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Apr 15

Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models

This paper investigates an important problem of an appropriate variance-covariance matrix estimation in the Modern Portfolio Theory. We propose a novel framework for variancecovariance matrix estimation for purposes of the portfolio optimization, which is based on deep learning models. We employ the long short-term memory (LSTM) recurrent neural networks (RNN) along with two probabilistic deep learning models: DeepVAR and GPVAR to the task of one-day ahead multivariate forecasting. We then use these forecasts to optimize portfolios of stocks and cryptocurrencies. Our analysis presents results across different combinations of observation windows and rebalancing periods to compare performances of classical and deep learning variance-covariance estimation methods. The conclusions of the study are that although the strategies (portfolios) performance differed significantly between different combinations of parameters, generally the best results in terms of the information ratio and annualized returns are obtained using the LSTM-RNN models. Moreover, longer observation windows translate into better performance of the deep learning models indicating that these methods require longer windows to be able to efficiently capture the long-term dependencies of the variance-covariance matrix structure. Strategies with less frequent rebalancing typically perform better than these with the shortest rebalancing windows across all considered methods.

  • 2 authors
·
Aug 19, 2025

ZEST: Zero-shot Embodied Skill Transfer for Athletic Robot Control

Achieving robust, human-like whole-body control on humanoid robots for agile, contact-rich behaviors remains a central challenge, demanding heavy per-skill engineering and a brittle process of tuning controllers. We introduce ZEST (Zero-shot Embodied Skill Transfer), a streamlined motion-imitation framework that trains policies via reinforcement learning from diverse sources -- high-fidelity motion capture, noisy monocular video, and non-physics-constrained animation -- and deploys them to hardware zero-shot. ZEST generalizes across behaviors and platforms while avoiding contact labels, reference or observation windows, state estimators, and extensive reward shaping. Its training pipeline combines adaptive sampling, which focuses training on difficult motion segments, and an automatic curriculum using a model-based assistive wrench, together enabling dynamic, long-horizon maneuvers. We further provide a procedure for selecting joint-level gains from approximate analytical armature values for closed-chain actuators, along with a refined model of actuators. Trained entirely in simulation with moderate domain randomization, ZEST demonstrates remarkable generality. On Boston Dynamics' Atlas humanoid, ZEST learns dynamic, multi-contact skills (e.g., army crawl, breakdancing) from motion capture. It transfers expressive dance and scene-interaction skills, such as box-climbing, directly from videos to Atlas and the Unitree G1. Furthermore, it extends across morphologies to the Spot quadruped, enabling acrobatics, such as a continuous backflip, through animation. Together, these results demonstrate robust zero-shot deployment across heterogeneous data sources and embodiments, establishing ZEST as a scalable interface between biological movements and their robotic counterparts.

  • 28 authors
·
Jan 30

Before It's Too Late: A State Space Model for the Early Prediction of Misinformation and Disinformation Engagement

In today's digital age, conspiracies and information campaigns can emerge rapidly and erode social and democratic cohesion. While recent deep learning approaches have made progress in modeling engagement through language and propagation models, they struggle with irregularly sampled data and early trajectory assessment. We present IC-Mamba, a novel state space model that forecasts social media engagement by modeling interval-censored data with integrated temporal embeddings. Our model excels at predicting engagement patterns within the crucial first 15-30 minutes of posting (RMSE 0.118-0.143), enabling rapid assessment of content reach. By incorporating interval-censored modeling into the state space framework, IC-Mamba captures fine-grained temporal dynamics of engagement growth, achieving a 4.72% improvement over state-of-the-art across multiple engagement metrics (likes, shares, comments, and emojis). Our experiments demonstrate IC-Mamba's effectiveness in forecasting both post-level dynamics and broader narrative patterns (F1 0.508-0.751 for narrative-level predictions). The model maintains strong predictive performance across extended time horizons, successfully forecasting opinion-level engagement up to 28 days ahead using observation windows of 3-10 days. These capabilities enable earlier identification of potentially problematic content, providing crucial lead time for designing and implementing countermeasures. Code is available at: https://github.com/ltian678/ic-mamba. An interactive dashboard demonstrating our results is available at: https://ic-mamba.behavioral-ds.science.

  • 5 authors
·
Feb 6, 2025

Enhancing End Stage Renal Disease Outcome Prediction: A Multi-Sourced Data-Driven Approach

Objective: To improve prediction of Chronic Kidney Disease (CKD) progression to End Stage Renal Disease (ESRD) using machine learning (ML) and deep learning (DL) models applied to an integrated clinical and claims dataset of varying observation windows, supported by explainable AI (XAI) to enhance interpretability and reduce bias. Materials and Methods: We utilized data about 10,326 CKD patients, combining their clinical and claims information from 2009 to 2018. Following data preprocessing, cohort identification, and feature engineering, we evaluated multiple statistical, ML and DL models using data extracted from five distinct observation windows. Feature importance and Shapley value analysis were employed to understand key predictors. Models were tested for robustness, clinical relevance, misclassification errors and bias issues. Results: Integrated data models outperformed those using single data sources, with the Long Short-Term Memory (LSTM) model achieving the highest AUC (0.93) and F1 score (0.65). A 24-month observation window was identified as optimal for balancing early detection and prediction accuracy. The 2021 eGFR equation improved prediction accuracy and reduced racial bias, notably for African American patients. Discussion: Improved ESRD prediction accuracy, results interpretability and bias mitigation strategies presented in this study have the potential to significantly enhance CKD and ESRD management, support targeted early interventions and reduce healthcare disparities. Conclusion: This study presents a robust framework for predicting ESRD outcomes in CKD patients, improving clinical decision-making and patient care through multi-sourced, integrated data and AI/ML methods. Future research will expand data integration and explore the application of this framework to other chronic diseases.

  • 2 authors
·
Oct 1, 2024

Fuxi-DA: A Generalized Deep Learning Data Assimilation Framework for Assimilating Satellite Observations

Data assimilation (DA), as an indispensable component within contemporary Numerical Weather Prediction (NWP) systems, plays a crucial role in generating the analysis that significantly impacts forecast performance. Nevertheless, the development of an efficient DA system poses significant challenges, particularly in establishing intricate relationships between the background data and the vast amount of multi-source observation data within limited time windows in operational settings. To address these challenges, researchers design complex pre-processing methods for each observation type, leveraging approximate modeling and the power of super-computing clusters to expedite solutions. The emergence of deep learning (DL) models has been a game-changer, offering unified multi-modal modeling, enhanced nonlinear representation capabilities, and superior parallelization. These advantages have spurred efforts to integrate DL models into various domains of weather modeling. Remarkably, DL models have shown promise in matching, even surpassing, the forecast accuracy of leading operational NWP models worldwide. This success motivates the exploration of DL-based DA frameworks tailored for weather forecasting models. In this study, we introduces FuxiDA, a generalized DL-based DA framework for assimilating satellite observations. By assimilating data from Advanced Geosynchronous Radiation Imager (AGRI) aboard Fengyun-4B, FuXi-DA consistently mitigates analysis errors and significantly improves forecast performance. Furthermore, through a series of single-observation experiments, Fuxi-DA has been validated against established atmospheric physics, demonstrating its consistency and reliability.

  • 6 authors
·
Apr 12, 2024

LazyEviction: Lagged KV Eviction with Attention Pattern Observation for Efficient Long Reasoning

Large Language Models (LLMs) exhibit enhanced reasoning capabilities by employing Chain-of-Thought (CoT). However, the extended reasoning sequences introduce significant GPU memory overhead due to increased key-value (KV) cache size, particularly in tasks requiring long reasoning sequences, such as mathematics and programming. Existing KV cache compression methods mitigate memory bottlenecks but struggle in long reasoning tasks. In this paper, we analyze attention patterns in reasoning tasks and reveal a Token Importance Recurrence phenomenon: a large proportion of tokens receive renewed attention after multiple decoding steps, which is failed to capture by existing works and may lead to unpredictable eviction on such periodically critical tokens. To address this, we propose LazyEviction, a lagged KV eviction framework designed to maintain reasoning performance while reducing KV memory. LazyEviction is an Observation Window-based Lagged Eviction Mechanism retaining latent recurring tokens by performing lagged evictions across decoding steps, which contains two key components: (1) Recurrence Interval Tracking for capturing temporal variations in token importance, and (2) an Maximum Recurrence Interval-Centric Eviction Policy that prioritizes eviction based on tokens' recurrence patterns. Extensive experiments demonstrate that LazyEviction reduces KV cache size by 50% while maintaining comparable accuracy on mathematics reasoning datasets, outperforming state-of-the-art methods. Our findings highlight the importance of preserving recurring tokens, which are critical for maintaining knowledge continuity in multi-step reasoning tasks.

  • 5 authors
·
Jun 18, 2025

Where Matters More Than What: Decoding-aligned KV Cache Compression via Position-aware Pseudo Queries

The Key-Value (KV) cache is crucial for efficient Large Language Models (LLMs) inference, but excessively long contexts drastically increase KV cache memory footprint. Existing KV cache compression methods typically rely on input-side attention patterns within a prompt observation window to estimate token importance during the prefill stage. They fail to preserve critical tokens for future generation since these assessments are not derived from the decoding process. Intuitively, an effective observation window should mirror the decoding-stage queries to accurately reflect which tokens the generation process will attend to. However, ground-truth decoding queries are inherently unavailable during inference. For constructing pseudo queries to approximate them, we find that positional information plays a more critical role than semantic content. Motivated by this insight, we propose decoding-aligned KV cache compression via position-aware pseudo queries (DapQ), a novel and lightweight eviction framework that leverages position-aware pseudo queries to simulate the output tokens, thereby establishing an effective observation window for importance assessment. It aligns closely with the actual generation context and enables precise token eviction. Extensive evaluations across multiple benchmarks and LLMs demonstrate that DapQ achieves superior performance, particularly under strict memory constraints (e.g., up to nearly lossless performance 99.5% on NIAH with 3% KV cache budgets).

  • 4 authors
·
Mar 11

ThinkJEPA: Empowering Latent World Models with Large Vision-Language Reasoning Model

Recent progress in latent world models (e.g., V-JEPA2) has shown promising capability in forecasting future world states from video observations. Nevertheless, dense prediction from a short observation window limits temporal context and can bias predictors toward local, low-level extrapolation, making it difficult to capture long-horizon semantics and reducing downstream utility. Vision--language models (VLMs), in contrast, provide strong semantic grounding and general knowledge by reasoning over uniformly sampled frames, but they are not ideal as standalone dense predictors due to compute-driven sparse sampling, a language-output bottleneck that compresses fine-grained interaction states into text-oriented representations, and a data-regime mismatch when adapting to small action-conditioned datasets. We propose a VLM-guided JEPA-style latent world modeling framework that combines dense-frame dynamics modeling with long-horizon semantic guidance via a dual-temporal pathway: a dense JEPA branch for fine-grained motion and interaction cues, and a uniformly sampled VLM thinker branch with a larger temporal stride for knowledge-rich guidance. To transfer the VLM's progressive reasoning signals effectively, we introduce a hierarchical pyramid representation extraction module that aggregates multi-layer VLM representations into guidance features compatible with latent prediction. Experiments on hand-manipulation trajectory prediction show that our method outperforms both a strong VLM-only baseline and a JEPA-predictor baseline, and yields more robust long-horizon rollout behavior.

  • 8 authors
·
Mar 23 2

SnapKV: LLM Knows What You are Looking for Before Generation

Large Language Models (LLMs) have made remarkable progress in processing extensive contexts, with the Key-Value (KV) cache playing a vital role in enhancing their performance. However, the growth of the KV cache in response to increasing input length poses challenges to memory and time efficiency. To address this problem, this paper introduces SnapKV, an innovative and fine-tuning-free approach that efficiently minimizes KV cache size while still delivering comparable performance in real-world applications. We discover that each attention head in the model consistently focuses on specific prompt attention features during generation. Meanwhile, this robust pattern can be obtained from an `observation' window located at the end of the prompts. Drawing on this insight, SnapKV automatically compresses KV caches by selecting clustered important KV positions for each attention head. Our approach significantly reduces the growing computational overhead and memory footprint when processing long input sequences. Specifically, SnapKV achieves a consistent decoding speed with a 3.6x increase in generation speed and an 8.2x enhancement in memory efficiency compared to baseline when processing inputs of 16K tokens. At the same time, it maintains comparable performance to baseline models across 16 long sequence datasets. Moreover, SnapKV can process up to 380K context tokens on a single A100-80GB GPU using HuggingFace implementation with minor changes, exhibiting only a negligible accuracy drop in the Needle-in-a-Haystack test. Further comprehensive studies suggest SnapKV's potential for practical applications.

  • 9 authors
·
Apr 22, 2024 2

First Light And Reionisation Epoch Simulations (FLARES) VI: The colour evolution of galaxies z=5-15

With its exquisite sensitivity, wavelength coverage, and spatial and spectral resolution, the James Webb Space Telescope is poised to revolutionise our view of the distant, high-redshift (z>5) Universe. While Webb's spectroscopic observations will be transformative for the field, photometric observations play a key role in identifying distant objects and providing more comprehensive samples than accessible to spectroscopy alone. In addition to identifying objects, photometric observations can also be used to infer physical properties and thus be used to constrain galaxy formation models. However, inferred physical properties from broadband photometric observations, particularly in the absence of spectroscopic redshifts, often have large uncertainties. With the development of new tools for forward modelling simulations it is now routinely possible to predict observational quantities, enabling a direct comparison with observations. With this in mind, in this work, we make predictions for the colour evolution of galaxies at z=5-15 using the FLARES: First Light And Reionisation Epoch Simulations cosmological hydrodynamical simulation suite. We predict a complex evolution, driven predominantly by strong nebular line emission passing through individual bands. These predictions are in good agreement with existing constraints from Hubble and Spitzer as well as some of the first results from Webb. We also contrast our predictions with other models in the literature: while the general trends are similar we find key differences, particularly in the strength of features associated with strong nebular line emission. This suggests photometric observations alone should provide useful discriminating power between different models.

  • 9 authors
·
Jul 22, 2022