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.
Bitcoin fails to function as a stable currency or store of value.
This study compares Bitcoin and Litecoin using cryptocurrency metrics and trading strategies.
In this paper, we reveal the attenuation mechanism of anchor of the commodity money from the perspective of logistics warehousing costs, and propose a novel Decayed Commodity Money (DCM) for the store of value across time and space. Considering the logistics cost of commodity warehousing by the third financial institut…
The paper reveals the hidden costs of digitizing commodity money and proposes a new stable-coin system.
Linear memory stores associations up to a logarithmic scale, but listwise retrieval can handle a quadratic scale.
Identifying computational mechanisms for memorization and retrieval of data is a long-standing problem at the intersection of machine learning and neuroscience. Our main finding is that standard overparameterized deep neural networks trained using standard optimization methods implement such a mechanism for real-valued…
Neural networks powered with external memory simulate computer behaviors. These models, which use the memory to store data for a neural controller, can learn algorithms and other complex tasks. In this paper, we introduce a new memory to store weights for the controller, analogous to the stored-program memory in modern…
Transformers can store facts efficiently using associative memories.
COIN++ compresses multiple data types efficiently.
Grid-scale batteries' bid patterns in price uncertainty markets
In this study, the authors develop a structural model that combines a macro diffusion model with a micro choice model to control for the effect of social influence on the mobile app choices of customers over app stores. Social influence refers to the density of adopters within the proximity of other customers. Using a …
Estimating the value function for a fixed policy is a fundamental problem in reinforcement learning. Policy evaluation algorithms---to estimate value functions---continue to be developed, to improve convergence rates, improve stability and handle variability, particularly for off-policy learning. To understand the prop…
Paper applies RL to optimize inventory management across multiple products and nodes.
Typical large-scale recommender systems use deep learning models that are stored on a large amount of DRAM. These models often rely on embeddings, which consume most of the required memory. We present Bandana, a storage system that reduces the DRAM footprint of embeddings, by using Non-volatile Memory (NVM) as the prim…
FEM improves attention mechanisms by applying value-driven log-linear tilts.
Training convolutional neural network models is memory intensive since back-propagation requires storing activations of all intermediate layers. This presents a practical concern when seeking to deploy very deep architectures in production, especially when models need to be frequently re-trained on updated datasets. In…
We investigate relationship between annual electric power consumption per capita and gross domestic production (GDP) per capita for 131 countries. We found that the relationship can be fitted with a power-law function. We examine the relationship for 47 prefectures in Japan. Furthermore, we investigate values of annual…
A new memory system handles non-stationary environments by self-sizing and retaining memories.
We explore a new domain of learning to infer user interface attributes that helps developers automate the process of user interface implementation. Concretely, given an input image created by a designer, we learn to infer its implementation which when rendered, looks visually the same as the input image. To achieve thi…
The brain optimizes memory by forgetting what's predictable, improving generalization.
Model combines long-term and short-term memory using conceptors.
Recently, neuro-inspired episodic control (EC) methods have been developed to overcome the data-inefficiency of standard deep reinforcement learning approaches. Using non-/semi-parametric models to estimate the value function, they learn rapidly, retrieving cached values from similar past states. In realistic scenarios…
New method improves sales forecasting accuracy using tensor factorization.
Two potential bottlenecks on the expressiveness of recurrent neural networks (RNNs) are their ability to store information about the task in their parameters, and to store information about the input history in their units. We show experimentally that all common RNN architectures achieve nearly the same per-task and pe…
This paper presents a novel method for information interpretability in an MC-SEFRON classifier. To develop a method to extract knowledge stored in a trained classifier, first, the binary-class SEFRON classifier developed earlier is extended to handle multi-class problems. MC-SEFRON uses the population encoding scheme t…
Sharp limits found for storing and retrieving input-output associations in linear associative memories.
GMED edits stored examples to improve continual learning.
Tensor network decomposition, originated from quantum physics to model entangled many-particle quantum systems, turns out to be a promising mathematical technique to efficiently represent and process big data in parsimonious manner. In this study, we show that tensor networks can systematically partition structured dat…
Bayesian method reconstructs neural network memories from connectivity.
Deep learning natural language processing models often use vector word embeddings, such as word2vec or GloVe, to represent words. A discrete sequence of words can be much more easily integrated with downstream neural layers if it is represented as a sequence of continuous vectors. Also, semantic relationships between w…
The paper simulates Lévy processes and their extremum and hitting time.
Motivated by applications in neuroimaging analysis, we propose a new regression model, Sparse TensOr REsponse regression (STORE), with a tensor response and a vector predictor. STORE embeds two key sparse structures: element-wise sparsity and low-rankness. It can handle both a non-symmetric and a symmetric tensor respo…
Improved perturbation reduces matrix condition number to O(n) with minimal storage.
A novel approach stores encoded images as centroids and covariance matrices to improve classification accuracy with less memory.
Develops a Bayesian model to predict business revenue and demand.
FF layers in transformers are nearly as interpretable as sparse autoencoders.
Experience reuse is key to sample-efficient reinforcement learning. One of the critical issues is how the experience is represented and stored. Previously, the experience can be stored in the forms of features, individual models, and the average model, each lying at a different granularity. However, new tasks may requi…
Estimates Markov chain variance efficiently without storing samples.
Enhances sequence memory capacity in neural networks.
Deep networks have enabled reinforcement learning to scale to more complex and challenging domains, but these methods typically require large quantities of training data. An alternative is to use sample-efficient episodic control methods: neuro-inspired algorithms which use non-/semi-parametric models that predict valu…
Paper proposes a uniqueness Shapley measure to compare variable importance.
We present a new method of estimating the distribution of sales rates of, e.g., book titles at an online bookstore, from the time evolution of ranking data found at websites of the store. The method is based on new mathematical results on an infinite particle limit of the stochastic ranking process, and is suitable for…
Random matrix analysis reveals that neural network weights are mostly random, with some indicating learned information.
A new method stabilizes deep reinforcement learning by using QGraphs to retain replay memory information.
Estimates shared parameters across related learning problems using robust statistics and LASSO.
OpenGM is a C++ template library for defining discrete graphical models and performing inference on these models, using a wide range of state-of-the-art algorithms. No restrictions are imposed on the factor graph to allow for higher-order factors and arbitrary neighborhood structures. Large models with repetitive struc…
Stratified models depend in an arbitrary way on a selected categorical feature that takes values, and depend linearly on the other features. Laplacian regularization with respect to a graph on the feature values can greatly improve the performance of a stratified model, especially in the low-data regime. A sign…
Although RNNs have been shown to be powerful tools for processing sequential data, finding architectures or optimization strategies that allow them to model very long term dependencies is still an active area of research. In this work, we carefully analyze two synthetic datasets originally outlined in (Hochreiter and S…