Discusses geometry problems for fun and learning.
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.
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The paper introduces deep learning for ALM, enhancing asset and liability management.
This paper introduces a new scalable multi-objective deep reinforcement learning (MODRL) framework based on deep Q-networks. We develop a high-performance MODRL framework that supports both single-policy and multi-policy strategies, as well as both linear and non-linear approaches to action selection. The experimental …
Many real-world prediction tasks have outcome variables that have characteristic heavy-tail distributions. Examples include copies of books sold, auction prices of art pieces, demand for commodities in warehouses, etc. By learning heavy-tailed distributions, "big and rare" instances (e.g., the best-sellers) will have a…
Transform images with adversarial examples for robust classification.
Deep neural networks require a large amount of labeled training data during supervised learning. However, collecting and labeling so much data might be infeasible in many cases. In this paper, we introduce a source-target selective joint fine-tuning scheme for improving the performance of deep learning tasks with insuf…
New method uses surrogate outcomes and single-record data to improve suicide risk modeling.
Expanding models in neural fictitious play improves reinforcement learning efficiency and robustness.