The purpose of this study is to estimate the correlation structure between multiple assets using financial text analysis. In recent years, as the background of elevating inflation in the global economy and monetary policy tightening by central banks, the correlation structure between assets, especially interest rate sensitivity and inflation sensitivity, has changed dramatically, increasing the impact on the performance of investors' portfolios. Therefore, the importance of estimating a robust correlation structure in portfolio management has increased. On the other hand, the correlation coefficient using only the historical price data observed in the financial market is accompanied by a certain degree of time lag, and also has the aspect that prediction errors can occur due to the nonstationarity of financial time series data, and that the interpretability from the viewpoint of fundamentals is a little poor when a phase change occurs. In this study, we performed natural language processing on news text and central bank text to verify the prediction accuracy of future correlation coefficient changes. As a result, it was suggested that this method is useful in comparison with the prediction from ordinary time series data.
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Large language models (LLMs) have exhibited remarkable ability in code generation. However, generating the correct solution in a single attempt still remains a challenge. Prior works utilize verification properties in software engineering to verify and re-rank solutions in a majority voting manner. But the assumption behind them that generated verification properties have better qualities than solutions may not always hold. In this paper, we treat them equally as different perspectives of LLMs' reasoning processes. We propose the Multi-Perspective Self-Consistency (MPSC) framework incorporating both inter- and intra-consistency across outputs from multiple perspectives. Specifically, we prompt LLMs to generate diverse outputs from three perspectives, Solution, Specification and Test case, constructing a 3-partite graph. With two measure functions of consistency, we embed both inter- and intra-consistency information into the graph. The optimal choice of solutions is then determined based on analysis in the graph. MPSC significantly boosts performance of foundation models (ChatGPT in this paper) on various benchmarks, including HumanEval (+15.91%), MBPP (+6.43%) and CodeContests (+9.37%), even surpassing GPT-4.
In this paper, we investigate the effectiveness of utilizing CDF-based learned indexes in indexed-nested loop joins for both sorted and unsorted data in external memory. Our experimental study seeks to determine whether the advantages of learned indexes observed in in-memory joins by Sabek and Kraska (VLDB 2023) extend to the external memory context. First, we introduce two optimizations for integrating learned indexes into external-memory joins. Subsequently, we conduct an extensive evaluation, employing hash join, sort join, and indexed-nested loop join with real-world and simulated datasets. Furthermore, we independently assess the learned index-based join across various dimensions, including storage device types, key types, data sorting, parallelism, constrained memory settings, and increasing model error. Our experiments indicate that B-trees and learned indexes exhibit largely similar performance in external-memory joins. Learned indexes offer advantages in terms of smaller index size and faster lookup performance. However, their construction time is approximately $1000\times$ higher. While learned indexes can be significantly smaller ($2\times$-$4\times$) than the internal nodes of a B-tree index, these internal nodes constitute only 0.4 to 1% of the data size and typically fit in main memory in most practical scenarios. Additionally, unlike in the in-memory setting, learned indexes can prioritize faster construction over accuracy (larger error window) without significantly affecting query performance.
We study the legal challenges in automated decision-making by analysing conventional algorithmic fairness approaches and their alignment with antidiscrimination law in the United Kingdom and other jurisdictions based on English common law. By translating principles of anti-discrimination law into a decision-theoretic framework, we formalise discrimination and propose a new, legally informed approach to developing systems for automated decision-making. Our investigation reveals that while algorithmic fairness approaches have adapted concepts from legal theory, they can conflict with legal standards, highlighting the importance of bridging the gap between automated decisions, fairness, and anti-discrimination doctrine.
Meta-analysis allows rigorous aggregation of estimates and uncertainty across multiple studies. When a given study reports multiple estimates, such as log odds ratios (ORs) or log relative risks (RRs) across exposure groups, accounting for within-study correlations improves accuracy and efficiency of meta-analytic results. Canonical approaches of Greenland-Longnecker and Hamling estimate pseudo cases and non-cases for exposure groups to obtain within-study correlations. However, currently available implementations for both methods fail on simple examples. We review both GL and Hamling methods through the lens of optimization. For ORs, we provide modifications of each approach that ensure convergence for any feasible inputs. For GL, this is achieved through a new connection to entropic minimization. For Hamling, a modification leads to a provably solvable equivalent set of equations given a specific initialization. For each, we provide implementations a guaranteed to work for any feasible input. For RRs, we show the new GL approach is always guaranteed to succeed, but any Hamling approach may fail: we give counter-examples where no solutions exist. We derive a sufficient condition on reported RRs that guarantees success when reported variances are all equal.
Prompt-based approaches offer a cutting-edge solution to data privacy issues in continual learning, particularly in scenarios involving multiple data suppliers where long-term storage of private user data is prohibited. Despite delivering state-of-the-art performance, its impressive remembering capability can become a double-edged sword, raising security concerns as it might inadvertently retain poisoned knowledge injected during learning from private user data. Following this insight, in this paper, we expose continual learning to a potential threat: backdoor attack, which drives the model to follow a desired adversarial target whenever a specific trigger is present while still performing normally on clean samples. We highlight three critical challenges in executing backdoor attacks on incremental learners and propose corresponding solutions: (1) \emph{Transferability}: We employ a surrogate dataset and manipulate prompt selection to transfer backdoor knowledge to data from other suppliers; (2) \emph{Resiliency}: We simulate static and dynamic states of the victim to ensure the backdoor trigger remains robust during intense incremental learning processes; and (3) \emph{Authenticity}: We apply binary cross-entropy loss as an anti-cheating factor to prevent the backdoor trigger from devolving into adversarial noise. Extensive experiments across various benchmark datasets and continual learners validate our continual backdoor framework, achieving up to $100\%$ attack success rate, with further ablation studies confirming our contributions' effectiveness.
This paper proposes QDFO, a dataflow-based optimization approach to Microsoft QIR. QDFO consists of two main functions: one is to preprocess the QIR code so that the LLVM optimizer can capture more optimization opportunities, and the other is to optimize the QIR code so that duplicate loading and constructing of qubits and qubit arrays can be avoided. We evaluated our work on the IBM Challenge Dataset, the results show that our method effectively reduces redundant operations in the QIR code. We also completed a preliminary implementation of QDFO and conducted a case study on the real-world code. Our observational study indicates that the LLVM optimizer can further optimize the QIR code preprocessed by our algorithm. Both the experiments and the case study demonstrate the effectiveness of our approach.
Efficient derandomization has long been a goal in complexity theory, and a major recent result by Yanyi Liu and Rafael Pass identifies a new class of hardness assumption under which it is possible to perform time-bounded derandomization efficiently: that of ''leakage-resilient hardness.'' They identify a specific form of this assumption which is $\textit{equivalent}$ to $\mathsf{prP} = \mathsf{prBPP}$. In this paper, we pursue an equivalence to derandomization of $\mathsf{prBP{\cdot}L}$ (logspace promise problems with two-way randomness) through techniques analogous to Liu and Pass. We are able to obtain an equivalence between a similar ''leakage-resilient hardness'' assumption and a slightly stronger statement than derandomization of $\mathsf{prBP{\cdot}L}$, that of finding ''non-no'' instances of ''promise search problems.''
We describe ACE0, a lightweight platform for evaluating the suitability and viability of AI methods for behaviour discovery in multiagent simulations. Specifically, ACE0 was designed to explore AI methods for multi-agent simulations used in operations research studies related to new technologies such as autonomous aircraft. Simulation environments used in production are often high-fidelity, complex, require significant domain knowledge and as a result have high R&D costs. Minimal and lightweight simulation environments can help researchers and engineers evaluate the viability of new AI technologies for behaviour discovery in a more agile and potentially cost effective manner. In this paper we describe the motivation for the development of ACE0.We provide a technical overview of the system architecture, describe a case study of behaviour discovery in the aerospace domain, and provide a qualitative evaluation of the system. The evaluation includes a brief description of collaborative research projects with academic partners, exploring different AI behaviour discovery methods.
Multi-relation Question Answering is a challenging task, due to the requirement of elaborated analysis on questions and reasoning over multiple fact triples in knowledge base. In this paper, we present a novel model called Interpretable Reasoning Network that employs an interpretable, hop-by-hop reasoning process for question answering. The model dynamically decides which part of an input question should be analyzed at each hop; predicts a relation that corresponds to the current parsed results; utilizes the predicted relation to update the question representation and the state of the reasoning process; and then drives the next-hop reasoning. Experiments show that our model yields state-of-the-art results on two datasets. More interestingly, the model can offer traceable and observable intermediate predictions for reasoning analysis and failure diagnosis, thereby allowing manual manipulation in predicting the final answer.
The potential of graph convolutional neural networks for the task of zero-shot learning has been demonstrated recently. These models are highly sample efficient as related concepts in the graph structure share statistical strength allowing generalization to new classes when faced with a lack of data. However, knowledge from distant nodes can get diluted when propagating through intermediate nodes, because current approaches to zero-shot learning use graph propagation schemes that perform Laplacian smoothing at each layer. We show that extensive smoothing does not help the task of regressing classifier weights in zero-shot learning. In order to still incorporate information from distant nodes and utilize the graph structure, we propose an Attentive Dense Graph Propagation Module (ADGPM). ADGPM allows us to exploit the hierarchical graph structure of the knowledge graph through additional connections. These connections are added based on a node's relationship to its ancestors and descendants and an attention scheme is further used to weigh their contribution depending on the distance to the node. Finally, we illustrate that finetuning of the feature representation after training the ADGPM leads to considerable improvements. Our method achieves competitive results, outperforming previous zero-shot learning approaches.
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