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.
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…
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 …
Neural networks approximate superhedging prices in financial models.
A new network-based high-level data classification method using betweenness centrality.
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…
A neural network model minimizes region-based free energy for faster inference in MRFs.
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 …
Proposes a novel network-based neighborhood regression for biological systems.
Neural network models improve survival analysis with reduced computation time.
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…
Novel method for scalable neural network-based blackbox optimization.
A network-based approach identifies financial factors from asset interactions, explaining market dynamics.
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 …
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…
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…
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 …
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…
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…
Paper discovers differential equations from data using neural networks and Bayesian methods.
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…
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 …
A new loss function for VAEs improves image quality and efficiency.
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…
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…
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 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…
Kernelised flows improve density estimation and generation with fewer parameters.
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…
Paper introduces a neural network-based non-stationary influence kernel for complex event data.
Paper uses ANFIS to predict cryptocurrency prices.
This paper presents several strategies that can improve neural network-based predictive methods for MOOC student course trajectory modeling, applying multiple ideas previously applied to tackle NLP (Natural Language Processing) tasks. In particular, this paper investigates LSTM networks enhanced with two forms of regul…
Proposes a network-based strategy to manage financial market risks.
We propose two neural network based mixture models in this article. The proposed mixture models are explicit in nature. The explicit models have analytical forms with the advantages of computing likelihood and efficiency of generating samples. Computation of likelihood is an important aspect of our models. Expectation-…
Localization of unknown faults in industrial systems is a difficult task for data-driven diagnosis methods. The classification performance of many machine learning methods relies on the quality of training data. Unknown faults, for example faults not represented in training data, can be detected using, for example, ano…
This article reviews mathematical insights into neural networks and machine learning.
Proposes a new model for time-to-event prediction with uncertainty quantification.
Meta-learning improves anomaly detection with few labeled instances.
A new neural network model for ordinal regression.
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 …
This paper reviews deep learning methods for state space models.
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…
Proposes Causal-Batle for estimating treatment effects in small high-dimensional datasets.
Paper presents a neural network method for efficient xVA computation and risk management.