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.
ODC protocol improves learning in asynchronous multi-agent bandits.
Optimizes sample and round complexity in adaptive sampling from multiple distributions.
Recent years have witnessed an increased focus on interpretability and the use of machine learning to inform policy analysis and decision making. This paper applies machine learning to examine travel behavior and, in particular, on modeling changes in travel modes when individuals are presented with a novel (on-demand)…
We propose and analyze numerically a simple dynamical model that describes the firm behaviors under uncertainty of demand forecast. Iterating this simple model and varying some parameters values we observe a wide variety of market dynamics such as equilibria, periodic and chaotic behaviors. Interestingly the model is a…
During reactive transport modeling, the computational cost associated with chemical reaction calculations is often 10-100 times higher than that of transport calculations. Most of these costs results from chemical equilibrium calculations that are performed at least once in every mesh cell and at every time step of the…
We design a dispatch system to improve the peak service quality of video on demand (VOD). Our system predicts the hot videos during the peak hours of the next day based on the historical requests, and dispatches to the content delivery networks (CDNs) at the previous off-peak time. In order to scale to billions of vide…
In this paper, we present machine learning approaches for characterizing and forecasting the short-term demand for on-demand ride-hailing services. We propose the spatio-temporal estimation of the demand that is a function of variable effects related to traffic, pricing and weather conditions. With respect to the metho…
RFN models urban mobility demand by separating temporal and spatial variability.
There is no free lunch, no single learning algorithm that will outperform other algorithms on all data. In practice different approaches are tried and the best algorithm selected. An alternative solution is to build new algorithms on demand by creating a framework that accommodates many algorithms. The best combination…
Serverless cloud computing speeds up double machine learning model estimation.
Exchanges acquire excess processing capacity to accommodate trading activity surges associated with zero-sum high-frequency trader (HFT) "duels." The idle capacity's opportunity cost is an externality of low-latency trading. We build a model of decentralized exchanges (DEX) with flexible capacity. On DEX, HFTs acquire …
Recommender systems can be formulated as a matrix completion problem, predicting ratings from user and item parameter vectors. Optimizing these parameters by subsampling data becomes difficult as the number of users and items grows. We develop a novel approach to generate all latent variables on demand from the ratings…
Large-scale collections of electronic records constitute both an opportunity for the development of more accurate prediction models and a threat for privacy. To limit privacy exposure new privacy-enhancing techniques are emerging such as federated learning which enables large-scale data analysis while avoiding the cent…
Quantum circuits represent binary classification trees with binary features.
Multi-step passenger demand forecasting is a crucial task in on-demand vehicle sharing services. However, predicting passenger demand over multiple time horizons is generally challenging due to the nonlinear and dynamic spatial-temporal dependencies. In this work, we propose to model multi-step citywide passenger deman…
MLDemon monitors ML systems post-deployment, improving reliability with real-time performance estimates and expert labels.
We investigate the macroeconomic consequences of narrow banking in the context of stock-flow consistent models. We begin with an extension of the Goodwin-Keen model incorporating time deposits, government bills, cash, and central bank reserves to the base model with loans and demand deposits and use it to describe a fr…
A new algorithm reduces memory usage for deep learning models.
We analyze the effect of quantizing weights and activations of neural networks on their loss and derive a simple regularization scheme that improves robustness against post-training quantization. By training quantization-ready networks, our approach enables storing a single set of weights that can be quantized on-deman…
Overparameterized transformer networks have obtained state of the art results in various natural language processing tasks, such as machine translation, language modeling, and question answering. These models contain hundreds of millions of parameters, necessitating a large amount of computation and making them prone t…
Detecting faults and SLA violations in a timely manner is critical for telecom providers, in order to avoid loss in business, revenue and reputation. At the same time predicting SLA violations for user services in telecom environments is difficult, due to time-varying user demands and infrastructure load conditions. In…
Inventory control with unknown demand distribution is considered, with emphasis placed on the case involving discrete nonperishable items. We focus on an adaptive policy which in every period uses, as much as possible, the optimal newsvendor ordering quantity for the empirical distribution learned up to that period. Th…
Transport demand is highly dependent on supply, especially for shared transport services where availability is often limited. As observed demand cannot be higher than available supply, historical transport data typically represents a biased, or censored, version of the true underlying demand pattern. Without explicitly…
We propose an algorithm for deterministic continuous Markov Decision Processes with sparse rewards that computes the optimal policy exactly with no dependency on the size of the state space. The algorithm has time complexity of and memory complexity of , where is the…
Generative Adversarial Networks generate PXD background noise efficiently.
A method for fast, accurate cross-temporal forecasts using machine learning.
Generative model creates frictional surfaces from friction laws.
A new framework maximizes influence spread in social networks by accounting for inter-community diffusion.
We introduce the concept of community trees that summarizes topological structures within a network. A community tree is a tree structure representing clique communities from the clique percolation method (CPM). The community tree also generates a persistent diagram. Community trees and persistent diagrams reveal topol…
Community detection improves stock market portfolio optimization.
We introduce a new paradigm that is important for community detection in the realm of network analysis. Networks contain a set of strong, dominant communities, which interfere with the detection of weak, natural community structure. When most of the members of the weak communities also belong to stronger communities, t…
Study exact community detection in k-community Gaussian mixtures with different intensities.
The paper introduces a method for detecting principal communities and embedding vertices.
Improved distributed learning with reduced communication costs.
Statistical estimates can often be improved by fusion of data from several different sources. One example is so-called ensemble methods which have been successfully applied in areas such as machine learning for classification and clustering. In this paper, we present an ensemble method to improve community detection by…
This paper presents a novel context-based approach for pedestrian motion prediction in crowded, urban intersections, with the additional flexibility of prediction in similar, but new, environments. Previously, Chen et. al. combined Markovian-based and clustering-based approaches to learn motion primitives in a grid-bas…
MACC learns communication protocols by adapting counterfactual reasoning.
A framework for multi-agent communication over noisy channels in reinforcement learning.
Discovering community structure in complex networks is a mature field since a tremendous number of community detection methods have been introduced in the literature. Nevertheless, it is still very challenging for practioners to determine which method would be suitable to get insights into the structural information of…
This work explores the large-scale multi-agent communication mechanism under a multi-agent reinforcement learning (MARL) setting. We summarize the general categories of topology for communication structures in MARL literature, which are often manually specified. Then we propose a novel framework termed as Learning Stru…
The analysis of temporal networks has a wide area of applications in a world of technological advances. An important aspect of temporal network analysis is the discovery of community structures. Real data networks are often very large and the communities are observed to have a hierarchical structure referred to as mult…
Real-world networks usually have community structure, that is, nodes are grouped into densely connected communities. Community detection is one of the most popular and best-studied research topics in network science and has attracted attention in many different fields, including computer science, statistics, social sci…
GRADE models evolving graph dynamics by learning node and community representations.
Modeling precious metals market making using nested Ornstein-Uhlenbeck processes.
Paper studies fundamental limits of communication in distributed learning.
Study recovers community structure from coarse graph measurements.
New algorithm reduces communication traffic in decentralized learning.
New method detects overlapping communities in weighted graphs without pure nodes assumption.