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.
Gradient descent proves global convergence for 4-layer matrix factorization.
Paper establishes bounds for RNN-TPPs, showing four-layer networks can achieve vanishing errors.
We analyse perception and memory, using mathematical models for knowledge graphs and tensors, to gain insights into the corresponding functionalities of the human mind. Our discussion is based on the concept of propositional sentences consisting of \textit{subject-predicate-object} (SPO) triples for expressing elementa…
The AIBC is an Artificial Intelligence and blockchain technology based large-scale decentralized ecosystem that allows system-wide low-cost sharing of computing and storage resources. The AIBC consists of four layers: a fundamental layer, a resource layer, an application layer, and an ecosystem layer. The AIBC implemen…
Deep learning has been used in many areas, such as feature detections in images and the game of go. This paper presents a study that attempts to use the deep learning method to predict turbomachinery performance. Three different deep neural networks are built and trained to predict the pressure distributions of turbine…
We propose here a multiplex network approach to investigate simultaneously different types of dependency in complex data sets. In particular, we consider multiplex networks made of four layers corresponding respectively to linear, non-linear, tail, and partial correlations among a set of financial time series. We const…
In this paper we extend the concept of Competitivity Graph to compare series of rankings with ties ({\em partial rankings}). We extend the usual method used to compute Kendall's coefficient for two partial rankings to the concept of evolutive Kendall's coefficient for a series of partial rankings. The theoretical frame…
Paper optimizes a big data and ML risk monitoring system for financial markets.
We propose a four-layer fully-connected neural network (FNN) for predicting fluid intelligence scores from T1-weighted MR images for the ABCD-challenge. In addition to the volumes of brain structures, the FNN uses cortical WM/GM contrast and cortical thickness at 78 cortical regions. These last two measurements were de…
A new neural network model MDRBM improves noise-robustness in classification.
Many parametric statistical models are not properly normalised and only specified up to an intractable partition function, which renders parameter estimation difficult. Examples of unnormalised models are Gibbs distributions, Markov random fields, and neural network models in unsupervised deep learning. In previous wor…
Improved neural network training with ADMM for hardware compatibility.
Empirical investor networks (EIN) proposed by \cite{Ozsoylev-Walden-Yavuz-Bildik-2014-RFS} are assumed to capture the information spreading path among investors. Here, we perform a comparative analysis between the EIN and the cellphone communication networks (CN) to test whether EIN is an information exchanging network…
New AI governance framework tackles risks in finance.
In this paper we propose cross-modal convolutional neural networks (X-CNNs), a novel biologically inspired type of CNN architectures, treating gradient descent-specialised CNNs as individual units of processing in a larger-scale network topology, while allowing for unconstrained information flow and/or weight sharing b…
Paper develops framework for AI agents in financial markets.
The inability to see and quantify systemic financial risk comes at an immense social cost. Systemic risk in the financial system arises to a large extent as a consequence of the interconnectedness of its institutions, which are linked through networks of different types of financial contracts, such as credit, derivativ…
A deep BSDE approach tackles multi-layered xVA calculations for portfolio valuation.