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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.

169,181 papers · 148 categories

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224447671894 · Jun 202019922001200920182026
48 results for provider signal names

The paper introduces a method to measure the benefits of incidental supervision signals.

problem Lack of a principled way to measure the benefits of various types of incidental supervision signals.
method Unified PAC-Bayesian motivated informativeness measure, PABI.
result Demonstrates PABI's effectiveness in quantifying the value added by various types of incidental signals.

Bayesian topological learning improves EEG signal analysis for brain state classification.

problem Challenges in classifying and analyzing noisy, nonlinear, nonstationary EEG signals.
method Persistent homology with Bayesian framework to track topological features and incorporate prior knowledge.
result Bayesian topological learning outperforms existing methods for noisy EEG classification.

Paper introduces rational Gaussian wavelets for efficient signal approximation.

problem Efficiently approximating complex signals with few coefficients.
method Continuous wavelet transform using rational Gaussian wavelets with adjustable parameters.
result Proposed rational Gaussian wavelets provide accurate signal approximations.

SGD quickly learns a spurious XOR feature before the signal feature, revealing learning dynamics.

problem Over-reliance on spurious correlations in neural networks trained by SGD.
method Theoretical analysis of SGD on two-layer ReLU networks trained on XOR data.
result SGD learns the spurious feature first and exponentially fast, dominating the signal feature.

This paper deals with finding an nn-dimensional solution xx to a system of quadratic equations of the form yi=ai,x2y_i=|\langle{a}_i,x\rangle|^2 for 1im1\le i \le m, which is also known as phase retrieval and is NP-hard in general. We put forth a novel procedure for minimizing the amplitude-based least-squares empirical los…

2017-05-29abs ↗pdf ↗

Unified model for irregular time series with flexible representations.

problem Missing values, irregularly collected samples, and multi-resolution signals in multivariate time series data.
method Multi-resolution Flexible Irregular Time series Network (Multi-FIT) using FIT networks and FIT-V.
result Improves predictive tasks, including forecasting patient survival.

A new method avoids noise amplification when subtracting or dividing stochastic signals.

problem Noise amplification when subtracting or dividing stochastic signals.
method Normalizing flows to approximate the distribution of the signal of interest.
result Normalizing flows can generate an approximation of the probability distribution over the signal of interest, avoiding subtraction or division.

DeepFPC uses neural networks to recover sparse signals from quantized measurements.

problem Recovering sparse signals from quantized measurements.
method Unfolding the fixed-point continuation algorithm into a deep neural network.
result DeepFPC outperforms state-of-the-art algorithms in DOA estimation.

Nonnegative matrix factorization (NMF) factorizes a non-negative matrix into product of two non-negative matrices, namely a signal matrix and a mixing matrix. NMF suffers from the scale and ordering ambiguities. Often, the source signals can be monotonous in nature. For example, in source separation problem, the source…

2015-05-01abs ↗pdf ↗

We consider the robust phase retrieval problem of recovering the unknown signal from the magnitude-only measurements, where the measurements can be contaminated by both sparse arbitrary corruption and bounded random noise. We propose a new nonconvex algorithm for robust phase retrieval, namely Robust Wirtinger Flow to …

2017-04-20abs ↗pdf ↗

RP-GFRFT unifies fractional order and rotation control for graph signals.

problem Lack of rotation-based spectral control in GFRFT and zero-angle degeneracy in AGFT.
method Rotation-parameterized graph fractional Fourier transform (RP-GFRFT) with degeneracy preserving rotation matrix.
result RP-GFRFT improves spectral filtering performance over existing methods.

Develops algorithms for sparse signal reconstruction without needing signal sparsity or noise variance.

problem Sparse signal reconstruction challenges due to unknown signal sparsity and noise variance.
method TF-IGP and RRT-IGP frameworks for OMP and OLS without prior knowledge of k0k_0 and σ2σ^2.
result TF-IGP and RRT-IGP achieve successful sparse recovery under restricted isometry conditions.

PHASE predicts surgical complications from physiological signals.

problem Predicting adverse surgical outcomes from physiological signals.
method Self-supervised transfer learning for physiological signals.
result PHASE outperforms other approaches in predicting five surgical complications.

VFPred combines signal processing and machine learning for VF detection from short ECG signals.

problem Detecting Ventricular Fibrillation from short ECG signals.
method VFPred uses Empirical Mode Decomposition, Discrete Time Fourier Transform, and Support Vector Machine.
result VFPred achieves high sensitivity and specificity even from short 5-second signals.

This paper reviews three types of probabilistic models: discriminative, descriptive, and generative.

problem None explicitly stated, but the review aims to unify these models under a common framework.
method Review and comparison of discriminative, descriptive, and generative models.
result Unified framework for understanding discriminative, descriptive, and generative models.

A blindfolded LLM trading framework validates market signals without ticker memorization.

problem Ensuring LLMs trade based on genuine market understanding, not memorized data.
method Anonymize tickers and company names, verify signals through reasoning embeddings, and use PPO-DSR policy.
result Achieved Sharpe ratio of 1.40 +/- 0.22 across 20 seeds, robust in volatile markets.

QuantAgent learns trading signals through self-improvement.

problem Building domain-specific knowledge for LLMs in quantitative investment.
method Two-layer loop approach: inner loop refines responses, outer loop tests and learns.
result QuantAgent approximates optimal trading behavior with provable efficiency.

Paper proposes algorithms for sparse signal estimation with nonconvex regularization.

problem Sparse signal estimation with nonconvex regularization.
method Successive convex approximation framework combining majorization-minimization and line search.
result Flexibility, fast convergence, low complexity, guaranteed convergence to stationary point.

BLOB combines organic and bandit signals for better user interest estimation.

problem Combining organic and bandit signals for improved user interest estimation.
method Bayesian Latent Organic Bandit (BLOB) model using variational auto-encoders and local re-parametrization.
result BLOB outperforms organic and bandit-based methods in both organic and bandit-rich environments.

New algorithm defends against adversarial examples in image classification.

problem Defending against adversarial examples in image classification.
method Approximates Discrete Fourier transform of sparse signals corrupted by L0L_0 noise.
result Successfully defends against L0L_0 adversaries in image classification.

New Bayesian method for sparse signal recovery using normal product priors.

problem Sparse signal recovery in compressive sensing.
method Developed a two-stage normal product-based hierarchical model using variational Bayesian inference.
result Demonstrated effectiveness through simulations compared to state-of-the-art algorithms.

Wavelet analysis reveals limitations in detecting multifractality in signals with isolated singularities.

problem Detecting multifractality in signals with isolated singularities using detrended fluctuation analysis and wavelet leaders.
method Comparison of detrended fluctuation analysis and wavelet leaders on signals with isolated singularities.
result Signals with isolated singularities can artefactually give rise to broad multifractal spectra, leading to incorrect inference of multifractality.

We study the collective behavior of interacting agents in a simple model of market economics originally introduced by Nørrelykke and Bak. A general theoretical framework for interacting traders on an arbitrary network is presented, with the interaction consisting of buying (namely, consumption) and selling (namely, pro…

2016-08-11abs ↗pdf ↗

Improved deep learning performance in financial markets by using rank space.

problem High volatility and low signal-to-noise ratio in equity market dynamics.
method Transformed equity market data from name space to rank space, enabling better learning by DNNs.
result DNNs achieve superior performance in statistical arbitrage in rank space compared to name space.

Emotion classification improved using brain signals from tactile enhanced multimedia.

problem Classifying viewer emotions in tactile enhanced multimedia.
method Frequency domain features from EEG data analyzed using SVM.
result Increased accuracy (76.19%) compared to time domain features (63.41%).

Study on signal detection in heteroscedastic Gaussian sequences with sparse alternatives.

problem Signal detection in heterogeneous Gaussian sequences with unknown means and known covariance.
method Characterization of minimax separation radius and derivation of matching upper and lower bounds.
result Matching minimax upper and lower bounds for signal detection in heteroscedastic Gaussian sequences.

We consider the problem of signal recovery on graphs as graphs model data with complex structure as signals on a graph. Graph signal recovery implies recovery of one or multiple smooth graph signals from noisy, corrupted, or incomplete measurements. We propose a graph signal model and formulate signal recovery as a cor…

2014-11-26abs ↗pdf ↗