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.
A new Euclidean approach reveals the pentagram map's beauty.
Paper compares modern regression methods for time series data.
Modern differential cohomology explained with applications.
Surveying topological complexity of graph configurations, unifying traditional and modern approaches.
We present a quantitative study of the markets and models evolution across the credit crunch crisis. In particular, we focus on the fixed income market and we analyze the most relevant empirical evidences regarding the divergences between Libor and OIS rates, the explosion of Basis Swaps spreads, and the diffusion of c…
Classical approaches for approximate inference depend on cleverly designed variational distributions and bounds. Modern approaches employ amortized variational inference, which uses a neural network to approximate any posterior without leveraging the structures of the generative models. In this paper, we propose Amorti…
The ever-increasing size of modern data sets combined with the difficulty of obtaining label information has made semi-supervised learning one of the problems of significant practical importance in modern data analysis. We revisit the approach to semi-supervised learning with generative models and develop new models th…
New method uses impact IRR to assess impact investments.
Paper develops a novel approach for optimal control using kernel methods.
Improved functional data modeling with modern imputation methods.
DeepJet improves jet flavor classification and quark-gluon tagging.
Efficient sparse modern Hopfield models are introduced for memory retrieval and learning tasks.
The paper addresses optimal control in modern tontines with bequest preferences, showing a linear investment strategy.
The paper proposes modern computational methods for optimizing reinsurance contracts.
Hopfield networks outperform deep-learning methods in portfolio optimization.
Unified framework for arbitrary conditional inference using AI and Bayesian methods.
Many applications in Bayesian statistics are extremely computationally intensive. However, they are often inherently parallel, making them prime targets for modern massively parallel processors. Multi-core and distributed computing is widely applied in the Bayesian community, however, very little attention has been giv…
TabSurv adapts tabular neural networks for survival analysis.
Despite rapid advances in machine learning tools, the majority of neural decoding approaches still use traditional methods. Modern machine learning tools, which are versatile and easy to use, have the potential to significantly improve decoding performance. This tutorial describes how to effectively apply these algorit…
Georg de Buquoy, Lord de Vaux, lived in Nove Hrady, Prague and Cerveny Hradek for most of his productive life. From his extensive scientific contributions, both theoretical and experimental, we expand here the discussion of his contributions to mathematical economy. He is mainly celebrated as the first persons to defin…
Blackwell's theorems influence modern AI through information compression and decision making.
Automatic post-disaster damage detection using aerial imagery is crucial for quick assessment of damage caused by disaster and development of a recovery plan. The main problem preventing us from creating an applicable model in practice is that damaged (positive) examples we are trying to detect are much harder to obtai…
In this work we present a review of the state of the art of Learning Vector Quantization (LVQ) classifiers. A taxonomy is proposed which integrates the most relevant LVQ approaches to date. The main concepts associated with modern LVQ approaches are defined. A comparison is made among eleven LVQ classifiers using one r…
New math for deep learning tackles key questions about neural networks.
Differentiable programming aids in solving differential equations and their sensitivities.
Modern neural networks tend to be overconfident on unseen, noisy or incorrectly labelled data and do not produce meaningful uncertainty measures. Bayesian deep learning aims to address this shortcoming with variational approximations (such as Bayes by Backprop or Multiplicative Normalising Flows). However, current appr…
We analyse the effectiveness of modern deep learning techniques in predicting credit ratings over a universe of thousands of global corporate entities obligations when compared to most popular, traditional machine-learning approaches such as linear models and tree-based classifiers. Our results show a adequate accuracy…
Modern physics has demonstrated that matter behaves very differently as it approaches the speed of light. This paper explores the implications of modern physics to the operation and regulation of financial markets. Information cannot move faster than the speed of light. The geographic separation of market centers means…
The paper explains the importance of diffeological groupoids in modern geometry and physics.
A new method for fast, non-iterative graphical model estimation.
Unified framework for non-linear attention using modern Hopfield networks.
This paper deals with the numerical approximation of American-style option values governed by partial differential complementarity problems. For a variety of one- and two-asset American options we investigate by ample numerical experiments the temporal convergence behaviour of three modern splitting methods: the explic…
BiSHop tackles tabular data challenges with sparse Hopfield layers.
We analyze computational limits of modern Hopfield models based on pattern norms.
Hopfield networks improve reaction template prediction for few/zero-shot scenarios.
Bayesian approach scores influential training examples for model predictions.
Surveying probabilistic real algebraic geometry.
How useful can machine learning be in a quantum laboratory? Here we raise the question of the potential of intelligent machines in the context of scientific research. A major motivation for the present work is the unknown reachability of various entanglement classes in quantum experiments. We investigate this question …
A database of objects discovered in houses in the Roman city of Pompeii provides a unique view of ordinary life in an ancient city. Experts have used this collection to study the structure of Roman households, exploring the distribution and variability of tasks in architectural spaces, but such approaches are necessari…
Modern treatment of space curve evolutes and involutes.
In 1896 Tresse gave a complete description of relative differential invariants for the pseudogroup action of point transformations on the 2nd order ODEs. The purpose of this paper is to review, in light of modern geometric approach to PDEs, this classification and also discuss the role of absolute invariants and the eq…
Many Internet-of-Things (IoT) applications demand fast and accurate understanding of a few key events in their surrounding environment. Deep Convolutional Neural Networks (CNNs) have emerged as an effective approach to understand speech, images, and similar high dimensional data types. Algorithmic performance of modern…
Modern technologies are generating ever-increasing amounts of data. Making use of these data requires methods that are both statistically sound and computationally efficient. Typically, the statistical and computational aspects are treated separately. In this paper, we propose an approach to entangle these two aspects …
The application of stochastic variance reduction to optimization has shown remarkable recent theoretical and practical success. The applicability of these techniques to the hard non-convex optimization problems encountered during training of modern deep neural networks is an open problem. We show that naive application…
Modern health data science applications leverage abundant molecular and electronic health data, providing opportunities for machine learning to build statistical models to support clinical practice. Time-to-event analysis, also called survival analysis, stands as one of the most representative examples of such statisti…
FF layers in transformers are nearly as interpretable as sparse autoencoders.
New scaling laws optimize model size, training, and inference for better performance.
Investigates sports betting strategies using modern portfolio theory and Kelly criterion.