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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.

168,657 papers · 148 categories

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24487296 · Jun 202019922001200920172026
48 results for reference entity

Investor finds a fair outcome in complex financial markets.

problem Finding a fair outcome in complex financial markets.
method Recalled and proved the existence of personal equilibrium in a multistep, generically incomplete financial market model.
result Personal equilibrium exists in a multistep, generically incomplete financial market model under appropriate assumptions.

We are enveloped by stories of visual interpretations in our everyday lives. The way we narrate a story often comprises of two stages, which are, forming a central mind map of entities and then weaving a story around them. A contributing factor to coherence is not just basing the story on these entities but also, refer…

2019-09-15abs ↗pdf ↗

One significant challenge to scaling entity resolution algorithms to massive datasets is understanding how performance changes after moving beyond the realm of small, manually labeled reference datasets. Unlike traditional machine learning tasks, when an entity resolution algorithm performs well on small hold-out datas…

2015-09-10abs ↗pdf ↗

The paper introduces a method for forecasting corporate sales growth using multiple reference variables.

problem Forecasting corporate sales growth with multiple reference variables.
method Reference class selection using rank-based algorithms and principal components analysis for data dimension reduction.
result Dimension reduced variables with past sales growth rates and operating margins perform well in forecasting.

Improves medication name inference for telemedicine and conversational agents.

problem Challenges in mapping user-friendly medication names to standardized ones.
method Entity-boosted two-tower neural network for ranking SMN to DMP.
result State-of-the-art results achieved with improved attention-based ranking.

In this article we discuss some of the consequences of the mixed membership perspective on time series analysis. In its most abstract form, a mixed membership model aims to associate an individual entity with some set of attributes based on a collection of observed data. Although much of the literature on mixed members…

2013-09-13abs ↗pdf ↗

Cluster-wise linear regression (CLR), a clustering problem intertwined with regression, is to find clusters of entities such that the overall sum of squared errors from regressions performed over these clusters is minimized, where each cluster may have different variances. We generalize the CLR problem by allowing each…

2016-07-05abs ↗pdf ↗

We review different approaches for measuring the impact of liquidity on CDS prices. We start with reduced form models incorporating liquidity as an additional discount rate. We review Chen, Fabozzi and Sverdlove (2008) and Buhler and Trapp (2006, 2008), adopting different assumptions on how liquidity rates enter the CD…

2010-03-03abs ↗pdf ↗

Entity relatedness has emerged as an important feature in a plethora of applications such as information retrieval, entity recommendation and entity linking. Given an entity, for instance a person or an organization, entity relatedness measures can be exploited for generating a list of highly-related entities. However,…

2018-10-23abs ↗pdf ↗

GEN tackles few-shot out-of-graph link prediction in evolving multi-relational graphs.

problem Predicting links between unseen nodes in evolving multi-relational graphs with few edges per node.
method Transductive meta-learning framework (GEN) for inductive and transductive inference.
result GEN significantly outperforms relevant baselines for out-of-graph link prediction tasks.

Entity linking is the task of linking mentions of named entities in natural language text, to entities in a curated knowledge-base. This is of significant importance in the biomedical domain, where it could be used to semantically annotate a large volume of clinical records and biomedical literature, to standardized co…

2019-11-21abs ↗pdf ↗

Measuring entity relatedness is a fundamental task for many natural language processing and information retrieval applications. Prior work often studies entity relatedness in static settings and an unsupervised manner. However, entities in real-world are often involved in many different relationships, consequently enti…

2018-08-24abs ↗pdf ↗

Literature analysis facilitates researchers better understanding the development of science and technology. The conventional literature analysis focuses on the topics, authors, abstracts, keywords, references, etc., and rarely pays attention to the content of papers. In the field of machine learning, the involved metho…

2019-11-29abs ↗pdf ↗

Survey on ML advances for personalized prediction considering entity characteristics.

problem Sub-optimal performance in personalized prediction due to heterogeneity in data across entities.
method Organized current literature on entity-aware modeling based on characteristics availability and training data amount.
result Recent innovations in uncertainty quantification, fairness, and knowledge-guided machine learning can improve entity-aware modeling.

Neural production systems learn visual dynamics by applying rule templates to entities.

problem Modeling interactions among entities in structured visual environments.
method Inspired by production systems, the paper uses rule templates to bind placeholder variables to specific entities, scoring and applying the best fitting rules to update entity properties.
result The architecture achieves robust future-state prediction and extrapolation from simple to complex environments, outperforming GNNs.

Although over 100 languages are supported by strong off-the-shelf machine translation systems, only a subset of them possess large annotated corpora for named entity recognition. Motivated by this fact, we leverage machine translation to improve annotation-projection approaches to cross-lingual named entity recognition…

2019-08-31abs ↗pdf ↗

mGENRE improves multilingual entity linking with autoregressive sequence prediction.

problem Multilingual Entity Linking (MEL) task of resolving language-specific mentions to a multilingual Knowledge Base.
method Autoregressive sequence-to-sequence system that cross-encodes mention strings and entity names.
result Over 50% improvement in average accuracy in zero-shot settings.

This research evaluates and introduces new heuristics for clustering Bitcoin blockchain entities.

problem Efficiently analyzing the vast number of Bitcoin blockchain entities.
method Examined and introduced four new heuristics for clustering Bitcoin blockchain entities.
result Introduced clustering ratio to measure heuristic effectiveness.

Enhances machine learning for dynamic, interconnected entities.

problem Lack of systematic feature engineering for dynamic, interconnected entities.
method Augments current graph machine learning with comprehensive feature engineering in space and time.
result Improves supervised learning on heterogeneous, attributed entities interacting over time.

This paper tests the hypothesis that modeling a scene in terms of entities and their local interactions, as opposed to modeling the scene globally, provides a significant benefit in generalizing to physical tasks in a combinatorial space the learner has not encountered before. We present object-centric perception, pred…

2019-10-28abs ↗pdf ↗

REFIL learns from imagined sub-group interactions to improve multi-agent reinforcement learning.

problem Learning efficiency in multi-agent reinforcement learning settings.
method Randomized Entity-wise Factorization (REFIL) approach.
result REFIL outperforms all strong baselines in challenging multi-task StarCraft settings.

Pronoun resolution is part of coreference resolution, the task of pairing an expression to its referring entity. This is an important task for natural language understanding and a necessary component of machine translation systems, chat bots and assistants. Neural machine learning systems perform far from ideally in th…

2019-06-03abs ↗pdf ↗

Entity resolution (ER) is the task of identifying records belonging to the same entity (e.g. individual, group) across one or multiple databases. Ironically, it has multiple names: deduplication and record linkage, among others. In this paper we survey metrics used to evaluate ER results in order to iteratively improve…

2015-09-14abs ↗pdf ↗

Previous models for learning entity and relationship embeddings of knowledge graphs such as TransE, TransH, and TransR aim to explore new links based on learned representations. However, these models interpret relationships as simple translations on entity embeddings. In this paper, we try to learn more complex connect…

2017-10-23abs ↗pdf ↗

We show that any objective risk measurement algorithm mandated by central banks for regulated financial entities will result in more risk being taken on by those financial entities than would otherwise be the case. Furthermore, the risks taken on by the regulated financial entities are far more systemically concentrate…

2010-04-10abs ↗pdf ↗

Knowledge graphs have emerged as an important model for studying complex multi-relational data. This has given rise to the construction of numerous large scale but incomplete knowledge graphs encoding information extracted from various resources. An effective and scalable approach to jointly learn over multiple graphs …

2018-07-23abs ↗pdf ↗

The study examines property testing and estimation under non-identically distributed samples, finding necessary and sufficient sample complexities.

problem Property testing and estimation under non-identically distributed samples.
method Analysis of distributional property testing and estimation in settings with heterogeneous entities.
result Necessary and sufficient sample complexities for property testing and estimation under non-identically distributed samples.