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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.

168,695 papers · 148 categories

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50101151201 · Jun 202019922001200920172026
48 results for individual signals

The relation between performance and stress is described by the Yerkes-Dodson Law but varies significantly between individuals. This paper describes a method for determining the individual optimal performance as a function of physiological signals. The method is based on attention and reasoning tests of increasing comp…

2015-07-13abs ↗pdf ↗

Due to the inherent uncertainty of data, the problem of predicting partial ranking from pairwise comparison data with ties has attracted increasing interest in recent years. However, in real-world scenarios, different individuals often hold distinct preferences. It might be misleading to merely look at a global partial…

2019-10-14abs ↗pdf ↗

Consider a data set collected by (individuals-features) pairs in different times. It can be represented as a tensor of three dimensions (Individuals, features and times). The tensor biclustering problem computes a subset of individuals and a subset of features whose signal trajectories over time lie in a low-dimensiona…

2019-03-10abs ↗pdf ↗

Neural process model improves real-time condition monitoring signal prediction.

problem Real-time adaptation for complex condition monitoring signals.
method Label-aware neural processes encoding and reconstruction.
result Advantages in real-time adaptation, enhanced signal prediction with uncertainty quantification, and joint prediction for labels and signals.

New approach for estimating individual treatment effects in low compliance settings.

problem Estimating individual treatment effects in scenarios with low compliance.
method Proposes a new approach using Structural Causal Model and do-calculus to estimate Individual Prescription Effect (IPE) with asymptotic variance guarantees.
result Consistently improves state-of-the-art in low compliance settings.

Investor flows in Korean equity market transmit shared information, not private signals.

problem Whether investor flows transmit private information or only public signals.
method Transfer Entropy networks constructed from investor-type flows over umNDates{} trading days.
result Investor flows transmit shared information, not private signals.

A method for identifying joint and individual subspaces from multi-view data.

problem Unclear conditions for reliably identifying joint and individual subspaces from noisy, high-dimensional measurements.
method Rigorously quantifies conditions based on signal rank, principal angles, and noise levels. Characterizes spectrum perturbations of product of projection matrices.
result Estimates joint and individual subspaces more accurately than existing approaches in simulations and real-world applications.

Continuous collection of physiological data from wearable sensors enables temporal characterization of individual behaviors. Understanding the relation between an individual's behavioral patterns and psychological states can help identify strategies to improve quality of life. One challenge in analyzing physiological d…

2019-11-16abs ↗pdf ↗

We formulate the problem of sampling and recovering clustered graph signal as a multi-armed bandit (MAB) problem. This formulation lends naturally to learning sampling strategies using the well-known gradient MAB algorithm. In particular, the sampling strategy is represented as a probability distribution over the indiv…

2018-05-15abs ↗pdf ↗

We consider deep feedforward neural networks with rectified linear units from a signal processing perspective. In this view, such representations mark the transition from using a single (data-driven) linear representation to utilizing a large collection of affine linear representations tailored to particular regions of…

2019-03-29abs ↗pdf ↗

We introduce an interactive market setup with sequential auctions where agents receive variegated signals with a known deadline. The effects of differential information and mutual learning on the allocation of overall profit \& loss (P\&L) and the pace of price discovery are analysed. We characterise the signal-based e…

2016-10-13abs ↗pdf ↗

Investigation of human brain states through electroencephalograph (EEG) signals is a crucial step in human-machine communications. However, classifying and analyzing EEG signals are challenging due to their noisy, nonlinear and nonstationary nature. Current methodologies for analyzing these signals often fall short bec…

2019-12-18abs ↗pdf ↗

Novel CNN array for sign language recognition using wearable IMUs.

problem Efficiently recognizing sign language from wearable IMU signals.
method Two-dimensional Convolutional Neural Network array architecture for Indian sign language recognition.
result Peak classification accuracies of 94.20% for general sentences and 95.00% for interrogative sentences achieved.

Continuous monitoring of cardiac health under free living condition is crucial to provide effective care for patients undergoing post operative recovery and individuals with high cardiac risk like the elderly. Capacitive Electrocardiogram (cECG) is one such technology which allows comfortable and long term monitoring t…

2019-03-29abs ↗pdf ↗

Better signal detection in undersampled data using joint and cross covariances.

problem Detecting shared signals in high-dimensional data with limited samples.
method Analysis of three covariance matrices: individual, cross, and joint.
result Joint and cross covariance matrices detect signals earlier than individual covariances.

Models with many signals, high-dimensional models, often impose structures on the signal strengths. The common assumption is that only a few signals are strong and most of the signals are zero or close (collectively) to zero. However, such a requirement might not be valid in many real-life applications. In this article…

2017-08-01abs ↗pdf ↗

This paper analyzes AJIVE for estimating shared subspace across multiple datasets, revealing its strengths and limitations.

problem Estimating shared subspace across multiple datasets with varying degrees of misalignment.
method Angle-based Joint and Individual Variation Explained (AJIVE) method, a two-stage spectral approach.
result AJIVE's performance in high signal-to-noise ratio (SNR) regimes and its non-diminishing error in low-SNR settings.

We propose a novel method to train deep convolutional neural networks which learn from multiple data sets of varying input sizes through weight sharing. This is an advantage in chemometrics where individual measurements represent exact chemical compounds and thus signals cannot be translated or resized without disturbi…

2019-10-01abs ↗pdf ↗

New model recommends stocks considering individual preferences and diversification.

problem Inaccurate stock price predictions and ignoring investment theories.
method Portfolio Temporal Graph Network Recommender (PfoTGNRec) incorporating diversification-enhancing sampling.
result PfoTGNRec outperforms state-of-the-art models in real-world data.

Study uses machine learning to estimate effective policies in settings with hidden individual actions.

problem Estimating effective policies in settings with hidden individual actions.
method Instrumental Regression and Generalized Method of Moments (GMM) estimator.
result Demonstrates how to estimate a good contract in principal-agent problems.

Adversarial perturbations and RIS interaction vectors improve covert communication.

problem Covert communication in the presence of RISs.
method Designing RIS interaction vectors to balance receiver and eavesdropper detection, adding adversarial perturbations to signals.
result Adversarial perturbations and RIS interaction vectors can be jointly designed to boost covert communications.

RL agent learns to place limit orders for trading signals in financial markets.

problem Training an RL agent to execute trading signals in limit order book markets.
method Deep Duelling Double Q-learning with APEX architecture, using synthetic alpha signals.
result RL agent outperforms heuristic trading strategies in inventory management and order placing.

A new framework converts EEG signals between subjects and tasks.

problem Noise and variability in EEG data hinder generalizable signal extraction.
method Contrastive Split-Latent Permutation Autoencoder (CSLP-AE) framework.
result The CSLP-AE framework enables zero-shot conversion between unseen subjects.

The paper uses AI to analyze ECG data, revealing age-related changes and identifying key features.

problem Investigating age-related changes in ECG data to distinguish healthy from disease-related changes.
method Employed deep-learning and tree-based models on raw ECG signals and features from a diverse age group.
result Identified age-related declines in breathing rates and high SDANN values in elderly individuals.

Unified theory for optimal execution through signal-adaptive quotes in limit order books.

problem Optimal execution in limit order books with signal-dependent factors.
method Develops a unified solution theory for four execution criteria, incorporating signal-dependent drift, price impact, inventory risk, and execution risk.
result Explicit formulas reveal optimal quoting strategies and show signal-dependent drift can significantly affect execution.

Optimal joint separation condition for radar and communications channels in dual-blind deconvolution.

problem Recovering information from overlaid radar and communications signals with unknown channels.
method Extremal functions from Beurling-Selberg interpolation theory for joint separation, nuclear norm minimization for matrix retrieval, and MUSIC for parameter estimation.
result Guaranteed well-conditioned Vandermonde matrix for MUSIC, validating theoretical findings.