High throughput screening of compounds (chemicals) is an essential part of drug discovery [7], involving thousands to millions of compounds, with the purpose of identifying candidate hits. Most statistical tools, including the industry standard B-score method, work on individual compound plates and do not exploit cross…
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48 results for “hit compounds”
Bayesian learning improves reliability of molecular predictions for hit compound discovery.
problem Improving reliability of machine learning predictions for virtual screening.
method Bayesian learning algorithms applied to graph neural networks.
result Bayesian learning leads to well-calibrated predictions and higher hit compound success.
KANEL: Kolmogorov-Arnold Network Ensemble Learning Enables Early Hit Enrichment in High-Throughput Virtual Screeningphysics.chem-ph
KANEL combines models for early hit enrichment in virtual screening.
problem Assessing model accuracy in chemical bioactivity predictions.
method Ensemble workflow using Kolmogorov-Arnold Networks (KANs) and other models.
result Improves early hit enrichment metrics like PPV@N.
SILVR generates new molecules fitting protein binding sites.
problem Generating novel small molecule compounds for drug design.
method Selective Iterative Latent Variable Refinement (SILVR) for diffusion-based molecule generation.
result SILVR can generate new molecules similar in shape to original fragments without protein knowledge.
An efficient graph generative model for navigating ultra-large combinatorial synthesis librariesq-bio.QM
CSLVAE generates large chemical libraries efficiently.
problem Navigating ultra-large combinatorial synthesis libraries.
method Hierarchically-organized database with molecular encoder and decoder.
result Generates valid molecular graphs without autoregression.
Deep learning uses ROC cost functions to improve virtual screening accuracy.
problem Challenges in training deep learning models for virtual screening, especially class imbalance and lack of ground truth labels.
method Proposes using ROC cost functions to optimize deep learning models for virtual screening, introduces new training schemes and cost functions.
result Demonstrates improved performance of ROC-based approaches on PubChem datasets.
In this work, we attempt to solve the Hit Song Science problem, which aims to predict which songs will become chart-topping hits. We constructed a dataset with approximately 1.8 million hit and non-hit songs and extracted their audio features using the Spotify Web API. We test four models on our dataset. Our best model…
Minimal hitting time on origami equals diophantine type for certain slopes.
problem Determining hitting time on origami surfaces.
method Analyzing hitting time and diophantine type on specific origami models.
result For genus 4 origami, hitting time equals diophantine type for certain slopes.
Record companies invest billions of dollars in new talent around the globe each year. Gaining insight into what actually makes a hit song would provide tremendous benefits for the music industry. In this research we tackle this question by focussing on the dance hit song classification problem. A database of dance hit …
Statistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Marketsq-fin.ST
Price limit trading rules are adopted in some stock markets (especially emerging markets) trying to cool off traders' short-term trading mania on individual stocks and increase market efficiency. Under such a microstructure, stocks may hit their up-limits and down-limits from time to time. However, the behaviors of pri…
This paper improves bond market making by adjusting hit-ratios for client flow quality.
problem Economic misleading of raw hit-ratios in corporate bond market making.
method Stochastic-control framework with residual-quality-adjusted hit-ratio.
result Optimal quotes decompose into various components, improving service/economics frontier.
Study bond market making with hit-ratio target using optimal control and HJB equations.
problem Optimizing bond market making with hit-ratio target in OTC markets.
method Stochastic optimal control approach, dualizing hit-ratio target, HJB equation, Riccati equation, linearization.
result Explicit quote decompositions into riskless spread, inventory-risk correction, and hit-ratio correction.
Ballistic Convergence in Hit-and-Run Monte Carlo and a Coordinate-free Randomized Kaczmarz Algorithmmath.PR
Paper analyzes Hit-and-Run's convergence rates and applies similar methods to randomized Kaczmarz.
problem Quantifying advantages of Hit-and-Run's coordinate-free property.
method Sharp estimates via coupling methods and mixing time bounds.
result Ballistic and superdiffusive convergence rates in certain settings.
In this paper, we investigate the cooling-off effect (opposite to the magnet effect) from two aspects. Firstly, from the viewpoint of dynamics, we study the existence of the cooling-off effect by following the dynamical evolution of some financial variables over a period of time before the stock price hits its limit. S…
The hitting measure is singular and has dimension less than 1 for cocompact Fuchsian groups.
problem Analyzing the hitting measure and Hausdorff dimension for cocompact Fuchsian groups.
method Geometric and probabilistic analysis of random walks on cocompact Fuchsian groups.
result The hitting measure is singular with respect to Lebesgue measure and has a Hausdorff dimension strictly less than 1.
Study estimates Medallion's compounded return before fees at 31.8%.
problem Incorrectly using yearly returns for compounding leads to overestimation of fund performance.
method Used fund sizes and trading profits to estimate compounded return; used manager's wealth as proxy for Simons.
result Annualized compounded return of Medallion before fees is likely under 35%
Researchers prove hitting measure singularity for most Fuchsian and Kleinian groups.
problem Singularity of hitting measure for random walks on discrete subgroups.
method Algebraic and geometric convergence, hyperbolic Dehn filling.
result Proved singularity conjecture for certain measures on cocompact Fuchsian and Kleinian groups.
Characterizes measures preserving compound mixed renewal process properties.
problem Preserving compound mixed renewal process properties under different probability measures.
method Characterization of progressively equivalent probability measures.
result Any compound mixed renewal process can be converted into a compound mixed Poisson process through a change of measures.
The paper improves competitive and dynamic regret bounds for smoothed online learning.
problem Smoothed online learning with hitting and switching costs.
method Optimization problems to minimize hitting cost, dynamic regret modification of existing algorithms.
result Improved competitive and dynamic regret bounds for various function classes.
This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known Lévy process: The compound Poisson process. The semi-Markov extension of the compound Poisson process naturally leads to the compound fractional Poisson proc…
Large unweighted directed graphs are commonly used to capture relations between entities. A fundamental problem in the analysis of such networks is to properly define the similarity or dissimilarity between any two vertices. Despite the significance of this problem, statistical characterization of the proposed metrics …
Stochastic gradient Langevin dynamics (SGLD) is a fundamental algorithm in stochastic optimization. Recent work by Zhang et al. [2017] presents an analysis for the hitting time of SGLD for the first and second order stationary points. The proof in Zhang et al. [2017] is a two-stage procedure through bounding the Cheege…
Generates natural product-like compounds using GPT models.
problem Challenges in generating and evaluating natural product-like compounds.
method Trained GPT-based chemical language models on natural product dataset.
result Generated compounds have similar distribution to natural products.
Hurst exponent and prediction based on weak-form efficient market hypothesis of stock marketsq-fin.ST
We empirically investigated the relationships between the degree of efficiency and the predictability in financial time-series data. The Hurst exponent was used as the measurement of the degree of efficiency, and the hit rate calculated from the nearest-neighbor prediction method was used for the prediction of the dire…
In this paper, we introduce a new model for the risk process based on general compound Hawkes process (GCHP) for the arrival of claims. We call it risk model based on general compound Hawkes process (RMGCHP). The Law of Large Numbers (LLN) and the Functional Central Limit Theorem (FCLT) are proved. We also study the ma…
One of the most important problems of data processing in high energy and nuclear physics is the event reconstruction. Its main part is the track reconstruction procedure which consists in looking for all tracks that elementary particles leave when they pass through a detector among a huge number of points, so-called hi…
In this paper we consider finite volume hyperbolic manifolds X with non-empty totally geodesic boundary. We consider the distribution of the times for the geodesic flow to hit the boundary and derive a formula for the moments of the associated random variable in terms of the orthospectrum. We show that the the first tw…
Normalized compound random measures are flexible nonparametric priors for related distributions. We consider building general nonparametric regression models using normalized compound random measure mixture models. Posterior inference is made using a novel pseudo-marginal Metropolis-Hastings sampler for normalized comp…
Model financial default cascades on sparse graphs via hitting times.
problem Capturing systemic risk in large, sparsely-connected financial networks.
method Dynamic particle systems with hitting times and convergence theory.
result Characterization of default time distribution in tree-like networks.
Compound Finance optimizes risk metrics for V3 protocol using Chainrisk simulations.
problem Optimizing systemic risks in Compound V3 protocol.
method Millions of Chainrisk simulations to evaluate VaR and LaR, providing parameter adjustments.
result Optimization framework enhances protocol stability.
This study compares two neural models for financial forecasting, showing their superiority.
problem Improving financial market trend predictions using neural networks.
method Systematic comparison of N-HiTS and N-BEATS with conventional models.
result N-HiTS and N-BEATS enhance forecast accuracy and robustness in financial time series data.
STMT predicts compounds in unknown areas with trend reflection.
problem Predicting properties of unknown compounds in the extrapolation area.
method Stochastic Threshold Model Trees (STMT) that reflects data trends.
result STMT improves prediction accuracy for one compound in the extrapolation area.
Riemannian geometry for Compound Gaussian distributions: application to recursive change detectionstat.ML
New Riemannian geometry for Compound Gaussian distributions applied to efficient change detection.
problem Change detection in multivariate image times series.
method Developed a recursive approach based on Riemannian optimization.
result Optimal performance achieved with computational efficiency.
Paper reconciles different Ricci flow approaches and proves weak solutions.
problem Proving weak solutions for Ricci flows with singularities.
method Introducing a novel hitting estimate for Brownian motion, compensating for lack of lower heat kernel bounds.
result Every noncollapsed limit of Ricci flows and singular Ricci flows are weak solutions.
Holomorphic map connects Hitchin components to character varieties.
problem Complex affine spheres and their properties.
method Mapping class group equivariant holomorphic map from Hitchin components to character varieties.
result Holomorphic map includes holonomies of SL(3,C)-opers.
The paper analyzes McKean-Vlasov equations with hitting times, proving global solvability.
problem Analyzing blow-ups in McKean-Vlasov equations involving hitting times.
method Connection to the supercooled Stefan problem, comparison principles, and new transform.
result Proves global solvability for McKean-Vlasov dynamics under certain conditions.
ChemGrapher uses deep learning to automatically convert chemical compound images into accurate graphs.
problem Automatically converting chemical compound images into accurate graphs with correct bond multiplicity and stereochemical information.
method Developed a deep neural network model for optical compound recognition, including segmentation and classification models.
result Significant error reductions in bond multiplicity and stereochemical information compared to existing tools.
New algorithm determines dimensions of hit spaces in polynomial algebra.
problem Determining dimensions of quotient spaces in polynomial algebra.
method Linear algebra criterion and algorithmic approach.
result Determines dimensions of for arbitrary and positive degrees.
A model for hit song prediction can be used in the pop music industry to identify emerging trends and potential artists or songs before they are marketed to the public. While most previous work formulates hit song prediction as a regression or classification problem, we present in this paper a convolutional neural netw…
One of the most important problems of data processing in high energy and nuclear physics is the event reconstruction. Its main part is the track reconstruction procedure which consists in looking for all tracks that elementary particles leave when they pass through a detector among a huge number of points, so-called hi…
The paper simulates Lévy processes and their extremum and hitting time.
problem Simulating Lévy processes and their extremum and hitting time accurately and efficiently.
method Using characteristic functions and conditional characteristic functions, with conformal deformations and precalculated values on multi-grids.
result Accurate and fast simulation of Lévy processes and their extremum and hitting time.
In this paper, we study the classical problem of the first passage hitting density of an Ornstein--Uhlenbeck process. We give two complementary (forward and backward) formulations of this problem and provide semi-analytical solutions for both. The corresponding problems are comparable in complexity. By using the method…
This study deals with the problem of pricing compound options when the underlying asset follows a mixed fractional Brownian motion with jumps. An analytic formula for compound options is derived under the risk neutral measure. Then, these results are applied to value extendible options. Moreover, some special cases of …
SurvSurf predicts first hitting times for intermittent events without monotonic violations.
problem Predicting first hitting times for intermittent events with monotonicity guarantees.
method Partially monotonic neural network for sequential events, incorporating unobserved events.
result SurvSurf outperforms existing models in MSE and IBS metrics.
Parrot learns optimal cache replacement policies using imitation learning.
problem Improving cache hit rates in complex access patterns.
method Imitation learning approach using Belady's oracle policy.
result Parrot increases cache hit rates by 61% on a web search benchmark.
The study improves compound selection in in silico screening by focusing on model's ability to predict desirable outcomes.
problem Improving compound selection in in silico screening to reduce errors and enhance generalization.
method Extending learning theory, the study analyzes the impact of selection policies on generalization and proposes a method to mitigate challenges.
result Generalization can be enhanced by considering a model's ability to predict the fraction of desired outcomes in a batch.
A semi-supervised learning framework for quantitative structure-activity regression modellingstat.AP
Supervised learning models, also known as quantitative structure-activity regression (QSAR) models, are increasingly used in assisting the process of preclinical, small molecule drug discovery. The models are trained on data consisting of a finite dimensional representation of molecular structures and their correspondi…
A new method solves complex financial problems using deep learning.
problem Optimal stopping and option pricing in finance.
method Compound BSDE method, based on reformulating BSDEs.
result The method offers accurate and efficient solutions for high-dimensional problems.