Study models extreme skew surges along French Atlantic coast.
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
Study shows diverse data types improve SARS-COV-2 case surge predictions.
Study predicts future hospitalizations to manage COVID-19 patient surge.
The study finds generalized torsion elements in 3-manifolds from specific knot surgeries.
This paper presents a model of the dynamics of the wage income distribution.
Exchanges acquire excess processing capacity to accommodate trading activity surges associated with zero-sum high-frequency trader (HFT) "duels." The idle capacity's opportunity cost is an externality of low-latency trading. We build a model of decentralized exchanges (DEX) with flexible capacity. On DEX, HFTs acquire …
BreakGPT predicts asset price surges using LLMs.
Neural network predicts vessel motions with high accuracy.
Reinforcement learning (RL) constitutes a promising solution for alleviating the problem of traffic congestion. In particular, deep RL algorithms have been shown to produce adaptive traffic signal controllers that outperform conventional systems. However, in order to be reliable in highly dynamic urban areas, such cont…
Study optimizes climate adaptation strategies for NYC.
Fan tokens surged before World Cup matches, but declined during them, revealing cognitive biases.
Researchers introduce a method to assess the safety of interpretable machine learning models.
Study finds stock prices rarely appreciate during capital inflows but often appreciate during normal flows.
Research predicts XRP price anomalies using graph topologies.
While deep learning has received a surge of interest in a variety of fields in recent years, major deep learning models barely use complex numbers. However, speech, signal and audio data are naturally complex-valued after Fourier Transform, and studies have shown a potentially richer representation of complex nets. In …
In recent years, there has been a surge of interest in developing deep learning methods for non-Euclidean structured data such as graphs. In this paper, we propose Dual-Primal Graph CNN, a graph convolutional architecture that alternates convolution-like operations on the graph and its dual. Our approach allows to lear…
As machine learning systems become ubiquitous, there has been a surge of interest in interpretable machine learning: systems that provide explanation for their outputs. These explanations are often used to qualitatively assess other criteria such as safety or non-discrimination. However, despite the interest in interpr…
There has been a recent surge of interest in studying permutation-based models for ranking from pairwise comparison data. Despite being structurally richer and more robust than parametric ranking models, permutation-based models are less well understood statistically and generally lack efficient learning algorithms. In…
We study nonconvex finite-sum problems and analyze stochastic variance reduced gradient (SVRG) methods for them. SVRG and related methods have recently surged into prominence for convex optimization given their edge over stochastic gradient descent (SGD); but their theoretical analysis almost exclusively assumes convex…
Study uses ML and statistical models to analyze climate impacts of industrial growth.
Recently, Neural networks have seen a huge surge in its adoption due to their ability to provide high accuracy on various tasks. On the other hand, the existence of adversarial examples have raised suspicions regarding the generalization capabilities of neural networks. In this work, we focus on the weight matrix learn…
Resting-state functional MRI (rs-fMRI) is a rich imaging modality that captures spontaneous brain activity patterns, revealing clues about the connectomic organization of the human brain. While many rs-fMRI studies have focused on static measures of functional connectivity, there has been a recent surge in examining th…
The task of representing entire graphs has seen a surge of prominent results, mainly due to learning convolutional neural networks (CNNs) on graph-structured data. While CNNs demonstrate state-of-the-art performance in graph classification task, such methods are supervised and therefore steer away from the original pro…
Study confirms eurozone interbank market stability but finds higher collateral reuse.
Machine learning models that can exploit the inherent structure in data have gained prominence. In particular, there is a surge in deep learning solutions for graph-structured data, due to its wide-spread applicability in several fields. Graph attention networks (GAT), a recent addition to the broad class of feature le…
Accelerates coordinate descent methods for machine learning problems.
Paper proposes robust estimators for heavy-tailed data with infinite variance.
There has been a recent surge of interest in modeling neural networks (NNs) as Gaussian processes. In the limit of a NN of infinite width the NN becomes equivalent to a Gaussian process. Here we demonstrate that for an ensemble of large, finite, fully connected networks with a single hidden layer the distribution of ou…
In this paper, we study the price responsiveness of electricity consumption from empirical commercial and industrial load data obtained from Texas. Employing a dynamical system perspective, we show that price responsive demand can be modeled as a hybrid of a Hammerstein model with delay following a price surge, and a l…
Graph neural networks improve combinatorial optimization by leveraging inductive bias.
Survey of linking information geometry and optimal transport.
There has recently been a surge in research in batch Deep Reinforcement Learning (DRL), which aims for learning a high-performing policy from a given dataset without additional interactions with the environment. We propose a new algorithm, Best-Action Imitation Learning (BAIL), which strives for both simplicity and per…
Study reveals how investor flows impact stock prices, especially during herding episodes.
Generative Adversarial Networks (GANs) have experienced a recent surge in popularity, performing competitively in a variety of tasks, especially in computer vision. However, GAN training has shown limited success in natural language processing. This is largely because sequences of text are discrete, and thus gradients …
Frank-Wolfe algorithm (FW) and its variants have gained a surge of interests in machine learning community due to its projection-free property. Recently people have reduced the gradient evaluation complexity of FW algorithm to for the smooth and strongly convex objective. This complexity result is esp…
Generative Adversarial Networks (GANs) have become a powerful framework to learn generative models that arise across a wide variety of domains. While there has been a recent surge in the development of numerous GAN architectures with distinct optimization metrics, we are still lacking in our understanding on how far aw…
With the growing adoption of machine learning techniques, there is a surge of research interest towards making machine learning systems more transparent and interpretable. Various visualizations have been developed to help model developers understand, diagnose, and refine machine learning models. However, a large numbe…
In spite of the recent surge of interest in quantile regression, joint estimation of linear quantile planes remains a great challenge in statistics and econometrics. We propose a novel parametrization that characterizes any collection of non-crossing quantile planes over arbitrarily shaped convex predictor domains in a…
VR methods improve SGD for faster machine learning.
The recent surge of text-based online counseling applications enables us to collect and analyze interactions between counselors and clients. A dataset of those interactions can be used to learn to automatically classify the client utterances into categories that help counselors in diagnosing client status and predictin…
Paper provides first theoretical guarantees for hyperbolic space learning.
Non-exhaustive learning (NEL) is an emerging machine-learning paradigm designed to confront the challenge of non-stationary environments characterized by anon-exhaustive training sets lacking full information about the available classes.Unlike traditional supervised learning that relies on fixed models, NEL utilizes se…
Given the recent surge in developments of deep learning, this article provides a review of the state-of-the-art deep learning techniques for audio signal processing. Speech, music, and environmental sound processing are considered side-by-side, in order to point out similarities and differences between the domains, hig…
There has recently been a surge of work in explanatory artificial intelligence (XAI). This research area tackles the important problem that complex machines and algorithms often cannot provide insights into their behavior and thought processes. XAI allows users and parts of the internal system to be more transparent, p…
ML4CO uses machine learning to improve combinatorial optimization solvers.
Interest in derivative-free optimization (DFO) and "evolutionary strategies" (ES) has recently surged in the Reinforcement Learning (RL) community, with growing evidence that they can match state of the art methods for policy optimization problems in Robotics. However, it is well known that DFO methods suffer from proh…
Recovering sparse conditional independence graphs from data is a fundamental problem in machine learning with wide applications. A popular formulation of the problem is an regularized maximum likelihood estimation. Many convex optimization algorithms have been designed to solve this formulation to recover the …
Machine learning categorizes mutual funds for better investment strategies.