80 citations · 645 across the 38 of their papers we have counts for
3 papers · 1 filter
Legendre Equivalences of Spherical Boltzmann Machines
Giuseppe Genovese, Daniele Tantari
We study either fully visible and restricted Boltzmann machines with sub-Gaussian random weights and spherical or Gaussian priors. We prove the free energies of the spherical and G…
Unveiling the relation between herding and liquidity with trader lead-lag networks
Carlo Campajola, Fabrizio Lillo, Daniele Tantari
We propose a method to infer lead-lag networks of traders from the observation of their trade record as well as to reconstruct their state of supply and demand when they do not tra…
Inverse problems for structured datasets using parallel TAP equations and RBM
Aurélien Decelle, Sungmin Hwang, Jacopo Rocchi +1
We propose an efficient algorithm to solve inverse problems in the presence of binary clustered datasets. We consider the paradigmatic Hopfield model in a teacher student scenario,…