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.
As an emerging research direction, online streaming feature selection deals with sequentially added dimensions in a feature space while the number of data instances is fixed. Online streaming feature selection provides a new, complementary algorithmic methodology to enrich online feature selection, especially targets t…
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…
We present a scheme for online, unsupervised state discovery and detection from streaming, multi-featured, asynchronous data in high-frequency financial markets. Online feature correlations are computed using an unbiased, lossless Fourier estimator. A high-speed maximum likelihood clustering algorithm is then used to f…
New algorithm learns reliable regression coefficients from streaming data with partial features and adversarial corruption.
problem Learning reliable regression coefficients from streaming data with partial features and adversarial corruption.
method RoOFS algorithm that iteratively updates regression coefficients and uncorrupted feature set via robust online feature substitution.
result RoOFS algorithm has a restricted error bound compared to the optimal solution and outperforms existing methods in feature selection and regression coefficient recovery.
We bring the theory of rough paths to the study of non-parametric statistics on streamed data. We discuss the problem of regression where the input variable is a stream of information, and the dependent response is also (potentially) a stream. A certain graded feature set of a stream, known in the rough path literature…
Online selection of dynamic features has attracted intensive interest in recent years. However, existing online feature selection methods evaluate features individually and ignore the underlying structure of feature stream. For instance, in image analysis, features are generated in groups which represent color, texture…
Recognising human activities from streaming videos poses unique challenges to learning algorithms: predictive models need to be scalable, incrementally trainable, and must remain bounded in size even when the data stream is arbitrarily long. Furthermore, as parameter tuning is problematic in a streaming setting, suitab…
DSSCN improves lifelong learning of non-stationary data streams through adaptive network construction.
problem Lifelong learning of non-stationary data streams with efficient and adaptive models.
method Deep stacked stochastic configuration network (DSSCN) with self-constructing deep stacked network structure and adaptive hidden unit parameters.
result DSSCN outperforms existing data stream algorithms in continual learning of non-stationary data streams.
Investigation of the underlying physics or biology from empirical data requires a quantifiable notion of similarity - when do two observed data sets indicate nearly identical generating processes, and when they do not. The discriminating characteristics to look for in data is often determined by heuristics designed by …
Kernel principal component analysis (KPCA) provides a concise set of basis vectors which capture non-linear structures within large data sets, and is a central tool in data analysis and learning. To allow for non-linear relations, typically a full n×n kernel matrix is constructed over n data points, but this…
Financial fraud detection in digital banking requires reasoning over multiple heterogeneous event streams.
problem Financial fraud detection in digital banking requires reasoning over multiple heterogeneous event streams.
method Multi-Stream Fraud Transformer (MSFT) architecture that encodes each event stream with independent Transformer encoders and fuses their representations through configurable mechanisms.
result Sequence models significantly outperform gradient-boosted trees operating on aggregated features.
We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set of the optimal parameter vector with high probability, and achieves a statistic…
Adapting deep learning for object detection to detect mixed image tampering.
problem Detecting mixed image tampering without prior knowledge of the method.
method Adapting deep learning for object detection to learn from a large database of various image types, using a Multi-stream Faster RCNN network with fused features from ELA and BAG error maps.
result Improved accuracy in detecting mixed image tampering.