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.
Proposes tPARAFAC2 for tracking evolving patterns in time-evolving data.
dCMF models evolving patterns in multiway data with temporal dynamics.
EPNE models evolving network patterns for better predictions.
Designs a Cellular Automata rule for forming touching loop patterns.
The majority of real-world networks are dynamic and extremely large (e.g., Internet Traffic, Twitter, Facebook, ...). To understand the structural behavior of nodes in these large dynamic networks, it may be necessary to model the dynamics of behavioral roles representing the main connectivity patterns over time. In th…
SYNC learns time-aware causal representations to improve model generalization in evolving domains.
A new method constrains PARAFAC2 for better pattern recovery.
Permutation approach is suggested as a method to investigate financial time series in micro scales. The method is used to see how high frequency trading in recent years has affected the micro patterns which may be seen in financial time series. Tick to tick exchange rates are considered as examples. It is seen that var…
Massive volumes of high-dimensional data that evolves over time is continuously collected by contemporary information processing systems, which brings up the problem of organizing this data into clusters, i.e. achieve the purpose of dimensional deduction, and meanwhile learning its temporal evolution patterns. In this …
CoMGNN models heterogeneous graphs with evolving nodes and edges.
We aim to model unknown file processing. As the content of log files often evolves over time, we established a dynamic statistical model which learns and adapts processing and parsing rules. First, we limit the amount of unstructured text by focusing only on those frequent patterns which lead to the desired output tabl…
Inductive representation learning on temporal graphs is an important step toward salable machine learning on real-world dynamic networks. The evolving nature of temporal dynamic graphs requires handling new nodes as well as capturing temporal patterns. The node embeddings, which are now functions of time, should repres…
TFPS improves time series forecasting by learning pattern-specific experts.
We study an agent-based model of evolution of wealth distribution in a macro-economic system. The evolution is driven by multiplicative stochastic fluctuations governed by the law of proportionate growth and interactions between agents. We are mainly interested in interactions increasing wealth inequality that is in a …
Buyer--seller relationships among firms can be regarded as a longitudinal network in which the connectivity pattern evolves as each firm receives productivity shocks. Based on a data set describing the evolution of buyer--seller links among 55,608 firms over a decade and structural equation modeling, we find some evide…
CausalEvolve improves efficiency and discovery in open-ended scientific tasks.
Based on the Aristotelian concept of potentiality vs. actuality allowing for the study of energy and dynamics in language, we propose a field approach to lexical analysis. Falling back on the distributional hypothesis to statistically model word meaning, we used evolving fields as a metaphor to express time-dependent c…
EvoRate metric assesses learnability of sequential data by measuring predictive information.
Method analyzes large-scale network data to detect communication pattern shifts.
This paper presents an efficient algorithm for evolving point cloud data on smooth manifolds using B-Splines.
Interactions among people or objects are often dynamic in nature and can be represented as a sequence of networks, each providing a snapshot of the interactions over a brief period of time. An important task in analyzing such evolving networks is change-point detection, in which we both identify the times at which the …
Anomaly detection is facing with emerging challenges in many important industry domains, such as cyber security and online recommendation and advertising. The recent trend in these areas calls for anomaly detection on time-evolving data with high-dimensional categorical features without labeled samples. Also, there is …
Network embedding leverages the node proximity manifested to learn a low-dimensional node vector representation for each node in the network. The learned embeddings could advance various learning tasks such as node classification, network clustering, and link prediction. Most, if not all, of the existing works, are ove…
As the availability and importance of temporal interaction data--such as email communication--increases, it becomes increasingly important to understand the underlying structure that underpins these interactions. Often these interactions form a multigraph, where we might have multiple interactions between two entities.…
Network representation learning in low dimensional vector space has attracted considerable attention in both academic and industrial domains. Most real-world networks are dynamic with addition/deletion of nodes and edges. The existing graph embedding methods are designed for static networks and they cannot capture evol…
FactorMiner discovers financial alpha factors with low redundancy.
Time series of graphs are increasingly prevalent in modern data and pose unique challenges to visual exploration and pattern extraction. This paper describes the development and application of matrix factorizations for exploration and time-varying community detection in time-evolving graph sequences. The matrix factori…
Stable topological summary captures evolving dependency structure in dynamic Bayesian networks.
To understand the structural dynamics of a large-scale social, biological or technological network, it may be useful to discover behavioral roles representing the main connectivity patterns present over time. In this paper, we propose a scalable non-parametric approach to automatically learn the structural dynamics of …
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…
Predicts traffic flow using reinforcement learning and sensor data.
AGCRN forecasts traffic using adaptive graph and recurrent learning.
Study measures irreversibility in crypto trends using Kullback-Leibler divergence.
A number of recent emerging applications call for studying data streams, potentially infinite flows of information updated in real-time. When multiple co-evolving data streams are observed, an important task is to determine how these streams depend on each other, accounting for dynamic dependence patterns without impos…
Bayesian model predicts evolving guest origin markets in tourism.
Frequency-specific patterns of neural activity are traditionally interpreted as sustained rhythmic oscillations, and related to cognitive mechanisms such as attention, high level visual processing or motor control. While alpha waves (8-12 Hz) are known to closely resemble short sinusoids, and thus are revealed by Fouri…
Bayesian models predict evolving guest origin markets in tourism.
As machine learning is applied to an increasing variety of complex problems, which are defined by high dimensional and complex data sets, the necessity for task oriented feature learning grows in importance. With the advancement of Deep Learning algorithms, various successful feature learning techniques have evolved. I…
In this paper we outline initial concepts for an immune inspired algorithm to evaluate price time series data. The proposed solution evolves a short term pool of trackers dynamically through a process of proliferation and mutation, with each member attempting to map to trends in price movements. Successful trackers fee…
This paper introduces a new sparse spatio-temporal structured Gaussian process regression framework for online and offline Bayesian inference. This is the first framework that gives a time-evolving representation of the interdependencies between the components of the sparse signal of interest. A hierarchical Gaussian p…
This study compares two neural models for financial forecasting, showing their superiority.
While mobile social apps have become increasingly important in people's daily life, we have limited understanding on what motivates users to engage with these apps. In this paper, we answer the question whether users' in-app activity patterns help inform their future app engagement (e.g., active days in a future time w…
Paper introduces TSSDMN for modeling dynamic multilayer networks.
Matrix factorization is a key component of collaborative filtering-based recommendation systems because it allows us to complete sparse user-by-item ratings matrices under a low-rank assumption that encodes the belief that similar users give similar ratings and that similar items garner similar ratings. This paradigm h…
This paper focuses on a class of linear Hawkes processes with general immigrants. These are counting processes with shot noise intensity, including self-excited and externally excited patterns. For such processes, we introduce the concept of age pyramid which evolves according to immigration and births. The virtue if t…
Scalable method for regionalizing and extracting temporal patterns from time series data.
New NIDS uses hypergraphs for real-time detection of evolving port scans.
We formalize networks with evolving structures as temporal networks and propose a generative link prediction model, Generative Link Sequence Modeling (GLSM), to predict future links for temporal networks. GLSM captures the temporal link formation patterns from the observed links with a sequence modeling framework and h…