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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.

168,657 papers · 148 categories

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3367100133 · Jun 202019922001200920172026
48 results for three-periodic sequence

Adam optimization algorithm can have non-zero average regret under certain conditions.

problem Non-zero average regret in Adam optimization algorithm.
method Used a three-periodic sequence of linear functions on [-1,1] with slopes c, -1, -1, and analyzed Adam variants.
result Adam optimization algorithm can have non-zero average regret under certain conditions.

Investigates market dynamics with informed traders and high-frequency traders.

problem Trading large orders in a market with multiple high-frequency traders.
method Analyzes a three-period Kyle's model with a normal-speed informed trader and multiple anticipatory high-frequency traders under different inventory pressures.
result Surprising results: improving HFTs' speed or prediction can harm them but benefit the informed trader.

Study classifies stock price data into stationary and non-stationary periods for mechanical trading.

problem Classifying stock price fluctuations into stationary and non-stationary periods for trading.
method Stationarity analysis using KM2_2O-Langevin theory and trend-based indicators for stationary periods, oscillator-based indicators for non-stationary periods.
result Back testing confirms the strategy is a safe trading strategy with small maximum drawdown.

Hypothesis of Market Efficiency is an important concept for the investors across the globe holding diversified portfolios. With the world economy getting more integrated day by day, more people are investing in global emerging markets. This means that it is pertinent to understand the efficiency of these markets. This …

2017-09-12abs ↗pdf ↗

Paper proposes SERT model for US stock pricing, outperforming standard models during market shocks.

problem Capturing patterns of temporal sparsity in asset pricing during market fluctuations.
method Introduces SERT model based on pre-trained Transformer, compares with standard models in three periods.
result SERT model achieves highest out-of-sample R2R^2 (11.94\% and 11.47\%) during extreme market fluctuations.

Study examines asset pricing using various attention models, finding global self-attention and sliding window sparse attention models perform well.

problem Traditional asset pricing models miss temporal dependency and short memory issues.
method Investigates RNN attention models with various attention mechanisms for large-cap US stocks.
result Global self-attention and sliding window sparse attention models outperform in deriving returns and hedging risks, especially during the pandemic.

Although the sequence-to-sequence (encoder-decoder) model is considered the state-of-the-art in deep learning sequence models, there is little research into using this model for recovering missing sensor data. The key challenge is that the missing sensor data problem typically comprises three sequences (a sequence of o…

2020-02-25abs ↗pdf ↗

Classifies intrinsically linked tournaments by their score sequences.

problem Classifying intrinsically linked tournaments using their score sequences.
method Examining the score sequences of tournaments and identifying linkless sequences.
result The vast majority of score sequences for 8-vertex tournaments are linkless.

Deep generative models have been successfully used to learn representations for high-dimensional discrete spaces by representing discrete objects as sequences and employing powerful sequence-based deep models. Unfortunately, these sequence-based models often produce invalid sequences: sequences which do not represent a…

2017-12-05abs ↗pdf ↗

The abstract discusses a spectral sequence for Lie algebroids.

problem The abstract tackles the spectral sequence of Lie algebroids.
method The abstract presents a spectral sequence for Lie algebroids, generalizing classical constructions.
result The spectral sequence converges to Lie algebroid cohomology for wide Lie subalgebroids and to formal Lie algebroid cohomology for Lie subalgebroids over proper submanifolds.

Many machine learning tasks can be expressed as the transformation---or \emph{transduction}---of input sequences into output sequences: speech recognition, machine translation, protein secondary structure prediction and text-to-speech to name but a few. One of the key challenges in sequence transduction is learning to …

2012-11-14abs ↗pdf ↗

Mining tasks over sequential data, such as clickstreams and gene sequences, require a careful design of embeddings usable by learning algorithms. Recent research in feature learning has been extended to sequential data, where each instance consists of a sequence of heterogeneous items with a variable length. However, m…

2019-11-03abs ↗pdf ↗

Study on continuous sequence classification with distribution uncertainty.

problem Classifying continuous sequences with varying distribution uncertainty.
method Proposes distribution-free tests for three test designs: fixed-length, sequential, and two-phase tests.
result Error probabilities decay exponentially fast for all test designs.

Sequence classification is an important data mining task in many real world applications. Over the past few decades, many sequence classification methods have been proposed from different aspects. In particular, the pattern-based method is one of the most important and widely studied sequence classification methods in …

2019-05-17abs ↗pdf ↗

We study the Thompson sampling algorithm in an adversarial setting, specifically, for adversarial bit prediction. We characterize the bit sequences with the smallest and largest expected regret. Among sequences of length TT with k<T2k < \frac{T}{2} zeros, the sequences of largest regret consist of alternating zeros and …

2019-06-21abs ↗pdf ↗

Unimodal sequences of moves connect 3-manifold triangulations.

problem Understanding the structure of sequences of bistellar flips.
method Examined unimodal sequences of moves that increase and decrease triangulation size.
result Proved that any two one-vertex triangulations are connected by a unimodal sequence of moves.

This paper presents a novel end-to-end approach to program repair based on sequence-to-sequence learning. We devise, implement, and evaluate a system, called SequenceR, for fixing bugs based on sequence-to-sequence learning on source code. This approach uses the copy mechanism to overcome the unlimited vocabulary probl…

2018-12-24abs ↗pdf ↗

This work compresses sequences by treating them as continuous-time processes, enabling efficient discretization.

problem Efficient compression of sequences, especially with deep learning models that scale with sequence length.
method Treat sequences as continuous-time processes, learn efficient discretization, and decode at different time intervals.
result Automatic bit rate reductions in video and motion capture sequences using learned discretization.

Characterizes sequences from two-component link diagrams.

problem Understanding information from non-self crossing sequences of link diagrams.
method Investigated and characterized pairs of non-self OU sequences of two-component link diagrams.
result Completely characterized pairs of non-self OU sequences of diagrams of two-component links.

In order to study large variations or fluctuations of finite or infinite sequences (time series), we bring to light an 1868 paper of Crofton and the (Cauchy-)Crofton theorem. After surveying occurrences of this result in the literature, we introduce the inconstancy of a sequence and we show why it seems more pertinent …

2009-10-07abs ↗pdf ↗

Generative adversarial nets (GAN) has been successfully introduced for generating text to alleviate the exposure bias. However, discriminators in these models only evaluate the entire sequence, which causes feedback sparsity and mode collapse. To tackle these problems, we propose a novel mechanism. It first segments th…

2019-05-30abs ↗pdf ↗

Researchers develop flexible kernels for biological sequences with guaranteed reliability.

problem Challenges in applying machine learning to biological sequences, including unreliable methods.
method Theoretical analysis and development of modified kernels to ensure reliability and accuracy.
result Developed kernels that are universal, characteristic, and metrize the space of distributions for biological sequences.

A convolutional sequence to sequence non-intrusive load monitoring model is proposed in this paper. Gated linear unit convolutional layers are used to extract information from the sequences of aggregate electricity consumption. Residual blocks are also introduced to refine the output of the neural network. The partiall…

2018-06-06abs ↗pdf ↗

Using sequence to sequence algorithms for query expansion has not been explored yet in Information Retrieval literature nor in Question-Answering's. We tried to fill this gap in the literature with a custom Query Expansion engine trained and tested on open datasets. Starting from open datasets, we built a Query Expansi…

2018-12-25abs ↗pdf ↗

P3BO optimizes biological sequence design by combining multiple methods.

problem Variability in performance of black-box optimization methods for biological sequence design.
method Population-Based Black-Box Optimization (P3BO) that samples sequences from an ensemble of methods, weighting by past performance.
result P3BO outperforms individual methods, proposing higher quality and more diverse sequences.

The availability of large amounts of time series data, paired with the performance of deep-learning algorithms on a broad class of problems, has recently led to significant interest in the use of sequence-to-sequence models for time series forecasting. We provide the first theoretical analysis of this time series forec…

2018-05-09abs ↗pdf ↗

nTreeClus clusters categorical sequences using tree-based learners and k-mers.

problem Challenges in clustering categorical and sequential data.
method nTreeClus uses Tree-based Learners, k-mers, and autoregressive models for categorical time series.
result nTreeClus outperformed baseline methods in various validation metrics.

New sequences prove some link diagrams can't be transformed by specific moves.

problem Proving some link diagrams can't be transformed by specific sequences of Reidemeister moves.
method Proved the existence of I-generalized ordered sequences to create simple transformations.
result Some link diagrams cannot be transformed by sequences of moves that increase, then decrease crossings.

Sequence-to-Sequence (seq2seq) modeling has rapidly become an important general-purpose NLP tool that has proven effective for many text-generation and sequence-labeling tasks. Seq2seq builds on deep neural language modeling and inherits its remarkable accuracy in estimating local, next-word distributions. In this work…

2016-06-09abs ↗pdf ↗

Existence of an infinite sequence of harmonic maps between spheres of certain dimensions was proven by Bizon and Chmaj. This sequence shares many features of the Bartnik-McKinnon sequence of solutions to the Einstein-Yang-Mills equations as well as sequences of solutions that have arisen in other physical models. We ap…

1999-12-01abs ↗pdf ↗

Deep learning techniques have been hugely successful for traditional supervised and unsupervised machine learning problems. In large part, these techniques solve continuous optimization problems. Recently however, discrete generative deep learning models have been successfully used to efficiently search high-dimensiona…

2017-08-15abs ↗pdf ↗

For any prime power qq and any dimension ss, a new construction of (t,s)(t,s)-sequences in base qq using global function fields is presented. The construction yields an analog of Halton sequences for global function fields. It is the first general construction of (t,s)(t,s)-sequences that is not based on the digital metho…

2012-10-29abs ↗pdf ↗

Graphs from van der Corput sequence embed into Chamanara surface.

problem Embedding graphs from van der Corput sequence into surfaces.
method Constructed 44-regular graphs from van der Corput sequence and Kronecker sequence, embedded into torus and Chamanara surface.
result Graphs from van der Corput sequence embed into Chamanara surface with one edge removal.