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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.

168,978 papers · 148 categories

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48 results for handcrafted features

Paper explores understanding of neural source code embeddings.

problem Lack of understanding of contents and characteristics of code2vec embeddings.
method Small case study using code2vec embeddings to create binary SVM classifiers and compare performance with handcrafted features.
result Code2vec embeddings perform similarly to handcrafted features and have more evenly distributed information gains.

We describe the Customer LifeTime Value (CLTV) prediction system deployed at ASOS.com, a global online fashion retailer. CLTV prediction is an important problem in e-commerce where an accurate estimate of future value allows retailers to effectively allocate marketing spend, identify and nurture high value customers an…

2017-03-07abs ↗pdf ↗

Uses news sentiment scores for direct reinforcement trading in financial markets.

problem Incorporating news data into quantitative trading remains challenging.
method Directly uses news sentiment scores and raw data as inputs for reinforcement learning, processed by sequence models.
result Achieves superior performance compared to market benchmarks.

Novel CTG analysis splits signals into balanced windows and uses 1DCNN for automatic feature extraction.

problem Inter- and intra-variability in CTG interpretation, low positive predictive value.
method Split CTG time-series into balanced windows, extract features using 1DCNN and MLP ensemble.
result Normalizes class distributions, reduces reliance on manual feature selection.

Algorithm learns stock correlation matrix embedding using graph machine learning.

problem Understanding complex relationships among stocks based on their correlation matrix.
method Proposes a graph machine learning approach called Node2Vec to compress the correlation network into an embedding.
result The algorithm can learn an embedding from the correlation network of S&P 500 stock data.

We propose a novel hierarchical generative model with a simple Markovian structure and a corresponding inference model. Both the generative and inference model are trained using the adversarial learning paradigm. We demonstrate that the hierarchical structure supports the learning of progressively more abstract represe…

2018-02-04abs ↗pdf ↗

A new approach learns to represent context for nonstationary bandits.

problem Nonstationary contextual bandits where patterns change over time.
method Combines recurrent neural networks with contextual linear bandit algorithm.
result Consistently outperforms handcrafted historical contexts and other methods.

New method learns shape correspondences robustly from raw geometry.

problem Inaccurate and poor generalization of shape correspondences.
method Learning-based approach with feature-extraction network and functional map representation.
result Robust and accurate shape correspondence learning with less training data.

xDeepInt learns both vector-wise and bit-wise feature interactions.

problem Learning feature interactions for CTR prediction and recommendation.
method Polynomial Interaction Network (PIN) architecture with subspace-crossing mechanism.
result xDeepInt outperforms state-of-the-art models in CTR prediction and recommendation.

Predicts next actions in soccer possessions using path signatures.

problem Predicting next actions in soccer possessions with high accuracy.
method Leveraging path signatures to encode spatio-temporal structure of recent possessions, avoiding manual feature engineering.
result Our approach outperforms transformer-based benchmarks across various loss metrics and reduces computational cost.

New method uses explicit human demonstrations to teach missing features in reward learning.

problem Reward learning methods rely on handcrafted features, limiting their ability to adapt to new or unexplained corrections.
method Introduces human input guiding the robot from states with missing features to states without, teaching the feature explicitly and integrating it into the reward function.
result Decreases sample complexity and improves generalization of the learned reward over deep IRL baseline.

Mid-price movement prediction based on limit order book (LOB) data is a challenging task due to the complexity and dynamics of the LOB. So far, there have been very limited attempts for extracting relevant features based on LOB data. In this paper, we address this problem by designing a new set of handcrafted features …

2019-04-10abs ↗pdf ↗

The ConditionaL Neural Networks (CLNN) and the Masked ConditionaL Neural Networks (MCLNN) exploit the nature of multi-dimensional temporal signals. The CLNN captures the conditional temporal influence between the frames in a window and the mask in the MCLNN enforces a systematic sparseness that follows a filterbank-lik…

2018-02-18abs ↗pdf ↗

Automated extraction of concepts from patient clinical records is an essential facilitator of clinical research. For this reason, the 2010 i2b2/VA Natural Language Processing Challenges for Clinical Records introduced a concept extraction task aimed at identifying and classifying concepts into predefined categories (i.…

2016-11-25abs ↗pdf ↗

Deep networks are mathematically equivalent to kernel machines learned by gradient descent.

problem Understanding the learned representations of deep learning models.
method Using gradient descent to learn deep networks, showing they are equivalent to kernel machines.
result Deep network weights are a superposition of training examples, revealing the learned function.

Knowledge Transfer (KT) techniques tackle the problem of transferring the knowledge from a large and complex neural network into a smaller and faster one. However, existing KT methods are tailored towards classification tasks and they cannot be used efficiently for other representation learning tasks. In this paper a n…

2018-03-28abs ↗pdf ↗

Procedural terrain generation for video games has been traditionally been done with smartly designed but handcrafted algorithms that generate heightmaps. We propose a first step toward the learning and synthesis of these using recent advances in deep generative modelling with openly available satellite imagery from NAS…

2017-07-11abs ↗pdf ↗

Deep learning improves combustor anomaly detection in gas turbines.

problem Improving anomaly detection performance in gas turbine combustors.
method Hierarchically learned features from exhaust gas temperature sensor measurements using deep learning.
result Deep learning-based anomaly detection significantly improved combustor anomaly detection performance.

DINs use deep learning to optimize portfolio Sharpe ratio without manual feature engineering.

problem Optimizing Sharpe ratio for entire portfolios without manual feature engineering.
method Fully data-driven feature extraction from daily price returns, balancing turnover and systemic risk.
result DINs outperform traditional TS and CS benchmarks across various asset classes and transaction costs.

This paper uses deep RL to optimize market quotes from LOB data.

problem Optimizing quotes for market making from complex LOB data.
method Attn-LOB neural network with convolutional filters and attention mechanism for feature extraction; hybrid reward function for continuous action space.
result The RL agent outperforms traditional methods in market making tasks.

We introduce TextWorld, a sandbox learning environment for the training and evaluation of RL agents on text-based games. TextWorld is a Python library that handles interactive play-through of text games, as well as backend functions like state tracking and reward assignment. It comes with a curated list of games whose …

2018-06-29abs ↗pdf ↗