no code implementations • 25 Jan 2022 • Varun Khurana, Harish Kannan, Alexander Cloninger, Caroline Moosmüller
In this paper we study supervised learning tasks on the space of probability measures.
no code implementations • 4 Jun 2021 • Jinjie Zhang, Harish Kannan, Alexander Cloninger, Rayan Saab
We propose the use of low bit-depth Sigma-Delta and distributed noise-shaping methods for quantizing the Random Fourier features (RFFs) associated with shift-invariant kernels.
no code implementations • 25 Sep 2020 • Areejit Samal, Hirdesh K. Pharasi, Sarath Jyotsna Ramaia, Harish Kannan, Emil Saucan, Jürgen Jost, Anirban Chakraborti
The complexity of financial markets arise from the strategic interactions among agents trading stocks, which manifest in the form of vibrant correlation patterns among stock prices.