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.
New online learning algorithm combines PA and TER for binary classification.
Stabilizes online learning by using weighted reservoir sampling.
Online Passive-Aggressive (PA) learning is a class of online margin-based algorithms suitable for a wide range of real-time prediction tasks, including classification and regression. PA algorithms are formulated in terms of deterministic point-estimation problems governed by a set of user-defined hyperparameters: the a…
In this paper, we propose exact passive-aggressive (PA) online algorithms for learning to rank. The proposed algorithms can be used even when we have interval labels instead of actual labels for examples. The proposed algorithms solve a convex optimization problem at every trial. We find exact solution to those optimiz…
A new method quantifies a specific class without labeled data.
A new scoring function improves ordinal regression by combining binary predictions.
Similarity/Distance measures play a key role in many machine learning, pattern recognition, and data mining algorithms, which leads to the emergence of metric learning field. Many metric learning algorithms learn a global distance function from data that satisfy the constraints of the problem. However, in many real-wor…
Recent studies have shown that online portfolio selection strategies that exploit the mean reversion property can achieve excess return from equity markets. This paper empirically investigates the performance of state-of-the-art mean reversion strategies on real market data. The aims of the study are twofold. The first…
Unsupervised model generates distinct intonation codes for speech synthesis.
Paper proposes a novel trading strategy combining clustering and reinforcement learning for multi-period portfolio management.
New method learns distances and similarities robustly from noisy data.