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.
Study uses machine learning to optimize seismic design parameters.
Combines VaR and ES forecasts from a large pool of methods.
A new insurance and reinsurance pricing scheme based on realized loss.
A machine learning surrogate model predicts earthquake-induced building responses.
An extreme wind speed estimation method that considers wind hazard climate types is critical for design wind load calculation for building structures affected by mixed climates. However, it is very difficult to obtain wind hazard climate types from meteorological data records, because they restrict the application of e…
Model analyzes OTC market making with reputation feedback.
Model analyzes how reputation feedback affects OTC market making.
Cloud Infrastructure as a Service (IaaS) is vulnerable to malware due to its exposure to external adversaries, making it a lucrative attack vector for malicious actors. A datacenter infected with malware can cause data loss and/or major disruptions to service for its users. This paper analyzes and compares various Conv…
Proposes a method to evaluate meta-learning performance based on task similarity.
Estimates model performance from compute budget for distillation.
We introduce performance-based regularization (PBR), a new approach to addressing estimation risk in data-driven optimization, to mean-CVaR portfolio optimization. We assume the available log-return data is iid, and detail the approach for two cases: nonparametric and parametric (the log-return distribution belongs in …
Deep learning models predict stock prices with high accuracy and speed.
New method combines ensembling and regularization for genomic disease prediction.
FedSmart optimizes federated learning models for non-IID data.
Machine learning predicts molecular crystal stability.
Aggregating multiple learners through an ensemble of models aim to make better predictions by capturing the underlying distribution of the data more accurately. Different ensembling methods, such as bagging, boosting, and stacking/blending, have been studied and adopted extensively in research and practice. While baggi…
We consider a class of participation rights, i.e. obligations issued by a company to investors who are interested in performance-based compensation. Albeit having desirable economic properties equity-based debt obligations (EbDO) pose challenges in accounting and contract pricing. We formulate and solve the associated …
Experiment shows cognitive biases impact human-AI collaboration, highlighting the need for diverse evaluator samples.
Near real-time damage diagnosis of building structures after extreme events (e.g., earthquakes) is of great importance in structural health monitoring. Unlike conventional methods that are usually time-consuming and require human expertise, pattern recognition algorithms have the potential to interpret sensor recording…
Cryptos remained resilient after SVB's collapse, contrary to expectations.
Convolutional Neural Networks (ConvNets) are commonly developed at a fixed resource budget, and then scaled up for better accuracy if more resources are available. In this paper, we systematically study model scaling and identify that carefully balancing network depth, width, and resolution can lead to better performan…
Statistical analysis of financial data most focused on testing the validity of Brownian motion (Bm). Analysis performed on several time series have shown deviation from the Bm hypothesis, that is at the base of the evaluation of many financial derivatives. We inquiry in the behavior of measures of performance based on …
We propose a prediction model based on the minority game in which traders continuously evaluate a complete set of trading strategies with different memory lengths using the strategies' past performance. Based on the chosen trading strategy they determine their prediction of the movement for the following time period of…
Early results in using convolutional neural networks (CNNs) on x-rays to diagnose disease have been promising, but it has not yet been shown that models trained on x-rays from one hospital or one group of hospitals will work equally well at different hospitals. Before these tools are used for computer-aided diagnosis i…
Improved random forest models enhance machine learning predictions.
Deep learning improves sensor performance optimization.
Model-agnostic interpretation techniques allow us to explain the behavior of any predictive model. Due to different notations and terminology, it is difficult to see how they are related. A unified view on these methods has been missing. We present the generalized SIPA (sampling, intervention, prediction, aggregation) …
New rationalization method avoids spurious correlations.
Active learning from demonstration allows a robot to query a human for specific types of input to achieve efficient learning. Existing work has explored a variety of active query strategies; however, to our knowledge, none of these strategies directly minimize the performance risk of the policy the robot is learning. U…
We propose unitary group convolutions (UGConvs), a building block for CNNs which compose a group convolution with unitary transforms in feature space to learn a richer set of representations than group convolution alone. UGConvs generalize two disparate ideas in CNN architecture, channel shuffling (i.e. ShuffleNet) and…
New risk measure improves creditor protection in financial regulation.
Due to the growing amount of data from in-situ sensors in wastewater systems, it becomes necessary to automatically identify abnormal behaviours and ensure high data quality. This paper proposes an anomaly detection method based on a deep autoencoder for in-situ wastewater systems monitoring data. The autoencoder archi…
In unsupervised outlier ensembles, the absence of ground truth makes the combination of base outlier detectors a challenging task. Specifically, existing parallel outlier ensembles lack a reliable way of selecting competent base detectors, affecting accuracy and stability, during model combination. In this paper, we pr…
In kernel methods, the median heuristic has been widely used as a way of setting the bandwidth of RBF kernels. While its empirical performances make it a safe choice under many circumstances, there is little theoretical understanding of why this is the case. Our aim in this paper is to advance our understanding of the …
Deep neural networks (DNNs) have been proven to have many redundancies. Hence, many efforts have been made to compress DNNs. However, the existing model compression methods treat all the input samples equally while ignoring the fact that the difficulties of various input samples being correctly classified are different…
New risk theory for 'Pay-for-Performance' models.
Selecting and combining the outlier scores of different base detectors used within outlier ensembles can be quite challenging in the absence of ground truth. In this paper, an unsupervised outlier detector combination framework called DCSO is proposed, demonstrated and assessed for the dynamic selection of most compete…
The study improves crime prediction using Foursquare and streetlight data with demographic info.
Online advertising in E-commerce platforms provides sellers an opportunity to achieve potential audiences with different target goals. Ad serving systems (like display and search advertising systems) that assign ads to pages should satisfy objectives such as plenty of audience for branding advertisers, clicks or conver…
Convolutional neural networks (CNNs) are commonly used for image classification tasks, raising the challenge of their application on data flows. During their training, adaptation is often performed by tuning the learning rate. Usual learning rate strategies are time-based i.e. monotonously decreasing. In this paper, we…
Existing generalization theories analyze the generalization performance mainly based on the model complexity and training process. The ignorance of the task properties, which results from the widely used IID assumption, makes these theories fail to interpret many generalization phenomena or guide practical learning tas…
Paper introduces metrics to evaluate missing data imputation without ground truth.
GNNS uses graph neural networks to efficiently estimate subgraph frequency distributions.
This study uses NLP to predict stock performance based on analyst reports.
This study examines yield aggregators in DeFi, summarizing strategies and analyzing performance.
Fast approximate nearest neighbor (NN) search in large databases is becoming popular. Several powerful learning-based formulations have been proposed recently. However, not much attention has been paid to a more fundamental question: how difficult is (approximate) nearest neighbor search in a given data set? And which …
A novel weighted feature selection method using fuzzy sets improves classification accuracy and stability.
Aims to learn from multiple unpredictable teachers with minimal interaction.