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.
Improves industry classification for diversified companies.
We provide complete source code for building a fundamental industry classification based on publically available and freely downloadable data. We compare various fundamental industry classifications by running a horserace of short-horizon trading signals (alphas) utilizing open source heterotic risk models (https://ssr…
We give complete algorithms and source code for constructing (multilevel) statistical industry classifications, including methods for fixing the number of clusters at each level (and the number of levels). Under the hood there are clustering algorithms (e.g., k-means). However, what should we cluster? Correlations? Ret…
Develops MIS, a probabilistic model for multi-industry classification.
Novel financial time-series data representation improves industry sector classification.
Neural model learns company embeddings from data and news.
AI agent predicts industry and product/service codes for companies.
Fault detection in industrial plants is a hot research area as more and more sensor data are being collected throughout the industrial process. Automatic data-driven approaches are widely needed and seen as a promising area of investment. This paper proposes an effective machine learning algorithm to predict industrial…
Study compares classification techniques to predict customer churn in banking.
We give an explicit algorithm and source code for constructing risk models based on machine learning techniques. The resultant covariance matrices are not factor models. Based on empirical backtests, we compare the performance of these machine learning risk models to other constructions, including statistical risk mode…
This research develops a dynamic risk management system for industrial companies.
Efficient neural network ensembles improve image classification reliability and uncertainty quantification.
New AI method improves anomaly detection across different IIoT sensors.
A detailed understanding of wind turbine performance status classification can improve operations and maintenance in the wind energy industry. Due to different engineering properties of wind turbines, the standard supervised learning models used for classification do not generalize across data sets obtained from differ…
LLMs outperform strong tabular baselines on industrial car retrofit prediction.
A real-world dataset is provided from a pulp-and-paper manufacturing industry. The dataset comes from a multivariate time series process. The data contains a rare event of paper break that commonly occurs in the industry. The data contains sensor readings at regular time-intervals (x's) and the event label (y). The pri…
In this work we study an application of machine learning to the construction industry and we use classical and modern machine learning methods to categorize images of building designs into three classes: Apartment building, Industrial building or Other. No real images are used, but only images extracted from Building I…
Factory machinery is prone to failure or breakdown, resulting in significant expenses for companies. Hence, there is a rising interest in machine monitoring using different sensors including microphones. In the scientific community, the emergence of public datasets has led to advancements in acoustic detection and clas…
This paper explores how NLP enhances insurance data analysis.
We give a simple explicit algorithm for building multi-factor risk models. It dramatically reduces the number of or altogether eliminates the risk factors for which the factor covariance matrix needs to be computed. This is achieved via a nested "Russian-doll" embedding: the factor covariance matrix itself is modeled v…
This paper reviews early time series classification methods.
Large language models learn company embeddings from SEC filings.
We give a complete algorithm and source code for constructing what we refer to as heterotic risk models (for equities), which combine: i) granularity of an industry classification; ii) diagonality of the principal component factor covariance matrix for any sub-cluster of stocks; and iii) dramatic reduction of the facto…
Survey of deep causal models for industrial applications.
Study shows how China's stock market reflects economic demand changes during COVID-19.
UBMF tackles fault diagnosis in imbalanced industrial data with enhanced accuracy and adaptability.
Paper predicts bearing degradation stages for pharmaceutical industry maintenance.
New method classifies nonlinear time series using deep CNNs and bispectra.
Job transitions and upskilling are common actions taken by many industry working professionals throughout their career. With the current rapidly changing job landscape where requirements are constantly changing and industry sectors are emerging, it is especially difficult to plan and navigate a predetermined career pat…
Inspector Gadget uses crowdsourcing and data programming to label industrial images efficiently.
We study the structure of inter-industry relationships using networks of money flows between industries in 20 national economies. We find these networks vary around a typical structure characterized by a Weibull link weight distribution, exponential industry size distribution, and a common community structure. The comm…
Machine learning-based IDSs in ICS are vulnerable to adversarial attacks that can bypass them.
Surface inspection systems are an important application domain for computer vision, as they are used for defect detection and classification in the manufacturing industry. Existing systems use hand-crafted features which require extensive domain knowledge to create. Even though Convolutional neural networks (CNNs) have…
Industry evolution caused by various reasons, among which technology progress driving industry development has been approved, but with the new trend of industry convergence, inter-industry convergence also plays an increasing important role. This paper plans to probe the industry synergetic evolution mechanism based on…
We quantify the amount of information filtered by different hierarchical clustering methods on correlations between stock returns comparing it with the underlying industrial activity structure. Specifically, we apply, for the first time to financial data, a novel hierarchical clustering approach, the Directed Bubble Hi…
Enhances insurance loss models using InsurTech data and machine learning.
A new method uses active learning to monitor industrial processes more accurately.
Financial markets have been extensively studied as highly complex evolving systems. In this paper, we quantify financial price fluctuations through a coupled dynamical system composed of phase oscillators. We find a Financial Coherence and Incoherence (FCI) coexistence collective behavior emerges as the system evolves …
Paper uses time series transformers to predict investment success.
In this paper a data analytical approach featuring support vector machines (SVM) is employed to train a predictive model over an experimentaldataset, which consists of the most relevant studies for two-phase flow pattern prediction. The database for this study consists of flow patterns or flow regimes in gas-liquid two…
Consider a classification problem where we do not have access to labels for individual training examples, but only have average labels over subpopulations. We give practical examples of this setup and show how such a classification task can usefully be analyzed as a weakly supervised clustering problem. We propose thre…
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…
Study finds environmental liability insurance reduces industrial carbon emissions.
Capturing the dynamical properties of time series concisely as interpretable feature vectors can enable efficient clustering and classification for time-series applications across science and industry. Selecting an appropriate feature-based representation of time series for a given application can be achieved through s…
Ontology learning is a critical task in industry, dealing with identifying and extracting concepts captured in text data such that these concepts can be used in different tasks, e.g. information retrieval. Ontology learning is non-trivial due to several reasons with limited amount of prior research work that automatica…
Domain classification is the task of mapping spoken language utterances to one of the natural language understanding domains in intelligent personal digital assistants (IPDAs). This is a major component in mainstream IPDAs in industry. Apart from official domains, thousands of third-party domains are also created by ex…
Study reveals similarities in knowledge flows between pharmaceutical and AI industries.
Analyzes Indian chemical industry post-Covid.