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.
Traditional methods outperform LLMs in forecasting corporate credit ratings.
Deep learning outperforms traditional methods in estimating OU process parameters.
This chapter reviews classic regression methods and their evolution to physics-informed approaches.
Deep learning models outperform traditional methods in stock price prediction.
Automl is the key technology for machine learning problem. Current state of art hyperparameter optimization methods are based on traditional black-box optimization methods like SMBO (SMAC, TPE). The objective function of black-box optimization is non-smooth, or time-consuming to evaluate, or in some way noisy. Recent y…
This paper deals with a semi-classical limit (Theorem 1) by using traditional mathematical methods, and shows a Hopf theorem as a corollary. A formal discussion of it may be found in [7].
Decision analytics commonly focuses on the text mining of financial news sources in order to provide managerial decision support and to predict stock market movements. Existing predictive frameworks almost exclusively apply traditional machine learning methods, whereas recent research indicates that traditional machine…
RL models outperform traditional methods in certain market conditions.
This paper proposes the use of wavelet methods to estimate U.S. core inflation. It explains wavelet methods and suggests they are ideally suited to this task. Comparisons are made with traditional CPI-based and regression-based measures for their performance in following trend inflation and predicting future inflation.…
CFMI improves missing data imputation across various data types and dimensions.
Various bias-correction methods such as EXTRA, gradient tracking methods, and exact diffusion have been proposed recently to solve distributed {\em deterministic} optimization problems. These methods employ constant step-sizes and converge linearly to the {\em exact} solution under proper conditions. However, their per…
Experts predict significant adoption of decentralized finance by 2034, with traditional finance adapting.
The paper compares machine learning methods with traditional techniques for pricing and sensitivities of financial products with path-dependent structures.
In this article, we advance divide-and-conquer strategies for solving the community detection problem in networks. We propose two algorithms which perform clustering on a number of small subgraphs and finally patches the results into a single clustering. The main advantage of these algorithms is that they bring down si…
Precise financial series predicting has long been a difficult problem because of unstableness and many noises within the series. Although Traditional time series models like ARIMA and GARCH have been researched and proved to be effective in predicting, their performances are still far from satisfying. Machine Learning,…
Machine learning models outperform traditional option pricing models.
This paper reviews traditional and modern methods for detecting structural damage using vibrations.
A novel gradient-based method optimizes decision trees for complex tasks.
BMTI method estimates densities without bins, outperforming traditional estimators.
Deep learning models predict mutual funds' performance better than traditional methods.
Bayesian methods reduce variance in subspace identification for small data sets.
We discuss the relevance of the recent Machine Learning (ML) literature for economics and econometrics. First we discuss the differences in goals, methods and settings between the ML literature and the traditional econometrics and statistics literatures. Then we discuss some specific methods from the machine learning l…
Paper introduces imprecise logistic regression for handling uncertain data.
GPry accelerates Bayesian inference for non-Gaussian posteriors.
Convolutional Neural Networks (CNN) are being actively explored for safety-critical applications such as autonomous vehicles and aerospace, where it is essential to ensure the reliability of inference results in the presence of possible memory faults. Traditional methods such as error correction codes (ECC) and Triple …
Variable selection is of significant importance for classification and regression tasks in machine learning and statistical applications where both predictability and explainability are needed. In this paper, a Copula Entropy (CE) based method for variable selection which use CE based ranks to select variables is propo…
Combines model-based and model-free RL for better financial market performance.
AI improves credit rating predictions over traditional methods.
A new portfolio method uses NMF for risk budgeting, outperforming classical methods.
Recently there has been significant research on power generation, distribution and transmission efficiency especially in the case of renewable resources. The main objective is reduction of energy losses and this requires improvements on data acquisition and analysis. In this paper we address these concerns by using con…
Thousands of first-millennium BCE ivory carvings have been excavated from Neo-Assyrian sites in Mesopotamia (primarily Nimrud, Khorsabad, and Arslan Tash) hundreds of miles from their Levantine production contexts. At present, their specific manufacture dates and workshop localities are unknown. Relying on subjective, …
Neural network outperforms traditional methods in chaotic dynamics classification.
In this paper we study the birational geometry of HyperKaehler manifolds by combining the method of minimal model program and the traditional approach of symplectic geometry.
Deep reinforcement learning (RL) methods generally engage in exploratory behavior through noise injection in the action space. An alternative is to add noise directly to the agent's parameters, which can lead to more consistent exploration and a richer set of behaviors. Methods such as evolutionary strategies use param…
Improved neural network predicts spectral functions more accurately than traditional methods.
New adaptive temperature selection improves parallel tempering efficiency.
Estimating fundamental matrices is a classic problem in computer vision. Traditional methods rely heavily on the correctness of estimated key-point correspondences, which can be noisy and unreliable. As a result, it is difficult for these methods to handle image pairs with large occlusion or significantly different cam…
Despite rapid advances in machine learning tools, the majority of neural decoding approaches still use traditional methods. Modern machine learning tools, which are versatile and easy to use, have the potential to significantly improve decoding performance. This tutorial describes how to effectively apply these algorit…
Machine learning models outperform traditional econometric methods for forecasting term structure of government bonds
In portfolio analysis, the traditional approach of replacing population moments with sample counterparts may lead to suboptimal portfolio choices. I show that optimal portfolio weights can be estimated using a machine learning (ML) framework, where the outcome to be predicted is a constant and the vector of explanatory…
A comprehensive benchmark of 15 scRNA-seq imputation methods across various datasets and analyses.
This paper proposes a generic method to learn interpretable convolutional filters in a deep convolutional neural network (CNN) for object classification, where each interpretable filter encodes features of a specific object part. Our method does not require additional annotations of object parts or textures for supervi…
Simulators often provide the best description of real-world phenomena. However, they also lead to challenging inverse problems because the density they implicitly define is often intractable. We present a new suite of simulation-based inference techniques that go beyond the traditional Approximate Bayesian Computation …
While neural networks have achieved vastly enhanced performance over traditional iterative methods in many cases, they are generally empirically designed and the underlying structures are difficult to interpret. The algorithm unrolling approach has helped connect iterative algorithms to neural network architectures. Ho…
In this paper we demonstrate spoken speech enhancement using electroencephalography (EEG) signals using a generative adversarial network (GAN) based model, gated recurrent unit (GRU) regression based model, temporal convolutional network (TCN) regression model and finally using a mixed TCN GRU regression model. We comp…
Alternative wavelet analysis method for financial signals.
In this paper, a method of prediction on continuous time series variables from the production or flow -- an LSTM algorithm based on multivariate tuning -- is proposed. The algorithm improves the traditional LSTM algorithm and converts the time series data into supervised learning sequences regarding industrial data's f…
This paper sets up a methodology for approximately solving optimal investment problems using duality methods combined with Monte Carlo simulations. In particular, we show how to tackle high dimensional problems in incomplete markets, where traditional methods fail due to the curse of dimensionality.