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 a partially linear structure to capture nonlinear relationships in mixture of experts models.
JULIA combines multi-linear and nonlinear models for tensor completion.
In many compressive sensing problems today, the relationship between the measurements and the unknowns could be nonlinear. Traditional treatment of such nonlinear relationships have been to approximate the nonlinearity via a linear model and the subsequent un-modeled dynamics as noise. The ability to more accurately ch…
New deep learning model for matrix completion combining linear and nonlinear relationships.
Extends RRR to capture nonlinear interactions in multi-response regression.
A framework uses preprocessing to improve psychiatric questionnaire predictions while maintaining interpretability.
Proposes KAR for nonlinear causal discovery using kernel methods.
Veronese webs are rich geometric structures with deep relationships to various domains of mathematics. The PDEs which determine the Veronese web are overdetermined if dim >3, but in the case dim =3 they reduce to a special flavor of a non-linear wave equation. The symmetries embedded in the definition of a Veronese web…
This paper examines the short-run relationships between oil prices and GCC stock markets. Since GCC countries are major world energy market players, their stock markets may be susceptible to oil price shocks. To account for the fact that stock markets may respond nonlinearly to oil price shocks, we have examined both l…
New method discovers causal models from mixed time series data.
LGB+ improves macroeconomic forecasting by combining linear and tree models.
Multi-view data are increasingly prevalent in practice. It is often relevant to analyze the relationships between pairs of views by multi-view component analysis techniques such as Canonical Correlation Analysis (CCA). However, data may easily exhibit nonlinear relations, which CCA cannot reveal. We aim to investigate …
Paper develops a method to learn causal networks with non-invertible functions.
Flexible model for complex relationships using Bayesian nonparametrics.
This paper contains a thorough introduction to the basic geometric properties of the manifold of Lagrangian subspaces of a linear symplectic space, known as the Lagrangian Grassmannian. It also reviews the important relationship between hypersurfaces in the Lagrangian Grassmannian and second-order PDEs.
This note explores the consequences of nonlinear price impact functions on price dynamics within the chartist-fundamentalist framework. Price impact functions may be nonlinear with respect to trading volume. As indicated by recent empirical studies, a given transaction may cause a large (small) price change if market d…
Proposes -PCA to learn identifiable linear transformations without whitening.
New method for learning causal relationships in PNL models.
Proposes a method to reveal nonlinearities in tensor data.
Online social networks offer a new way to investigate financial markets' dynamics by enabling the large-scale analysis of investors' collective behavior. We provide empirical evidence that suggests social media and stock markets have a nonlinear causal relationship. We take advantage of an extensive data set composed o…
This paper analyzes the direction of the causality between crude oil, gold and stock markets for the largest economy in the world with respect to such markets, the US. To do so, we apply non-linear Granger causality tests. We find a nonlinear causal relationship among the three markets considered, with the causality go…
Extends deep learning for nonlinear Cox regression variable selection.
The problem of subgroups is ubiquitous in scientific research (ex. disease heterogeneity, spatial distributions in ecology...), and piecewise regression is one way to deal with this phenomenon. Morse-Smale regression offers a way to partition the regression function based on level sets of a defined function and that fu…
DDGroup identifies subgroups with uniform linear relationships.
A new method suppresses echo more effectively with lower latency.
Key to multitask learning is exploiting relationships between different tasks to improve prediction performance. If the relations are linear, regularization approaches can be used successfully. However, in practice assuming the tasks to be linearly related might be restrictive, and allowing for nonlinear structures is …
This study compares various superlearner and deep learning architectures (machine-learning-based and neural-network-based) for classification problems across several simulated and industrial datasets to assess performance and computational efficiency, as both methods have nice theoretical convergence properties. Superl…
Proposes a new AFT model for nonlinear survival data.
We propose a nonparametric method for detecting nonlinear causal relationship within a set of multidimensional discrete time series, by using sparse additive models (SpAMs). We show that, when the input to the SpAM is a -mixing time series, the model can be fitted by first approximating each unknown function with a …
Proposes a new method for nonlinear models with robustness guarantees.
New method tests independence with single nonstationary time series.
The prediction of workers' safety behaviour can help identify vulnerable workers who intend to undertake unsafe behaviours and be useful in the design of management practices to minimise the occurrence of accidents. The latest literature has evidenced that there is within-population diversity that leads people's intend…
Mutual information minimum spanning trees are used to explore nonlinear dependencies on Brazilian equity network in the periods from June/01/2015 to January/26/2016, in which Brazil was under the government of President Dilma Rousseff, and from January/27/2016 to September/08/2016 which includes the government transiti…
Linear regression studies the problem of estimating a model parameter , from observations from linear model . We consider a significant generalization in which the relationship between $\langle \mathbf{x}_i,β^* \ran…
The central aim in this paper is to address variable selection questions in nonlinear and nonparametric regression. Motivated by statistical genetics, where nonlinear interactions are of particular interest, we introduce a novel and interpretable way to summarize the relative importance of predictor variables. Methodol…
It is generally accepted that many time series of practical interest exhibit strong dependence, i.e., long memory. For such series, the sample autocorrelations decay slowly and log-log periodogram plots indicate a straight-line relationship. This necessitates a class of models for describing such behavior. A popular cl…
Develops a new method for nonlinear dimension reduction using random features.
A new method clusters heterogeneous subgroups for accurate causal learning.
Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear relationships in data. Although nonlinear variants of PCA and CCA have been proposed, these are computationally prohibitive in the …
Study of financial models using PIDEs with and without market liquidity.
Mixed effects (ME) models inform a vast array of problems in the physical and social sciences, and are pervasive in meta-analysis. We consider ME models where the random effects component is linear. We then develop an efficient approach for a broad problem class that allows nonlinear measurements, priors, and constrain…
New method estimates convergence bounds for nonlinear Markov chains.
Deep neural networks (DNNs) are computationally/memory-intensive and vulnerable to adversarial attacks, making them prohibitive in some real-world applications. By converting dense models into sparse ones, pruning appears to be a promising solution to reducing the computation/memory cost. This paper studies classificat…
New method identifies causal relationships from interventions in complex systems.
A new knockoff statistic using conditional prediction function improves variable selection in complex models.
Kernel methods and MLPs perform similarly to linear models in high dimensions.
Paper uses machine learning to uncover nonlinear dynamics in CAT bond pricing.
New method for nonlinear Granger causality improves predictive relationships.