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 shows sample noise impacts active learning performance.
A minimalist approach generates synthetic tabular data with sparse PCA and XGBoost.
The Markov decision process (MDP) formulation used to model many real-world sequential decision making problems does not efficiently capture the setting where the set of available decisions (actions) at each time step is stochastic. Recently, the stochastic action set Markov decision process (SAS-MDP) formulation has b…
In this work we explore the use of metric index structures, which accelerate nearest neighbor queries, in the scenario where we need to interleave insertions and queries during deployment. This use-case is inspired by a real-life need in malware analysis triage, and is surprisingly understudied. Existing literature ten…
BoTier optimizes experiments by balancing multiple objectives hierarchically.
Datasets with missing values are very common on industry applications, and they can have a negative impact on machine learning models. Recent studies introduced solutions to the problem of imputing missing values based on deep generative models. Previous experiments with Generative Adversarial Networks and Variational …
Early time series classification (eTSC) is the problem of classifying a time series after as few measurements as possible with the highest possible accuracy. The most critical issue of any eTSC method is to decide when enough data of a time series has been seen to take a decision: Waiting for more data points usually m…
Teaches uncertainty in ML through practical examples.
AI helps assess nature-related financial risks for financial institutions.
End-to-end deep learning detects emotions in real-life emergency calls.
Paper presents a new method to detect process differences at the trace level using mutual fingerprints.
Proposes integrating random effects into deep neural networks for better predictive performance.
The paper shows how ignoring temporal context in recommender systems evaluation leads to false confidence, proposing a method to embed temporal context.
Real-life mobile phone data may contain noisy instances, which is a fundamental issue for building a prediction model with many potential negative consequences. The complexity of the inferred model may increase, may arise overfitting problem, and thereby the overall prediction accuracy of the model may decrease. In thi…
Framework optimizes cloud container sizing for ML tasks.
Quantum optimization aids in financial crash prediction and portfolio management.
Study compares resampling methods for rare event prediction in longitudinal studies.
We analyze empirical data for 4,000 real-life trading portfolios (U.S. equities) with holding periods of about 0.7-19 trading days. We find a simple scaling C ~ 1/T, where C is cents-per-share, and T is the portfolio turnover. Thus, the portfolio return R has no statistically significant dependence on the turnover T. W…
We design, conduct and present the results of a highly personalized baseline emotion recognition experiment, which aims to set reliable ground-truth estimates for the subject's emotional state for real-life prediction under similar conditions using a small number of physiological sensors. We also propose an adaptive st…
New formula classifies product reviews into higher and lower ratings based on sentiment analysis.
A new model predicts spatio-temporal data using adaptive decision trees and point processes.
Was it fair that Harry was hired but not Barry? Was it fair that Pam was fired instead of Sam? How can one ensure fairness when an intelligent algorithm takes these decisions instead of a human? How can one ensure that the decisions were taken based on merit and not on protected attributes like race or sex? These are t…
Accurately estimating uncertainties in neural network predictions is of great importance in building trusted DNNs-based models, and there is an increasing interest in providing accurate uncertainty estimation on many tasks, such as security cameras and autonomous driving vehicles. In this paper, we focus on the two mai…
Quantum computing offers financial industry new optimization and risk management tools.
Computable contracts simplify financial transactions and reduce legal costs.
This paper evaluates various representations for robotics tasks, improving performance in lifting, stacking, and pushing.
K-nearest neighbors (KNN) method is used in many supervised learning classification problems. Potential Energy (PE) method is also developed for classification problems based on its physical metaphor. The energy potential used in the experiments are Yukawa potential and Gaussian Potential. In this paper, I use both app…
Quantum tech speeds up financial risk assessment.
In this survey, we describe the fundamental differential-geometric structures of information manifolds, state the fundamental theorem of information geometry, and illustrate some use cases of these information manifolds in information sciences. The exposition is self-contained by concisely introducing the necessary con…
We develop extensions to auction theory results that are useful in real life scenarios. 1. Since valuations are generally positive we first develop approximations using the log-normal distribution. This would be useful for many finance related auction settings since asset prices are usually non-negative. 2. We formulat…
New debiasing methods for fine-tuned neural networks.
Malaria is a life-threatening disease affecting millions. Microscopy-based assessment of thin blood films is a standard method to (i) determine malaria species and (ii) quantitate high-parasitemia infections. Full automation of malaria microscopy by machine learning (ML) is a challenging task because field-prepared sli…
New method detects communities in hypergraphs by embedding them into a vector space.
Physics-informed denoising improves sensor data accuracy without needing clean data.
Quantum advantage in derivative pricing requires 8k qubits and 54M T-depth.
Machine learning has seen tremendous advances in the past few years, which has lead to deep learning models being deployed in varied applications of day-to-day life. Attacks on such models using perturbations, particularly in real-life scenarios, pose a severe challenge to their applicability, pushing research into the…
Classification with Costly Features (CwCF) is a classification problem that includes the cost of features in the optimization criteria. Individually for each sample, its features are sequentially acquired to maximize accuracy while minimizing the acquired features' cost. However, existing approaches can only process da…
A new deep learning benchmark reduces resource needs.
This paper describes the Speech Technology Center (STC) antispoofing systems submitted to the ASVspoof 2019 challenge. The ASVspoof2019 is the extended version of the previous challenges and includes 2 evaluation conditions: logical access use-case scenario with speech synthesis and voice conversion attack types and ph…
In this paper, we show how simple logistic growth that was studied intensively during the last 200 years in many domains of science could be extended in a rather simple way and with these extensions is capable to produce a collection of behaviors widely observed in an enormous number of real-life systems in Economics, …
Paper predicts interference for better LA in URLLC.
Neural architecture search methods are able to find high performance deep learning architectures with minimal effort from an expert. However, current systems focus on specific use-cases (e.g. convolutional image classifiers and recurrent language models), making them unsuitable for general use-cases that an expert migh…
This paper introduces CloudLSTM, a new branch of recurrent neural models tailored to forecasting over data streams generated by geospatial point-cloud sources. We design a Dynamic Point-cloud Convolution (DConv) operator as the core component of CloudLSTMs, which performs convolution directly over point-clouds and extr…
In medical risk modeling, typical data are "scarce": they have relatively small number of training instances (N), censoring, and high dimensionality (M). We show that the problem may be effectively simplified by reducing it to bipartite ranking, and introduce new bipartite ranking algorithm, Smooth Rank, for robust lea…
Simple tabular event prediction model outperforms existing methods.
Supply chains lend themselves to blockchain technology, but certain challenges remain, especially around invoice financing. For example, the further a supplier is removed from the final consumer product, the more difficult it is to get their invoices financed. Moreover, for competitive reasons, retailers and manufactur…
Paper optimizes energy trading on DA markets using RL.
We propose three new robust aggregation rules for distributed synchronous Stochastic Gradient Descent~(SGD) under a general Byzantine failure model. The attackers can arbitrarily manipulate the data transferred between the servers and the workers in the parameter server~(PS) architecture. We prove the Byzantine resilie…