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Eric P. Nichols

Publications and source records attributed to Eric P. Nichols.

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Modeling Baroque Two-Part Counterpoint with Neural Machine Translation

We propose a system for contrapuntal music generation based on a Neural Machine Translation (NMT) paradigm. We consider Baroque counterpoint and are interested in modeling the interaction between any two given parts as a mapping between a given source material and an appropriate target material. Like in translation, the former imposes some constraints on the latter, but doesn't define it completely. We collate and edit a bespoke dataset of Baroque pieces, use it to train an attention-based neural network model, and evaluate the generated output via BLEU score and musicological analysis. We show that our model is able to respond with some idiomatic trademarks, such as imitation and appropriate rhythmic offset, although it falls short of having learned stylistically correct contrapuntal motion (e.g., avoidance of parallel fifths) or stricter imitative rules, such as canon.

cs.SD

Deep Learning Stock Volatility with Google Domestic Trends

We have applied a Long Short-Term Memory neural network to model S&P 500 volatility, incorporating Google domestic trends as indicators of the public mood and macroeconomic factors. In a held-out test set, our Long Short-Term Memory model gives a mean absolute percentage error of 24.2%, outperforming linear Ridge/Lasso and autoregressive GARCH benchmarks by at least 31%. This evaluation is based on an optimal observation and normalization scheme which maximizes the mutual information between domestic trends and daily volatility in the training set. Our preliminary investigation shows strong promise for better predicting stock behavior via deep learning and neural network models.

q-fin.CP