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.
In this article we deal with the problem of portfolio allocation by enhancing network theory tools. We use the dependence structure of the correlations network in constructing some well-known risk-based models in which the estimation of correlation matrix is a building block in the portfolio optimization. We formulate …
Review of integrating Bayesian methods with neural network-based MPC.
Hidden Markov model (HMM) has been successfully used for sequential data modeling problems. In this work, we propose to power the modeling capacity of HMM by bringing in neural network based generative models. The proposed model is termed as GenHMM. In the proposed GenHMM, each HMM hidden state is associated with a neu…
A new network-based high-level data classification method using betweenness centrality.
Neural networks approximate superhedging prices in financial models.
Proposes a novel network-based neighborhood regression for biological systems.
Recent advances in neural networks have inspired people to design hybrid recommendation algorithms that can incorporate both (1) user-item interaction information and (2) content information including image, audio, and text. Despite their promising results, neural network-based recommendation algorithms pose extensive …
Various neural network based methods are capable of anticipating human body motions from data for a short period of time. What these methods lack are the interpretability and explainability of the network and its results. We propose to use Dynamic Mode Decomposition with delays to represent and anticipate human body mo…
A neural network model minimizes region-based free energy for faster inference in MRFs.
This paper introduces the first deep neural network-based estimation metric for the jigsaw puzzle problem. Given two puzzle piece edges, the neural network predicts whether or not they should be adjacent in the correct assembly of the puzzle, using nothing but the pixels of each piece. The proposed metric exhibits an e…
Whether stochastic or parametric, the Pareto/NBD model can only be utilized for an in-sample prediction rather than an out-of-sample prediction. This research thus provides a neural network based extension of the Pareto/NBD model to estimate the out-of-sample parameters, which overrides the estimation burden and the ap…
Open set recognition problems exist in many domains. For example in security, new malware classes emerge regularly; therefore malware classification systems need to identify instances from unknown classes in addition to discriminating between known classes. In this paper we present a neural network based representation…
Proposes a meta-learning method for Bayesian optimization with neural network kernels.
Recent successes and advances in Deep Neural Networks (DNN) in machine vision and Natural Language Processing (NLP) have motivated their use in traditional signal processing and communications systems. In this paper, we present results of such applications to the problem of automatic modulation recognition. Variations …
Neural nets analyze crypto markets for multi-timeframe trading.
Study evaluates financial anomaly detection methods on Canadian stock market.
A Health Service Area (HSA) is a group of geographic regions served by similar health care facilities. The delineation of HSAs plays a pivotal role in the characterization of health care services available in an area, enabling a better planning and regulation of health care services. Though Dartmouth HSAs have been the…
Paper presents a neural network method for efficient xVA computation and risk management.
Braid theory optimizes neural network structures.
Symbolic regression is a powerful technique that can discover analytical equations that describe data, which can lead to explainable models and generalizability outside of the training data set. In contrast, neural networks have achieved amazing levels of accuracy on image recognition and natural language processing ta…
We study the stochastic contextual bandit problem, where the reward is generated from an unknown function with additive noise. No assumption is made about the reward function other than boundedness. We propose a new algorithm, NeuralUCB, which leverages the representation power of deep neural networks and uses a neural…
A neural-network-based approach is presented to efficiently implement digital backpropagation (DBP). For a 32x100 km fiber-optic link, the resulting "learned" DBP significantly reduces the complexity compared to conventional DBP implementations.
We propose a neural network based approach for extracting models from dynamic data using ordinary and partial differential equations. In particular, given a time-series or spatio-temporal dataset, we seek to identify an accurate governing system which respects the intrinsic differential structure. The unknown governing…
A network-based approach identifies financial factors from asset interactions, explaining market dynamics.
Paper identifies key function spaces for ReLU networks based on Fisher information.
Class imbalance problem is commonly faced while developing machine learning models for real-life issues. Due to this problem, the fitted model tends to be biased towards the majority class data, which leads to lower precision, recall, AUC, F1, G-mean score. Several researches have been done to tackle this problem, most…
Neural network models improve survival analysis with reduced computation time.
A new network-based method for high-level data classification without normalization.
Network-based strategy for optimal cryptocurrency portfolios identified.
Novel method for scalable neural network-based blackbox optimization.
Teaching machines to accomplish tasks by conversing naturally with humans is challenging. Currently, developing task-oriented dialogue systems requires creating multiple components and typically this involves either a large amount of handcrafting, or acquiring costly labelled datasets to solve a statistical learning pr…
With the overwhelming online products available in recent years, there is an increasing need to filter and deliver relevant personalized advice for users. Recommender systems solve this problem by modeling and predicting individual preferences for a great variety of items such as movies, books or research articles. In …
Neural network-based post-processing improves ensemble forecast sharpness
Optical Coherence Tomography allows ophthalmologist to obtain cross-section imaging of eye retina. Assisted with digital image analysis methods, effective disease detection could be performed. Various methods exist to extract feature from OCT images. The proposed study aims to compare the effectiveness of handcrafted a…
Paper uses ANFIS to predict cryptocurrency prices.
We present the MagNet, a neural network-based multi-agent interaction model to discover the governing dynamics and predict evolution of a complex multi-agent system from observations. We formulate a multi-agent system as a coupled non-linear network with a generic ordinary differential equation (ODE) based state evolut…
In this work, we propose new objective functions to train deep neural network based density ratio estimators and apply it to a change point detection problem. Existing methods use linear combinations of kernels to approximate the density ratio function by solving a convex constrained minimization problem. Approximating…
This paper presents approaches to determine a network based pricing for 3D printing services in the context of a two-sided manufacturing-as-a-service marketplace. The intent is to provide cost analytics to enable service bureaus to better compete in the market by moving away from setting ad-hoc and subjective prices. A…
International trade has been increasingly organized in the form of global value chains (GVCs) where different stages of production are located in different countries. This recent phenomenon has substantial consequences for both trade policy design at the national or regional level and business decision making at the fi…
Kernelised flows improve density estimation and generation with fewer parameters.
Modelling statistical relationships beyond the conditional mean is crucial in many settings. Conditional density estimation (CDE) aims to learn the full conditional probability density from data. Though highly expressive, neural network based CDE models can suffer from severe over-fitting when trained with the maximum …
This article reviews mathematical insights into neural networks and machine learning.
Most neural-network based speaker-adaptive acoustic models for speech synthesis can be categorized into either layer-based or input-code approaches. Although both approaches have their own pros and cons, most existing works on speaker adaptation focus on improving one or the other. In this paper, after we first systema…
In this paper, a neural network-based stock price prediction and trading system using technical analysis indicators is presented. The model developed first converts the financial time series data into a series of buy-sell-hold trigger signals using the most commonly preferred technical analysis indicators. Then, a Mult…
We present a deep neural network-based methodology for synthesising percussive sounds with control over high-level timbral characteristics of the sounds. This approach allows for intuitive control of a synthesizer, enabling the user to shape sounds without extensive knowledge of signal processing. We use a feedforward …
A new loss function for VAEs improves image quality and efficiency.
Proposes Causal-Batle for estimating treatment effects in small high-dimensional datasets.
Paper discovers differential equations from data using neural networks and Bayesian methods.