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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.

168,695 papers · 148 categories

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48 results for temporal impact

IMPaCT improves node classification in chronological split temporal graphs.

problem Domain adaptation challenges in graph data due to chronological splits.
method IMPaCT proposes a method to impose invariant properties based on realistic assumptions derived from temporal graph structures.
result IMPaCT achieves a 3.8% performance improvement over current SOTA method on the ogbn-mag graph dataset.

Temporal information impacts only a fraction of time series datasets, skewing benchmark evaluations.

problem Temporal information's impact on time series classification is often overestimated.
method Permutation tests on UCR archive to identify datasets where temporal info is irrelevant.
result Many tabular datasets perform well without temporal info, skewing benchmark evaluations.

Proposes a new model for more accurate demand forecasting considering dynamic contextual information.

problem Traditional methods fail to capture spatio-temporal and dynamic contextual dependencies in demand forecasting.
method Integrates temporal, relational, spatial, and dynamic contextual dependencies using a Context Integrated Graph Neural Network (CIGNN).
result CIGNN outperforms state-of-the-art baselines in multi-step ahead demand forecasting.

TRR detects stock portfolio crashes by simulating human reasoning.

problem Detecting stock portfolio crashes with limited historical data.
method Temporal Relational Reasoning (TRR) framework.
result TRR outperforms state-of-the-art techniques in detecting stock portfolio crashes.

Study examines how different time series cross-validation methods affect anomaly detection in multivariate time series.

problem Evaluating anomaly detection in multivariate time series requires preserving temporal dependencies, especially for subsequence anomalies.
method Systematically investigates walk-forward and sliding window methods across various validation configurations and classifier types.
result Sliding window method consistently yields higher precision-recall scores and reduced fold-to-fold performance variance, particularly for deep learning models.

Study on how intraclass variability affects Temporal Ensembling accuracy.

problem Effect of intraclass variability on Temporal Ensembling accuracy.
method Investigated through experiments with varying seed sizes and types on different datasets.
result Significant drop in accuracy with high intraclass variability datasets, more seed images improve accuracy, and seed type impacts overall efficiency.

Using a proprietary dataset of meta-orders and prediction signals, and assuming a quasi-linear impact model, we deconvolve market impact from past correlated trades and a predictable return component to elicit the temporal dependence of the market impact of a single daily meta-order, over a ten day horizon in various e…

2014-07-12abs ↗pdf ↗

Enhances SNNs for spatio-temporal feature extraction.

problem Insufficient temporal dependencies in existing SNN synaptic structures.
method Integrates temporal convolution and attention mechanisms into synaptic connections.
result Improves SNN performance on classification tasks.

DeepCausalMMM models marketing impacts using deep learning and causal inference.

problem Traditional MMM approaches struggle with non-linear dynamics and temporal patterns.
method Combines deep learning, causal inference, and marketing science. Uses GRUs for temporal patterns and DAG structure for channel dependencies.
result Captures non-linear dynamics and temporal patterns in marketing impacts.

Temporal networks representing a stream of timestamped edges are seemingly ubiquitous in the real-world. However, the massive size and continuous nature of these networks make them fundamentally challenging to analyze and leverage for descriptive and predictive modeling tasks. In this work, we propose a general framewo…

2019-10-18abs ↗pdf ↗

Zero-shot understanding of accidents from surveillance videos using vision-language models

problem Accident understanding from surveillance videos
method Three-stage pipeline with vision-language similarity, metadata-driven multi-prompt reasoning, and entropy-gated pairwise adjudicator
result Substantial improvement in harmonic-mean score over baseline

Optimal strategy for liquidating portfolios under discrete time intervals.

problem Optimizing liquidation of portfolios with discrete time constraints and impact effects.
method Modeling portfolio liquidation with N risky assets, using VaR for cost measurement, and deriving an optimal liquidation time.
result The optimal liquidation time is only influenced by temporary price impacts, not permanent ones.

We perform a systematic investigation on the components of the empirical multifractality of financial returns using the daily data of Dow Jones Industrial Average from 26 May 1896 to 27 April 2007 as an example. The temporal structure and fat-tailed distribution of the returns are considered as possible influence facto…

2009-08-07abs ↗pdf ↗

Flow prediction (e.g., crowd flow, traffic flow) with features of spatial-temporal is increasingly investigated in AI research field. It is very challenging due to the complicated spatial dependencies between different locations and dynamic temporal dependencies among different time intervals. Although measurements of …

2019-12-13abs ↗pdf ↗

Paper proposes BOCPD for real-time order flow and market impact prediction.

problem Persistent order flow patterns in financial markets.
method Bayesian online change-point detection (BOCPD) with score-driven approach.
result Model outperforms existing models in predicting order flow and market impact.

Method analyzes large-scale network data to detect communication pattern shifts.

problem Analyzing large-scale time-series network data is challenging.
method Temporal encoder embedding method using ground-truth or estimated vertex labels.
result Detects communication pattern shifts across all levels of network structure.

Transformer-based method for causal discovery with prior knowledge integration.

problem Complex nonlinear dependencies and spurious correlations in time series data.
method Multi-layer Transformer forecaster with gradient-based causal structure extraction and attention masking for prior knowledge integration.
result Significant improvement in causal discovery and causal lag estimation compared to state-of-the-art methods.

Fairness in machine learning has predominantly been studied in static classification settings without concern for how decisions change the underlying population over time. Conventional wisdom suggests that fairness criteria promote the long-term well-being of those groups they aim to protect. We study how static fairne…

2018-03-12abs ↗pdf ↗

New insights into RL efficiency from managing time discretization.

problem The impact of time discretization on RL methods in continuous-time systems.
method Analysis of Monte-Carlo policy evaluation for LQR systems.
result An optimal choice of temporal resolution for a given data budget improves policy evaluation efficiency.

Bayesian model uses mobile data to assess business resilience after hurricanes.

problem Evaluating economic impact of extreme shocks on businesses.
method Bayesian structural time series model with mobile phone data.
result Estimates business resilience after hurricanes, revealing key characteristics.

Study identifies key drivers and spatio-temporal trends of extreme Mediterranean wildfires.

problem Understanding and predicting the impacts of climate change on wildfire activity.
method Statistical deep-learning model combining meteorological, land cover, and orographic data.
result Vapour-pressure deficit significantly affects wildfire occurrence, while air temperature and drought affect spread.

Study discovers patterns in insulin needs for T1D patients.

problem Finding the right insulin dose and time for T1D patients is challenging.
method Used OpenAPS Data Commons dataset and time series techniques like matrix profile and multi-variate clustering.
result Identified temporal patterns in insulin needs driven by factors like carbohydrates and possibly others.

Deep learning improves weather modeling for electricity load forecasting.

problem Accurate load and renewable energy forecasting requires complex spatio-temporal weather modeling.
method Automated spatio-temporal feature extraction using deep neural networks.
result Deep learning outperforms traditional methods in French national load forecasting.

New framework improves multivariate time series forecasting by minimizing redundant information.

problem Improving multivariate time series forecasting with deep learning techniques.
method Cross-variable Decorrelation Aware feature Modeling (CDAM) and Temporal correlation Aware Modeling (TAM) to refine Channel-mixing and exploit temporal correlations.
result Significantly surpasses existing models in comprehensive tests.

How is popularity gained online? Is being successful strictly related to rapidly becoming viral in an online platform or is it possible to acquire popularity in a steady and disciplined fashion? What are other temporal characteristics that can unveil the popularity of online content? To answer these questions, we lever…

2019-04-10abs ↗pdf ↗

A2MT learns agents to select which modalities to acquire at test time.

problem Learning agents to select modalities for multimodal temporal data acquisition.
method Perceiver IO architecture for active acquisition of multimodal temporal data.
result Agents successfully learn cost-reactive acquisition behavior on real-world datasets.

Deep learning model predicts wind-wave relationship.

problem Characterize ocean wave climate for engineering applications.
method Two-stage deep learning model: CNN for spatial features, LSTM for temporal dependencies.
result Predicts spatio-temporal relationship between wind and significant wave height.

TeLeS improves ASR confidence estimation by considering temporal alignment and lexical errors.

problem Inaccurate confidence scores from E2E ASR models, especially for overconfident predictions.
method Proposes TeLeS, a novel confidence score that considers temporal alignment and lexical errors, and uses shrinkage loss to handle data imbalance.
result TeLeS generalizes well across different languages and ASR models, leading to significant WER reduction.

New algorithm for multi-armed bandits with delayed, partially observed rewards.

problem Sequential decision-making with delayed feedback.
method Proposed multi-armed bandits with generalized temporally-partitioned rewards, introducing β-spread property.
result Upper bound on performance of TP-UCB-FR-G algorithm improves state of the art.

Convolutional neural networks learn effective summary statistics for ABC inference.

problem Selecting high-quality summary statistics for accurate ABC inference in complex systems.
method Proposes a CNN architecture to automatically learn informative summary statistics from time series data.
result CNNs can effectively circumvent the statistics selection problem in ABC inference.