Related papers: Neural Functionally Generated Portfolios
Graph partitioning, a well studied problem of parallel computing has many applications in diversified fields such as distributed computing, social network analysis, data mining and many other domains. In this paper, we introduce FGPGA, an…
We develop a framework for stochastic portfolio theory (SPT), which incorporates modern nonlinear price impact and impact decay models. Our main result is the derivation of the celebrated master formula for additive functional generation of…
Extracting appropriate features to represent a corpus is an important task for textual mining. Previous attention based work usually enhance feature at the lexical level, which lacks the exploration of feature augmentation at the sentence…
Graph Neural Networks (GNNs) are a powerful representational tool for solving problems on graph-structured inputs. In almost all cases so far, however, they have been applied to directly recovering a final solution from raw inputs, without…
Neural fields, which represent signals as a function parameterized by a neural network, are a promising alternative to traditional discrete vector or grid-based representations. Compared to discrete representations, neural representations…
Recent studies in neuroscience show great potential of functional brain networks constructed from fMRI data for popularity modeling and clinical predictions. However, existing functional brain networks are noisy and unaware of downstream…
Graph neural networks (GNNs) are gaining increasing popularity as a promising approach to machine learning on graphs. Unlike traditional graph workloads where each vertex/edge is associated with a scalar, GNNs attach a feature tensor to…
We introduce a new approach to functional causal modeling from observational data, called Causal Generative Neural Networks (CGNN). CGNN leverages the power of neural networks to learn a generative model of the joint distribution of the…
In the trading process, financial signals often imply the time to buy and sell assets to generate excess returns compared to a benchmark (e.g., an index). Alpha is the portion of an asset's return that is not explained by exposure to this…
Federated learning aims to learn a global model that performs well on client devices with limited cross-client communication. Personalized federated learning (PFL) further extends this setup to handle data heterogeneity between clients by…
Generative flow networks (GFlowNets), as an emerging technique, can be used as an alternative to reinforcement learning for exploratory control tasks. GFlowNet aims to generate distribution proportional to the rewards over terminating…
Symbolic regression (SR) is an area of interpretable machine learning that aims to identify mathematical expressions, often composed of simple functions, that best fit in a given set of covariates $X$ and response $y$. In recent years, deep…
Generative Pre-trained Transformer (GPT) is a state-of-the-art machine learning model capable of generating human-like text through natural language processing (NLP). GPT is trained on massive amounts of text data and uses deep learning…
The use of machine learning to generate synthetic data has grown in popularity with the proliferation of text-to-image models and especially large language models. The core methodology these models use is to learn the distribution of the…
Federated Graph Learning (FGL) aims to collaboratively and privately optimize graph models on divergent data for different tasks. A critical challenge in FGL is to enable effective yet efficient federated optimization against multifaceted…
This paper shows that previously reported generation algorithms run into problems when dealing with f-structure representations. A generation algorithm that is suitable for this type of representations is presented: the Semantic Kernel…
Despite the omnipresence of tensors and tensor operations in modern deep learning, the use of tensor mathematics to formally design and describe neural networks is still under-explored within the deep learning community. To this end, we…
We investigate a sequential optimization procedure to minimize the empirical risk functional $f_{\hat\theta}(x) = \frac{1}{2}\|G_{\hat\theta}(x) - y\|^2$ for certain families of deep networks $G_{\theta}(x)$. The approach is to optimize a…
The recently proposed generative flow networks (GFlowNets) are a method of training a policy to sample compositional discrete objects with probabilities proportional to a given reward via a sequence of actions. GFlowNets exploit the…
While graph kernels (GKs) are easy to train and enjoy provable theoretical guarantees, their practical performances are limited by their expressive power, as the kernel function often depends on hand-crafted combinatorial features of…