Research
On-device research index

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

Trend · papers per month

97194291388 · Jun 202019922001200920182026
48 results for scale-specific features

Chain of neural networks learns scale-specific features for fast multimodal image registration.

problem Non-rigid registration of multimodal images, especially in remote sensing.
method Chain of fully-convolutional neural networks designed to learn scale-specific features, predicting deformation directly.
result Global registration in linear time, outperforming current methods in remote sensing tasks.

Novel ECG classification method using deep time-frequency representation and progressive decision fusion.

problem Challenges in classifying abnormal ECG rhythms due to broad taxonomy, noises, and lack of annotated data.
method Transform ECG signal into time-frequency domain, train scale-specific deep CNNs, and fuse decisions progressively.
result Effective and efficient ECG classification method validated on synthetic and real-world datasets.

We propose the application of a high-speed maximum likelihood clustering algorithm to detect temporal financial market states, using correlation matrices estimated from intraday market microstructure features. We first determine the ex-ante intraday temporal cluster configurations to identify market states, and then st…

2015-08-20abs ↗pdf ↗

Study how financial market participants have different objectives at various time scales.

problem Understanding how financial market participants have different objectives at various time scales.
method Use Inverse Reinforcement Learning to compute the effective reward function for the aggregate agent class at each scale.
result Identify differences in reward functions for feature vectors across different scales, indicating different objectives of market participants.

In this article we analyse linear correlation and non-linear dependence of traded volume, vv, of the 30 constituents of Dow Jones Industrial Average at different value scales. Specifically, we have raised vv to some real value αα or ββ, which introduces a bias for small (α,β<0 α, β<0) or large (α,β>1α, β>1) values. Our r…

2007-02-21abs ↗pdf ↗

Paper introduces MN-DAG for modeling evolving causal relationships in multivariate time series.

problem Modeling causal relationships that evolve over time and occur at different scales.
method Probabilistic generative model based on spectral and causality theories, combined with Bayesian stochastic variational inference.
result MN-CASTLE outperforms baseline models in identifying causal relationships in multivariate time series data.

Optimizes trading strategies with price impact, predictable returns, and stochastic volatility.

problem Dynamic portfolio optimization under complex market conditions.
method Multi-scale volatility expansion, singular and regular perturbations, asymptotic approximations.
result Improved portfolio strategy with reduced profit and loss (PnL) through corrections for small price impact.

This paper presents a new probabilistic generative model for image segmentation, i.e. the task of partitioning an image into homogeneous regions. Our model is grounded on a mid-level image representation, called a region tree, in which regions are recursively split into subregions until superpixels are reached. Given t…

2015-06-11abs ↗pdf ↗

Econophysics explores power-law correlations in financial markets.

problem Analyzing long-range dependencies and power-law correlations in financial data.
method Generalization of methods from outside finance to financial time series, focusing on bivariate settings.
result Rapid development in econophysics has revealed new challenges and issues.

Flow Matching enables robust training of CNFs with various probability paths.

problem Training Continuous Normalizing Flows (CNFs) at large scales.
method Flow Matching (FM) is a simulation-free approach for training CNFs by regressing vector fields of conditional probability paths.
result Flow Matching with diffusion paths yields more robust and stable training compared to diffusion-based methods.

New method evaluates feature interactions using orthogonal variance decomposition.

problem Feature selection fails to account for interactions between features.
method Orthogonal variance decomposition to evaluate feature subsets considering interactions.
result Our method accurately identifies relevant features and improves model accuracy.

Feature networks link ML features via graph structure for enhanced learning.

problem Enhancing feature expressiveness and learning efficiency in machine learning.
method Graph representation of feature vectors, leveraging Fourier and functional analysis.
result Feature networks enable novel, complex feature dependencies.

New stability measures for similar features improve feature selection accuracy.

problem Existing stability measures fail to distinguish similar features in highly correlated datasets.
method Introduce new adjusted stability measures that consider feature similarities.
result One new stability measure considers highly similar features as interchangeable.

This paper shows feature importance remains valid even in low-performing models.

problem Feature importance validity in low-performing machine learning models for biomedical data.
method Experiments with synthetic and real biomedical datasets to compare feature rank stability under different data reductions.
result Feature importance can be maintained even at low performance levels if data size is adequate.

New algorithms select and rank features from MTS without feature extraction.

problem Feature extraction step for MTS classification.
method Directly computes similarity between time series and assesses cluster structure matching labels.
result Techniques match labels well without feature extraction.

Pipeline learns topological features for protein stability prediction.

problem Predicting protein stability using topological features.
method Data-driven method to learn topological features, comparing with expert features.
result Topological features achieve 92%-99% of SME-based models' performance.

FeAT improves OOD generalization by learning richer features.

problem Improving feature learning for out-of-distribution (OOD) generalization.
method Feature Augmented Training (FeAT) iteratively augments and retains features from different subsets of training data.
result FeAT effectively learns richer features, boosting OOD performance.

In text classification, dictionaries can be used to define human-comprehensible features. We propose an improvement to dictionary features called smoothed dictionary features. These features recognize document contexts instead of n-grams. We describe a principled methodology to solicit dictionary features from a teache…

2016-06-24abs ↗pdf ↗

The paper defines and analyzes feature complexity in DNNs, proposing metrics for feature disentanglement and evaluation.

problem Understanding and quantifying the complexity of features learned by deep neural networks.
method Proposes a definition and disentanglement of feature complexity orders, introduces metrics for reliability and over-fitting evaluation.
result Establishes a relationship between feature complexity and DNN performance, and proposes a generic mathematical tool for network compression and knowledge distillation.

A new feature selection method using structural correlation between samples.

problem Feature selection in high-dimensional data overlooks structural correlation information.
method Converts features into graph representations, uses fused lasso for feature selection.
result Demonstrates effectiveness of the proposed approach through experiments.

A new method for measuring conditional feature importance using generative models.

problem Challenges in evaluating feature importance given other feature values.
method Adversarial Random Forest (ARF) for generating on-manifold data points.
result cARFi method yields robust importance scores adaptable for various feature importance notions.

Feature bagging improves stability through random feature subsampling.

problem Improving the stability of ensemble learning methods.
method Introducing feature instability (FI) and analyzing feature bagging in parametric and model-free settings.
result Feature bagging provides stronger stability than non-bagged methods, especially with aggressive subsampling.

CAN approximates explicit feature interactions for CTR prediction.

problem Learning explicit feature interactions from sparse features.
method Co-Action Network approximates explicit pairwise feature interactions without introducing too many additional parameters.
result CAN outperforms state-of-the-art CTR models and the cartesian product method.

Paper tackles unpredictable feature evolution in learning.

problem Learning with unpredictable feature evolution.
method Proposes PUFE method to fill incomplete overlapping period and formulate as matrix completion problem. Uses ensemble method to incorporate old and new feature spaces.
result Theoretical and experimental validation shows PUFE method can always follow the best base models.

New method disentangles feature importance scores in machine learning.

problem Misinterpretation of feature importance scores due to interactions and dependencies.
method Derive DIP (Disentangled Importance) decomposition of feature importance scores.
result DIP decomposition uniquely separates standalone contributions from interactions and dependencies.

GRANITE unifies feature-based explanation methods to reduce disagreement.

problem Disagreement among feature-based explanation methods.
method GRANITE partitions feature space into regions minimizing interaction and distribution influences.
result Unified and consistent feature explanations.

Orthogonal random features approximate a Bessel kernel, offering sharper bounds than random Fourier features.

problem Approximating Gaussian kernel efficiently for large datasets.
method Use of Haar orthogonal matrices to construct orthogonal random features and analyze their bias and variance.
result Orthogonal random features approximate a Bessel kernel, not the Gaussian kernel, with sharper bounds.

New method learns domain-invariant local feature patterns for unsupervised domain adaptation.

problem Performance degradation due to domain-shift in unsupervised domain adaptation.
method Jointly learns domain-invariant local feature patterns and holistic feature distributions.
result Superior performance on benchmark datasets compared to state-of-the-art methods.

New methods for assessing and visualizing feature groups in machine learning models.

problem Lack of methods for interpreting feature groups in machine learning models.
method Permutation-based, refitting, and Shapley-based techniques for grouped feature importance. Introduced a sequential procedure for identifying stable feature combinations. Developed a combined features effect plot.
result Effective methods for assessing and visualizing the importance and effect of feature groups in machine learning models.

Learning with streaming data has attracted much attention during the past few years. Though most studies consider data stream with fixed features, in real practice the features may be evolvable. For example, features of data gathered by limited-lifespan sensors will change when these sensors are substituted by new ones…

2017-06-16abs ↗pdf ↗

Hermite polynomials improve private data generation by reducing feature count.

problem Infinite-dimensional features in kernel mean embedding are impractical for private data generation.
method Replace random features with Hermite polynomial features, leveraging their ordered nature.
result Hermite polynomial features yield a more accurate approximation of kernel mean embedding with fewer features.

Feature selection is a technique to screen out less important features. Many existing supervised feature selection algorithms use redundancy and relevancy as the main criteria to select features. However, feature interaction, potentially a key characteristic in real-world problems, has not received much attention. As a…

2012-10-06abs ↗pdf ↗

NGMs create mirrored features to assess neural network feature importance.

problem Lack of feature relevance information in DNNs limits their applicability.
method Structured perturbation and kernel-based conditional dependence measure for feature importance evaluation.
result Controls feature selection error rate and maintains high selection power with correlated features.

Inf-FS selects features by graph paths, ranking them for infinite feature sets.

problem Feature selection in large datasets with relevance and redundancy.
method Graph-based feature selection with infinite paths, evaluating feature subsets using matrix power series and Markov chains.
result Inf-FS outperforms other methods in various feature selection scenarios.

GADGET framework decomposes global feature effects using recursive partitioning.

problem Misleading global feature effects when feature interactions are present.
method Generalized additive decomposition of global effects (GADGET) based on recursive partitioning.
result Minimizes interaction-related heterogeneity of local feature effects.

Successor Features improve transfer in RL by decoupling feature and reward.

problem Improving feature representation for task transfer in reinforcement learning.
method Decouples feature representation from reward function, allowing domain transfer.
result Advantages and limitations of Successor Features for transfer identified.