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.
New model improves volatility forecasting by reducing overestimation and underestimation.
BayesBlend blends multiple models' predictions for better insurance loss predictions.
Deformations of a Courant Algebroid E and its Dirac subbundle A have been widely considered under the assumption that the pseudo-Euclidean metric is fixed. In this paper, we attack the same problem in a setting that allows the pseudo-Euclidean metric to deform. Thanks to Roytenberg, a Courant algebroid is equivalent to…
Study shows ethanol blends and incentives can significantly reduce transportation carbon emissions.
The paper proposes blending gradient boosted trees and neural networks for hierarchical time series forecasting.
The paper presents a framework for optimizing crypto-currency portfolios using generative models.
This paper improves level generation using VAEs for coherent, logically following segments.
Quantized deep neural networks (QDNNs) are attractive due to their much lower memory storage and faster inference speed than their regular full precision counterparts. To maintain the same performance level especially at low bit-widths, QDNNs must be retrained. Their training involves piecewise constant activation func…
Quantum walks blend patterns into splines when averaged.
This study introduces a new GAS blending ensemble model for Bitcoin price prediction.
We introduce a new framework for training deep generative models for high-dimensional conditional density estimation. The Bottleneck Conditional Density Estimator (BCDE) is a variant of the conditional variational autoencoder (CVAE) that employs layer(s) of stochastic variables as the bottleneck between the input a…
Breiman's two cultures reconciled through blending statistical thinking.
New PCGML approach generates novel game content across multiple platformer domains.
Neural GDEs improve graph prediction by blending discrete structures and differential equations.
Improved prediction of polymer morphology through machine learning and simulations.
Blended courses that mix in-person instruction with online platforms are increasingly popular in secondary education. These tools record a rich amount of data on students' study habits and social interactions. Prior research has shown that these metrics are correlated with students' performance in face to face classes.…
BiPE blends intra-segment and inter-segment encodings for better length extrapolation.
Blend-ASC improves self-consistency efficiency by dynamically allocating samples, reducing costs.
Study examines Indian equity mutual funds' investment style and risk-shifting.
Mack-Net model combines Mack's model with RNNs for better insurance liability estimation.
OPERA blends multiple OPE estimators to evaluate new policies offline.
Matching pursuit algorithms are an important class of algorithms in signal processing and machine learning. We present a blended matching pursuit algorithm, combining coordinate descent-like steps with stronger gradient descent steps, for minimizing a smooth convex function over a linear space spanned by a set of atoms…
Machine learning in context of physical systems merits a re-examination of the learning strategy. In addition to data, one can leverage a vast library of physical prior models (e.g. kinematics, fluid flow, etc) to perform more robust inference. The nascent sub-field of \emph{physics-based learning} (PBL) studies the bl…
Forest-based methods estimate heterogeneous treatment effects, blending strengths for better performance.
In this paper we explore techniques for generating new music using a Variational Autoencoder (VAE) neural network that was trained on a corpus of specific style. Instead of randomly sampling the latent states of the network to produce free improvisation, we generate new music by querying the network with musical input …
With the increasing penetration of solar power into power systems, forecasting becomes critical in power system operations. In this paper, an hourly-similarity (HS) based method is developed for 1-hour-ahead (1HA) global horizontal irradiance (GHI) forecasting. This developed method utilizes diurnal patterns, statistic…
Paper proposes a deep learning model to predict stock prices using sentiment analysis.
The Straight-Through Estimator (STE) is widely used for back-propagating gradients through the quantization function, but the STE technique lacks a complete theoretical understanding. We propose an alternative methodology called alpha-blending (AB), which quantizes neural networks to low-precision using stochastic grad…
New algorithm completes nonnegative tensors with fewer samples and faster convergence.
Extreme learning machine (ELM) as a neural network algorithm has shown its good performance, such as fast speed, simple structure etc, but also, weak robustness is an unavoidable defect in original ELM for blended data. We present a new machine learning framework called LARSEN-ELM for overcoming this problem. In our pa…
Improved deep hedging with ensemble uncertainty quantification.
(Unsupervised) Domain Adaptation (DA) seeks for classifying target instances when solely provided with source labeled and target unlabeled examples for training. Learning domain-invariant features helps to achieve this goal, whereas it underpins unlabeled samples drawn from a single or multiple explicit target domains …
Improves deep learning models by blending gradients from training loss and auxiliary objective.
Improved sampling efficiency for inverse problems using variance-reduced diffusion methods.
We regard explanations as a blending of the input sample and the model's output and offer a few definitions that capture various desired properties of the function that generates these explanations. We study the links between these properties and between explanation-generating functions and intermediate representations…
Sepsis is a dangerous condition that is a leading cause of patient mortality. Treating sepsis is highly challenging, because individual patients respond very differently to medical interventions and there is no universally agreed-upon treatment for sepsis. In this work, we explore the use of continuous state-space mode…
The ability to perform offline A/B-testing and off-policy learning using logged contextual bandit feedback is highly desirable in a broad range of applications, including recommender systems, search engines, ad placement, and personalized health care. Both offline A/B-testing and off-policy learning require a counterfa…
The most widely used activation functions in current deep feed-forward neural networks are rectified linear units (ReLU), and many alternatives have been successfully applied, as well. However, none of the alternatives have managed to consistently outperform the rest and there is no unified theory connecting properties…
Data imbalance is a major problem that affects several machine learning (ML) algorithms. Such a problem is troublesome because most of the ML algorithms attempt to optimize a loss function that does not take into account the data imbalance. Accordingly, the ML algorithm simply generates a trivial model that is biased t…
Existing networks directly learn feature representations on 3D point clouds for shape analysis. We argue that 3D point clouds are highly redundant and hold irregular (permutation-invariant) structure, which makes it difficult to achieve inter-class discrimination efficiently. In this paper, we propose a two-faceted sol…
Proposes NUV priors for half-space and box constraints.
Math and dance blend in choreographer's research.
The R package abn is designed to fit additive Bayesian models to observational datasets. It contains routines to score Bayesian networks based on Bayesian or information theoretic formulations of generalized linear models. It is equipped with exact search and greedy search algorithms to select the best network. It supp…
Improved robot navigation using multi-head attention for natural language instructions.
We present a system for identifying conceptual shifts between visual categories, which will form the basis for a co-creative drawing system to help users draw more creative sketches. The system recognizes human sketches and matches them to structurally similar sketches from categories to which they do not belong. This …
We introduce the framework of continuous--depth graph neural networks (GNNs). Graph neural ordinary differential equations (GDEs) are formalized as the counterpart to GNNs where the input-output relationship is determined by a continuum of GNN layers, blending discrete topological structures and differential equations.…
Unified framework for blending ML and mechanistic models in dynamical systems.
New algorithm improves source separation with multi-trial supervision.