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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.

168,657 papers · 148 categories

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295988117 · Jun 202019922001200920172026
48 results for frequent patterns

The problem of frequent pattern mining has been studied quite extensively for various types of data, including sets, sequences, and graphs. Somewhat surprisingly, another important type of data, namely rank data, has received very little attention in data mining so far. In this paper, we therefore addresses the problem…

2018-06-15abs ↗pdf ↗

MCRapper efficiently computes patterns in data using Monte-Carlo Rademacher Averages.

problem Finding statistically significant patterns in data with limited samples.
method Monte-Carlo Empirical Rademacher Averages (MCERA) for poset families.
result MCRapper provides upper bounds to the discrepancy of functions, enabling efficient pattern mining.

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…

2020-01-05abs ↗pdf ↗

Relational data mining is becoming ubiquitous in many fields of study. It offers insights into behaviour of complex, real-world systems which cannot be modeled directly using propositional learning. We propose Symbolic Graph Embedding (SGE), an algorithm aimed to learn symbolic node representations. Built on the ideas …

2019-10-29abs ↗pdf ↗

In this paper, we propose an efficient algorithm for mining novel `Set of Contrasting Rules'-pattern (SCR-pattern), which consists of several association rules. This pattern is of high interest due to the guaranteed quality of the rules forming it and its ability to discover useful knowledge. However, SCR-pattern has n…

2019-12-20abs ↗pdf ↗

Discriminative pattern mining is an essential task of data mining. This task aims to discover patterns which occur more frequently in a class than other classes in a class-labeled dataset. This type of patterns is valuable in various domains such as bioinformatics, data classification. In this paper, we propose a novel…

2019-06-02abs ↗pdf ↗

Generative Adversarial Networks are a new family of generative models, frequently used for generating photorealistic images. The theory promises for the GAN to eventually reach an equilibrium where generator produces pictures indistinguishable for the training set. In practice, however, a range of problems frequently p…

2018-11-07abs ↗pdf ↗

This paper introduces the combinatorial Boolean model (CBM), which is defined as the class of linear combinations of conjunctions of Boolean attributes. This paper addresses the issue of learning CBM from labeled data. CBM is of high knowledge interpretability but naïve learning of it requires exponentially large compu…

2017-11-07abs ↗pdf ↗

Study reveals centralization in Bitcoin transactions involving retail users.

problem Centralization and bias in Bitcoin transaction data.
method Heuristic classification of Bitcoin users, weekly activity pattern analysis.
result Most real transactions involve Frequent Receivers, centralizing the ecosystem.

This paper presents a framework for exact discovery of the top-k sequential patterns under Leverage. It combines (1) a novel definition of the expected support for a sequential pattern - a concept on which most interestingness measures directly rely - with (2) SkOPUS: a new branch-and-bound algorithm for the exact disc…

2015-06-26abs ↗pdf ↗

Randomization helps verify if data mining results are due to inherent patterns.

problem Verify if data mining results are due to inherent patterns or coincidental findings.
method Metropolis sampling based on local swaps to randomize data while preserving discovered patterns.
result Randomized data often reveals that clustering results imply frequent pattern discovery.

Pattern sampling has been proposed as a potential solution to the infamous pattern explosion. Instead of enumerating all patterns that satisfy the constraints, individual patterns are sampled proportional to a given quality measure. Several sampling algorithms have been proposed, but each of them has its limitations wh…

2016-10-28abs ↗pdf ↗

This paper presents a case study of a recommender system that can be used to save energy in smart homes without lowering the comfort of the inhabitants. We present an algorithm that uses consumer behavior data only and uses machine learning to suggest actions for inhabitants to reduce the energy consumption of their ho…

2015-09-18abs ↗pdf ↗

FinCast is a foundation model for financial time-series forecasting that outperforms existing methods.

problem Challenges in financial time-series forecasting due to temporal non-stationarity, multi-domain diversity, and varying temporal resolutions.
method FinCast is a foundation model specifically designed for financial time-series forecasting, trained on large-scale financial datasets.
result FinCast exhibits robust zero-shot performance, effectively capturing diverse patterns without domain-specific fine-tuning.

Continuous-time event sequences represent discrete events occurring in continuous time. Such sequences arise frequently in real-life. Usually we expect the sequences to follow some regular pattern over time. However, sometimes these patterns may be interrupted by unexpected absence or occurrences of events. Identificat…

2019-12-19abs ↗pdf ↗

Graph conformal prediction predicts future power outages with high confidence.

problem Accurately predicting future power outages to enable rapid recovery.
method Developed a graph conformal prediction method for quarter-hourly outage data.
result Graph conformal prediction method delivers accurate prediction regions for future outage numbers.

Competency questions help experts select best clustering for energy data.

problem Ad hoc and subjective selection of clustering structures by domain experts.
method Formalize expert knowledge and requirements with competency questions.
result Competency questions improve reproducibility and evaluation of clustering applications.

Poor economies not only produce less; they typically produce things that involve fewer inputs and fewer intermediate steps. Yet the supply chains of poor countries face more frequent disruptions---delivery failures, faulty parts, delays, power outages, theft, government failures---that systematically thwart the product…

2017-07-19abs ↗pdf ↗

A model predicts influential nodes in complex networks by considering indirect interactions.

problem Identifying influential nodes in complex networks using indirect interactions.
method Proposes MOGen, a multi-order generative model that considers all indirect influences up to a maximum distance.
result MOGen consistently outperforms network models and path-based approaches in predicting influential nodes.

The paper identifies patterns in language model weights used for memorizing paragraphs.

problem Locating the specific mechanisms and weights used by language models to memorize paragraphs.
method Examined gradients and attention patterns in language models to identify memorized paragraphs.
result Gradients of memorized paragraphs have a distinguishable spatial pattern, and localized attention heads are involved in paragraph memorization.

Commercial activity trackers are set to become an essential tool in health research, due to increasing availability in the general population. The corresponding vast amounts of mostly unlabeled data pose a challenge to statistical modeling approaches. To investigate the feasibility of deep learning approaches for unsup…

2018-02-28abs ↗pdf ↗

Faster Tsetlin Machines use clause indexing to speed inference and learning.

problem Overfitting and slow inference in Tsetlin Machines.
method Introduced a look-up table that indexes clauses based on feature falsification, enabling faster evaluation of clauses.
result Up to 15 times faster classification and three times faster learning on MNIST and Fashion-MNIST.

The statistical properties of the bid-ask spread of a frequently traded Chinese stock listed on the Shenzhen Stock Exchange are investigated using the limit-order book data. Three different definitions of spread are considered based on the time right before transactions, the time whenever the highest buying price or th…

2006-12-31abs ↗pdf ↗

Proposes a progressive label correction method for feature-dependent label noise.

problem Real-world large-scale datasets often suffer from heterogeneous, feature-dependent label noise.
method A progressive label correction algorithm that iteratively refines the model.
result A classifier trained with this strategy converges to be consistent with the Bayes classifier for various noise patterns.

In data-mining applications, we are frequently faced with a large fraction of missing entries in the data matrix, which is problematic for most discriminant machine learning algorithms. A solution that we explore in this paper is the use of a generative model (a mixture of Gaussians) to compute the conditional expectat…

2012-09-04abs ↗pdf ↗

Benford's law states that in data sets from different phenomena leading digits tend to be distributed logarithmically such that the numbers beginning with smaller digits occur more often than those with larger ones. Particularly, the law is known to hold for different types of financial data. The Illicit Financial Flow…

2012-01-17abs ↗pdf ↗

New learning methods for open systems with variable agents.

problem Learning in open systems with dynamic agent arrivals and departures.
method Formulated a unified open-system bandit problem with general dynamics, introducing new concepts like pre-training degree and stability.
result Certified global-UCB learning methodologies with provable guarantees, revealing dependencies between entry uncertainty, stability, and agent patterns.

We establish several new stylised facts concerning the intra-day seasonalities of stock dynamics. Beyond the well known U-shaped pattern of the volatility, we find that the average correlation between stocks increases throughout the day, leading to a smaller relative dispersion between stocks. Somewhat paradoxically, t…

2010-09-24abs ↗pdf ↗