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.
This study compares community detection algorithms for delineating health service areas.
Neural nets analyze crypto markets for multi-timeframe trading.
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…
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…
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.
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…
Network-based models predict user preferences for items like movies and research articles.
Proposes a novel network-based neighborhood regression for biological systems.
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…
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 …
Study evaluates financial anomaly detection methods on Canadian stock market.
Neural network approach simplifies multiscale problem homogenization.
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…
Braid theory optimizes neural network structures.
Novel method for scalable neural network-based blackbox optimization.
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 …
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…
Proposes Causal-Batle for estimating treatment effects in small high-dimensional datasets.
Paper discovers differential equations from data using neural networks and Bayesian methods.
Proposes a network-based strategy to manage financial market risks.
A new network-based method for high-level data classification without normalization.
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…
This paper reviews deep learning methods for state space models.
Experimental determination of protein function is resource-consuming. As an alternative, computational prediction of protein function has received attention. In this context, protein structural classification (PSC) can help, by allowing for determining structural classes of currently unclassified proteins based on thei…
Paper uses ANFIS to predict cryptocurrency prices.
A network-based approach identifies financial factors from asset interactions, explaining market dynamics.
Improved sales forecasting for new products using transfer learning.
GIB improves neural network generalization by dynamically selecting task-relevant features across different sequential environments.
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…
This paper focuses on the problem of query by example spoken term detection (QbE-STD) in zero-resource scenario. State-of-the-art approaches primarily rely on dynamic time warping (DTW) based template matching techniques using phone posterior or bottleneck features extracted from a deep neural network (DNN). We use bot…
A new neural network model for ordinal regression.
A new loss function for VAEs improves image quality and efficiency.
A new network-based high-level data classification method using betweenness centrality.
Neural networks play an increasingly important role in the field of machine learning and are included in many applications in society. Unfortunately, neural networks suffer from adversarial samples generated to attack them. However, most of the generation approaches either assume that the attacker has full knowledge of…
Paper semantifies bioassay text using neural networks.
Neural networks approximate superhedging prices in financial models.
LMoE uses LLMs to improve stock trading by selecting experts based on textual and price data.
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 …
Characterizing the dynamic interactive patterns of complex systems helps gain in-depth understanding of how components interrelate with each other while performing certain functions as a whole. In this study, we present a novel multimodal data fusion approach to construct a complex network, which models the interaction…
Parallel sentence extraction is a task addressing the data sparsity problem found in multilingual natural language processing applications. We propose a bidirectional recurrent neural network based approach to extract parallel sentences from collections of multilingual texts. Our experiments with noisy parallel corpora…
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…
Study uses MTD model to optimize portfolios by capturing complex financial asset relationships.
Proposes a meta-learning method for Bayesian optimization with neural network kernels.
Recurrent Neural Networks (RNNs) are extensively used for time-series modeling and prediction. We propose an approach for automatic construction of a binary classifier based on Long Short-Term Memory RNNs (LSTM-RNNs) for detection of a vehicle passage through a checkpoint. As an input to the classifier we use multidime…
Proposes a new method for medical diagnosis using network-based representation learning.