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.
Paper introduces lexical ratio to measure portfolio diversification.
End-to-end transformer model improves lexical stress detection accuracy.
Studies across many disciplines have shown that lexical choice can affect audience perception. For example, how users describe themselves in a social media profile can affect their perceived socio-economic status. However, we lack general methods for estimating the causal effect of lexical choice on the perception of a…
In an effort to better understand meaning from natural language texts, we explore methods aimed at organizing lexical objects into contexts. A number of these methods for organization fall into a family defined by word ordering. Unlike demographic or spatial partitions of data, these collocation models are of special i…
Measuring the distance between concepts is an important field of study of Natural Language Processing, as it can be used to improve tasks related to the interpretation of those same concepts. WordNet, which includes a wide variety of concepts associated with words (i.e., synsets), is often used as a source for computin…
Proposes a framework for compositional generalization in language models.
We conduct a large-scale, systematic study to evaluate the existing evaluation methods for natural language generation in the context of generating online product reviews. We compare human-based evaluators with a variety of automated evaluation procedures, including discriminative evaluators that measure how well machi…
Proposes a new neural head for asymmetric representation learning.
This paper maps the large-scale variation of the Spanish language by employing a corpus based on geographically tagged Twitter messages. Lexical dialects are extracted from an analysis of variants of tens of concepts. The resulting maps show linguistic variation on an unprecedented scale across the globe. We discuss th…
In this work we approach the task of learning multilingual word representations in an offline manner by fitting a generative latent variable model to a multilingual dictionary. We model equivalent words in different languages as different views of the same word generated by a common latent variable representing their l…
Various psychological factors affect how individuals express emotions. Yet, when we collect data intended for use in building emotion recognition systems, we often try to do so by creating paradigms that are designed just with a focus on eliciting emotional behavior. Algorithms trained with these types of data are unli…
This paper investigates the influence of different acoustic features, audio-events based features and automatic speech translation based lexical features in complex emotion recognition such as curiosity. Pretrained networks, namely, AudioSet Net, VoxCeleb Net and Deep Speech Net trained extensively for different speech…
We perform a large-scale analysis of language diatopic variation using geotagged microblogging datasets. By collecting all Twitter messages written in Spanish over more than two years, we build a corpus from which a carefully selected list of concepts allows us to characterize Spanish varieties on a global scale. A clu…
Study explains Zipf's law using geometric mechanisms from a finite alphabet.
The New Yorker publishes a weekly captionless cartoon. More than 5,000 readers submit captions for it. The editors select three of them and ask the readers to pick the funniest one. We describe an experiment that compares a dozen automatic methods for selecting the funniest caption. We show that negative sentiment, hum…
We introduce a new approach to unsupervised estimation of feature-rich semantic role labeling models. Our model consists of two components: (1) an encoding component: a semantic role labeling model which predicts roles given a rich set of syntactic and lexical features; (2) a reconstruction component: a tensor factoriz…
Part-of-speech (POS) tagging is a fundamental component for performing natural language tasks such as parsing, information extraction, and question answering. When POS taggers are trained in one domain and applied in significantly different domains, their performance can degrade dramatically. We present a methodology f…
Proposes a method to ensure low losses across all subpopulations in large datasets.
We study the problem of inferring readers' identities and estimating their level of text comprehension from observations of their eye movements during reading. We develop a generative model of individual gaze patterns (scanpaths) that makes use of lexical features of the fixated words. Using this generative model, we d…
The study distills news sources to analyze stock reactions, finding sentiment has asymmetric and sector-specific effects.
The process of translation is ambiguous, in that there are typically many valid trans- lations for a given sentence. This gives rise to significant variation in parallel cor- pora, however, most current models of machine translation do not account for this variation, instead treating the prob- lem as a deterministic pr…
By representing words with probability densities rather than point vectors, probabilistic word embeddings can capture rich and interpretable semantic information and uncertainty. The uncertainty information can be particularly meaningful in capturing entailment relationships -- whereby general words such as "entity" co…
Real-valued word representations have transformed NLP applications; popular examples are word2vec and GloVe, recognized for their ability to capture linguistic regularities. In this paper, we demonstrate a {\em very simple}, and yet counter-intuitive, postprocessing technique -- eliminate the common mean vector and a f…
We introduce BilBOWA (Bilingual Bag-of-Words without Alignments), a simple and computationally-efficient model for learning bilingual distributed representations of words which can scale to large monolingual datasets and does not require word-aligned parallel training data. Instead it trains directly on monolingual dat…
Model generates label-dependent paraphrases for NLP tasks.
In this work, we propose a new method to integrate two recent lines of work: unsupervised induction of shallow semantics (e.g., semantic roles) and factorization of relations in text and knowledge bases. Our model consists of two components: (1) an encoding component: a semantic role labeling model which predicts roles…
Regurgitative training with synthetic data harms LLM performance.
Annotating temporal relations (TempRel) between events described in natural language is known to be labor intensive, partly because the total number of TempRels is quadratic in the number of events. As a result, only a small number of documents are typically annotated, limiting the coverage of various lexical/semantic …
We consider the problem of naming objects in complex, natural scenes containing widely varying object appearance and subtly different names. Informed by cognitive research, we propose an approach based on sharing context based object hypotheses between visual and lexical spaces. To this end, we present the Visual Seman…
Text style transfer aims to modify the style of a sentence while keeping its content unchanged. Recent style transfer systems often fail to faithfully preserve the content after changing the style. This paper proposes a structured content preserving model that leverages linguistic information in the structured fine-gra…
Word vectors are at the core of many natural language processing tasks. Recently, there has been interest in post-processing word vectors to enrich their semantic information. In this paper, we introduce a novel word vector post-processing technique based on matrix conceptors (Jaeger2014), a family of regularized ident…
Recently, sentiment analysis has received a lot of attention due to the interest in mining opinions of social media users. Sentiment analysis consists in determining the polarity of a given text, i.e., its degree of positiveness or negativeness. Traditionally, Sentiment Analysis algorithms have been tailored to a speci…
We discuss - in what is intended to be a pedagogical fashion - generalized "mean-to-risk" ratios for portfolio optimization. The Sharpe ratio is only one example of such generalized "mean-to-risk" ratios. Another example is what we term the Fano ratio (which, unlike the Sharpe ratio, is independent of the time horizon)…
FORE evaluates occupancy ratios without requiring Bellman completeness.
Enhanced word embeddings boost multiclass text classification accuracy.
Optimal option portfolios under Sharpe Ratio maximization with skew-elliptical t-distributed returns
We develop a method that is based on processing gathered Event Related Potentials (ERP) signals and the use of machine learning technique for multivariate analysis (i.e. classification) that we apply in order to analyze the differences between Dyslexic and Skilled readers. No human intervention is needed in the analysi…
Omega ratio, defined as the probability-weighted ratio of gains over losses at a given level of expected return, has been advocated as a better performance indicator compared to Sharpe and Sortino ratio as it depends on the full return distribution and hence encapsulates all information about risk and return. We comput…
We present a new methodology of computing incremental contribution for performance ratios for portfolio like Sharpe, Treynor, Calmar or Sterling ratios. Using Euler's homogeneous function theorem, we are able to decompose these performance ratios as a linear combination of individual modified performance ratios. This a…
Benchmark tests spoken language models for infant language learning.
Approaches for approximating persistent homology for large datasets.
The paper proposes an asset allocation strategy using the Sortino ratio for better performance.
A new ratio, the Hansen ratio, simplifies mean-variance portfolio theory.
Develops a new density ratio estimator for causal inference.
New PU ratio predicts long-term Bitcoin returns better than other methods.
The paper studies curves of constant-ratio in pseudo-Galilean space.
Unified framework for OOD detection using class ratio estimation.
Paper shows how to embed Möbius bands with many twists and small aspect ratios.