Bartosz Bieganowski, Daniel Strzelecki, Robert Skiba et al.
In this paper we summarize the results of the Putnam-like benchmark published by Google DeepMind. This dataset consists of 96 original problems in the spirit of the Putnam Competition and 576 solutions of LLMs. We analyse the performance of models on this set of problems to verify their ability to solve problems from mathematical contests.
Bartosz Bieganowski, Robert Ślepaczuk
This paper investigates the enhancement of financial time series forecasting with the use of neural networks through supervised autoencoders (SAE), to improve investment strategy performance. Using the Sharpe and Information Ratios, it specifically examines the impact of noise augmentation and triple barrier labeling on risk-adjusted returns. The study focuses on Bitcoin, Litecoin, and Ethereum as the traded assets from January 1, 2016, to April 30, 2022. Findings indicate that supervised autoencoders, with balanced noise augmentation and bottleneck size, significantly boost strategy effectiveness. However, excessive noise and large bottleneck sizes can impair performance.