AI-driven investment strategies self-defeat at scale due to signal crowding and erosion.
arXiv research
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.
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Paper introduces r-DEP classifier for binary classification tasks.
Arctic coastal morphology is governed by multiple factors, many of which are affected by climatological changes. As the season length for shorefast ice decreases and temperatures warm permafrost soils, coastlines are more susceptible to erosion from storm waves. Such coastal erosion is a concern, since the majority of …
Paper introduces -DER for regression tasks using morphological operators and convex-concave procedure.
Sparse representations using overcomplete dictionaries have proved to be a powerful tool in many signal processing applications such as denoising, super-resolution, inpainting, compression or classification. The sparsity of the representation very much depends on how well the dictionary is adapted to the data at hand. …
Morphological neurons, that is morphological operators such as dilation and erosion with learnable structuring elements, have intrigued researchers for quite some time because of the power these operators bring to the table despite their simplicity. These operators are known to be powerful nonlinear tools, but for a gi…
Measures strategy durability through minimum regime performance, revealing trade-offs between efficiency and resilience.
Paper improves text-to-SQL models with schema-aware denoising.
The Hausdorff Distance (HD) is widely used in evaluating medical image segmentation methods. However, existing segmentation methods do not attempt to reduce HD directly. In this paper, we present novel loss functions for training convolutional neural network (CNN)-based segmentation methods with the goal of reducing HD…
The relation between performance and stress is described by the Yerkes-Dodson Law but varies significantly between individuals. This paper describes a method for determining the individual optimal performance as a function of physiological signals. The method is based on attention and reasoning tests of increasing comp…
Signal recovery is one of the key techniques of Compressive sensing (CS). It reconstructs the original signal from the linear sub-Nyquist measurements. Classical methods exploit the sparsity in one domain to formulate the L0 norm optimization. Recent investigation shows that some signals are sparse in multiple domains.…
The presence of noise is common in signal processing regardless the signal type. Deep neural networks have shown good performance in noise removal, especially on the image domain. In this work, we consider deep neural networks as a denoising tool where our focus is on one dimensional signals. We introduce an encoder-de…
Goldilocks activation functions improve neural network performance.
In this paper we demonstrate that performance of a speaker verification system can be improved by concatenating electroencephalography (EEG) signal features with speech signal features or only using EEG signal features. We use state-of-the-art end-to-end deep learning model for performing speaker verification and we de…
Approximate Message Passing (AMP) has been shown to be an excellent statistical approach to signal inference and compressed sensing problem. The AMP framework provides modularity in the choice of signal prior; here we propose a hierarchical form of the Gauss-Bernouilli prior which utilizes a Restricted Boltzmann Machin…
A new method enhances signal recovery with FDR control.
We study the classification performance of Kronecker-structured models in two asymptotic regimes and developed an algorithm for separable, fast and compact K-S dictionary learning for better classification and representation of multidimensional signals by exploiting the structure in the signal. First, we study the clas…
The problem of estimating the number of sources and their angles of arrival from a single antenna array observation has been an active area of research in the signal processing community for the last few decades. When the number of sources is large, the maximum likelihood estimator is intractable due to its very high c…
A new model classifies lightning signals more accurately across different scales.
The aim of this paper is to propose distributed strategies for adaptive learning of signals defined over graphs. Assuming the graph signal to be bandlimited, the method enables distributed reconstruction, with guaranteed performance in terms of mean-square error, and tracking from a limited number of sampled observatio…
In sensing applications, sensors cannot always measure the latent quantity of interest at the required resolution, sometimes they can only acquire a blurred version of it due the sensor's transfer function. To recover latent signals when only noisy mixed measurements of the signal are available, we propose the Gaussian…
Model improves emotion recognition using multiple physiological signals.
Paper uses SGLD to recover signals from generative models, proving convergence under mild conditions.
Currently, engineers at substation service providers match customer data with the corresponding internally used signal names manually. This paper proposes a machine learning method to automate this process based on substation signal mapping data from a repository of executed projects. To this end, a bagged token classi…
Retraining stabilizes model influence on data.
Hadamard Wirtinger Flow recovers sparse signals from fewer measurements.
Many problems in image processing and computer vision (e.g. colorization, style transfer) can be posed as 'manipulating' an input image into a corresponding output image given a user-specified guiding signal. A holy-grail solution towards generic image manipulation should be able to efficiently alter an input image wit…
Performance analysis, from the external point of view of a client who would only have access to returns and holdings of a fund, evolved towards exact attribution made in the context of portfolio optimisation, which is the internal point of view of a manager controlling all the parameters of this optimisation. Attributi…
Field theory explains optimal scaling in ResNets for signal propagation.
We study a Compressed Sensing (CS) problem known as Multiple Measurement Vectors (MMV) problem, which arises in joint estimation of multiple signal realizations when the signal samples have a common (joint) sparse support over a fixed known dictionary. Although there is a vast literature on the analysis of MMV, it is n…
Google's multilingual speech recognition system combines low-level acoustic signals with language-specific recognizer signals to better predict the language of an utterance. This paper presents our experience with different signal combination methods to improve overall language identification accuracy. We compare the p…
FreSh shifts model's initial frequency spectrum to match target signal, improving neural representation performance.
SLIM model predicts social network polarization using signed links.
A network may have weak signals and severe degree heterogeneity, and may be very sparse in one occurrence but very dense in another. SCORE (Jin, 2015) is a recent approach to network community detection. It accommodates severe degree heterogeneity and is adaptive to different levels of sparsity, but its performance for…
Despite the importance of sparsity signal models and the increasing prevalence of high-dimensional streaming data, there are relatively few algorithms for dynamic filtering of time-varying sparse signals. Of the existing algorithms, fewer still provide strong performance guarantees. This paper examines two algorithms f…
Proposes a novel graph signal model using narrowband kernels.
Deep clustering is a recently introduced deep learning architecture that uses discriminatively trained embeddings as the basis for clustering. It was recently applied to spectrogram segmentation, resulting in impressive results on speaker-independent multi-speaker separation. In this paper we extend the baseline system…
GRRT recovers sparse signals without prior sparsity or noise variance knowledge.
SMM improves signal recovery from noisy data.
Goal: This paper deals with the problems that some EEG signals have no good sparse representation and single channel processing is not computationally efficient in compressed sensing of multi-channel EEG signals. Methods: An optimization model with L0 norm and Schatten-0 norm is proposed to enforce cosparsity and low r…
This paper presents a novel signal compression algorithm based on the Blaschke unwinding adaptive Fourier decomposition (AFD). The Blaschke unwinding AFD is a newly developed signal decomposition theory. It utilizes the Nevanlinna factorization and the maximal selection principle in each decomposition step, and achieve…
New method improves ResNet performance without batch normalization.
New algorithms improve signal processing in federated learning.
Suppose that we observe noisy linear measurements of an unknown signal that can be modeled as the sum of two component signals, each of which arises from a nonlinear sub-manifold of a high dimensional ambient space. We introduce SPIN, a first order projected gradient method to recover the signal components. Despite the…
In this paper, we develop a new framework for sensing and recovering structured signals. In contrast to compressive sensing (CS) systems that employ linear measurements, sparse representations, and computationally complex convex/greedy algorithms, we introduce a deep learning framework that supports both linear and mil…
The performance of sparse signal recovery from noise corrupted, underdetermined measurements can be improved if both sparsity and correlation structure of signals are exploited. One typical correlation structure is the intra-block correlation in block sparse signals. To exploit this structure, a framework, called block…
In compressed sensing problems, minimization or Basis Pursuit was known to have the best provable phase transition performance of recoverable sparsity among polynomial-time algorithms. It is of great theoretical and practical interest to find alternative polynomial-time algorithms which perform better than $\e…
We characterize the performance of sequential information guided sensing, Info-Greedy Sensing, when there is a mismatch between the true signal model and the assumed model, which may be a sample estimate. In particular, we consider a setup where the signal is low-rank Gaussian and the measurements are taken in the dire…