Increasingly many real world tasks involve data in multiple modalities or views. This has motivated the development of many effective algorithms for learning a common latent space to relate multiple domains. However, most existing cross-view learning algorithms assume access to paired data for training. Their applicabi…
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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.
168,695 papers · 148 categories
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48 results for “paired data”
GP-ND avoids obstacles in trajectory planning using Gaussian Process regression.
problem Avoiding obstacles in trajectory planning for real-world systems.
method GP-ND models negative data pairs using Gaussian distributions and maximizes their KL divergence from the GP to avoid them.
result GP-ND outperforms traditional GP learning in obstacle-aware trajectory planning.
Paired autoencoders solve inverse problems using latent space projections.
problem Solving inverse problems in scientific computing.
method Paired autoencoder framework that projects data and quantity of interest into a latent space.
result Paired autoencoders generate multiple reconstruction metrics and enable latent-space refinement for accurate data fitting.
PAIR-CI: Calibrated Conditional Independence Testing for Causal Discovery with Incomplete Datastat.ME
PAIR-CI calibrates CI tests for causal discovery with incomplete data.
problem Miscalibration of CI tests when imputing incomplete data.
method Integrates multiple imputation directly into the inferential procedure via a paired permutation design.
result PAIR-CI reduces false positive rates to below 5% in simulations.
In string theory, the concept of T-duality between two principal T^n-bundles E_1 and E_2 over the same base space B, together with cohomology classes h_1\in H^3(E_1) and h_2\in H^3(E_2), has been introduced. One of the main virtues of T-duality is that h_1-twisted K-theory of E_1 is isomorphic to h_2-twisted K-theory o…
GROOVE learns representations for weakly paired multimodal data.
problem Learning representations for high-content perturbation data with weakly paired samples.
method GroupCLIP contrastive loss integrated with an autoencoder framework.
result GROOVE performs on par with or outperforms existing approaches for cross-modal tasks.
Measures three types of noise in LLM evaluations.
problem Separating signal from noise in LLM experiments.
method Defined and measured three types of noise: prediction, data, and total noise. Proposed the all-pairs paired method for statistical power.
result Total noise level is characteristic and predictable across all model pairs.
Nonnegative Matrix Factorization (NMF) has been a popular representation method for pattern classification problem. It tries to decompose a nonnegative matrix of data samples as the product of a nonnegative basic matrix and a nonnegative coefficient matrix, and the coefficient matrix is used as the new representation. …
A Triangle Generative Adversarial Network (-GAN) is developed for semi-supervised cross-domain joint distribution matching, where the training data consists of samples from each domain, and supervision of domain correspondence is provided by only a few paired samples. -GAN consists of four neural networks, two ge…
This paper tackles unpaired data in multi-view learning, proposing a new framework and models.
problem Handling unpaired data in multi-view learning, which is more common than paired data.
method Generalized uncorrelated multi-view subspace learning framework with successive alternating approximation (SAA) method.
result Proposed models perform competitively or better than baselines in multi-view feature extraction and multi-modality classification.
New MMD estimators detect differences in missing paired data.
problem Handling missing data in matched pairs with complex distributions.
method Maximum mean discrepancy (MMD) estimators for complex data with missing values.
result Valid and consistent estimators detect differences in data distributions.
A new framework for paired-sample testing in high-dimensional data.
problem Challenges in standard paired-sample testing for high-dimensional data.
method Develops a two-step testing procedure using scoring functions and Wilcoxon signed-rank test.
result Substantial performance gains in testing accuracy compared to traditional methods.
Regularization for Shuffled Data Problems via Exponential Family Priors on the Permutation Groupstat.ML
New method uses exponential family priors to handle shuffled data problems.
problem Handling mismatch errors in record linkage of two data files.
method Flexible exponential family prior on the permutation group for regularization.
result The proposed method outperforms competing methods in synthetic and real data.
In this on-going work, I explore certain theoretical and empirical implications of data transformations under the PCA. In particular, I state and prove three theorems about PCA, which I paraphrase as follows: 1). PCA without discarding eigenvector rows is injective, but looses this injectivity when eigenvector rows are…
MTRGL learns temporal correlations from multi-modal data for improved pair trading.
problem Discerning temporal correlations among financial entities.
method Combines time series data and discrete features into a temporal graph, using a memory-based temporal graph neural network.
result MTRGL outperforms traditional methods in temporal graph link prediction and pair trading.
We carry out a large-scale empirical data analysis to examine the efficiency of the so-called pairs trading. On the basis of relevant three thresholds, namely, starting, profit-taking, and stop-loss for the `first-passage process' of the spread (gap) between two highly-correlated stocks, we construct an effective strat…
In this study, we applied a stochastic spread pairs trading strategy on the Indian commodity market. The complete set of commodities were taken whose spot price was available for the period of January 1st 2010 to December 31st 2018 including energy, metals and the agricultural commodity sector. Spot data was taken from…
In the past decades, intensive efforts have been put to design various loss functions and metric forms for metric learning problem. These improvements have shown promising results when the test data is similar to the training data. However, the trained models often fail to produce reliable distances on the ambiguous te…
Constructs Chern-Weil classes for Cartan geometries.
problem Defines characteristic classes for Cartan geometries.
method Defines a subalgebra of polynomials on the Atiyah algebroid of and a characteristic map.
result Recover classical Chern-Weil map for specific cases.
Algorithm combines ESG ratings with pairs trading for sustainable investing.
problem Lack of socially responsible investment solutions.
method Integrates ESG data with pairs trading strategy using technical indicators.
result Model generates positive returns while adhering to ESG principles.
We present a novel, scalable and Bayesian approach to modelling the occurrence of pairs of symbols (i,j) drawn from a large vocabulary. Observed pairs are assumed to be generated by a simple popularity based selection process followed by censoring using a preference function. By basing inference on the well-founded pri…
Unified pair trading approach using hierarchical reinforcement learning.
problem Decoupling pair selection and trading leads to limited performance.
method Hierarchical reinforcement learning framework for joint pair selection and trading.
result Unified approach outperforms existing methods on real-world stock data.
Model learns association between text and speech without paired data.
problem Learning association between text and speech with limited paired data.
method Noisy channel generative model with variational inference and KL encoder loss.
result Tiny paired data (5 minutes) sufficient to learn association.
New method learns functions without paired data using mediating variables.
problem Learning functions without paired input-output data.
method Mediated Uncoupled Learning: Predicting to approximate .
result Statistical consistency and error bounds of the proposed method.
Enhances pairs trading with neural networks and Kalman Filters.
problem Inaccurate linear models in pairs trading lead to suboptimal performance.
method Augments Kalman Filter with Neural Networks to improve financial indicator extraction.
result Empirically shows improved trading performance compared to benchmarks.
A new method for conditional sampling using paired Wasserstein Autoencoders.
problem Conditional sampling from complex data distributions.
method Derive a novel loss function for Wasserstein Autoencoders to enable sampling from OT-type couplings.
result Learned cost-optimal transport maps and conditional sampling from an OT-type coupling.
A novel graphical matching approach improves pairs trading by reducing portfolio variance and risk-adjusted returns.
problem Common pairs trading methods lead to high portfolio variance and low risk-adjusted returns due to focusing on highly cointegrated assets.
method Model all assets and their cointegration levels with a weighted graph. Select pairs as a maximum weighted matching to ensure no shared assets and lower portfolio variance.
result The matching-based strategy shows a significant improvement in risk-adjusted performance, with a gross Sharpe ratio of 1.23.
A pairs trading model with time-varying volatility using stochastic control.
problem Optimizing pairs trading strategies with fluctuating asset volatilities.
method Stochastic control techniques, Finite Difference method, Generalized Method of Moments.
result Optimal trading strategies maximizing expected power utility from terminal wealth.
Paper develops a new unsupervised scoring function for cross-lingual document alignment.
problem Aligning documents across different languages for NLP tasks.
method Uses cross-lingual sentence embeddings to compute semantic distances and guides document alignment.
result The proposed scoring function outperforms current methods by 7-22% on various language pairs.
In ranking problems, the goal is to learn a ranking function from labeled pairs of input points. In this paper, we consider the related comparison problem, where the label indicates which element of the pair is better, or if there is no significant difference. We cast the learning problem as a margin maximization, and …
GeoLifeCLEF 2020 dataset pairs species observations with environmental data.
problem Understanding geographic species distribution.
method Presented a dataset of species observations with environmental features.
result Advances in location-based species recommendation.
New method recovers diverse policies from expert data using state-action pair weighting.
problem Recovering diverse policies from expert trajectories.
method Pointwise mutual information weighted behavioral cloning.
result Effective in focusing on state-action pairs most representative of the style.
We address the problem of image translation between domains or modalities for which no direct paired data is available (i.e. zero-pair translation). We propose mix and match networks, based on multiple encoders and decoders aligned in such a way that other encoder-decoder pairs can be composed at test time to perform u…
Recently many efforts have been made to incorporate persistence diagrams, one of the major tools in topological data analysis (TDA), into machine learning pipelines. To better understand the power and limitation of persistence diagrams, we carry out a range of experiments on both graph data and shape data, aiming to de…
Cross-lingual document alignment aims to identify pairs of documents in two distinct languages that are of comparable content or translations of each other. In this paper, we exploit the signals embedded in URLs to label web documents at scale with an average precision of 94.5% across different language pairs. We mine …
Sparse neural networks visualize paired transcriptomic and electrophysiological data.
problem Efficiently analyzing and visualizing paired multivariate neuroscientific data.
method Sparse deep neural networks with a two-dimensional bottleneck and group lasso penalty.
result Biologically interpretable two-dimensional visualizations of paired data.
Proves accuracy guarantees for self-supervised learning with correlated positive pairs.
problem Lack of theoretical guarantees for self-supervised learning with correlated positive pairs.
method Novel augmentation graph concept and spectral decomposition loss.
result Provably accurate features under linear probe evaluation.
In the recent years, we have witnessed the development of multi-label classification methods which utilize the structure of the label space in a divide and conquer approach to improve classification performance and allow large data sets to be classified efficiently. Yet most of the available data sets have been provide…
RL enhances cryptocurrency trading profits.
problem Enhancing cryptocurrency trading profits through dynamic scaling.
method Combining RL with pair trading, using new reward shaping and observation/action spaces.
result RL-based trading achieved 9.94% to 31.53% annualized profits, vs. 8.33% for traditional methods.
Tournament Leave-pair-out Cross-validation for Receiver Operating Characteristic (ROC) Analysisstat.ML
Receiver operating characteristic (ROC) analysis is widely used for evaluating diagnostic systems. Recent studies have shown that estimating an area under ROC curve (AUC) with standard cross-validation methods suffers from a large bias. The leave-pair-out (LPO) cross-validation has been shown to correct this bias. Howe…
In this paper we present a novel approach for firm default probability estimation. The methodology is based on multivariate contingent claim analysis and pair copula constructions. For each considered firm, balance sheet data are used to assess the asset value, and to compute its default probability. The asset pricing …
Deep metric learning (DML) has received much attention in deep learning due to its wide applications in computer vision. Previous studies have focused on designing complicated losses and hard example mining methods, which are mostly heuristic and lack of theoretical understanding. In this paper, we cast DML as a simple…
A new method uses machine learning to optimize user pairing and association in multicell NOMA networks.
problem Optimizing user pairing and association in multicell non-orthogonal multiple access (NOMA) systems.
method Formulated as a combinatorial optimization problem, solved using a Pointer Network (PtrNet) trained with deep reinforcement learning.
result Achieves near-optimal performance in terms of aggregate data rate, outperforming random heuristics by up to 30%.
The goal of this study is to explain and examine the statistical underpinnings of the Bollinger Band methodology. We start off by elucidating the rolling regression time series model and deriving its explicit relationship to Bollinger Bands. Next we illustrate the use of Bollinger Bands in pairs trading and prove the e…
Pairs trading is a market-neutral strategy that exploits historical correlation between stocks to achieve statistical arbitrage. Existing pairs-trading algorithms in the literature require rather restrictive assumptions on the underlying stochastic stock-price processes and the so-called spread function. In contrast to…
Study compares GARCH, EWMA, and IV models for GBP/USD and EUR/GBP currency pairs.
problem Predicting 20-day variation in GBP/USD and EUR/GBP currency pairs.
method Applied GARCH, EWMA, and IV models to GBP/USD and EUR/GBP pairs data.
result GARCH models outperform other models in predicting volatility for EUR/GBP, while GARCH with rolling window for GBP/USD.
Study compares two knot pairings and their equivalence.
problem Comparing Blanchfield pairings and cohomology pairings of knots.
method Analyzes bilinear cohomology pairings and Blanchfield pairings of knots, showing equivalence and inequivalence for certain knots.
result Shows equivalence and inequivalence of certain knot pairings.
Blockchain-based exchanges adopt based on token pair volatility and personal use.
problem Token value loss and arbitrage issues in decentralized exchanges.
method Investigation of Automated Market Makers (AMMs) using transaction-level data.
result AMMs are adopted for high personal use or highly correlated token price movements.