The Split-Session Cluster GARCH model captures tail heterogeneity in overnight and intraday returns.
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.
Trend · papers per month
Graph neural networks refine speaker embeddings for better session-level diarization.
The problem of session-based recommendation aims to predict user actions based on anonymous sessions. Previous methods model a session as a sequence and estimate user representations besides item representations to make recommendations. Though achieved promising results, they are insufficient to obtain accurate user ve…
Session-based Recurrent Neural Networks (RNNs) are gaining increasing popularity for recommendation task, due to the high autocorrelation of user's behavior on the latest session and the effectiveness of RNN to capture the sequence order information. However, most existing session-based RNN recommender systems still so…
The recent adoption of recurrent neural networks (RNNs) for session modeling has yielded substantial performance gains compared to previous approaches. In terms of context-aware session modeling, however, the existing RNN-based models are limited in that they are not designed to explicitly model rich static user-side c…
CHAMELEON uses RNNs to recommend news sequences better than other methods.
Brain signal variability in the measurements obtained from different subjects during different sessions significantly deteriorates the accuracy of most brain-computer interface (BCI) systems. Moreover these variabilities, also known as inter-subject or inter-session variabilities, require lengthy calibration sessions b…
This study assesses the reproducibility of 1H-MRS scans across different vendors and sessions.
DCE learns customer embeddings from digital activity and financial context.
The paper tackles biases in session-based recommender systems by modeling user interest as a stochastic process.
News recommender systems are aimed to personalize users experiences and help them to discover relevant articles from a large and dynamic search space. Therefore, news domain is a challenging scenario for recommendations, due to its sparse user profiling, fast growing number of items, accelerated item's value decay, and…
ADER addresses continual learning in session-based recommendation by periodically replaying exemplars with adaptive distillation.
Deep learning methods for person identification based on electroencephalographic (EEG) brain activity encounters the problem of exploiting the temporally correlated structures or recording session specific variability within EEG. Furthermore, recent methods have mostly trained and evaluated based on single session EEG …
Machine learning improves learning and memory retention by optimizing study sessions.
Recommender systems help users deal with information overload by providing tailored item suggestions to them. The recommendation of news is often considered to be challenging, since the relevance of an article for a user can depend on a variety of factors, including the user's short-term reading interests, the reader's…
Bayesian context trees capture complex dependencies in categorical sequences.
Many-to-one RNN predicts user hotel clicks from browsing history.
We analyze realized volatilities constructed using high-frequency stock data on the Tokyo Stock Exchange. In order to avoid non-trading hours issue in volatility calculations we define two realized volatilities calculated separately in the two trading sessions of the Tokyo Stock Exchange, i.e. morning and afternoon ses…
We study a simple exchange model in which price is fixed and the amount of a good transferred between actors depends only on the actors' respective budgets and the existence of a link between transacting actors. The model induces a simply-connected but possibly multi-component bipartite graph. A trading session on a fi…
Generative model for hypergraph clustering improves detection of higher-order structure.
Calendar graph neural networks model user behavior with location and time data.
In recent years, content recommendation systems in large websites (or \emph{content providers}) capture an increased focus. While the type of content varies, e.g.\ movies, articles, music, advertisements, etc., the high level problem remains the same. Based on knowledge obtained so far on the user, recommend the most d…
A new model learns preferences incrementally without personal data.
Master thesis applies deep learning to sEMG hand gesture recognition, improving accuracy.
We study the intraday behaviour of the statistical moments of the trading volume of the blue chip equities that composed the Dow Jones Industrial Average index between 2003 and 2014. By splitting that time interval into semesters, we provide a quantitative account of the non-stationary nature of the intraday statistica…
Analysis of log data generated by online educational systems is an essential task to better the educational systems and increase our understanding of how students learn. In this study we investigate previously unseen data from Clio Online, the largest provider of digital learning content for primary schools in Denmark.…
In this work, we attempt to ameliorate the impact of data sparsity in the context of session-based recommendation. Specifically, we seek to devise a machine learning mechanism capable of extracting subtle and complex underlying temporal dynamics in the observed session data, so as to inform the recommendation algorithm…
Complementary products recommendation is an important problem in e-commerce. Such recommendations increase the average order price and the number of products in baskets. Complementary products are typically inferred from basket data. In this study, we propose the BB2vec model. The BB2vec model learns vector representat…
Recommender Systems (RS) have became a popular research topic and, since 2016, Deep Learning methods and techniques have been increasingly explored in this area. News RS are aimed to personalize users experiences and help them discover relevant articles from a large and dynamic search space. The main contribution of th…
This survey was compiled from lectures and problem sessions at the International Conference on Geometric Topology at the Mathematical Research and Conference Center in Bedlewo, Poland in July 2005.
A Deep Q-Learning framework tackles market-making by incorporating closing auctions.
In this paper we propose a method to model speaker and session variability and able to generate likelihood ratios using neural networks in an end-to-end phrase dependent speaker verification system. As in Joint Factor Analysis, the model uses tied hidden variables to model speaker and session variability and a MAP adap…
CREIMBO models diverse brain activity by identifying hidden neural sub-circuits and their non-stationary interactions.
CLEAR learns causal graphs from attention in recommender systems to explain user behavior.
In some speaker recognition scenarios we find conversations recorded simultaneously over multiple channels. That is the case of the interviews in the NIST SRE dataset. To take advantage of that, we propose a modification of the PLDA model that considers two different inter-session variability terms. The first term is t…
A minimal model of a market of myopic non-cooperative agents who trade bilaterally with random bids reproduces qualitative features of short-term electric power markets, such as those in California and New England. Each agent knows its own budget and preferences but not those of any other agent. The near-equilibrium pr…
Model user preferences for conversational LLMs using weak rewards.
Convolutional Neural Networks (CNNs) have been recently introduced in the domain of session-based next item recommendation. An ordered collection of past items the user has interacted with in a session (or sequence) are embedded into a 2-dimensional latent matrix, and treated as an image. The convolution and pooling op…
An important metric of users' satisfaction and engagement within on-line streaming services is the user session length, i.e. the amount of time they spend on a service continuously without interruption. Being able to predict this value directly benefits the recommendation and ad pacing contexts in music and video strea…
SessionPath improves category suggestions in type-ahead search.
We present a neural network for predicting purchasing intent in an Ecommerce setting. Our main contribution is to address the significant investment in feature engineering that is usually associated with state-of-the-art methods such as Gradient Boosted Machines. We use trainable vector spaces to model varied, semi-str…
Proposes a new model for simulating electricity prices and their correlation structure.
Professional sports are developing towards increasingly scientific training methods with increasing amounts of data being collected from laboratory tests, training sessions and competitions. In cycling, it is standard to equip bicycles with small computers recording data from sensors such as power-meters, in addition t…
Model predicts next destination for users based on past trips and features.
We calculate realized volatility of the Nikkei Stock Average (Nikkei225) Index on the Tokyo Stock Exchange and investigate the return dynamics. To avoid the bias on the realized volatility from the non-trading hours issue we calculate realized volatility separately in the two trading sessions, i.e. morning and afternoo…
The goal of this thesis is to investigate the potential of predictive modelling for football injuries. This work was conducted in close collaboration with Tottenham Hotspurs FC (THFC), the PGA European tour and the participation of Wolverhampton Wanderers (WW). Three investigations were conducted: 1. Predicting the rec…
Most existing text-to-image synthesis tasks are static single-turn generation, based on pre-defined textual descriptions of images. To explore more practical and interactive real-life applications, we introduce a new task - Interactive Image Editing, where users can guide an agent to edit images via multi-turn textual …
This is a list of open problems on invariants of knots and 3-manifolds with expositions of their history, background, significance, or importance. This list was made by editing open problems given in problem sessions in the workshop and seminars on `Invariants of Knots and 3-Manifolds' held at Kyoto in 2001.