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Physics-based simulations and learning-based models are vital for complex robotics tasks like deformable object manipulation and liquid handling. However, these models often struggle with accuracy due to epistemic uncertainty or the…

Robotics · Computer Science 2025-07-29 Marco Faroni , Carlo Odesco , Andrea Zanchettin , Paolo Rocco

For marketing, we sometimes need to recommend content for multiple pages in sequence. Different from general sequential decision making process, the use cases have a simpler flow where customers per seeing recommended content on each page…

Machine Learning · Computer Science 2022-03-18 Wenjun Zeng , Yi Liu

This paper investigates the use of multiple directions of stratification as a variance reduction technique for Monte Carlo simulations of path-dependent options driven by Gaussian vectors. The precision of the method depends on the choice…

Computational Finance · Quantitative Finance 2010-04-29 Benjamin Jourdain , Bernard Lapeyre , Piergiacomo Sabino

Stock market forecasting is a lucrative field of interest with promising profits but not without its difficulties and for some people could be even causes of failure. Financial markets by their nature are complex, non-linear and chaotic,…

Statistical Finance · Quantitative Finance 2022-01-31 Ivan Letteri , Giuseppe Della Penna , Giovanni De Gasperis , Abeer Dyoub

This paper presents a trajectory planning method for articulated commercial vehicles, specifically tractor-semitrailers, based on Model Predictive Contouring Control (MPCC). Although MPCC has proven effective for passenger cars, it is…

Stochastic differential equations (SDEs) are an important class of time-series models, used to describe stochastic systems evolving in continuous time. Simulating paths from these processes, particularly after conditioning on noisy…

Computation · Statistics 2026-02-03 Xinyi Pei , Minhyeok Kim , Vinayak Rao

Large-scale portfolio choice is highly sensitive to estimation error, making the preliminary asset selection essential in empirical implementation. Existing selection rules typically rely on scalar returns or low dimensional high frequency…

Applications · Statistics 2026-05-12 Yangzhou Chen , Shuaida He , Xin Chen

We present a selective sampling method designed to accelerate the training of deep neural networks. To this end, we introduce a novel measurement, the minimal margin score (MMS), which measures the minimal amount of displacement an input…

Machine Learning · Computer Science 2019-11-19 Berry Weinstein , Shai Fine , Yacov Hel-Or

Machine learning has opened up new tools for financial fraud detection. Using a sample of annotated transactions, a machine learning classification algorithm learns to detect frauds. With growing credit card transaction volumes and rising…

Machine Learning · Computer Science 2022-08-26 Gayan K. Kulatilleke

Based on the characteristics of the Chinese futures market, this paper builds a supervised learning model to predict the trend of futures prices and then designs a trading strategy based on the prediction results. The Precision, Recall and…

Statistical Finance · Quantitative Finance 2023-03-09 Fuquan Tang

Speculative decoding, which combines a draft model with a target model, has emerged as an effective approach to accelerate large language model (LLM) inference. However, existing methods often face a trade-off between the acceptance rate…

Computation and Language · Computer Science 2025-05-14 Danying Ge , Jianhua Gao , Qizhi Jiang , Yifei Feng , Weixing Ji

Bayesian analysis often concerns an evaluation of models with different dimensionality as is necessary in, for example, model selection or mixture models. To facilitate this evaluation, transdimensional Markov chain Monte Carlo (MCMC)…

Methodology · Statistics 2018-08-13 Daniel W. Heck , Antony M. Overstall , Quentin F. Gronau , Eric-Jan Wagenmakers

Generating an investment strategy using advanced deep learning methods in stock markets has recently been a topic of interest. Most existing deep learning methods focus on proposing an optimal model or network architecture by maximizing…

Artificial Intelligence · Computer Science 2020-07-13 Jinho Lee , Raehyun Kim , Seok-Won Yi , Jaewoo Kang

Multiple Kernel Learning (MKL) is used to replicate the signal combination process that trading rules embody when they aggregate multiple sources of financial information when predicting an asset's price movements. A set of financially…

Statistical Finance · Quantitative Finance 2010-11-30 Tristan Fletcher , Zakria Hussain , John Shawe-Taylor

In large scale distributed computing systems, communication overhead is one of the major bottlenecks. In the map-shuffle-reduce framework, which is one of the major distributed computing frameworks, the communication load among servers can…

Information Theory · Computer Science 2020-05-14 Shunsuke Horii

The paper examines the potential of deep learning to support decisions in financial risk management. We develop a deep learning model for predicting whether individual spread traders secure profits from future trades. This task embodies…

Risk Management · Quantitative Finance 2019-11-19 Yaodong Yang , Alisa Kolesnikova , Stefan Lessmann , Tiejun Ma , Ming-Chien Sung , Johnnie E. V. Johnson

Differential equations can be used to construct predictive models of a diverse set of real-world phenomena like heat transfer, predator-prey interactions, and missile tracking. In our work, we explore one particular application of…

Pricing of Securities · Quantitative Finance 2025-10-28 Brandon Kaplowitz , Siddharth G. Reddy

Trajectory prediction aims to forecast agents' possible future locations considering their observations along with the video context. It is strongly needed by many autonomous platforms like tracking, detection, robot navigation, and…

Computer Vision and Pattern Recognition · Computer Science 2023-05-09 Conghao Wong , Beihao Xia , Qinmu Peng , Wei Yuan , Xinge You

It was recently demonstrated that a simple Monte Carlo (MC) algorithm involving the swap of particle pairs dramatically accelerates the equilibrium sampling of simulated supercooled liquids. We propose two numerical schemes integrating the…

Statistical Mechanics · Physics 2019-06-24 Ludovic Berthier , Elijah Flenner , Christopher J. Fullerton , Camille Scalliet , Murari Singh

We outline a procedure for jointly sampling substitution matrices and multiple sequence alignments, according to an approximate posterior distribution, using an MCMC-based algorithm. This procedure provides an efficient and simple method by…

Quantitative Methods · Quantitative Biology 2015-01-22 Joseph L. Herman , Adrienn Szabó , Instván Miklós , Jotun Hein