Survey of methods to incorporate external knowledge into stock price prediction.
problem Challenges in predicting stock prices due to market volatility and non-linearity.
method Survey of methods for acquiring and incorporating external knowledge into stock price prediction models.
result Systematic synthesis of previous studies on external knowledge types and their application in stock price prediction.
Using data from 92 indices of stock exchanges worldwide, I analize the cluster formation and evolution from 2007 to 2010, which includes the Subprime Mortgage Crisis of 2008, using asset graphs based on distance thresholds. I also study the survivability of connections and of clusters through time and the influence of …
Neural message passing on molecular graphs is one of the most promising methods for predicting formation energy and other properties of molecules and materials. In this work we extend the neural message passing model with an edge update network which allows the information exchanged between atoms to depend on the hidde…
ProGraML uses graph-based machine learning to improve program optimization and analysis.
problem Improving program optimization and analysis with machine learning.
method Low-level, language agnostic graph representation and message passing neural networks.
result ProGraML achieves an average 94.0 F1 score on a benchmark dataset, significantly outperforming state-of-the-art approaches.
DNA rearrangement processes recombine gene segments that are organized on the chromosome in a variety of ways. The segments can overlap, interleave or one may be a subsegment of another. We use directed graphs to represent segment organizations on a given locus where contigs containing rearranged segments represent ver…
New algorithm improves graph-based active learning by identifying unexplored regions.
problem Improving graph-based active learning by identifying unexplored regions.
method Poisson Reweighted Laplacian Uncertainty Sampling (PWLL) with a diagonal perturbation.
result PWLL effectively identifies unexplored regions in graph-based data.
Extends geometrical description of tensor manifolds in tree-based formats.
problem Geometrical description of tensor manifolds in tree-based formats.
method Provided a new geometrical description of manifolds of tensors in tree-based format.
result Geometrical description compatible with Tucker format.
Bayesian analysis shows unlabeled data improve graph-based semi-supervised learning.
problem Improving semi-supervised learning with limited labeled data.
method Bayesian nonparametric approach using unlabeled data for graph-based learning.
result Posterior contracts optimally around the truth with sufficient unlabeled data.
End-to-end graph-based SSL learns all graph factors dynamically.
problem Learning quality of graph in SSL is crucial but difficult.
method Proposes an end-to-end approach to optimize all graph factors.
result Demonstrates effectiveness on benchmark datasets.
Graph-based methods for anomaly detection and semi-supervised learning.
problem Detecting unusual clinical actions and anomalies in hospital data.
method Label propagation, harmonic solution, regularization, graph connectivity analysis.
result Effective anomaly detection and semi-supervised learning methods for healthcare data.
Improves graph-based active learning for non-Gaussian models.
problem Efficiently selecting data points for labeling in graph-based semi-supervised learning.
method Approximates non-Gaussian distributions, introduces rank-one update and model change acquisition function.
result Enhanced active learning for graph-based SSL under non-Gaussian models.
Simulating fluid flow in geological formations requires mesh generation, lithology mapping to the cells, and computing geometric properties such as normal vectors and volume of cells. The purpose of this research work is to compute and process the geometrical information required for performing numerical simulations in…
Galerkin method outperforms graph-based methods in spectral decompositions.
problem Improving spectral decomposition methods in machine learning.
method Restricting study to a small set of test functions using the Galerkin method.
result Statistical and computational superiority of Galerkin method over graph-based approaches.
The paper models network formation using mixed logit models.
problem Modeling network formation in various fields.
method Mixed logit models, specifically the repeated-choice (RC) model.
result The RC model outperforms the multinomial logit (MNL) model in estimating network formation.
SoccerCPD detects tactical changes in soccer matches using spatiotemporal tracking data.
problem Detecting consistent team formations in fluid sports like soccer.
method Two-step change-point detection: formation and role changes.
result Accurately detects tactical changes and estimates formation and role assignments.
This paper introduces a novel graph signal processing framework for building graph-based models from classes of filtered signals. In our framework, graph-based modeling is formulated as a graph system identification problem, where the goal is to learn a weighted graph (a graph Laplacian matrix) and a graph-based filter…
Graph-based weather prediction adapted for local models.
problem Applying neural weather prediction to limited area modeling.
method Adapting graph-based Neural Weather Prediction approach to local models.
result Validation of multi-scale hierarchical model extension for Nordic region.
Extends ONNX for quantized neural networks with new formats and operators.
problem Handling arbitrary-precision quantization in neural networks.
method Introduces new formats and operators in ONNX to represent quantized neural networks.
result Enabled representation of uniform quantization in neural networks.
Active graph-based semi-supervised learning (AG-SSL) aims to select a small set of labeled examples and utilize their graph-based relation to other unlabeled examples to aid in machine learning tasks. It is also closely related to the sampling theory in graph signal processing. In this paper, we revisit the original fo…
The paper extends graph-based semi-supervised learning to infinite-dimensional Wasserstein space.
problem Graph-based semi-supervised learning in high-dimensional data.
method Laplace Learning in the Wasserstein space, proving variational convergence and characterizing the Laplace-Beltrami operator.
result Consistent classification performance in high-dimensional settings.
Proves finite step termination of Kähler-Einstein metric singularity formation.
problem Singularity formation of Kähler-Einstein metrics.
method Finite step termination of bubble trees for singularity formation.
result Finite step termination of Kähler-Einstein metric singularity formation proved in non-collapsing situation.
Deep neural networks are commonly developed and trained in 32-bit floating point format. Significant gains in performance and energy efficiency could be realized by training and inference in numerical formats optimized for deep learning. Despite advances in limited precision inference in recent years, training of neura…
Study shows formation of Kerr black holes with complete apparent horizons and proves Penrose inequalities.
problem Formation of Kerr black holes and Penrose inequalities.
method Combining gravitational-collapse and Kerr stability results with new coordinate changes and elliptic arguments.
result Proves dynamical and spacetime Penrose inequalities in black hole formation spacetimes.
Shapley Flow interprets model predictions using a graph-based approach to feature importance.
problem Existing feature importance methods ignore or hide feature dependencies.
method Shapley Flow considers the entire causal graph and assigns credit to edges.
result Shapley Flow provides a deeper, graph-based view of feature importance.
Paper proves trapped surface formation for EMCSF system without symmetry assumptions.
problem Formation of trapped surfaces for the Einstein--Maxwell--charged scalar field system.
method Scale-critical trapped surface formation result established from past null infinity.
result Focusing of gravitational waves, concentration of electromagnetic fields, or condensation of scalar fields can lead to trapped surface formation.
This paper detects function-level obfuscation in binary code using graph-based methods.
problem Detecting and characterizing function-level obfuscation in binary code.
method Graph-based approaches, including GNNs, are compared on various datasets.
result GNNs outperform baselines in function-level obfuscation detection, especially in a 11-class classification task.
Study on Kähler-Ricci flow and conformal submersion singularity formation.
problem Singularity formation of Kähler-Ricci flow on manifolds with conformal submersion.
method Derive conditions for the preservation of conformal submersion and analyze singularity formation.
result Formation of type I singularity and standard splitting of Cheeger-Gromov limit.
GATES improves neural architecture search by modeling operations as information transformation.
problem Improving predictor-based neural architecture search efficiency.
method GATES models operations as information transformation, covering both node and edge cell search spaces.
result GATES boosts sample efficiency and improves predictor performance.
The main goal of this paper is to study the geometric structures associated with the representation of tensors in subspace based formats. To do this we use a property of the so-called minimal subspaces which allows us to describe the tensor representation by means of a rooted tree. By using the tree structure and the d…
Improved graph-based semi-supervised learning with model change active learning.
problem Identifying which unlabelled data points to label to best improve classifier performance.
method Pairing model change active learning with graph-based semi-supervised learning methods.
result Improved multiclass classification performance over prior methods.
Study equilibrium consumption habits in a large population using mean field games.
problem Equilibrium consumption under external habit formation in a large population.
method Formulated and solved mean field games for linear and multiplicative habit formation preferences, constructed approximate Nash equilibria for large n-player games.
result Characterized mean field equilibrium strategies and derived financial implications.
Proposes a new algorithm for graph-based semi-parametric contextual bandits.
problem Non-stationarity in human behavior and social interaction.
method SemiGraphTS algorithm for graph-based semi-parametric reward model.
result Derives an upper bound of cumulative regret for graph-based semi-parametric model.
Poisson learning improves graph-based semi-supervised learning at very low label rates.
problem Degeneracy of Laplacian semi-supervised learning at low label rates.
method Replaces label assignment with source and sink placement, solving Poisson equation.
result Provably more stable and informative predictions than Laplacian learning.
Proposes CI-GMVC to improve graph-based multi-view clustering performance.
problem Inconsistency in multi-view data affects clustering performance.
method Integrates consistent and inconsistent parts of multiple views using a unified matrix.
result Demonstrates improved clustering performance on real-world datasets.
GraphOpt learns the formation mechanism of graphs from observed structures.
problem Learning formation mechanisms from observed graphs with complex structural properties.
method GraphOpt uses maximum entropy inverse reinforcement learning to solve the link formation problem in a sequential decision-making process.
result GraphOpt discovers a latent objective function that can explain and transfer across different graphs.
Graph-based rehearsal improves continual learning performance.
problem Catastrophic forgetting in continual learning models.
method Augmenting a memory array with a learnable random graph to capture pairwise similarities.
result Our model consistently outperforms baselines on task-free continual learning benchmarks.
Analyzes how order flow affects price formation in financial markets.
problem Understanding how prices are formed by order flow in financial markets.
method Critical discussion of modeling approaches and empirical observations, focusing on market impact and transaction costs.
result Algorithmic trading impacts the quality and cost of trading.
MiFID II impacts European stock liquidity and price formation.
problem Impact of MiFID II on European stock liquidity and price formation.
method Analyzed effects of MiFID II on European stock markets, focusing on intraday and closing auction liquidity and tick size changes.
result Closing auction volumes increased and price formation became more efficient after MiFID II.
Recommender system is an important component of many web services to help users locate items that match their interests. Several studies showed that recommender systems are vulnerable to poisoning attacks, in which an attacker injects fake data to a given system such that the system makes recommendations as the attacke…
We seek to utilize the nonextensive statistics to the microscopic modeling of the interacting many-investor dynamics that drive the price changes in a market. The statistics of price changes are known to be fit well by the Students-T and power-law distributions of the nonextensive statistics. We therefore derive models…
We consider a family of problems that are concerned about making predictions for the majority of unlabeled, graph-structured data samples based on a small proportion of labeled samples. Relational information among the data samples, often encoded in the graph/network structure, is shown to be helpful for these semi-sup…
System predicts ice formation to improve road safety.
problem Improving road safety through accurate ice formation prediction.
method Combining physical models and machine learning for data correction.
result Machine learning effectively corrects incorrect data in forecasts.
Model asset pricing with habit formation in a large market.
problem Understanding asset pricing in large heterogeneous markets with habit formation.
method Mean field game theory and quadratic-growth mean field BSDEs.
result Derives a semi-analytic solution for asset pricing model.
The "standard" Merton formulation of optimal investment and consumption involves optimizing the integrated lifetime utility of consumption, suitably discounted, together with the discounted future bequest. In this formulation the utility of consumption at any given time depends only on the amount consumed at that time.…
Modeling price formation in intraday electricity markets with renewable generation.
problem Price formation and optimal trading strategies in intraday electricity markets with intermittent renewable generation.
method Developed a tractable equilibrium model using stochastic control theory to identify optimal strategies and exhibit Nash equilibrium.
result Identified optimal trading strategies and exhibited Nash equilibrium in closed form for a finite number of agents and in the asymptotic framework of mean field games.
Study on price formation in a market with a major player and minor firms.
problem Equilibrium price formation in a market with a major financial firm and many minor firms.
method Analyzes the equilibrium price process in both finite and mean field models, considering idiosyncratic and common noises.
result Derives the functional form of price impact for the major firm in both market sizes.
Graph-based Bayesian SSL uses graph theory to propagate labels from a few to many unlabeled features.
problem Efficiently propagating labels from a small set of labeled data to a large set of unlabeled data.
method Probabilistic framework using graph theory and Bayesian statistics.
result Mathematical foundations for improving the accuracy and efficiency of label propagation.
Optimal trading strategies identified in electricity markets with a major player.
problem Price formation and optimal trading in intraday electricity markets with strategic interactions.
method Stochastic control theory and mean field games with a major player.
result Nash equilibrium identified in closed form for the asymptotic case.