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.
Study predicts cryptocurrency trends using LSTM model.
In many applications, monitoring area under the ROC curve (AUC) in a sliding window over a data stream is a natural way of detecting changes in the system. The drawback is that computing AUC in a sliding window is expensive, especially if the window size is large and the data flow is significant. In this paper we propo…