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For classification of the high frequency trading quantities, waiting times, price increments within and between sessions are referred to as the a-, b-, and c-increments. Statistics of the a-b-c-increments are computed for the Time & Sales…

General Finance · Quantitative Finance 2013-12-10 Valerii Salov

In industrial recommendation systems, multi-task learning (learning multiple tasks simultaneously on a single model) is a predominant approach to save training/serving resources and improve recommendation performance via knowledge transfer…

Information Retrieval · Computer Science 2024-11-20 Yun He , Xuxing Chen , Jiayi Xu , Renqin Cai , Yiling You , Jennifer Cao , Minhui Huang , Liu Yang , Yiqun Liu , Xiaoyi Liu , Rong Jin , Sem Park , Bo Long , Xue Feng

The strong capabilities of recent Large Language Models (LLMs) have made them highly effective for zero-shot re-ranking task. Attention-based re-ranking methods, which derive relevance scores directly from attention weights, offer an…

Computation and Language · Computer Science 2026-02-24 Yuxing Tian , Fengran Mo , Weixu Zhang , Yiyan Qi , Jian-Yun Nie

We introduce a novel computational unit for neural networks that features multiple biases, challenging the traditional perceptron structure. This unit emphasizes the importance of preserving uncorrupted information as it is passed from one…

Learning from imbalanced data is one of the most significant challenges in real-world classification tasks. In such cases, neural networks performance is substantially impaired due to preference towards the majority class. Existing…

Machine Learning · Computer Science 2022-11-13 Bronislav Yasinnik , Moshe Salhov , Ofir Lindenbaum , Amir Averbuch

Recent work has suggested that the generalisation performance of a DNN is related to the extent to which the Signal-to-Noise Ratio is optimised at each of the nodes. In contrast, Gradient Descent methods do not always lead to SNR-optimal…

Machine Learning · Computer Science 2022-07-27 Paul Norridge

Using an artificial neural network (ANN), a fixed universe of approximately 1500 equities from the Value Line index are rank-ordered by their predicted price changes over the next quarter. Inputs to the network consist only of the ten prior…

General Finance · Quantitative Finance 2008-12-02 J. B. Satinover , D. Sornette

Resampling algorithms are a useful approach to deal with imbalanced learning in multilabel scenarios. These methods have to deal with singularities in the multilabel data, such as the occurrence of frequent and infrequent labels in the same…

Machine Learning · Computer Science 2025-01-22 Antonio J. Rivera , Miguel A. Dávila , David Elizondo , María J. del Jesus , Francisco Charte

The performance of classification algorithms with a massive and highly imbalanced data stream depends upon efficient balancing strategy. Some techniques of balancing strategy have been applied in the past with Batch data to resolve the…

Machine Learning · Computer Science 2019-10-22 Rafiq Ahmed Mohammed , Kok-Wai Wong , Mohd Fairuz Shiratuddin , Xuequn Wang

Balancing influential covariates is crucial for valid treatment comparisons in clinical studies. While covariate-adaptive randomization is commonly used to achieve balance, its performance can be inadequate when the number of baseline…

Methodology · Statistics 2024-12-30 Ziqing Guo , Yang Liu , Lucy Xia

Social media have great potential for enabling public discourse on important societal issues. However, adverse effects, such as polarization and echo chambers, greatly impact the benefits of social media and call for algorithms that…

Social and Information Networks · Computer Science 2023-08-29 Federico Cinus , Aristides Gionis , Francesco Bonchi

We propose and experimentally demonstrate an innovative stock index prediction method using a weighted optical reservoir computing system. We construct fundamental market data combined with macroeconomic data and technical indicators to…

Machine Learning · Computer Science 2024-08-02 Fang Wang , Ting Bu , Yuping Huang

A new methodology has been introduced to clean the correlation matrix of single stocks returns based on a constrained principal component analysis using financial data. Portfolios were introduced, namely "Fundamental Maximum Variance…

Portfolio Management · Quantitative Finance 2020-01-27 Sebastien Valeyre

The 2020 Decennial Census will be released with a new disclosure avoidance system in place, putting differential privacy in the spotlight for a wide range of data users. We consider several key applications of Census data in redistricting,…

Computers and Society · Computer Science 2022-03-11 Aloni Cohen , Moon Duchin , JN Matthews , Bhushan Suwal

A toy model of binary classification is studied with the aim of clarifying the class-wise resampling/reweighting effect on the feature learning performance under the presence of class imbalance. In the analysis, a high-dimensional limit of…

Machine Learning · Statistics 2025-04-23 Tomoyuki Obuchi , Toshiyuki Tanaka

A simple reweighting scheme is proposed for Monte Carlo simulations of interacting particle systems, permitting one to study various parameter values in a single study, and improving efficiency by an order of magnitude. Unlike earlier…

Statistical Mechanics · Physics 2009-10-31 Ronald Dickman

A portfolio of different stocks and a risk-less security whose composition is dynamically maintained stable by trading shares at any time step leads to a growth of the capital with a nonrandom rate. This is the key for the theory of…

Disordered Systems and Neural Networks · Physics 2008-12-02 M. Serva

A common issue for classification in scientific research and industry is the existence of imbalanced classes. When sample sizes of different classes are imbalanced in training data, naively implementing a classification method often leads…

Methodology · Statistics 2021-07-02 Yang Feng , Min Zhou , Xin Tong

We propose performing imbalanced classification by regrouping majority classes into small classes so that we turn the problem into balanced multiclass classification. This new idea is dramatically different from popular loss reweighting and…

Computer Vision and Pattern Recognition · Computer Science 2022-10-28 Le Peng , Yash Travadi , Rui Zhang , Ying Cui , Ju Sun

Evaluation of systemic risk in networks of financial institutions in general requires information of inter-institution financial exposures. In the framework of Debt Rank algorithm, we introduce an approximate method of systemic risk…

Risk Management · Quantitative Finance 2021-04-14 Sebastian M. Krause , Hrvoje Štefančić , Vinko Zlatić , Guido Caldarelli