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.
VOLARE provides standardized realized volatility measures from financial data.
This paper proposes a method for modeling event sequences with ambiguous timestamps, a time-discounting convolution. Unlike in ordinary time series, time intervals are not constant, small time-shifts have no significant effect, and inputting timestamps or time durations into a model is not effective. The criteria that …
Event sequence, asynchronously generated with random timestamp, is ubiquitous among applications. The precise and arbitrary timestamp can carry important clues about the underlying dynamics, and has lent the event data fundamentally different from the time-series whereby series is indexed with fixed and equal time inte…
Knowledge graph reasoning is a critical task in natural language processing. The task becomes more challenging on temporal knowledge graphs, where each fact is associated with a timestamp. Most existing methods focus on reasoning at past timestamps and they are not able to predict facts happening in the future. This pa…
Improved financial predictions with OHLC data and timestamps.
Temporal threat model defends against data poisoning with timestamps.
Electronic records contain sequences of events, some of which take place all at once in a single visit, and others that are dispersed over multiple visits, each with a different timestamp. We postulate that fine temporal detail, e.g., whether a series of blood tests are completed at once or in rapid succession should n…
NoLBERT avoids lookback and lookahead biases for better econometric inference.
Framework improves clinical timeline reconstruction from text and tables.
ForesightFlow detects informed trading on prediction markets using an information leakage score.
New protocol evaluates synthetic data for temporal consistency.
Time-aware fact-checking improves veracity predictions for time-sensitive claims.
For regular particle filter algorithm or Sequential Monte Carlo (SMC) methods, the initial weights are traditionally dependent on the proposed distribution, the posterior distribution at the current timestamp in the sampled sequence, and the target is the posterior distribution of the previous timestamp. This is techni…
Paper tackles drowsy driving by learning from weakly labeled car acceleration data.
A new method uses sinusoidal functions to represent timestamps as dense vectors for improving irregularly sampled time series learning.
LLapDiff models irregular multivariate time series without step-by-step integration.
SoftCLT improves time series representation learning by soft contrastive loss.
iTimER learns from reconstruction errors to represent irregularly sampled time series.
Many online platforms have deployed anti-fraud systems to detect and prevent fraudulent activities. However, there is usually a gap between the time that a user commits a fraudulent action and the time that the user is suspended by the platform. How to detect fraudsters in time is a challenging problem. Most of the exi…
XCM improves MTS classification with explainable deep learning.
Motion Code models time series dynamics with sparse approximations.
In this paper we propose a data augmentation method for time series with irregular sampling, Time-Conditional Generative Adversarial Network (T-CGAN). Our approach is based on Conditional Generative Adversarial Networks (CGAN), where the generative step is implemented by a deconvolutional NN and the discriminative step…
MEANTIME improves sequential recommendation by using multi-temporal embeddings and attention mechanisms.
New metrics needed for streaming ML due to delayed labels.
Three methods detect informed trading on prediction markets, each focusing on different aspects.
SG-NTF completes HDI tensors with spectral mapping and spatio-temporal gating.
New method for estimating lead-lag times between non-synchronously observed point processes.
In this work, the time chart of Dow Jones Industrial Average (DJIA) index is analyzed and approach of recession time term is predicted, which may be hallmark of a worldwide economic crisis. However, the methods used for the prediction will be disclosed a few years from now. On the other hand, this work will be updated …
Gaussian processes model geospatial trajectories with uncertainty.
The paper proposes a method to analyze categorical feature interactions in large datasets using graph covariance and LLMs.
We present the first framework for Gaussian-process-modulated Poisson processes when the temporal data appear in the form of panel counts. Panel count data frequently arise when experimental subjects are observed only at discrete time points and only the numbers of occurrences of the events between subsequent observati…
Detection of malware-infected computers and detection of malicious web domains based on their encrypted HTTPS traffic are challenging problems, because only addresses, timestamps, and data volumes are observable. The detection problems are coupled, because infected clients tend to interact with malicious domains. Traff…
DMIDAS improves long-term forecasting accuracy in healthcare and electricity data.
In many application settings involving networks, such as messages between users of an on-line social network or transactions between traders in financial markets, the observed data consist of timestamped relational events, which form a continuous-time network. We propose the Community Hawkes Independent Pairs (CHIP) ge…
FraudTransformer detects payment fraud by preserving event order and time gaps.
We design a new nonparametric method that allows one to estimate the matrix of integrated kernels of a multivariate Hawkes process. This matrix not only encodes the mutual influences of each nodes of the process, but also disentangles the causality relationships between them. Our approach is the first that leads to an …
Network representation learning in low dimensional vector space has attracted considerable attention in both academic and industrial domains. Most real-world networks are dynamic with addition/deletion of nodes and edges. The existing graph embedding methods are designed for static networks and they cannot capture evol…
Paper uses DMD to embed time in spatiotemporal forecasting.
We introduce a new model for describing the fluctuations of a tick-by-tick single asset price. Our model is based on Markov renewal processes. We consider a point process associated to the timestamps of the price jumps, and marks associated to price increments. By modeling the marks with a suitable Markov chain, we can…
Predictive business process monitoring methods exploit logs of completed cases of a process in order to make predictions about running cases thereof. Existing methods in this space are tailor-made for specific prediction tasks. Moreover, their relative accuracy is highly sensitive to the dataset at hand, thus requiring…
Concept Relation Discovery and Innovation Enabling Technology (CORDIET), is a toolbox for gaining new knowledge from unstructured text data. At the core of CORDIET is the C-K theory which captures the essential elements of innovation. The tool uses Formal Concept Analysis (FCA), Emergent Self Organizing Maps (ESOM) and…
ChronoMID builds on the success of cross-modal convolutional neural networks (X-CNNs), making the novel application of the technique to medical imaging data. Specifically, this paper presents and compares alternative approaches - timestamps and difference images - to incorporate temporal information for the classificat…
Online reviews provide viewpoints on the strengths and shortcomings of products/services, influencing potential customers' purchasing decisions. However, the proliferation of non-credible reviews -- either fake (promoting/ demoting an item), incompetent (involving irrelevant aspects), or biased -- entails the problem o…
As more and more people shift their movie watching online, competition between movie viewing websites are getting more and more intense. Therefore, it has become incredibly important to accurately predict a given user's watching list to maximize the chances of keeping the user on the platform. Recent studies have sugge…
This abstract explores an RNN-based approach to online handwritten recognition problem. Our method uses data from an accelerometer and a gyroscope mounted on a handheld pen-like device to train and run a character pre-diction model. We have built a dataset of timestamped gyroscope and accelerometer data gathered during…
Study finds whitepaper narratives do not predict market factor structure.
Paper proposes GANs for generating business process suffixes and remaining times.
We consider the problem of unveiling the implicit network structure of node interactions (such as user interactions in a social network), based only on high-frequency timestamps. Our inference is based on the minimization of the least-squares loss associated with a multivariate Hawkes model, penalized by and t…