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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.

168,786 papers · 148 categories

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2905818711,161 · Jun 202019922001200920172026
48 results for found data

This work disentangles speech and non-speech components from found data.

problem Building robust acoustic models from found data with non-standard variations.
method Latent Stochastic Models and Multinode Latent Space Variational Autoencoders (VAE).
result Speech and music can be separated in the latent space of a VAE, independent of the language.

A method for predicting survival using neural networks for both continuous and discrete time.

problem Survival prediction for both continuous and discrete time data.
method Proposes a scheme for discretizing continuous-time data and two interpolation schemes for continuous-time survival estimates.
result The hazard rate parametrization of neural networks yields better performance than the parametrization of the probability mass function.

We investigate coresets - succinct, small summaries of large data sets - so that solutions found on the summary are provably competitive with solution found on the full data set. We provide an overview over the state-of-the-art in coreset construction for machine learning. In Section 2, we present both the intuition be…

2017-03-19abs ↗pdf ↗

Firm size data usually do not show the normality that is often assumed in statistical analysis such as regression analysis. In this study we focus on two firm size data: the number of employees and sale. Those data deviate considerably from a normal distribution. To improve the normality of those data we transform them…

2015-11-23abs ↗pdf ↗

Ensemble learning that can be used to combine the predictions from multiple learners has been widely applied in pattern recognition, and has been reported to be more robust and accurate than the individual learners. This ensemble logic has recently also been more applied in feature selection. There are basically two st…

2018-11-19abs ↗pdf ↗

Deep neural networks progressively transform their inputs across multiple processing layers. What are the geometrical properties of the representations learned by these networks? Here we study the intrinsic dimensionality (ID) of data-representations, i.e. the minimal number of parameters needed to describe a represent…

2019-05-29abs ↗pdf ↗

This work explores the ability of collective matrix factorization models in recommender systems to make predictions about users and items for which there is side information available but no feedback or interactions data, and proposes a new formulation with a faster cold-start prediction formula that can be used in rea…

2018-09-02abs ↗pdf ↗

We introduce a mathematical criterion defining the bubbles or the crashes in financial market price fluctuations by considering exponential fitting of the given data. By applying this criterion we can automatically extract the periods in which bubbles and crashes are identified. From stock market data of so-called the …

2006-08-01abs ↗pdf ↗

A connection is made between the Krammer representation and the Birman-Murakami-Wenzl algebra. Inspired by a dimension argument, a basis is found for a certain irrep of the algebra, and relations which generate the matrices are found. Following a rescaling and change of parameters, the matrices are found to be identica…

2000-02-16abs ↗pdf ↗

Autoencoder neural network is implemented to estimate the missing data. Genetic algorithm is implemented for network optimization and estimating the missing data. Missing data is treated as Missing At Random mechanism by implementing maximum likelihood algorithm. The network performance is determined by calculating the…

2008-12-09abs ↗pdf ↗

This paper computes Kakimizu complexes for all 11 crossing prime alternating knots.

problem Computing Kakimizu complexes for prime, alternating knots with 11 crossings.
method Used known algorithms and Murasugi sums with sutured manifold theory.
result Explicitly described Kakimizu complexes for all 11 crossing prime alternating knots.

A fast method for finding counterfactual explanations for decision forests.

problem Finding counterfactual explanations for decision forests efficiently.
method Constrain optimization to data-populated regions, reducing to nearest-neighbor search.
result Very fast and realistic counterfactual explanations for decision forests.

New duality found linking neural network weights and activities for better generalization.

problem Understanding and improving neural network generalization.
method Activity-weight duality mapping between neural network layers.
result Generalization loss can be decomposed into geometric factors of sharpness and weight standard deviation.

Data driven soft sensor design has recently gained immense popularity, due to advances in sensory devices, and a growing interest in data mining. While partial least squares (PLS) is traditionally used in the process literature for designing soft sensors, the statistical literature has focused on sparse learners, such …

2019-04-24abs ↗pdf ↗

We present an analysis of oil prices in US$ and in other major currencies that diagnoses unsustainable faster-than-exponential behavior. This supports the hypothesis that the recent oil price run-up has been amplified by speculative behavior of the type found during a bubble-like expansion. We also attempt to unravel t…

2008-06-06abs ↗pdf ↗

The paper studies estimation of parameters of diffusion market models from historical data. The standard definition of implied volatility for these models presents its value as an implicit function of several parameters, including the risk-free interest rate. In reality, the risk free interest rate is unknown and need …

2013-03-20abs ↗pdf ↗

We obtain all possible solutions of a 1/4 Bogomol'nyi-Prasad-Sommerfield equation exactly, containing configurations made of walls, vortices and monopoles in the Higgs phase. We use supersymmetric U(N_C) gauge theories with eight supercharges with N_F fundamental hypermultiplets in the strong coupling limit. The moduli…

2004-05-14abs ↗pdf ↗

We analyze the European transition economies and show that time series for most of major indices exhibit (i) power-law correlations in their values, power-law correlations in their magnitudes, and (iii) asymmetric probability distribution. We propose a stochastic model that can generate time series with all the previou…

2006-08-02abs ↗pdf ↗

A method for clustering small datasets in high dimensions using random projections.

problem Challenges in clustering small datasets in high-dimensional spaces.
method Random projection followed by binary clustering in one-dimensional space.
result Statistically significant clustering structures can be found with as few as 100-200 points.

Statistical estimates can often be improved by fusion of data from several different sources. One example is so-called ensemble methods which have been successfully applied in areas such as machine learning for classification and clustering. In this paper, we present an ensemble method to improve community detection by…

2013-09-01abs ↗pdf ↗

Bipartite data is common in data engineering and brings unique challenges, particularly when it comes to clustering tasks that impose on strong structural assumptions. This work presents an unsupervised method for assessing similarity in bipartite data. Similar to some co-clustering methods, the method is based on regu…

2017-02-16abs ↗pdf ↗

Study examines how COVID-19 vaccine companies' popularity affects their stock prices.

problem Impact of COVID-19 vaccine development and rollout on stock prices and company popularity.
method Used Python and various libraries to analyze Google Trends data and stock prices of five vaccine companies.
result Significant correlation between Google Trend data and stock prices, with post-rollout periods showing a slight negative correlation.