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.
Synthetic control method improves policy evaluation in high-dimensional settings.
The paper addresses selection bias in conformal prediction for focal units.
This study applies old and new generations of panel unit root tests to test the validity of long-run real interest rate parity (RIP) hypothesis for ten Central and Eastern European Countries (CEECs) with respect to the Euro area and an average of the CEECs' real interest rates, respectively. When the panel unit root te…
In this paper we investigate the performance of different types of rectified activation functions in convolutional neural network: standard rectified linear unit (ReLU), leaky rectified linear unit (Leaky ReLU), parametric rectified linear unit (PReLU) and a new randomized leaky rectified linear units (RReLU). We evalu…
Study shows IRM framework can be unstable with small changes, leading to worse generalization.
Sharp inequalities in unit ball with constraints on moments.
Regularizing for or against class selectivity in DNNs improves test accuracy.
We investigate the behavior of the Shanghai Stock Exchange Composite (SSEC) index for the period from 1990:12 to 2007:06 using an unconstrained two-regime threshold autoregressive (TAR) model with an unit root developed by Caner and Hansen. The method allows us to simultaneously consider non-stationarity and nonlineari…
Estimates network causal effects considering contagion and latent confounding.
Study shows text-based news veracity models don't generalize across U.S. and U.K.
Markov Chain Monte Carlo (MCMC) algorithms are a workhorse of probabilistic modeling and inference, but are difficult to debug, and are prone to silent failure if implemented naively. We outline several strategies for testing the correctness of MCMC algorithms. Specifically, we advocate writing code in a modular way, w…
Dropout training improves neural networks' performance.
We present a deep learning system for testing graphics units by detecting novel visual corruptions in videos. Unlike previous work in which manual tagging was required to collect labeled training data, our weak supervision method is fully automatic and needs no human labelling. This is achieved by reproducing driver bu…
New framework improves text watermark detection under imperfect pseudorandomness.
Recurrent neural networks with various types of hidden units have been used to solve a diverse range of problems involving sequence data. Two of the most recent proposals, gated recurrent units (GRU) and minimal gated units (MGU), have shown comparable promising results on example public datasets. In this paper, we int…
This paper proposes an improved design of the perceptron unit to mitigate the vanishing gradient problem. This nuisance appears when training deep multilayer perceptron networks with bounded activation functions. The new neuron design, named auto-rotating perceptron (ARP), has a mechanism to ensure that the node always…
Examines how central bank policies affect stock markets and asset prices.
Binary testing for softmax models requires many samples, similar to leverage score models.
New KCM tests improve specification testing via RKHS.
New term ADS describes how machine learning can change user behavior.
SliceOut speeds up deep learning training without sacrificing accuracy.
Training data-driven approaches for complex industrial system health monitoring is challenging. When data on faulty conditions are rare or not available, the training has to be performed in a unsupervised manner. In addition, when the observation period, used for training, is kept short, to be able to monitor the syste…
GLU variants improve Transformer performance.
In this paper we study the problems of estimating heterogeneity in causal effects in experimental or observational studies and conducting inference about the magnitude of the differences in treatment effects across subsets of the population. In applications, our method provides a data-driven approach to determine which…
This technical report describes a practical field test on word-image classification in a very large collection of more than 300 diverse handwritten historical manuscripts, with 1.6 million unique labeled images and more than 11 million images used in testing. Results indicate that several deep-learning tests completely…
I studied the convergence of regional house prices to national prices in USA by analyzing time-series of house price indices of 9 Census Divisions. I found the evidence of the convergence in some parts of the country using asymmetric unit root tests. The fact that the evidence of the convergence is not present in large…
Many researchers implicitly assume that neural networks learn relations and generalise them to new unseen data. It has been shown recently, however, that the generalisation of feed-forward networks fails for identity relations.The proposed solution for this problem is to create an inductive bias with Differential Recti…
DNPUs improve neural network performance with high-capacity nanoelectronic nodes.
Hierarchical causal models help understand cause and effect in nested data.
This work concerns testing the number of parameters in one hidden layer multilayer perceptron (MLP). For this purpose we assume that we have identifiable models, up to a finite group of transformations on the weights, this is for example the case when the number of hidden units is know. In this framework, we show that …
Deep-MIL models fail to respect key MIL assumption, leading to incorrect learning.
In this paper, we present an end-to-end training framework for building state-of-the-art end-to-end speech recognition systems. Our training system utilizes a cluster of Central Processing Units(CPUs) and Graphics Processing Units (GPUs). The entire data reading, large scale data augmentation, neural network parameter …
A linear and lagged relationship between inflation and labor force change rate, p(t)= A1dLF(t-t1)/LF(t-t1)+A2 was found for developed economies. For the USA, A1=4.0, A2=-0.03075, and t1=2 years. It provides a RMS forecasting error (RMFSE) of 0.8% at a two-year horizon for the period between 1965 and 2002 (the best amon…
In this project, we created a database with two types of annotations used in the emotion recognition domain : Action Units and Valence Arousal to try to achieve better results than with only one model. The originality of the approach is also based on the type of architecture used to perform the prediction of the emotio…
Every design choice will have different effects on different units. However traditional A/B tests are often underpowered to identify these heterogeneous effects. This is especially true when the set of unit-level attributes is high-dimensional and our priors are weak about which particular covariates are important. How…
DJIA is tested whether it can be described as a mechanical system conserving total energy with K (=v*v/2) + U, where U is calculated as the negative of work done by force obtained in terms of the second derivative of price, assuming unit mass.
Deep Q-learning is investigated as an end-to-end solution to estimate the optimal strategies for acting on time series input. Experiments are conducted on two idealized trading games. 1) Univariate: the only input is a wave-like price time series, and 2) Bivariate: the input includes a random stepwise price time series…
Study tests if a probability measure is near a real algebraic variety.
Better neural arithmetic logic units improve cell counting model generalization.
A common statistical problem in econometrics is to estimate the impact of a treatment on a treated unit given a control sample with untreated outcomes. Here we develop a generative learning approach to this problem, learning the probability distribution of the data, which can be used for downstream tasks such as post-t…
Weighted log-rank tests are arguably the most widely used tests by practitioners for the two-sample problem in the context of right-censored data. Many approaches have been considered to make weighted log-rank tests more robust against a broader family of alternatives, among them, considering linear combinations of wei…
Gated Recurrent Unit (GRU) is a recently-developed variation of the long short-term memory (LSTM) unit, both of which are types of recurrent neural network (RNN). Through empirical evidence, both models have been proven to be effective in a wide variety of machine learning tasks such as natural language processing (Wen…
We present the symmetric thermal optimal path (TOPS) method to determine the time-dependent lead-lag relationship between two stochastic time series. This novel version of the previously introduced TOP method alleviates some inconsistencies by imposing that the lead-lag relationship should be invariant with respect to …
Speculative bubbles have been occurring periodically in local or global real estate markets and are considered a potential cause of economic crises. In this context, the detection of explosive behaviors in the financial market and the implementation of early warning diagnosis tests are of critical importance. The recen…
We present a self-consistent model for explosive financial bubbles, which combines a mean-reverting volatility process and a stochastic conditional return which reflects nonlinear positive feedbacks and continuous updates of the investors' beliefs and sentiments. The conditional expected returns exhibit faster-than-exp…
Partial soft-matching distance improves neural representation comparison by allowing some neurons to remain unmatched.
In this work, we propose an infinite restricted Boltzmann machine~(RBM), whose maximum likelihood estimation~(MLE) corresponds to a constrained convex optimization. We consider the Frank-Wolfe algorithm to solve the program, which provides a sparse solution that can be interpreted as inserting a hidden unit at each ite…
Optimizes balanced treatment assignment for experiments.