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.
Machine learning models outperform traditional trading strategies in crude oil markets.
Study optimizes best-arm identification with minimax and Bayes strategies.
We introduce the concept of spontaneous symmetry breaking to arbitrage modeling. In the model, the arbitrage strategy is considered as being in the symmetry breaking phase and the phase transition between arbitrage mode and no-arbitrage mode is triggered by a control parameter. We estimate the control parameter for mom…
Paper proposes a deep RL method for hedging variable annuities, outperforming misspecified models.
Automates phased release strategy to balance risk and speed.
Initializing the weights and the biases is a key part of the training process of a neural network. Unlike the subsequent optimization phase, however, the initialization phase has gained only limited attention in the literature. In this paper we discuss some consequences of commonly used initialization strategies for va…
The paper analyzes debt recycling strategies for mortgage repayment, revealing complex phases of success and failure.
Develops new strategy for Hessian estimates in Lagrangian mean curvature equation.
Minimizing non-convex and high-dimensional objective functions is challenging, especially when training modern deep neural networks. In this paper, a novel approach is proposed which divides the training process into two consecutive phases to obtain better generalization performance: Bayesian sampling and stochastic op…
Retirees who exhaust their savings while still alive are said to experience financial ruin. These savings are typically grown during the accumulation phase then spent during the retirement decumulation phase. Extensive research into invest-and-harvest decumulation strategies has been conducted, but recommendations diff…
Enhances neural network dynamics to boost computational capacity.
Majority of the modern meta-learning methods for few-shot classification tasks operate in two phases: a meta-training phase where the meta-learner learns a generic representation by solving multiple few-shot tasks sampled from a large dataset and a testing phase, where the meta-learner leverages its learnt internal rep…
Improved statistical inference for expensive data using machine learning predictions.
A neural network learns phase space properties for time series analysis.
The optimal dividend problem by De Finetti (1957) has been recently generalized to the spectrally negative Lévy model where the implementation of optimal strategies draws upon the computation of scale functions and their derivatives. This paper proposes a phase-type fitting approximation of the optimal strategy. We con…
A new trading strategy using reinforcement learning for statistical arbitrage.
Hypothesis testing is an important problem with applications in target localization, clinical trials etc. Many active hypothesis testing strategies operate in two phases: an exploration phase and a verification phase. In the exploration phase, selection of experiments is such that a moderate level of confidence on the …
In several realistic situations, an interactive learning agent can practice and refine its strategy before going on to be evaluated. For instance, consider a student preparing for a series of tests. She would typically take a few practice tests to know which areas she needs to improve upon. Based of the scores she obta…
For better classification generative models are used to initialize the model and model features before training a classifier. Typically it is needed to solve separate unsupervised and supervised learning problems. Generative restricted Boltzmann machines and deep belief networks are widely used for unsupervised learnin…
An artificial stock market is established based on multi-agent . Each agent has a limit memory of the history of stock price, and will choose an action according to his memory and trading strategy. The trading strategy of each agent evolves ceaselessly as a result of self-teaching mechanism. Simulation results exhibit …
Study reveals efficient recovery of multi-modal signals via Bayesian methods and sequential learning.
Meta-learning strategy improves few-shot classification performance.
New algorithm tackles delayed feedback in Lipschitz bandits with sublinear regret.
This paper revisits optimal investment strategies for defined contribution pension schemes using forward preferences.
To answer the existence of optimal swimmer learning/teaching strategies, this work introduces a two-level clustering in order to analyze temporal dynamics of motor learning in breaststroke swimming. Each level have been performed through Sparse Fisher-EM, a unsupervised framework which can be applied efficiently on lar…
By generalizing the measurements on the game experiments of mixed strategy Nash equilibrium, we study the dynamical pattern in a representative dynamic stochastic general equilibrium (DSGE). The DSGE model describes the entanglements of the three variables (output gap [], inflation [] and nominal interest rate [$…
New approach connects quantum phases to VQA trainability, enabling better scaling.
Study coevolutionary trading-agent dynamics in continuous strategies.
Mix-up domain adaptation improves dynamic RUL predictions across various conditions.
In big data image/video analytics, we encounter the problem of learning an overcomplete dictionary for sparse representation from a large training dataset, which can not be processed at once because of storage and computational constraints. To tackle the problem of dictionary learning in such scenarios, we propose an a…
Neural Architecture Search (NAS) aims to facilitate the design of deep networks for new tasks. Existing techniques rely on two stages: searching over the architecture space and validating the best architecture. NAS algorithms are currently compared solely based on their results on the downstream task. While intuitive, …
Quantitative susceptibility mapping (QSM) is a powerful MRI technique that has shown great potential in quantifying tissue susceptibility in numerous neurological disorders. However, the intrinsic ill-posed dipole inversion problem greatly affects the accuracy of the susceptibility map. We propose QSMGAN: a 3D deep con…
Optimal asset allocation strategy outperforms stochastic benchmark.
In this paper, we propose a novel meta-learning method in a reinforcement learning setting, based on evolution strategies (ES), exploration in parameter space and deterministic policy gradients. ES methods are easy to parallelize, which is desirable for modern training architectures; however, such methods typically req…
Vision algorithms capable of interpreting scenes from a real-time video stream are necessary for computer-assisted surgery systems to achieve context-aware behavior. In laparoscopic procedures one particular algorithm needed for such systems is the identification of surgical phases, for which the current state of the a…
The paper resolves the paradox of using less data in machine learning.
The present paper analyses the formal parallelism existing between the laws of thermodynamics and some economic principles. Based on previous works, we shall show how the existence in Economics of principles analogous to those in thermodynamics involves the occurrence of economic events that remind of well-known phenom…
Machine learning approximates phase transitions using Fisher information.
The influence of Commodity Trading Advisors (CTA) on the price process is explored with the help of a simple model. CTA managers are taken to be Kelly optimisers, which invest a fixed proportion of their assets in the risky asset and the remainder in a riskless asset. This requires regular adjustment of the portfolio w…
Paper improves deep learning for instance-level classification from label proportions.
Diffusion maps help learn complex quantum phase transitions from data.
A new algorithm learns optimal source placement in large networks.
Optimal learning rates decay to zero in easy tasks and maintain a warmup phase in hard tasks.
Machine learning predicts phase behavior in active matter suspensions.
In various approaches to learning, notably in domain adaptation, active learning, learning under covariate shift, semi-supervised learning, learning with concept drift, and the like, one often wants to compare a baseline classifier to one or more advanced (or at least different) strategies. In this chapter, we basicall…
Unsupervised learning is a discipline of machine learning which aims at discovering patterns in big data sets or classifying the data into several categories without being trained explicitly. We show that unsupervised learning techniques can be readily used to identify phases and phases transitions of many body systems…
At present, object recognition studies are mostly conducted in a closed lab setting with classes in test phase typically in training phase. However, real-world problem is far more challenging because: i) new classes unseen in the training phase can appear when predicting; ii) discriminative features need to evolve when…
Deep learning predicts frame errors in CIRN using SC2 dataset.