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arXiv research

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.

168,786 papers · 148 categories

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2595187771,036 · Jun 202019922001200920172026
48 results for news attention

News attention to financial intermediaries and crises predicts excess bond premium and macroeconomic movements.

problem Drivers of the excess bond premium (EBP).
method News attention to 180 topics captures up to 80% of EBP variation and forecasts macroeconomic movements.
result News attention to financial intermediaries and crises drives up the EBP and predicts macroeconomic downturns.

New interpretation of attention in Transformers and Graph Attention Networks.

problem Understanding and improving attention mechanisms in deep learning models.
method Decomposed attention into a kernel and a normalization term; generalized the kernel function and norm.
result Generalized attention leads to better performance on various tasks.

Improved GAN performance with a novel local attention mechanism.

problem Enhancing the performance of Generative Adversarial Networks (GANs).
method Introducing a two-dimensional local attention mechanism that preserves geometry and locality, and using information flow graphs for design.
result Significant improvements in FID and Inception scores, from 18.65 to 15.94 on ImageNet.

Analyzing a comprehensive news dataset, we document that joint news coverage triggers attention contagion, causing temporarily inflated valuations for affected stocks. Tracing SEC EDGAR visits from unique IPs, we provide direct evidence of attention spillovers between stocks. Stocks with greater joint news coverage exh…

2017-03-08abs ↗pdf ↗

Investor selects portfolios based on news attention in a hidden Markov model.

problem Mean-variance portfolio selection in a dynamic attention context.
method Closed-loop equilibrium strategies via extended HJB equation and Markov chain approximation.
result Equilibrium strategies found through iterative algorithm and numerical examples.

GOAT improves attention mechanisms by learning better priors.

problem Standard attention mechanisms use a naive uniform prior, limiting flexibility and generalization.
method GOAT introduces a trainable, continuous prior that replaces the uniform assumption, maintaining compatibility with optimized kernels.
result GOAT avoids representational trade-offs and learns an extrapolatable prior that combines positional flexibility with length generalization.

New approach improves multi-head attention by making heads less similar.

problem Multi-head attention can lead to similar features, reducing model expressiveness.
method Proposes a non-parametric approach using Bayesian techniques to make heads repel each other.
result Improves feature diversity, leading to better representations and performance.

Paper introduces kernel deformed exponential families for sparse continuous attention.

problem Creating efficient attention mechanisms for sparse data.
method Developed kernel deformed exponential families, theoretically and experimentally.
result Kernel deformed exponential families can attend to multiple compact regions of data.

LARF improves random forests with attention mechanisms and contamination models.

problem Improving accuracy in classification tasks with random forests.
method Introduces a two-level attention mechanism and uses a mixture of contamination models.
result Significantly improved classification performance on various datasets.

A new router uses attention-based reinforcement learning to solve detailed routing problems efficiently.

problem Solving detailed routing in integrated circuits while adhering to complex design rules.
method Attention-based reinforcement learning applied to track-assignment detailed routing.
result The attention router achieves over 100x acceleration compared to a genetic router without sacrificing solution quality.

Proposes a model for multi-agent reinforcement learning with hierarchical graph attention network.

problem Limited transferability of trained policies to new multi-agent tasks.
method Uses hierarchical graph attention network for representation learning and multi-agent actor-critic for policy learning.
result Demonstrates superior performance in mixed cooperative and competitive tasks compared to existing methods.

New approach improves linear-time attention for language models.

problem Challenges of quadratic attention in long-sequence modelling, especially for discrete data.
method Reinterpreting linear attention through latent probabilistic graphical models, introducing asymmetric structure and recurrent parameterisation.
result Our model achieves competitive performance and outperforms existing linear attention variants on language modelling benchmarks.

Softmax attention approximates complex functions and subsumes many known universal approximators.

problem Universal approximation of continuous sequence-to-sequence functions.
method Interpolation-based analysis of attention's internal mechanism, showing its ability to approximate ReLU functions.
result Softmax attention is a universal approximator for continuous sequence-to-sequence functions.

New insights into how encoder-decoder networks generate attention matrices.

problem Understanding how encoder-decoder networks use attention matrices.
method Decomposing hidden states into temporal and input-driven components.
result Attention matrices are formed based on task requirements, not architecture type.

New neural network improves audio classification accuracy.

problem Challenging audio classification problem in pattern recognition.
method Introduces a Classifier-Attention-Based Convolutional Neural Network (CAB-CNN) with an attention mechanism to reduce classifier complexity.
result Significantly improves audio classification performance, achieving more than 10% improvements.

Though neural networks have achieved much progress in various applications, it is still highly challenging for them to learn from a continuous stream of tasks without forgetting. Continual learning, a new learning paradigm, aims to solve this issue. In this work, we propose a new model for continual learning, called Ba…

2019-05-10abs ↗pdf ↗

IAL uses interactive learning to improve model performance with minimal human feedback.

problem Overfitting and high human interaction cost in training neural networks.
method IAL framework with NAP attention generator and reranking algorithm.
result IAL significantly outperforms baselines with less retraining and human interaction.

Modern neural networks are often augmented with an attention mechanism, which tells the network where to focus within the input. We propose in this paper a new framework for sparse and structured attention, building upon a smoothed max operator. We show that the gradient of this operator defines a mapping from real val…

2017-05-22abs ↗pdf ↗

Proposes a model combining difference-attention and error-correction LSTMs for improved time series prediction.

problem Improving accuracy in time series prediction.
method Combines difference-attention LSTM and error-correction LSTM in a cascade approach.
result Improves prediction accuracy in time series.

New Performer model tackles long-sequence protein modeling.

problem Challenges of training complex Transformer models for long sequences.
method Linearly scalable long-context Transformer architecture, Performer.
result Performer provides strong theoretical guarantees and is effective for protein sequence modeling.

Efficient sparse attention reduces self-attention complexity and improves model performance.

problem Quadratic compute and memory requirements of self-attention for long sequences.
method Content-based sparse attention with dynamic routing module.
result Routing Transformer achieves state-of-the-art performance on various benchmarks.

This paper explains GNNs using graph signal denoising.

problem Understanding how GNNs work for node representation learning.
method Spectral graph convolutional networks and graph attention networks are analyzed from the perspective of graph signal denoising.
result GNNs implicitly solve graph signal denoising problems.

New analysis shows how attention masks and LayerNorm prevent rank collapse in transformers.

problem Rank collapse in transformer models with increasing depth.
method General analysis of rank collapse under self-attention, considering attention masks and LayerNorm.
result Self-attention with LayerNorm can prevent rank collapse and maintain a rich set of equilibria.

New techniques improve channel prediction in noisy wireless systems.

problem Predicting channels in wireless communication systems from noisy observations.
method Adapted sequence-to-sequence models and transformers with reverse positional encoding and reversed encoder outputs.
result Improved robustness and relationship capture in channel prediction models.