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.
To define oscillatory movements of securities market, we put in the non-local extension of Ito- equation for wavelet-images of random processes. It is proposed an algorithm of creation of evolutionary equation and a model of prediction of the most probable price movement path. It is carried out experimental validation …
How do groups of individuals achieve consensus in movement decisions? Do individuals follow their friends, the one predetermined leader, or whomever just happens to be nearby? To address these questions computationally, we formalize "Coordination Strategy Inference Problem". In this setting, a group of multiple individ…
We investigate whether the bid/ask queue imbalance in a limit order book (LOB) provides significant predictive power for the direction of the next mid-price movement. We consider this question both in the context of a simple binary classifier, which seeks to predict the direction of the next mid-price movement, and a p…
Infants' spontaneous and voluntary movements mirror developmental integrity of brain networks since they require coordinated activation of multiple sites in the central nervous system. Accordingly, early detection of infants with atypical motor development holds promise for recognizing those infants who are at risk for…
We recast the Calabi flow in DeGiorgi's language of minimizing movements. We establish the long time existence of minimizing movements for K-energy with arbitrary initial condition. Furthermore we establish some a priori regularity of these solutions, and that sufficiently regular minimizing movements are smooth soluti…
Taureau uses Twitter sentiment analysis to predict stock market movement.
problem Predicting stock market movement using public opinion on Twitter.
method Obtained historical tweets, filtered and labeled, generated word embeddings, assessed sentiment scores, correlated with stock price movement, designed and evaluated predictive model.
result Taureau can predict stock price movement from lagged sentiment scores.
Understanding and modeling human driver behavior is crucial for advanced vehicle development. However, unique driving styles, inconsistent behavior, and complex decision processes render it a challenging task, and existing approaches often lack variability or robustness. To approach this problem, we propose Probabilist…
Movement primitives are an important policy class for real-world robotics. However, the high dimensionality of their parametrization makes the policy optimization expensive both in terms of samples and computation. Enabling an efficient representation of movement primitives facilitates the application of machine learni…
This paper deals with the stability properties of a closed market, where capital and labour force are acting like a predator-prey system in population-dynamics. The spatial movement of the capital and labour force are taken into account by cross-diffusion effect. First, we are showing two possible ways for modeling thi…
We study involuntary micro-movements of the eye for biometric identification. While prior studies extract lower-frequency macro-movements from the output of video-based eye-tracking systems and engineer explicit features of these macro-movements, we develop a deep convolutional architecture that processes the raw eye-t…
Neuroscientific studies of drawing-like movements usually analyze neural representation of either geometric (eg. direction, shape) or temporal (eg. speed) features of trajectories rather than trajectory's representation as a whole. This work is about empirically supported mathematical ideas behind splitting and merging…
The rise of non-linear and interactive media such as video games has increased the need for automatic movement animation generation. In this survey, we review and analyze different aspects of building automatic movement generation systems using machine learning techniques and motion capture data. We cover topics such a…
The paper presents a step forward into the development of the theory of meaning. Stock and financial markets are examined from communication-theoretical perspective on the dynamics of information and meaning. This study focuses on the link between the dynamics of investors' expectations and market price movement. The m…
Enhances stock movement prediction using Higher Order Transformers for multimodal time-series data.
problem Predicting stock movements in financial markets with complex dynamics.
method Introduced Higher Order Transformers, extending self-attention and transformer architecture to capture complex market dynamics. Employed low-rank tensor decomposition and kernel attention to manage computational complexity. Integrated technical and fundamental analysis from historical prices and tweets.
result Demonstrated effectiveness of the method on the Stocknet dataset, improving stock movement prediction.
Non-negative Matrix Factorization (NMF) is a key kernel for unsupervised dimension reduction used in a wide range of applications, including topic modeling, recommender systems and bioinformatics. Due to the compute-intensive nature of applications that must perform repeated NMF, several parallel implementations have b…
In this study, we present a simple stochastic order-book model for investors' swarm behaviors seen in the continuous double auction mechanism, which is employed by major global exchanges. Our study shows a characteristic called "fat tail" is seen in the data obtained from our model that incorporates the investors' swar…