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.
New method disentangles shared and private latent factors in multimodal data.
We propose a novel classification model for weak signal data, building upon a recent model for Bayesian multi-view learning, Group Factor Analysis (GFA). Instead of assuming all data to come from a single GFA model, we allow latent clusters, each having a different GFA model and producing a different class distribution…
Method estimates shared and study-specific factors for multi-study data.
There is a growing interest in joint multi-subject fMRI analysis. The challenge of such analysis comes from inherent anatomical and functional variability across subjects. One approach to resolving this is a shared response factor model. This assumes a shared and time synchronized stimulus across subjects. Such a model…
SharedMF uses secret sharing to protect privacy in distributed recommendation systems.
This paper presents a novel approach to speaker subspace modelling based on Gaussian-Binary Restricted Boltzmann Machines (GRBM). The proposed model is based on the idea of shared factors as in the Probabilistic Linear Discriminant Analysis (PLDA). GRBM hidden layer is divided into speaker and channel factors, herein t…
MCPCA analyzes shared factors across multiple data contexts.
The MAXFLAT low-pass filter improves factor adjustment for better portfolio performance in China's stock market.
Margin trading in which investors purchase shares with money borrowed from brokers is blamed to be a major cause of the 2015 Chinese stock market crash. We propose a cascading failure model and examine how an increase in margin trading increases share price vulnerability. The model is based on a bipartite graph of inve…
New model extracts shared brain activity patterns from fMRI data.
Method learns shared and specific factors in multi-study gene expression data.
HCL learns shared and modality-specific latent representations for multimodal data.
New results show contrastive learning can recover shared factors in multimodal data.
Learning representations that disentangle the underlying factors of variability in data is an intuitive way to achieve generalization in deep models. In this work, we address the scenario where generative factors present a multimodal distribution due to the existence of class distinction in the data. We propose N-VAE, …
Introduces factor risk measures to assess risk relative to multiple factors.
A new method for analyzing multi-source, multi-way data reduces dimensionality and reveals shared and individual structures.
Advances in molecular "omics'" technologies have motivated new methodology for the integration of multiple sources of high-content biomedical data. However, most statistical methods for integrating multiple data matrices only consider data shared vertically (one cohort on multiple platforms) or horizontally (different …
K-FAC speeds up training of modern neural networks with linear weight-sharing.
Proposes MD-LiNA for multi-domain latent factor causal discovery.
Sector specific multifactor CES elasticity of substitution and the corresponding productivity growths are jointly measured by regressing the growths of factor-wise cost shares against the growths of factor prices. We use linked input-output tables for Japan and the Republic of Korea as the data source for factor price …
The purpose of this study is to measure the Total Factor Productivity (TFP) growth and determine the share of each of the economic growth sources in the mining sector of Iran. The time period of this study is 1355-1385 of the Solar Hijri calendar (roughly overlaying with the time period of 1976-2006 of the Gregorian ca…
Transfer learning methods for reinforcement learning (RL) domains facilitate the acquisition of new skills using previously acquired knowledge. The vast majority of existing approaches assume that the agents have the same design, e.g. same shape and action spaces. In this paper we address the problem of transferring pr…
Enhances LLM quantization with MDBF, improving perplexity and accuracy.
CARE improves LLM aggregation by accounting for shared confounders.
Learning by integrating multiple heterogeneous data sources is a common requirement in many tasks. Collective Matrix Factorization (CMF) is a technique to learn shared latent representations from arbitrary collections of matrices. It can be used to simultaneously complete one or more matrices, for predicting the unknow…
Empirical study of CAPM and Fama-French model in Chinese A-share market.
We introduce Bayesian multi-tensor factorization, a model that is the first Bayesian formulation for joint factorization of multiple matrices and tensors. The research problem generalizes the joint matrix-tensor factorization problem to arbitrary sets of tensors of any depth, including matrices, can be interpreted as u…
Non-negative tensor factorization models enable predictive analysis on count data. Among them, Bayesian Poisson-Gamma models can derive full posterior distributions of latent factors and are less sensitive to sparse count data. However, current inference methods for these Bayesian models adopt restricted update rules f…
This paper analyzes stock market data to predict share prices using regression models.
Unified MTL framework for heterogeneous data integrates shared and task-specific encoders.
DISCoVeR learns disentangled representations by separating shared and condition-specific factors.
FACTM combines FA with correlated topic modeling for structured data integration.
A method learns matrix factorization from diverse matrices and applies the knowledge to unseen matrices.
The paper defines fair profit sharing ratios in Islamic PL contracts.
We propose a privacy-enhanced matrix factorization recommender that exploits the fact that users can often be grouped together by interest. This allows a form of "hiding in the crowd" privacy. We introduce a novel matrix factorization approach suited to making recommendations in a shared group (or nym) setting and the …
CMF is a technique for simultaneously learning low-rank representations based on a collection of matrices with shared entities. A typical example is the joint modeling of user-item, item-property, and user-feature matrices in a recommender system. The key idea in CMF is that the embeddings are shared across the matrice…
We develop necessary and sufficient conditions and a novel provably consistent and efficient algorithm for discovering topics (latent factors) from observations (documents) that are realized from a probabilistic mixture of shared latent factors that have certain properties. Our focus is on the class of topic models in …
Bayesian hypergraph inference models disease pathways from EHR data.
With the success of deep neural networks, Neural Architecture Search (NAS) as a way of automatic model design has attracted wide attention. As training every child model from scratch is very time-consuming, recent works leverage weight-sharing to speed up the model evaluation procedure. These approaches greatly reduce …
Several modern applications require the integration of multiple large data matrices that have shared rows and/or columns. For example, cancer studies that integrate multiple omics platforms across multiple types of cancer, pan-omics pan-cancer analysis, have extended our knowledge of molecular heterogenity beyond what …
Tensor factorization models offer an effective approach to convert massive electronic health records into meaningful clinical concepts (phenotypes) for data analysis. These models need a large amount of diverse samples to avoid population bias. An open challenge is how to derive phenotypes jointly across multiple hospi…
A new model optimizes portfolios by learning stock return distributions conditioned on factors.
We present a novel factor analysis method that can be applied to the discovery of common factors shared among trajectories in multivariate time series data. These factors satisfy a precedence-ordering property: certain factors are recruited only after some other factors are activated. Precedence-ordering arise in appli…
Study examines pricing strategies in competitive supply chains with discrete prices.
Global fixed income returns span across multiple maturities and economies, that is, they naturally reside on multi-dimensional data structures referred to as tensors. In contrast to standard "flat-view" multivariate models that are agnostic to data structure and only describe linear pairwise relationships, we introduce…
This paper evaluates heuristics and hyperparameters in weight-sharing NAS methods.
This paper compares two stock factor models in China's A-share market.
NestedVAE isolates common factors from paired images without additional supervision.