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.
This paper balances short-term and long-term rewards in policy learning.
problem Balancing short-term and long-term rewards in policy learning.
method Formalizes a new framework to balance rewards, identifies rewards under mild assumptions, deduces efficiency bounds, and develops a policy learning approach.
result The proposed method improves the estimator of long-term reward and reduces regret.
This paper proposes a framework to predict long-term trends and short-term fluctuations in multivariate time series.
problem Existing prediction methods often ignore the distinction between long-term trends and short-term fluctuations.
method The paper introduces a MTS forecasting framework that uses both original time series and its first difference to capture long-term trends and short-term fluctuations.
result The proposed method improves forecasting performance by using more supervision information.
Estimates long-term effects from short-term experiments and observational data with unobserved confounders.
problem Estimating long-term causal effects from short-term experiments and long-term observational data with unobserved confounding.
method Combining regression residuals with short-term experimental outcomes to create an instrumental variable for estimating long-term causal effects.
result The estimator is unbiased and its variance is analytically studied.
We introduce here for the first time the long-term swap rate, characterised as the fair rate of an overnight indexed swap with infinitely many exchanges. Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see Biagini et al. [2018], Biagini and Härtel [2014], and El Karoui et a…
ZiMM model predicts long-term blurry relapses from non-clinical claims data.
problem Predicting long-term blurry relapses after medical acts.
method Introduces ZiMM (Zero-inflated Mixture of Multinomial distributions) and a deep-learning architecture (ZiMM Encoder-Decoder) to learn from sparse, irregular patterns in claims data.
result ZiMM ED improves predictions over various baselines, including non-deep learning and deep-learning approaches.
HRL improves open-domain dialog models by optimizing long-term conversational goals.
problem Challenges in open-domain dialog generation, including repetitive outputs, difficulty tracking conversational goals, and inappropriate text.
method Proposes VHRL, a hierarchical reinforcement learning approach using policy gradients to tune utterance-level embeddings of a variational sequence model.
result Significant improvements in human evaluation and automatic metrics over state-of-the-art dialog models.
We describe a new class of learning models called memory networks. Memory networks reason with inference components combined with a long-term memory component; they learn how to use these jointly. The long-term memory can be read and written to, with the goal of using it for prediction. We investigate these models in t…
Long term investment is one of the major investment strategies. However, calculating intrinsic value of some company and evaluating shares for long term investment is not easy, since analyst have to care about a large number of financial indicators and evaluate them in a right manner. So far, little help in predicting …
TimeBridge addresses non-stationarity in long-term time series forecasting.
problem Non-stationarity in multivariate time series leads to spurious regressions and obscures long-term relationships.
method TimeBridge segments series into patches, applying Integrated Attention for short-term non-stationarity and Cointegrated Attention for long-term cointegration.
result TimeBridge achieves state-of-the-art performance in both short-term and long-term forecasting.
Study investigates deep learning for scalable long-term traffic predictions in large transport networks.
problem Scalable long-term traffic predictions in large transport networks.
method Investigated deep learning models for link-based predictions, including clustering and graph convolutional approaches.
result Deep learning models can be useful for long-term large-scale traffic prediction, but simpler predictors are satisfactory for short-term forecasting.