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.
ParsNet tackles weakly supervised data streams with a self-evolving deep neural network.
FactorMiner discovers financial alpha factors with low redundancy.
Paper develops an AI-driven framework for systematic investing.
Conventional modeling approaches have found limitations in matching the increasingly detailed neural network structures and dynamics recorded in experiments to the diverse brain functionalities. On another approach, studies have demonstrated to train spiking neural networks for simple functions using supervised learnin…
RE enhances DL by learning model behavior, enabling iterative self-improvement.
INFUSER improves reasoning by self-evolving with a generator and solver that co-learn from unstructured documents.
FinMem enhances LLM trading agents with layered memory and character design.