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 LSTM performance by initializing states via manifold learning.
Relates two types of skein algebras using explicit correspondences.
The past few decades has seen increased interest in the application of social robots to interventions for Autism Spectrum Disorder as behavioural coaches [4]. We consider that robots embedded in therapies could also provide quantitative diagnostic information by observing patient behaviours. The social nature of ASD sy…
Reinforcement learning methods require careful design involving a reward function to obtain the desired action policy for a given task. In the absence of hand-crafted reward functions, prior work on the topic has proposed several methods for reward estimation by using expert state trajectories and action pairs. However…
State construction is important for learning in partially observable environments. A general purpose strategy for state construction is to learn the state update using a Recurrent Neural Network (RNN), which updates the internal state using the current internal state and the most recent observation. This internal state…
Examines international taxation's impact on Georgian businesses.
Recurrent neural networks (RNNs) are a vital modeling technique that rely on internal states learned indirectly by optimization of a supervised, unsupervised, or reinforcement training loss. RNNs are used to model dynamic processes that are characterized by underlying latent states whose form is often unknown, precludi…
Paper introduces OMD for ordered state transitions in SSMs.
The paper analyzes trade dynamics among G7 countries, revealing unequal exchange and degenerate equilibrium states.
Paper proves Jeffrey's update rule minimizes relative entropy.
The interpretation of deep learning models is a challenge due to their size, complexity, and often opaque internal state. In addition, many systems, such as image classifiers, operate on low-level features rather than high-level concepts. To address these challenges, we introduce Concept Activation Vectors (CAVs), whic…
Echo state networks with random weights can approximate any continuous system.
This paper studies four trading algorithms of a professional trader at a multilateral trading facility, observing a realistic two-sided limit order book whose dynamics are driven by the order book events. The identity of the trader can be either internalizing or regular, either a hedge fund or a brokery agency. The spe…
Bayesian model detects internal bleeding in ICU patients.
Researchers develop methods to learn neuron dynamics from colored noise.
Feedback improves ESN performance by 30-60% across various tasks.
Every year at the United Nations, member states deliver statements during the General Debate discussing major issues in world politics. These speeches provide invaluable information on governments' perspectives and preferences on a wide range of issues, but have largely been overlooked in the study of international pol…
A common assumption about neural networks is that they can learn an appropriate internal representations on their own, see e.g. end-to-end learning. In this work we challenge this assumption. We consider two simple tasks and show that the state-of-the-art training algorithm fails, although the model itself is able to r…
New method shows hidden state can significantly improve differential privacy in SGD.
Complex behaviors are often driven by an internal model, which integrates sensory information over time and facilitates long-term planning. Inferring an agent's internal model is a crucial ingredient in social interactions (theory of mind), for imitation learning, and for interpreting neural activities of behaving agen…
Improved learning to reweight using deep interactions between student and teacher models.
Helps visually impaired users make better decisions by adjusting their observations.
A new method generates natural-looking adversarial examples by bounding internal activation values.
Analyzing real data on international trade covering the time interval 1950-2000, we show that in each year over the analyzed period the network is a typical representative of the ensemble of maximally random weighted networks, whose directed connections (bilateral trade volumes) are only characterized by the product of…
MuZero visualizes its internal representations to stabilize planning.
Internal Lagrangians derived from variational principles.
Proposes a framework to predict stock movements by integrating multi-order and internal dynamics.
The Basel II internal ratings-based (IRB) approach to capital adequacy for credit risk implements an asymptotic single risk factor (ASRF) model. Measurements from the ASRF model of the prevailing state of Australia's economy and the level of capitalisation of its banking sector find general agreement with macroeconomic…
This paper develops a dynamic internal fraud model for operational losses in retail banking. It considers public operational losses arising from internal fraud in retail banking within a group of international banks. Additionally, the model takes into account internal factors such as the ethical quality of workers and …
Raven's Progressive Matrices are one of the widely used tests in evaluating the human test taker's fluid intelligence. Analogously, this paper introduces geometric generalization based zero-shot learning tests to measure the rapid learning ability and the internal consistency of deep generative models. Our empirical re…
New setting combines state evolution and corrupted context for better decision-making.
Goal-directed manipulation of representations is a key element of human flexible behaviour, while consciousness is often related to several aspects of higher-order cognition and human flexibility. Currently these two phenomena are only partially integrated (e.g., see Neurorepresentationalism) and this (a) limits our un…
Optimized execution model using interbank and internal liquidity.
This study assesses how economic shocks affect the efficiency and robustness of international pesticide trade networks.
Reinforcement learning (RL) algorithms allow artificial agents to improve their selection of actions to increase rewarding experiences in their environments. Temporal Difference (TD) Learning -- a model-free RL method -- is a leading account of the midbrain dopamine system and the basal ganglia in reinforcement learnin…
Enhances RL agents with predictive internal representations.
Clouds frequently cover the Earth's surface and pose an omnipresent challenge to optical Earth observation methods. The vast majority of remote sensing approaches either selectively choose single cloud-free observations or employ a pre-classification strategy to identify and mask cloudy pixels. We follow a different st…
Neural network models colloidal particle dynamics in non-equilibrium systems.
There are few papers about the international trade of flowers, so it is believed that this paper, with this topic, could be an important contribution to the international scientific community. It is intended to analyze if the international trade flowers tendencies and policies are adapted to the actual world global con…
Spain uses DEA to select international markets for exports.
Improved speech recognition model with better performance.
Introduces internal Lagrangians for differential equations and connects them to presymplectic structures.
A common problem machine learning developers are faced with is overfitting, that is, fitting a pipeline too closely to the training data that the performance degrades for unseen data. Automated machine learning aims to free (or at least ease) the developer from the burden of pipeline creation, but this overfitting prob…
New findings show that some knotted surfaces remain distinct even after many stabilizations.
Brazil proposes a new BRICS trade currency to dominate international trade.
Nowadays, when crashes and crises are rather frequent events, an effective monitoring system for the international financial market is needed. Modern nonlinear methods, such as Recurrence Quantification Analysis (RQA), demonstrate the ability to reveal the regularities of the system behavior. Thus, they can be useful f…
Despite the huge success of Long Short-Term Memory networks, their applications in environmental sciences are scarce. We argue that one reason is the difficulty to interpret the internals of trained networks. In this study, we look at the application of LSTMs for rainfall-runoff forecasting, one of the central tasks in…
This paper develops a non-Bayesian methodology to analyze the time-varying structure of international linkages and market efficiency in G7 countries. We consider a non-Bayesian time-varying vector autoregressive (TV-VAR) model, and apply it to estimate the joint degree of market efficiency in the sense of Fama (1970, 1…