicity untenable for otherwise powerful non-pa…
Optimal asset allocation is a key topic in modern finance theory. To realize the optimal asset allocation on investor's risk aversion, various portfolio construction methods have been proposed. Recently, the applications of machine learning are rapidly growing in the area of finance. In this article, we propose the Stu…
XAI identifies key time steps for early crop classification.
Study analyzes stock market dynamics using Tsallis statistics and GHE, revealing pre-bubble and post-bubble market characteristics.
Develops a neural model to predict event occurrence and timing.
Unified framework for self-supervised learning via latent distribution matching.
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…
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.
We present a windowed technique to learn parsimonious time-varying autoregressive models from multivariate timeseries. This unsupervised method uncovers interpretable spatiotemporal structure in data via non-smooth and non-convex optimization. In each time window, we assume the data follow a linear model parameterized …
GANs improve event generation in physics experiments.
REST framework predicts stock trends by considering stock-specific and related-stock events.
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.
We present ProxiModel, a novel event mining framework for extracting high-quality structured event knowledge from large, redundant, and noisy news data sources. The proposed model differentiates itself from other approaches by modeling both the event correlation within each individual document as well as across the cor…
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.
Electroencephalography (EEG) during sleep is used by clinicians to evaluate various neurological disorders. In sleep medicine, it is relevant to detect macro-events (> 10s) such as sleep stages, and micro-events (<2s) such as spindles and K-complexes. Annotations of such events require a trained sleep expert, a time co…
Neural network model predicts alternating event-free periods.
The plausibility of uncommon events and miracles based on testimony of such an event has been much discussed. When analyzing the probabilities involved, it has mostly been assumed that the common events can be taken as data in the calculations. However, we usually have only testimonies for the common events. While this…
Paper tackles event stream outliers using a novel weight function.
Time series data are prevalent in electronic health records, mostly in the form of physiological parameters such as vital signs and lab tests. The patterns of these values may be significant indicators of patients' clinical states and there might be patterns that are unknown to clinicians but are highly predictive of s…
Traditional event detection classifies a word or a phrase in a given sentence for a set of predefined event types. The limitation of such predefined set is that it prevents the adaptation of the event detection models to new event types. We study a novel formulation of event detection that describes types via several k…
A fast geometric regularizer improves event camera performance.
Bayesian model improves categorization of explosions from sparse data.
Many events occur in the world. Some event types are stochastically excited or inhibited---in the sense of having their probabilities elevated or decreased---by patterns in the sequence of previous events. Discovering such patterns can help us predict which type of event will happen next and when. We model streams of d…
Proposes OC4Seq for detecting anomalies in discrete event sequences.