New method accurately reconstructs Russell 3000 index, revealing crowded portfolios.
problem Crowding in index portfolios during reconstitution events.
method Developed a Python package for accurate index reconstruction using CRSP US Stock data.
result Annual Russell 3000 portfolios are more crowded than quarterly ones, suggesting lower transaction costs.
Study shows survivorship bias inflates returns in India's small-cap index.
problem Survivorship bias in emerging market small-cap indices.
method Reconstructing historical index composition through market capitalization ranking and comparing equal-weight portfolios of current constituents versus all historical members.
result Survivor-only backtesting overstates returns by 4.94 percentage points and Sharpe ratios by 0.097.
Extends pricing methods for index options under rough volatility.
problem Pricing and hedging of index options under non-Markovian dynamics.
method Extension of large deviations methods to non-local volatility dynamics, specifically rough volatility.
result Validates the approach for pricing index options under rough volatility.
This work uses diffusion models for accurate signal recovery from semi-parametric models.
problem Recovering signals from semi-parametric single index models with discontinuous link functions.
method Proposes an efficient reconstruction method using diffusion models that requires one round of sampling and inversion.
result Demonstrates more accurate reconstructions with fewer evaluations compared to competing methods.
Study the tradeoff between signal distortion and human perception over finite channels.
problem Characterize the distortion-perception tradeoff for finite channels with arbitrary metrics.
method Solve linear programming problems to compute the distortion-perception function and optimal reconstructions.
result DP function is piecewise linear in the perception index.
Shelstad's character identity is an equality between sums of characters of tempered representations in corresponding L-packets of two real, semisimple, linear, algebraic groups that are inner forms to each other. We reconstruct this character identity in the case of the discrete series, using index theory of elliptic…
Paper uses robust GMM to reconstruct missing data in Sentinel-2 images for crop monitoring.
problem Missing data in remote sensing images, especially from multispectral and SAR sensors.
method Robust Gaussian Mixture Models (GMM) with outlier detection using isolation forest.
result Robust GMM outperforms standard GMM in reconstructing imputed values, reducing errors.
New study analyzes security of neural network data reconstruction attacks.
problem Data reconstruction attacks pose a threat to private training data.
method Analyzes security boundary of data reconstruction attacks via neuron exclusivity state.
result Characterizes insecure/secure boundary of data reconstruction attacks.
Using a metric related to the returns correlation, a method is proposed to reconstruct an economic space from the market data. A reduced subspace, associated to the systematic structure of the market, is identified and its dimension related to the number of terms in factor models. Example were worked out involving sets…
We propose denoising dictionary learning (DDL), a simple yet effective technique as a protection measure against adversarial perturbations. We examined denoising dictionary learning on MNIST and CIFAR10 perturbed under two different perturbation techniques, fast gradient sign (FGSM) and jacobian saliency maps (JSMA). W…
In this paper, we study the properties of the Frank-Wolfe algorithm to solve the \ExactSparse reconstruction problem. We prove that when the dictionary is quasi-incoherent, at each iteration, the Frank-Wolfe algorithm picks up an atom indexed by the support. We also prove that when the dictionary is quasi-incoherent, t…
This paper investigates the problem of recovering missing samples using methods based on sparse representation adapted especially for image signals. Instead of l2-norm or Mean Square Error (MSE), a new perceptual quality measure is used as the similarity criterion between the original and the reconstructed images. T…
We introduce the problem of reconstructing a sequence of multidimensional real vectors where some of the data are missing. This problem contains regression and mapping inversion as particular cases where the pattern of missing data is independent of the sequence index. The problem is hard because it involves possibly m…
This paper diagnoses factor-model pricing errors using a new method.
problem Measuring pricing errors in factor models with general characteristic axes.
method Developed a method to measure factor-model pricing errors as bridge-alpha curves, using a predetermined characteristic order and prefix portfolios.
result Adding a counterpart factor flips the curve's sign on every axis, but only HML and CMA overcorrect enough to be rejected.
The Autoencoder Reconstruction Ratio detects increased asset co-movements.
problem Detecting changes in asset co-movements for risk management.
method Uses a deep sparse denoising autoencoder to measure asset returns with latent variables.
result Lower ARR values indicate periods of market weakness and increased volatility.
Noise2Inverse removes artifacts in noisy CT images without needing clean data.
problem Removing artifacts in noisy CT images.
method Noise2Inverse uses a deep CNN trained on multiple statistically independent reconstructions of the same noisy data.
result Noise2Inverse improves peak signal-to-noise ratio and structural similarity index compared to existing methods.
Deep learning reduces artifacts in limited angle X-ray microscopy.
problem Artifacts in image reconstruction from limited angle data in TXM.
method Training a U-Net deep neural network from synthetic data to reduce artifacts.
result Significant improvement in image quality and structural similarity.
Improved neural topic model for semi-supervised learning.
problem Representing textual data in an interpretable manner with limited labeled data.
method Label-Indexed Neural Topic Model (LI-NTM) that combines deep generative models with semi-supervised learning.
result LI-NTM outperforms existing models in document reconstruction and classifier performance.
A new method extracts features and reconstructs moments in dynamical systems using information geometry.
problem Reconstructing moments in dynamical systems efficiently and accurately.
method Information-geometric approach on spaces of probability measures.
result Moments can be expanded in eigenfunctions of a kernel integral operator, enabling nonparametric forecasting.
XGBoost predicts NEPSE Index log returns with low error and high directional accuracy.
problem Forecasting daily log-returns in the NEPSE Index with high accuracy.
method XGBoost machine learning, feature engineering, hyperparameter optimization, walk-forward validation.
result Optimal XGBoost configuration achieves lowest log-return RMSE and MAE.
The paper uses clustering and integer programming to optimize stock selection for investment funds.
problem Maximizing profits and minimizing risk in stock markets.
method Data-oriented analysis and clustering techniques with integer programming.
result Reconstructed NASDAQ 100 index fund example demonstrates effectiveness.
Using virtual stock markets with artificial interacting software investors, aka agent-based models (ABMs), we present a method to reverse engineer real-world financial time series. We model financial markets as made of a large number of interacting boundedly rational agents. By optimizing the similarity between the act…
Čech cohomology Hn(X) of a separable metrizable space X is defined in terms of cohomology of its nerves (or ANR neighborhoods) Pβ whereas Steenrod-Sitnikov homology Hn(X) is defined in terms of homology of compact subsets Kα⊂X. We show that one can also go vice versa: in a sense, Hn(X) can be re…
We consider a Dirac-type operator DP on a vector bundle V over a compact Riemannian manifold (M,g) with a nonempty boundary. The operator DP is specified by a boundary condition $P(u|_{\p M})=0$ where P is a projector which may be a non-local, i.e. a pseudodifferential operator. We assume the existence of a…
This paper uses GAN and ERMSE to improve stock price movement prediction accuracy.
problem Predicting stock price movement direction is challenging due to complex, incomplete, and fuzzy information.
method The paper proposes a deep learning model using GAN and ERMSE to forecast stock market trends.
result The GAN model outperformed LSTM in predicting stock price movement direction with a 4.35% improvement.
This study proposes methods for multi-step-ahead stock price prediction using decomposition and neural networks.
problem Inaccurate one-step-ahead forecasting limits stock market decision-making.
method Two novel methods: DCT-MFRFNN and VMD-MFRFNN.
result VMD-MFRFNN outperforms other methods in multi-step-ahead stock price prediction.
The original contributions of this paper are twofold: a new understanding of the influence of noise on the eigenvectors of the graph Laplacian of a set of image patches, and an algorithm to estimate a denoised set of patches from a noisy image. The algorithm relies on the following two observations: (1) the low-index e…
Problems in machine learning (ML) can involve noisy input data, and ML classification methods have reached limiting accuracies when based on standard ML data sets consisting of feature vectors and their classes. Greater accuracy will require incorporation of prior structural information on data into learning. We study …
An axiomatic approach to signal reconstruction is formulated, involving a sample consistent set and a guiding set, describing desired reconstructions. New frame-less reconstruction methods are proposed, based on a novel concept of a reconstruction set, defined as a shortest pathway between the sample consistent set and…
XPDNet wins MRI reconstruction challenge with neural network.
problem MRI reconstruction from under-sampled data.
method Inspired by MRI and computer vision best practices, XPDNet uses a neural network.
result XPDNet achieved state-of-the-art results in the 2020 fastMRI challenge.
We focus on an interpolation method referred to Bayesian reconstruction in this paper. Whereas in standard interpolation methods missing data are interpolated deterministically, in Bayesian reconstruction, missing data are interpolated probabilistically using a Bayesian treatment. In this paper, we address the framewor…
In this paper, we address the problem of reconstructing a time-domain signal (or a phase spectrogram) solely from a magnitude spectrogram. Since magnitude spectrograms do not contain phase information, we must restore or infer phase information to reconstruct a time-domain signal. One widely used approach for dealing w…
The paper discusses algorithms for reconstructing curves with given Euclidean or affine curvatures.
problem Reconstructing planar curves with specified Euclidean or affine curvatures.
method The paper presents algorithms for curve reconstruction under the special Euclidean and equi-affine groups.
result The reconstructed curves are close to the original curves in terms of the specified curvatures.
IAGAN method improves medical image reconstruction by incorporating adaptive GAN priors.
problem Reconstructing high-fidelity medical images from incomplete data.
method Image-adaptive GAN-based reconstruction method (IAGAN).
result IAGAN can recover fine structures relevant for medical diagnosis.
This work improves understanding of neural network reconstruction attacks and distillation.
problem Understanding and mitigating reconstruction attacks on neural networks.
method Developed a stronger dataset reconstruction attack and studied its characteristics.
result Reconstruction attacks can recover entire training sets in the infinite width regime.
GCVAE improves disentanglement in VAEs while balancing reconstruction error.
problem Improving disentanglement in VAEs while maintaining low reconstruction error.
method Introduces three controllable Lagrangian hyperparameters to optimize reconstruction and KL divergence loss.
result GCVAE outperforms state-of-the-art models in disentanglement while balancing reconstruction.
PC-RNN reconstructs MRI images from undersampled data with more details.
problem Recovering fine details from undersampled MRI data.
method Pyramid Convolutional RNN (PC-RNN) with three ConvRNN modules for multi-scale reconstruction.
result PC-RNN outperforms other methods in recovering more details from MRI images.
Paper proposes RAN for better anomaly detection in time series data.
problem Anomaly detection algorithms often fail to accurately detect anomalies due to incomplete reconstruction of anomaly data.
method RAN uses adversarial learning and latent vector-constrained Autoencoder to ensure consistent reconstruction of anomaly data.
result RAN outperforms other algorithms in detecting meaningful anomalies with higher AUC-ROC scores.
This work improves data reconstruction methods by ensuring unique solutions and refining optimization.
problem Ensuring unique solutions and optimizing reconstruction from KKT conditions.
method Discussion of sufficient conditions for unique solutions and introduction of sample splitting for optimization.
result Sample splitting improves reconstruction performance across various methods.
New condition for reconstructing Morse functions on 3D manifolds.
problem Reconstructing Morse functions with specific level sets.
method Studied a necessary and sufficient condition for reconstruction.
result New condition strengthens previous sufficient conditions.
DCAE learns compact latent representations for one-class novelty detection.
problem Learning compact latent representations for one-class novelty detection.
method DCAE learns compact and collapse-free latent representations through internal discriminative layers of GANs, reconstructing in-class data finely and exclusively.
result DCAE achieves state-of-the-art performance on novelty and adversarial example detection.
Noise2Filter improves 3D tomography reconstruction efficiency and accuracy.
problem Efficiently reconstructing 3D tomographic images in real-time with limited data.
method Self-supervised learning and a learned filter method.
result Noise2Filter achieves real-time reconstruction with limited loss of accuracy.
Single linear solve combines surface reconstruction and uncertainty quantification.
problem Reconstructing surfaces from partial point clouds with uncertainty.
method Geometric Gaussian processes for stochastic surface reconstruction.
result Single linear solve for surface reconstruction with probabilistic capabilities.
Single-particle electron cryomicroscopy is an essential tool for high-resolution 3D reconstruction of proteins and other biological macromolecules. An important challenge in cryo-EM is the reconstruction of non-rigid molecules with parts that move and deform. Traditional reconstruction methods fail in these cases, resu…
Paper tackles model vulnerabilities by reconstructing training data.
problem Reconstructing training data from model parameters poses a security risk.
method Developed a mathematical framework and score matching method for both Bayesian and non-Bayesian models.
result First score matching framework for reconstructing data in Bayesian models.
DEER network improves few-view breast CT image reconstruction efficiency and quality.
problem Efficient and high-quality few-view breast CT image reconstruction.
method Deep Efficient End-to-end Reconstruction (DEER) network with low model complexity.
result DEER network achieves competitive image quality with significantly fewer parameters compared to state-of-the-art methods.
Study shows how numerical discretization affects reconstructions and parameter distributions in nano metrology.
problem Impact of numerical discretization on parameter reconstructions and model parameter distributions.
method Bayesian target vector optimization, finite element model, Gaussian process, stochastic machine learning surrogate models, Markov chain Monte Carlo sampler.
result Numerical discretization parameters impact the accuracy and distribution of reconstructed model parameters.
Improves MRI-based brain surface reconstruction with minimal deformation energy loss.
problem Ensuring optimal deformation energy and consistency in learning-based cortical surface reconstruction.
method Design and implementation of a Minimal Energy Deformation (MED) loss in the V2C-Flow model.
result Significant improvements in training consistency and reproducibility without sacrificing reconstruction accuracy and topological correctness.