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.
Proposes RTL model for sentiment classification and key word detection in online reviews.
LIDS assesses LLM summaries with interpretable key words.
We present a new method for computing ASR word confidences that effectively mitigates the effect of ASR errors for diverse downstream applications, improves the word error rate of the 1-best result, and allows better comparison of scores across different models. We propose 1) a new method for modeling word confidence u…
Bidirectional attention is shown to be equivalent to a continuous bag of words model with mixture-of-experts.
Transformer++ improves neural machine translation BLEU scores.
Model learns image-word associations from captions using contrastive learning.
We present algorithms for topic modeling based on the geometry of cross-document word-frequency patterns. This perspective gains significance under the so called separability condition. This is a condition on existence of novel-words that are unique to each topic. We present a suite of highly efficient algorithms based…
Word embeddings are a powerful approach for analyzing language, and exponential family embeddings (EFE) extend them to other types of data. Here we develop structured exponential family embeddings (S-EFE), a method for discovering embeddings that vary across related groups of data. We study how the word usage of U.S. C…
Vector representations of words have heralded a transformational approach to classical problems in NLP; the most popular example is word2vec. However, a single vector does not suffice to model the polysemous nature of many (frequent) words, i.e., words with multiple meanings. In this paper, we propose a three-fold appr…
Attention layers are sensitive to single words, improving generalization over random features.
In lexicon-based classification, documents are assigned labels by comparing the number of words that appear from two opposed lexicons, such as positive and negative sentiment. Creating such words lists is often easier than labeling instances, and they can be debugged by non-experts if classification performance is unsa…
Anchors explain text model decisions by highlighting key words.
We develop necessary and sufficient conditions and a novel provably consistent and efficient algorithm for discovering topics (latent factors) from observations (documents) that are realized from a probabilistic mixture of shared latent factors that have certain properties. Our focus is on the class of topic models in …
A key problem in research on adversarial examples is that vulnerability to adversarial examples is usually measured by running attack algorithms. Because the attack algorithms are not optimal, the attack algorithms are prone to overestimating the size of perturbation needed to fool the target model. In other words, the…
Continuous vector representations of words and objects appear to carry surprisingly rich semantic content. In this paper, we advance both the conceptual and theoretical understanding of word embeddings in three ways. First, we ground embeddings in semantic spaces studied in cognitive-psychometric literature and introdu…
To identify and classify toxic online commentary, the modern tools of data science transform raw text into key features from which either thresholding or learning algorithms can make predictions for monitoring offensive conversations. We systematically evaluate 62 classifiers representing 19 major algorithmic families …
In this paper, we reproduce the experiments of Artetxe et al. (2018b) regarding the robust self-learning method for fully unsupervised cross-lingual mappings of word embeddings. We show that the reproduction of their method is indeed feasible with some minor assumptions. We further investigate the robustness of their m…
Proves a special type of submanifolds in a curved space.
A family of algorithms for time series classification (TSC) involve running a sliding window across each series, discretising the window to form a word, forming a histogram of word counts over the dictionary, then constructing a classifier on the histograms. A recent evaluation of two of this type of algorithm, Bag of …
FRED explains text model predictions by identifying key words and providing counterfactual examples.
Approximate Incremental Value-at-Risk formulae provide an easy-to-use preliminary guideline for risk allocation. Both the cases of risk adding and risk pooling are examined and beta-based formulae achieved. Results highlight how much the conditions for adding new risky positions are stronger than those required for ris…
Click-through rate (CTR) is a key signal of relevance for search engine results, both organic and sponsored. CTR of a result has two core components: (a) the probability of examination of a result by a user, and (b) the perceived relevance of the result given that it has been examined by the user. There has been consid…
Confocal quadrics capture (encode) and geometrize spectral properties of symmetric operators. Certain metric-projective properties of confocal quadrics (most of them established in the first half of the XIX century) {\it carry out} (stick and transfer) by rolling to and influence surfaces {\it applicabl…
In the present paper we show that the Binomial-tree approach for pricing, hedging, and risk assessment of Convertible bonds in the framework of the Tsiveriotis-Fernandes model has serious drawbacks. Key words: Convertible bonds, Binomial tree, Tsiveriotis-Fernandes model, Convertible bond pricing, Convertible bond Gree…
Intense volatility in financial markets affect humans worldwide. Therefore, relatively accurate prediction of volatility is critical. We suggest that massive data sources resulting from human interaction with the Internet may offer a new perspective on the behavior of market participants in periods of large market move…
A key aspect of word of mouth marketing are emotions. Emotions in texts help propagating messages in conventional advertising. In word of mouth scenarios, emotions help to engage consumers and incite to propagate the message further. While the function of emotions in offline marketing in general and word of mouth marke…
We solve a key problem in cross-lingual learning using a novel approach.
The tangent bundle of a Riemannian manifold (M,g) with non-degenerated g-natural metric G that admits a Killing vector field is investigated. Using Taylor's formula (TM,G) is decomposed into four classes that are investigated separately. The equivalence of the existence of Killing vector field on M and TM is proved. Ke…
Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the density of the volatility process. Both models based on discretely sampled continuo…
Paper extends Bayes Theorem for interval probability estimates.
A new tree-Wasserstein distance for high-dimensional data with latent feature hierarchy.
Separable Non-negative Matrix Factorization (SNMF) is an important method for topic modeling, where "separable" assumes every topic contains at least one anchor word, defined as a word that has non-zero probability only on that topic. SNMF focuses on the word co-occurrence patterns to reveal topics by two steps: anchor…
Most existing word embedding approaches do not distinguish the same words in different contexts, therefore ignoring their contextual meanings. As a result, the learned embeddings of these words are usually a mixture of multiple meanings. In this paper, we acknowledge multiple identities of the same word in different co…
There are certain families of words and word sequences (words in the generators of a two-generator group) that arise frequently in the Teichm{ü}ller theory of hyperbolic three-manifolds and Kleinian and Fuchsian groups and in the discreteness problem for two generator matrix groups. We survey some of the families of su…
Attention networks show promise for both vision and language tasks, by emphasizing relationships between constituent elements through weighting functions. Such elements could be regions in an image output by a region proposal network, or words in a sentence, represented by word embedding. Thus far the learning of atten…
The paper introduces a model to measure ASR fairness, addressing key issues.
Geometrically transforms word embeddings into a common space for better comparison.
We discuss a topological approach to words introduced by the author. Words on an arbitrary alphabet are approximated by Gauss words and then studied up to natural modifications inspired by the Reidemeister moves on knot diagrams. This leads us to a notion of homotopy for words. We introduce several homotopy invariants …
Continuous word representation (aka word embedding) is a basic building block in many neural network-based models used in natural language processing tasks. Although it is widely accepted that words with similar semantics should be close to each other in the embedding space, we find that word embeddings learned in seve…
Pointer generator networks have been used successfully for abstractive summarization. Along with the capability to generate novel words, it also allows the model to copy from the input text to handle out-of-vocabulary words. In this paper, we point out two key shortcomings of the summaries generated with this framework…
The abstract explains how word and relation representations capture semantic meaning.
Paper proposes MMD-Sense-Analysis for detecting word sense shifts.
The partially observable hidden Markov model is an extension of the hidden Markov Model in which the hidden state is conditioned on an independent Markov chain. This structure is motivated by the presence of discrete metadata, such as an event type, that may partially reveal the hidden state but itself emanates from a …
Bayesian algorithm improves word representations using semantic taxonomy.
Recent work on learning multilingual word representations usually relies on the use of word-level alignements (e.g. infered with the help of GIZA++) between translated sentences, in order to align the word embeddings in different languages. In this workshop paper, we investigate an autoencoder model for learning multil…
Analyzes word vectors and co-occurrence statistics in NLP models.
In the previous work, the notion of the Finsleroid--Finsler space have been formulated and the necessary and sufficient conditions for the space to be of the Landsberg type have been found. In the present paper, starting with particular spray coefficients, we demonstrate how the Landsberg condition can explicitly appea…
By defining combinatorial moves, we can define an equivalence relation on Gauss words called homotopy. In this paper we define a homotopy invariant of Gauss words. We use this to show that there exist Gauss words that are not homotopically equivalent to the empty Gauss word, disproving a conjecture by Turaev. In fact, …