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arXiv research

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.

168,657 papers · 148 categories

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4080119159 · Jun 202019922001200920172026
48 results for long recordings

Hybrid diarization framework handles overlapped speech and long recordings.

problem Challenges in clustering-based and end-to-end neural diarization approaches.
method Proposes a hybrid framework combining clustering and end-to-end neural diarization.
result Significantly better performance on long recordings with overlapped speech.

Personalized predictive medicine necessitates the modeling of patient illness and care processes, which inherently have long-term temporal dependencies. Healthcare observations, recorded in electronic medical records, are episodic and irregular in time. We introduce DeepCare, an end-to-end deep dynamic neural network t…

2016-02-01abs ↗pdf ↗

Hybrid pipeline detects spike-and-wave discharges in long-term EEG recordings.

problem Manual identification of spike-and-wave discharges in long-term EEG recordings is labour-intensive and error-prone.
method A hybrid pipeline that combines analytical features with a shallow ANN for SWD detection.
result The method correctly detected 384 out of 392 annotated SWD events, achieving high sensitivity and specificity.

Firms delay write-downs for adverse macroeconomic and industry outcomes but not for firm-specific issues.

problem Timeliness of write-downs for adverse macroeconomic and industry outcomes versus firm-specific issues.
method Comparative analysis of write-downs driven by macroeconomic and industry outcomes versus firm-specific outcomes.
result Firms delay write-downs for adverse macroeconomic and industry outcomes but not for firm-specific issues.

Bayesian method suppresses low-frequency pulses in audio recordings.

problem Suppressing long pulses caused by mechanical defects in audio recordings.
method Bayesian approach using Gaussian Process for pulse location, signal interpolation, and tail estimation.
result Perceptual results similar to previous methods, performs well on naturally degraded signals.

Quaternion neural networks improve distant speech recognition.

problem Challenges in distant speech recognition due to noise and reverberation.
method Quaternion neural networks process multi-channel audio signals as quaternion entities, capturing internal and external dependencies.
result QLSTM outperforms real-valued LSTM on multi-channel distant speech recognition tasks.

We investigate the statistics of records in a random sequence {xB(0)=0,xB(1),,xB(n)=xB(0)=0}\{x_B(0)=0,x_B(1),\cdots, x_B(n)=x_B(0)=0\} of nn time steps. The sequence xB(k)x_B(k)'s represents the position at step kk of a random walk `bridge' of nn steps that starts and ends at the origin. At each step, the increment of the position is a random ju…

2015-05-22abs ↗pdf ↗

The paper tackles long-term treatment effects with persistent confounders using sequential short-term outcomes.

problem Estimating long-term treatment effects with persistent unmeasured confounders.
method Exploiting the sequential structure of short-term outcomes, the paper develops three novel identification strategies and corresponding estimators.
result The proposed methods outperform existing approaches in handling persistent confounders.

Chagas disease is a neglected disease, and information about its geographical spread is very scarse. We analyze here mobility and calling patterns in order to identify potential risk zones for the disease, by using public health information and mobile phone records. Geolocalized call records are rich in social and mobi…

2018-08-09abs ↗pdf ↗

New method learns dynamic brain communication patterns across regions.

problem Current methods struggle with time-varying brain communications and scalability.
method Adaptive Delay Model (ADM) using Markovian Gaussian Processes.
result Captures dynamic neural communication patterns over time.

We study the distribution of fluctuations over a time scale ΔtΔt (i.e., the returns) of the S&P 500 index by analyzing three distinct databases. Database (i) contains approximately 1 million records sampled at 1 min intervals for the 13-year period 1984-1996, database (ii) contains 8686 daily records for the 35-year pe…

1999-05-20abs ↗pdf ↗

The monitoring of sleep patterns without patient's inconvenience or involvement of a medical specialist is a clinical question of significant importance. To this end, we propose an automatic sleep stage monitoring system based on an affordable, unobtrusive, discreet, and long-term wearable in-ear sensor for recording t…

2017-01-03abs ↗pdf ↗

New model predicts ICU patients' stay duration efficiently.

problem Efficient ICU bed allocation under resource constraints.
method Temporal Pointwise Convolution (TPC) model combining temporal and pointwise convolutions.
result Significant performance improvements over LSTM and Transformer models.

We propose a multiresolution Gaussian process to capture long-range, non-Markovian dependencies while allowing for abrupt changes. The multiresolution GP hierarchically couples a collection of smooth GPs, each defined over an element of a random nested partition. Long-range dependencies are captured by the top-level GP…

2012-09-05abs ↗pdf ↗

The paper predicts travel times using tree-based ensembles.

problem Predicting travel times between urban points over short and long horizons.
method Tree-based ensemble methods trained on taxi trip records with additional features from weather and routing data.
result Adding routing data improves model performance and short-term predictions require less data.

Spike-and-wave discharge (SWD) pattern classification in electroencephalography (EEG) signals is a key problem in signal processing. It is particularly important to develop a SWD automatic detection method in long-term EEG recordings since the task of marking the patters manually is time consuming, difficult and error-…

2019-12-15abs ↗pdf ↗

New model incorporates long-range dependence in mortality rates for better valuation and risk management.

problem Lack of appropriate models for valuing and managing mortality securities with long-range dependence.
method Proposes a novel class of Volterra mortality models that incorporate LRD, derived in closed-form solution.
result Models provide flexibility and tractability for valuing and hedging mortality-related products.

We study the return interval ττ between price volatilities that are above a certain threshold qq for 31 intraday datasets, including the Standard & Poor's 500 index and the 30 stocks that form the Dow Jones Industrial index. For different threshold qq, the probability density function Pq(τ)P_q(τ) scales with the mean i…

2005-11-11abs ↗pdf ↗

AI system analyzes financial analyst recommendations and track records for portfolio construction.

problem Human PMs rely on analyst recommendations and track records for portfolio decisions.
method Develops AI-based Recommender Systems to replicate analyst conviction and track records.
result AI can improve portfolio construction by integrating analyst conviction and track records.

In this work, we propose an order book model with herd behavior. The proposed model is built upon two distinct approaches: a recent empirical study of the detailed order book records by Kanazawa et al. [Phys. Rev. Lett. 120, 138301] and financial herd behavior model. Combining these approaches allows us to propose a mo…

2018-09-08abs ↗pdf ↗

NeuroMemFPP uses LSTM to estimate FPP parameters with high accuracy.

problem Estimating parameters of fractional Poisson process with memory and long-range dependence.
method Recurrent Neural Network (RNN), specifically Long Short-Term Memory (LSTM), for parameter estimation.
result The LSTM-based approach reduces MSE by about 55.3% compared to traditional MOM method.

Fourier methods have a long and proven track record as an excellent tool in data processing. As memory and computational constraints gain importance in embedded and mobile applications, we propose to combine Fourier methods and recurrent neural network architectures. The short-time Fourier transform allows us to effici…

2018-12-13abs ↗pdf ↗

New model predicts ICU patient stays more accurately.

problem Efficient ICU bed allocation under resource constraints.
method Temporal Pointwise Convolutional Networks (TPC) combining temporal and pointwise convolutions.
result Significant performance improvements over LSTM and Transformer models.

Deep learning predicts opioid use disorder risk in patients.

problem Identifying patients at high risk of opioid use disorder.
method Applied LSTM models to analyze electronic health records of opioid users.
result LSTM model outperformed other methods with F1 score of 0.8023 and AUCROC of 0.9369.

This article presents a novel method for predicting suicidal ideation from Electronic Health Records (EHR) and Ecological Momentary Assessment (EMA) data using deep sequential models. Both EHR longitudinal data and EMA question forms are defined by asynchronous, variable length, randomly-sampled data sequences. In our …

2019-11-06abs ↗pdf ↗

Deep learning detects sleep state fluctuations in neonates from single EEG channel.

problem Monitoring sleep state fluctuations in neonatal intensive care units.
method Deep learning-based algorithm trained on 53 EEG recordings, validated on 30 polysomnography recordings.
result High accuracy (90%) in detecting quiet sleep states from single EEG channel, generalizing well to external dataset.

Empirical study on long-term discount rates using historical bond prices.

problem Estimating long-term real interest rates and discount rates from historical bond data.
method Using Fourier transforms to derive the discount function and fitting it to historical data.
result Estimated long-term discount rates of 1.7% for UK and 2.2% for US.

Previous studies indicate that nonlinear properties of Gaussian time series with long-range correlations, uiu_i, can be detected and quantified by studying the correlations in the magnitude series ui|u_i|, i.e., the ``volatility''. However, the origin for this empirical observation still remains unclear, and the exact …

2004-06-14abs ↗pdf ↗

This paper proposes an active learning system for sound event detection (SED). It aims at maximizing the accuracy of a learned SED model with limited annotation effort. The proposed system analyzes an initially unlabeled audio dataset, from which it selects sound segments for manual annotation. The candidate segments a…

2020-02-12abs ↗pdf ↗