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The sophistication and diversity of contemporary cyberattacks have rendered the use of proxies, gateways, firewalls, and encrypted tunnels as a standalone defensive strategy inadequate. Consequently, the proactive identification of data…
Health data are generally complex in type and small in sample size. Such domain-specific challenges make it difficult to capture information reliably and contribute further to the issue of generalization. To assist the analytics of…
We propose ClusPath, a novel algorithm for detecting general evolution tendencies in a population of entities. We show how abstract notions, such as the Swedish socio-economical model (in a political dataset) or the companies fiscal…
Traditional machine learning approaches assume that data comes from a single generating mechanism, which may not hold for most real life data. In these cases, the single mechanism assumption can result in suboptimal performance. We…
Maximum entropy models provide the least constrained probability distributions that reproduce statistical properties of experimental datasets. In this work we characterize the learning dynamics that maximizes the log-likelihood in the case…
Detection of periodic patterns of interest within noisy time series data plays a critical role in various tasks, spanning from health monitoring to behavior analysis. Existing learning techniques often rely on labels or clean versions of…
Patch-based transformers have emerged as efficient and improved long-horizon modeling architectures for time series modeling. Yet, existing approaches rely on temporally-agnostic patch construction, where arbitrary starting positions and…
The paper focuses on Image Compression, explaining efficient approaches based on Frequent Pattern Mining(FPM). The proposed compression mechanism is based on clustering similar pixels in the image and thus using cluster identifiers in image…
Getting a robust time-series clustering with best choice of distance measure and appropriate representation is always a challenge. We propose a novel mechanism to identify the clusters combining learned compact representation of…
Grasping the historical volatility of stock market indices and accurately estimating are two of the major focuses of those involved in the financial securities industry and derivative instruments pricing. This paper presents the results of…
In this letter we propose the use of physics techniques for entropy determination on constrained parameter optimization problems. The main feature of such techniques, the construction of an unbiased walk on energy space, suggests their use…
Herding is a deterministic algorithm used to generate data points that can be regarded as random samples satisfying input moment conditions. The algorithm is based on the complex behavior of a high-dimensional dynamical system and is…
Nowadays, frequent pattern mining (FPM) on large graphs receives increasing attention, since it is crucial to a variety of applications, e.g., social analysis. Informally, the FPM problem is defined as finding all the patterns in a large…
We investigated the use of Empirical Mode Decomposition (EMD) combined with Gaussian Mixture Models (GMM), feature engineering and machine learning algorithms to optimize trading decisions. We used five, two, and one year samples of hourly…
Demand forecasting is a crucial component of demand management. While shortening the forecasting horizon allows for more recent data and less uncertainty, this frequently means lower data aggregation levels and a more significant data…
In this brief review, we critically examine the recent work done on correlation-based networks in financial systems. The structure of empirical correlation matrices constructed from the financial market data changes as the individual stock…
An algorithmic limit of compressed sensing or related variable-selection problems is analytically evaluated when a design matrix is given by an overcomplete random matrix. The replica method from statistical mechanics is employed to derive…
Regarding the intraday sequence of high frequency returns of the S&P index as daily realizations of a given stochastic process, we first demonstrate that the scaling properties of the aggregated return distribution can be employed to define…
Augmenting Large Language Models (LLMs) with retrieved external knowledge has proven effective for improving the factual accuracy of generated responses. Despite their success, retrieval-augmented LLMs still face the distractibility issue,…
Sample selection improves the efficiency and effectiveness of machine learning models by providing informative and representative samples. Typically, samples can be modeled as a sample graph, where nodes are samples and edges represent…