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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.

169,341 papers · 148 categories

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255176101 · Jun 202019922001200920182026
48 results for time-series retrieval

PSEUDo learns patterns in multivariate time series with locality-sensitive hashing and relevance feedback.

problem Efficient pattern detection in large, multi-track sequential data with high variance and lack of ground truth.
method Query-aware locality-sensitive hashing for feature learning, sub-linear training and inference time.
result PSEUDo achieves sub-linear time efficiency for pattern modeling and comparison of 10,000 multivariate time series.

FSNet improves online time series forecasting by balancing fast adaptation and old knowledge.

problem Online time series forecasting challenges in handling abrupt and recurring patterns.
method Inspired by CLS theory, FSNet uses a dynamic balance between fast adaptation and old knowledge retrieval.
result FSNet achieves robustness to both new and recurring patterns through dynamic balancing and associative memory.

kNN-MTS improves MTS forecasting by using nearest neighbor retrieval over a large dataset.

problem Limited ability of current MTS forecasting methods to identify similar patterns and handle sparsely distributed correlations.
method kNN-MTS framework using nearest neighbor retrieval over a large datastore of cached series, with representations from MTS model for similarity search.
result Significant improvement in forecasting performance on real-world datasets.

FinTMMBench benchmarks RAG systems for finance tasks across multiple data types and time periods.

problem Evaluating temporal-aware multi-modal retrieval augmented generation in finance.
method TMMHybridRAG method that converts and integrates data from various modalities and temporal information.
result Demonstrated effectiveness of TMMHybridRAG in diverse financial analysis tasks.

Model predicts Bitcoin's future movements using multimodal pattern matching.

problem Challenges in predicting Bitcoin's volatile future movements.
method Ranking similar past chart patterns given current chart information.
result Improves directional prediction of Bitcoin's future movements.

STanHop predicts multivariate time series with memory-enhanced capabilities.

problem Predicting multivariate time series with memory-enhanced capabilities.
method Sparse Tandem Hopfield Network (STanHop) with two external memory modules.
result STanHop outperforms dense Hopfield models in memory retrieval error.

MSIN model discovers relevant financial news for time series data.

problem Discovering relevant textual stories associated with numerical time series data.
method Joint learning of time series and text data using MSIN model.
result MSIN achieves up to 84.9% and 87.2% in recalling ground truth articles for two stock time series.

FinTradeBench benchmarks LLMs for financial reasoning combining company fundamentals and market signals.

problem Challenges in evaluating financial reasoning models for LLMs.
method Developed a benchmark integrating company fundamentals and trading signals, using a calibration-then-scaling framework.
result Clear performance gap between LLMs, retrieval improves reasoning over textual fundamentals but not trading signals.

Study on neural networks with non-normal interactions reveals unique spectral properties.

problem Understanding episodic memory encoding in the brain.
method Developed a neural network model with non-Hermitian couplings and applied random matrix theory.
result Spectral density of the model is non-uniform and can transition to chaos, providing computational benefits.

Improves retrieval accuracy for hierarchical documents, especially for distant matches.

problem Limited expressive power of dual encoder models in hierarchical retrieval.
method Proves feasibility of DEs for HR, introduces pretrain-finetune recipe to improve long-distance retrieval.
result Pretrain-finetune boosts recall on long-distance pairs from 19% to 76%.

This paper improves image retrieval accuracy through novel relevance feedback methods.

problem Improving image retrieval accuracy in Content-Based Image Retrieval (CBIR).
method Novel addition to feature re-weighting and classification techniques, focusing on 0-th iteration improvement.
result Significantly improved retrieval accuracy from relevance feedback.

A new framework for personalized ad retrieval in e-commerce search.

problem Difficulty in measuring ads retrieved using multiple signals (e.g. user profiles, clicks).
method Employing historical click data to initialize a hierarchical network representing signals, keys, and ads. Training a model to learn weights of edges and selecting the best edges.
result Framework achieves good performance, improving RPM/CTR.

Study improves image-caption retrieval by quantifying feature and posterior uncertainty.

problem Improving reliability in image-caption retrieval tasks with deep learning models.
method Quantified feature and posterior uncertainty for model averaging and reliability measure in image-caption retrieval.
result Consistent improvement in retrieval performance with different datasets and architectures.

Transformer models improve query-document retrieval efficiency and accuracy.

problem Efficiently retrieve relevant documents from large corpora for query matching.
method Designed paragraph-level pre-training tasks to optimize embedding-based Transformer models.
result Transformer models significantly outperform BM-25 and non-Transformer embedding models.

Introduces MPR to measure and optimize representation across intersectional groups in retrieval.

problem Harmful stereotypes, cultural erasure, and social disparities in image search and retrieval.
method Develops MPR metric, practical estimation methods, theoretical guarantees, and optimization algorithms.
result Optimizing MPR yields more proportional representation across multiple intersectional groups, often with minimal retrieval accuracy compromise.

GMC benchmark isolates retrieval in Transformers, revealing max-margin alignment.

problem Understanding how Transformers develop match-and-copy behavior on natural data.
method Introducing Gaussian Match-and-Copy (GMC) as a minimalist benchmark.
result Gradient descent drives parameters to diverge while aligning with max-margin separator.

The study examines the retrieval capabilities of RBMs and generalized Hopfield networks under various prior distributions.

problem Characterizing the state of RBMs and Hopfield networks under different prior distributions.
method Equivalence between RBMs and generalized Hopfield networks, analysis of phase transitions, and study of retrieval capabilities.
result The retrieval phase is robust and exists at low load for every pattern distribution.

Survey of large language models in financial prediction and trading.

problem Improving predictability and robustness of financial predictions and trading decisions.
method Task-centered taxonomy, review of empirical evidence, design patterns, benchmarks, and challenges analysis.
result Improved predictability and robustness of financial predictions and trading decisions through large language models.

BERT model improves cross-lingual document retrieval.

problem Improving cross-lingual information retrieval between English queries and foreign documents.
method Introduced a deep relevance matching model based on BERT, trained with weak supervision using CLIR data.
result Model outperforms competitive baseline approaches in retrieving Lithuanian documents against short English queries.

Volatility of intra-day stock market indices computed at various time horizons exhibits a scaling behaviour that differs from what would be expected from fractional Brownian motion (fBm). We investigate this anomalous scaling by using empirical mode decomposition (EMD), a method which separates time series into a set o…

2015-03-29abs ↗pdf ↗

Sharp asymptotics derived for phase retrieval and compressed sensing with random generative priors.

problem Phase retrieval and compressed sensing with random measurement matrices.
method Sharp asymptotics derived for optimal performance and polynomial algorithm for random generative priors.
result Compressed phase retrieval becomes tractable with random generative priors, unlike sparse priors.

Most content-based image retrieval systems consider either one single query, or multiple queries that include the same object or represent the same semantic information. In this paper we consider the content-based image retrieval problem for multiple query images corresponding to different image semantics. We propose a…

2014-02-21abs ↗pdf ↗

HybridRAG combines KGs and vector retrieval for financial document Q&A.

problem Challenges in extracting and interpreting financial text data.
method Integrates Knowledge Graphs and Vector Retrieval Augmented Generation.
result HybridRAG outperforms traditional methods in Q&A systems for financial documents.

Improved text embeddings enhance retrieval from a knowledge base.

problem Efficiently retrieving relevant paragraphs from a large knowledge base.
method Used Stanford Question Answering Dataset (SQuAD) for open-domain question answering. Compared various text-embedding methods and trained deep residual neural models for retrieval.
result Training deep residual neural models for retrieval purposes significantly improves paragraph recall.

This paper improves retrieval for LLMs in financial document Q&A.

problem Suboptimal text chunk retrieval by RAG causes inaccuracies in LLM responses.
method Sophisticated chunking techniques, query expansion, metadata annotations, re-ranking algorithms, and embedding fine-tuning.
result Enhanced retrieval quality improves LLM performance and reliability.

We study the task of retrieving relevant experiments given a query experiment. By experiment, we mean a collection of measurements from a set of `covariates' and the associated `outcomes'. While similar experiments can be retrieved by comparing available `annotations', this approach ignores the valuable information ava…

2014-02-19abs ↗pdf ↗

New method finds dependent subspaces of multiple views for better data retrieval.

problem Finding relationships between multiple data views for analysis and prediction.
method Optimizes mappings for each view to maximize cross-view similarity between neighborhoods of data samples.
result The method outperforms alternatives in preserving cross-view neighborhood similarities and detecting local dependencies.

DINOSAUR improves retrieval by accounting for embedding uncertainty in recommender systems.

problem Retrieval bias towards popular items due to noisy embeddings.
method Samples multiple embeddings per item and queries with sampled embeddings to account for uncertainty.
result Improves coverage of long-tail niche content without sacrificing recall.

Bayesian models evaluate sentence comprehension, showing direct access model fits data better.

problem Evaluating models of retrieval in sentence comprehension.
method Implemented Bayesian hierarchical models to compare activation-based and direct access models.
result Direct access model fits data better than activation-based model.

Study compares methods for improving document retrieval accuracy.

problem Improving document retrieval accuracy from large corpora.
method Comparison of query expansion, topic models, and active learning.
result Active learning outperforms keyword lists in most settings.