Industry datasets used for text classification are rarely created for that purpose. In most cases, the data and target predictions are a by-product of accumulated historical data, typically fraught with noise, present in both the text-based document, as well as in the targeted labels. In this work, we address the quest…
Improved handwriting recognition for historical documents with minimal labeled data.
problem Challenges in recognizing historical documents, especially lack of text-line annotations.
method Trained a deep CRNN system on 10% labeled data, augmented with crafted multiscale data, and applied model-based normalization.
result Achieved second best result in ICDAR2017 competition on publicly available READ dataset.
We explore two techniques which use color to make sense of statistical text models. One method uses in-text annotations to illustrate a model's view of particular tokens in particular documents. Another uses a high-level, "words-as-pixels" graphic to display an entire corpus. Together, these methods offer both zoomed-i…
Machine learning identifies types of alterations in historical manuscripts.
problem Understanding and categorizing alterations in historical manuscripts.
method Alteration Latent Dirichlet Allocation (alterLDA) model.
result High performance in recognizing alterations on labelled data, and interesting insights on unlabelled data.
GASC models semantic change in Ancient Greek texts using genre metadata.
problem Associating correct meanings in historical Ancient Greek texts.
method Develops a dynamic semantic change model leveraging genre metadata.
result Improves predictive performance on semantic change in Ancient Greek texts.
This paper addresses the problem of predicting duration of unplanned power outages, using historical outage records to train a series of neural network predictors. The initial duration prediction is made based on environmental factors, and it is updated based on incoming field reports using natural language processing …
Identifying the type of font (e.g., Roman, Blackletter) used in historical documents can help optical character recognition (OCR) systems produce more accurate text transcriptions. Towards this end, we present an active-learning strategy that can significantly reduce the number of labeled samples needed to train a font…
Teaches advanced differential topology to master students with minimal background.
problem Teaching complex differential topology concepts to students with limited mathematical background.
method Cut-and-paste procedures, transversality, cobordism rings.
result Topics can be treated with 'bare hands' using simple mathematical tools.
FinALBERT predicts stock prices using labelled Stocktwits data.
problem Efficient stock price prediction with limited labelled datasets.
method FinALBERT is an ALBERT-based model trained on labelled Stocktwits data for financial text classification.
result FinALBERT achieves optimal results in predicting stock price changes.
This research predicts stock market movements using Vision-Language models.
problem Predicting future stock market direction using historical data.
method Utilizing image and byte-based representations of stock data processed with Vision-Language models.
result The proposed approach significantly outperforms deep learning baselines.
Neural nets analyze Magic: the Gathering cards for text and images.
problem Classify Magic: the Gathering cards into multiple categories.
method Used Convolutional and Recurrent Neural Networks to analyze card text and images.
result Developed a method to generate card text matching an input image.
Deep learning predicts readmissions from less structured data.
problem Predicting readmissions from non-standard, unstructured medical records.
method Proposes a deep learning architecture that handles less structured data, including Spanish text.
result Achieves AUROC of 0.76 on a Chilean medical dataset, comparable to US results.
The Rectified Linear Unit (ReLU) is a foundational activation function in artficial neural networks. Recent literature frequently misattributes its origin to the 2018 (initial) version of this paper, which exclusively investigated ReLU at the classification layer. This paper formally corrects the citation record by tra…
Combining various data types predicts S&P 500 stock prices with high accuracy.
problem Predicting S&P 500 stock prices with high accuracy.
method Combined technical, fundamental, and text data with machine learning models like Random Forest and LSTM.
result Achieved 66.18% accuracy in S&P 500 index prediction and 62.09% in individual stock prediction.
KaoKore dataset extracts faces from pre-modern Japanese art for machine learning.
problem Lack of relevant datasets for historical Japanese artworks in machine learning.
method Extracted faces from pre-modern Japanese artwork to create a new dataset.
result Demonstrated the dataset's value for image classification and creative applications.
Machine learning automates digitization of historical data.
problem Manual transcription is costly and difficult for large, detailed datasets.
method Apply machine learning techniques for unsupervised layout classification and attention-based neural networks.
result Machine learning can automate the digitization process for historical data.
This paper proposes to perform authorship analysis using the Fast Compression Distance (FCD), a similarity measure based on compression with dictionaries directly extracted from the written texts. The FCD computes a similarity between two documents through an effective binary search on the intersection set between the …
Paper proposes set-valued prediction for historical POS tagging.
problem Difficult POS tagging in historical corpora due to lack of native speakers and sparse data.
method Set-valued prediction approach to allow uncertainty in tagging.
result Set-valued prediction improves POS tagging precision and robustness.
Word embeddings are a powerful approach for unsupervised analysis of language. Recently, Rudolph et al. (2016) developed exponential family embeddings, which cast word embeddings in a probabilistic framework. Here, we develop dynamic embeddings, building on exponential family embeddings to capture how the meanings of w…
The paper reviews historical and modern approaches to asset pricing probability measures.
problem Constructing or selecting probability measures for asset pricing.
method Historical review of various approaches including state price theory, martingale measures, and modern data-driven methods.
result Modern asset pricing involves constructing, transforming, or selecting probability measures to represent market prices.
Detects changes in topic proportions over time in large text datasets.
problem Unsupervised detection of structural changes in topic distributions over time.
method Specialised temporal topic model with changepoint detection, approximate inference using sample splitting and likelihood ratio statistic.
result Automated detection of changepoints in topic proportions, facilitating interpretable results.
A textbook on machine learning explaining patterns, predictions, and actions.
problem Understanding patterns in data for predictions and actions.
method Explains foundations of decision making, representation, optimization, and generalization.
result Equips readers with tools to reason about actions and their consequences.
Predict stock trends using financial news with deep learning.
problem Leverage financial news for better stock market predictions.
method Attention-based Recurrent Neural Network (RNN) with Bidirectional-LSTM and self-attention mechanism.
result The approach outperforms other state-of-the-art methods in predicting stock price direction.
Predict stock price movements using financial data and news articles with LLMs.
problem Predicting stock price movements using financial data and news articles.
method Combining financial data and news articles, employing pre-trained LLMs, and using retrieval augmentation techniques.
result Predicted stock price movements with a weighted F1-score of 58.5% and 59.1%.
Unified HS and related methods with explicit modeling assumptions.
problem Lack of clear assumptions in HS methods for Value-at-Risk.
method Explicitly defined parametric model for asset returns and extraction of innovation process.
result HS and related methods require more assumptions than commonly acknowledged.
The link between different psychophysiological measures during emotion episodes is not well understood. To analyse the functional relationship between electroencephalography (EEG) and facial electromyography (EMG), we apply historical function-on-function regression models to EEG and EMG data that were simultaneously r…
The paper creates a language evolution tree using word vectors from historical novels.
problem Exploring the evolution of language through historical texts.
method Constructed word vectors from novels, combined them, and used hierarchical clustering.
result Discovered a specific language evolution tree that reflects the year of the corpus.
This paper introduces a very challenging dataset of historic German documents and evaluates Fully Convolutional Neural Network (FCNN) based methods to locate handwritten annotations of any kind in these documents. The handwritten annotations can appear in form of underlines and text by using various writing instruments…
ArtificialReplay improves data efficiency in bandits using historical data.
problem Data inefficiency in warm-starting bandit algorithms.
method ArtificialReplay, a meta-algorithm for incorporating historical data into any bandit algorithm.
result ArtificialReplay uses only a fraction of historical data compared to a full warm-start approach, achieving identical regret.
ADR helps LLMs find and use historical analogies for foresight analysis.
problem LLMs struggle to find relevant historical analogies due to surface-level matching.
method Proposes CANA framework with mechanism alignment and cross-analogy confirmation.
result CANA improves historical analogy generation by up to 10%.
Proposes dynamic borrowing method for historical data in clinical trials.
problem Insufficient statistical power in rare and pediatric disease clinical trials.
method Dynamic borrowing method based on frequentist approach using similarity measures.
result Demonstrates usefulness of dynamic borrowing in reanalyzing clinical trial data.
Data describing historical economic growth are analysed. Included in the analysis is the world and regional economic growth. The analysis demonstrates that historical economic growth had a natural tendency to follow hyperbolic distributions. Parameters describing hyperbolic distributions have been determined. A search …
This study reviews techniques to estimate volatility and price Variance Swaps.
problem Estimating historical volatility and pricing Variance Swaps.
method Review of existing techniques.
result Discussion of various methods to estimate volatility and price Variance Swaps.
Automated synthesis planning from scientific literature using AI.
problem Accelerate materials design and discovery by connecting scientific literature to synthesis insights.
method Word embeddings from language models, named entity recognition, conditional variational autoencoder.
result The model predicts precursors for perovskite materials using historical data.
Improved Bayesian inference using power priors with historical data.
problem Improving Bayesian inference with historical data.
method Generalized power priors that adapt to the α parameter of Amari's α-divergence. result Improved performance through appropriate choices of the α parameter. Historical review of genetic algorithms for the TSP shows three distinct phases.
problem Optimizing routes for the Traveling Salesman Problem using genetic algorithms.
method Meta-data analysis of publications over time.
result Three distinct phases in the development of genetic algorithms for TSP identified.
Develops algorithms to exploit historical and pre-clustered arm information in bandit problems.
problem Optimizing decision-making in multi-armed bandit and contextual bandit problems with historical observations and pre-clustered arms.
method META algorithm that combines historical observations and pre-clustering information, deriving regret bounds for various scenarios.
result META algorithm effectively balances between using historical observations and clustering, outperforming the other in different scenarios.
The theory of automatic groups is developed, including properties and practical algorithms.
problem Proving and understanding automatic groups and their properties.
method Historical introduction, definitions, basic properties, proofs for specific groups, software development, practical algorithms, and open problems.
result Automatic, biautomatic, and combable groups are defined and their properties are derived.
Combines experimental and historical data for robust policy evaluation.
problem Policy evaluation with mixed data sources, especially experimental vs historical.
method Linear integration of estimators from experimental and historical data, optimized for MSE minimization.
result Proposed estimators outperform traditional methods in ridesharing company data.
In this paper we look at the efficacy of different risk measures on energy markets and across several different stock market indices. We use both the Value at Risk and the Tail Conditional Expectation on each of these data sets. We also consider several different durations and levels for historical risk measures. Throu…
The paper develops a method to forecast financial risk multiple steps ahead using quantile time series and historical simulation.
problem Forecasting financial risk multiple steps ahead with accurate estimation of Value-at-Risk (VaR) and Expected Shortfall (ES).
method Quantile-based, semi-parametric historical simulation estimation of VaR and ES models, using quantile loss function and resampling.
result The proposed method accurately forecasts VaR and ES one and multiple steps ahead, superior to existing methods.
Calibrates historical and implied correlations in energy markets.
problem Challenges in aligning historical correlations of futures contracts with implied volatility smiles.
method Multiplicative multi-factor Heath-Jarrow-Morton model combined with stochastic volatility from lifted Heston model, using Kemna-Vorst approximation and Fourier-based techniques.
result Remarkable joint historical and implied calibration fits on the German power market.
This paper uses SVM to predict stock market trends from financial news.
problem Predicting stock market trends using text mining and sentiment analysis.
method Text mining, sentiment analysis, support vector machine (SVM), parameter optimization.
result SVM models show significant influence of news on stock market, with parameter G having the main effect.
Econophysics embodies the recent upsurge of interest by physicists into financial economics, driven by the availability of large amount of data, job shortage in physics and the possibility of applying many-body techniques developed in statistical and theoretical physics to the understanding of the self-organizing econo…
Contextualizing financial news improves stock price predictions.
problem Predicting stock prices from financial news requires understanding historical context.
method Proposed a method using a large language model for main articles and a small model for historical context.
result Historical context significantly improves model performance across methods and time horizons.
Scene text magnifier enhances readability for visually impaired.
problem Helps visually impaired read natural scene text.
method Four CNN-based networks: character erasing, extraction, magnify, synthesis.
result Effective text magnification without background alteration.
The paper classifies actions of a specific group on certain manifolds.
problem Classifying analytic actions of a specific semi-orthogonal group on manifolds.
method Adapting Uchida's construction, the paper explicitly constructs actions on specific manifolds and demonstrates that any action is covered by these.
result Any analytic action of the semi-orthogonal group on a closed, connected manifold is covered by the constructed actions.
Typically flat filling, linear or polynomial interpolation methods to generate missing historical data. We introduce a novel optimal method for recreating data generated by a diffusion process. The results are then applied to recreate historical data for stocks.