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.
Partial dependence curves (FPD) introduced by Friedman, are an important model interpretation tool, but are often not accessible to business analysts and scientists who typically lack the skills to choose, tune, and assess machine learning models. It is also common for the same partial dependence algorithm on the same …
Recent work establishes dataset difficulty and removes annotation artifacts via partial-input baselines (e.g., hypothesis-only models for SNLI or question-only models for VQA). When a partial-input baseline gets high accuracy, a dataset is cheatable. However, the converse is not necessarily true: the failure of a parti…
In reinforcement learning, we can learn a model of future observations and rewards, and use it to plan the agent's next actions. However, jointly modeling future observations can be computationally expensive or even intractable if the observations are high-dimensional (e.g. images). For this reason, previous works have…
This paper studies the question of filtering and maximizing terminal wealth from expected utility in a partially information stochastic volatility models. The special features is that the only information available to the investor is the one generated by the asset prices, and the unobservable processes will be modeled …
When faced with the problem of learning a model of a high-dimensional environment, a common approach is to limit the model to make only a restricted set of predictions, thereby simplifying the learning problem. These partial models may be directly useful for making decisions or may be combined together to form a more c…
An differential field (F;∂1,...,∂m) of characteristic zero, a subgroup H of affine group GL(n,C)∝Cn with respect to its identical representation in Fn and the following two fields of differential rational functions in x=(x1,x2,...,xn)-column vector, $$C< x, \partial >^H=\{f^{\part…
We propose a method to model multi-agent behaviors with limited observation and mechanical constraints.
problem Modeling real-world multi-agent behaviors with limited observation and mechanical constraints.
method Decentralized generative models with partial observation and mechanical constraints based on hierarchical variational recurrent neural networks.
result Our method effectively models and predicts biologically plausible behaviors with minimal constraint violations.
Arriving at the complete probabilistic knowledge of a domain, i.e., learning how all variables interact, is indeed a demanding task. In reality, settings often arise for which an individual merely possesses partial knowledge of the domain, and yet, is expected to give adequate answers to a variety of posed queries. Tha…
Study expands multiclass classification models with new rates and partial concept classes.
problem Multiclass classification with a bounded number of labels under various conditions.
method Extends traditional PAC model to distribution-dependent and data-dependent learning rates, characterizes optimal rates for universal and partial concept classes.
result Characterizes three types of learning rates (exponential, linear, arbitrarily slow) for fixed distributions and complexity measures for partial concept classes.
Enhances RL in partially observable, noisy environments by uncovering causal states.
problem Making decisions based on incomplete and noisy observations in partially observable Markov decision processes (P2OMDPs).
method Causal State Representation under Asynchronous Diffusion Model (CaDiff) framework, incorporating a novel asynchronous diffusion model (ADM) and a new bisimulation metric.
result Enhances returns by at least 14.18% compared to baselines on Roboschool tasks.
We consider a financial market model with a single risky asset whose price process evolves according to a general jump-diffusion with locally bounded coefficients and where market participants have only access to a partial information flow. For any utility function, we prove that the partial information financial marke…
Most of the empirical studies on stochastic volatility dynamics favor the 3/2 specification over the square-root (CIR) process in the Heston model. In the context of option pricing, the 3/2 stochastic volatility model is reported to be able to capture the volatility skew evolution better than the Heston model. In this …
Randomized matrix compression techniques, such as the Johnson-Lindenstrauss transform, have emerged as an effective and practical way for solving large-scale problems efficiently. With a focus on computational efficiency, however, forsaking solutions quality and accuracy becomes the trade-off. In this paper, we investi…
Partial multi-label learning (PML), which tackles the problem of learning multi-label prediction models from instances with overcomplete noisy annotations, has recently started gaining attention from the research community. In this paper, we propose a novel adversarial learning model, PML-GAN, under a generalized encod…