The paper explores transferability of adversarial examples between convex and 01 loss models, finding non-transferability due to different decision boundaries caused by outliers.
problem Transferability of adversarial examples between convex and 01 loss models.
method Empirical study of transferability between linear 01 loss and convex (hinge) loss models, and between neural networks with different activation functions.
result Adversarial examples are non-transferable between convex and 01 loss models due to different decision boundaries caused by outliers.
01 loss neural network improves adversarial robustness on CIFAR10.
problem Improving machine learning models' resistance to adversarial attacks.
method Proposes a single hidden layer 01 loss neural network trained with stochastic coordinate descent.
result 01 loss network has the largest adversarial distortion compared to other models.
The 01 loss is robust to outliers and tolerant to noisy data compared to convex loss functions. We conjecture that the 01 loss may also be more robust to adversarial attacks. To study this empirically we have developed a stochastic coordinate descent algorithm for a linear 01 loss classifier and a single hidden layer 0…
This paper analyzes a time-dependent CFMM called RMM-01, focusing on its pricing and stability.
problem Analyzing the pricing and stability of a time-dependent CFMM called RMM-01.
method Introducing the general framework for CFMMs, analyzing pricing properties, and examining time-varying price stability.
result Determining parameter bounds for RMM-01 to achieve a more stable price than Uniswap.
ARIMA and LSTM models predict stock prices with varying accuracy.
problem Predicting stock prices accurately.
method ARIMA and LSTM models trained on historical stock data.
result LSTM model performs better in predicting stock price changes.
We consider the multi-bump solutions of the following fractional Nirenberg problem \begin{equation}\label{01} (-Δ)^s u=K(x)u^{\frac{n+2s}{n-2s}}, \;\;\;\;u>0\;\;\text{ in }\mathbb{R}^n, \end{equation} where s∈(0,1) and n>2+2s. If K is a periodic function in some k variables with 1≤k<2n−2s, we pr…
A new AMM design reduces impermanent loss and retains more liquidity.
problem Inefficiencies in conventional AMM designs lead to liquidity loss and user engagement issues in DEXs.
method Proposes a dual-mechanism framework: a power-law invariant BMM and dynamic rebate system.
result Reduces impermanent loss by 36% and retains 3.98x more liquidity during price volatility.
Paper establishes generalization bounds for RNNs and improves existing results.
problem Theoretical understanding and generalization bounds for RNNs.
method New generalization error bound and Rademacher complexity calculation.
result Improved generalization bounds for RNNs, tighter than existing bounds.
Distributions of assets returns exhibit a slight skewness. In this note we show that our model of endogenous price formation \cite{Reimann2006} creates an asymmetric return distribution if the price dynamics are a process in which consecutive trading periods are dependent from each other in the sense that opening price…
Nowadays, a lot of scientific efforts are concentrated on the diagnosis of Alzheimer's Disease (AD) applying deep learning methods to neuroimaging data. Even for 2017, there were published more than a hundred papers dedicated to AD diagnosis, whereas only a few works considered a problem of mild cognitive impairments (…
Paper explains DRL strategies for portfolio management using linear models.
problem Difficulty in understanding DRL-based trading strategies.
method Empirical approach using linear models and integrated gradients.
result DRL agents show stronger multi-step prediction power than machine learning methods.
Time series data are prevalent in electronic health records, mostly in the form of physiological parameters such as vital signs and lab tests. The patterns of these values may be significant indicators of patients' clinical states and there might be patterns that are unknown to clinicians but are highly predictive of s…
Study shows investor sentiment boosts intraday trading in Chinese markets.
problem Impact of investor sentiment on intraday overtrading in Chinese A-share markets.
method High-frequency sentiment indices from social media analyzed for intraday overtrading in CSI 300 and CSI 500 constituents.
result Investor sentiment significantly increases intraday overtrading, especially among institutional investors.
Study on cryptocurrency market dynamics and correlations over time.
problem Understanding the dynamics and correlations of cryptocurrency market over time.
method Evolutionary correlation analysis, turning point algorithm, inverse relationship between market size and collective dynamics, time-varying consistency of relationships, examination of volatility structure.
result Increased uniformity in volatility during market crashes, termed 'volatility dispersion'.
Ex ante forecast outcomes should be interpreted as counterfactuals (potential histories), with errors as the spread between outcomes. Reapplying measurements of uncertainty about the estimation errors of the estimation errors of an estimation leads to branching counterfactuals. Such recursions of epistemic uncertainty …
State-of-the-art adversarial attacks are aimed at neural network classifiers. By default, neural networks use gradient descent to minimize their loss function. The gradient of a classifier's loss function is used by gradient-based adversarial attacks to generate adversarially perturbed images. We pose the question whet…
We develop a transitional geometry, that is, a family of geometries of constant curvatures which makes a continuous connec-tion between the hyperbolic, Euclidean and spherical geometries. In this transitional setting, several geometric entities like points, lines, dis-tances, triangles, angles, area, curvature, etc. as…
Foundation AI model outperforms traditional VaR methods in forecasting.
problem Forecasting Value-at-Risk (VaR) for financial returns.
method Time-series foundation AI model, pre-trained on diverse datasets, fine-tuned for specific quantiles.
result Fine-tuned foundation model consistently outperforms traditional methods in actual-over-expected ratios.
Study proves inequality for eigenvalues in symmetric spaces.
problem Proving an inequality for Steklov eigenvalues in symmetric spaces.
method Analyzes eigenvalues on bounded domains in noncompact rank-1 symmetric spaces.
result Extends previous results to non-Euclidean spaces.
We show that a continuous local semiflow of Ck-maps on a finite-dimensional Ck-manifold M can be embedded into a local Ck-flow on M under some weak (necessary) assumptions. This result is applied to an open problem in [fil/tei:01]. We prove that finite-dimensional realizations for interest rate models are high…
Stylized facts of empirical assets log-returns Z include the existence of (semi) heavy tailed distributions fZ(z) and a non-linear spectrum of Hurst exponents τ(β). Empirical data considered are daily prices of 10 large indices from 01/01/1990 to 12/31/2004. We propose a stylized model of price dynamics which is…
In this paper we analyzed dependencies in commodity markets investigating correlations of future contracts for commodities over the period 1998.09.01 - 2007.12.14. We constructed a minimal spanning tree based on the correlation matrix. The tree provides evidence for sector clusterization of investigated contracts. We a…
Investigates if adding cryptocurrencies to German portfolios diversifies better, finding mixed results.
problem Improving diversification in German investor portfolios using cryptocurrencies.
method Portfolio analysis with descriptive statistics, graphical methods, and econometric spanning tests, using a customized EWCI.
result Cryptocurrencies can improve diversification in some windows but not as a normal case.
The uncertainties in future Bitcoin price make it difficult to accurately predict the price of Bitcoin. Accurately predicting the price for Bitcoin is therefore important for decision-making process of investors and market players in the cryptocurrency market. Using historical data from 01/01/2012 to 16/08/2019, machin…
Thomas Rot discusses a topology theorem at a math conference.
problem Topology theorem presentation at a math conference.
method No specific method mentioned; presentation of a theorem.
result No specific key result mentioned; presentation of a theorem.
SPIRE enables efficient federated learning for diffusion models by separating client-specific embeddings from a shared backbone.
problem Large diffusion models are impractical for federated learning due to their size.
method SPIRE separates the network into a global backbone and client-specific embeddings, enabling efficient finetuning.
result SPIRE achieves parameter-efficient finetuning, updating only a small fraction of weights.
Game theory applied to splitting surfaces of compact 2-manifolds.
problem Determining the winner in a game played on surfaces of compact 2-manifolds.
method Analyzing the game through Nim addition and series of G-values based on increasing genus. result The G-series determines the winner in the game played on compact 2-manifolds. Smartphones have been the most popular and widely used devices among means of communication. Nowadays, human activity recognition is possible on mobile devices by embedded sensors, which can be exploited to manage user behavior on mobile devices by predicting user activity. To reach this aim, storing activity character…
Derives a size premium from automated market makers in decentralized AI subnets.
problem Determining the profitability and risk of decentralized AI subnets.
method Analyzes daily data on 128 subnets, tests the size premium, and calculates transaction costs.
result The size premium is reduced by a halving of token emissions but remains profitable only below a certain asset threshold.
Hybrid framework predicts Arctic permafrost decline, risks infrastructure, and provides tools.
problem Tackles permafrost decline and infrastructure risk assessment in Arctic territories.
method Hybrid physics-machine learning framework integrating 2.9 million observations.
result Projects mean permafrost fraction decline of -20.3 pp under RCP8.5 forcing, with high-risk zones identified.
Paper introduces differential pairwise privacy for secure metric learning.
problem Securely measuring similarities of individuals given sensitive pairwise data.
method Develops differential pairwise privacy (DPP) to protect sensitive pairwise data.
result Achieves pairwise data privacy without significant performance loss.
Let f be an ordinary polynomial in C[z1,...,zn] with no negative exponents and with no factor of the form z1α1...znαn where αi are non zero natural integer. If we assume in addicting that f is maximally sparse polynomial (that its support is equal to the set of vertices of its Newton p…
This paper introduces a new learning-based approach for approximately solving the Travelling Salesman Problem on 2D Euclidean graphs. We use deep Graph Convolutional Networks to build efficient TSP graph representations and output tours in a non-autoregressive manner via highly parallelized beam search. Our approach ou…
In the legal domain it is important to differentiate between words in general, and afterwards to link the occurrences of the same entities. The topic to solve these challenges is called Named-Entity Linking (NEL). Current supervised neural networks designed for NEL use publicly available datasets for training and testi…
New recommendations improve Gaussian process accuracy and stability.
problem Numerical instabilities and poor test likelihoods in iterative Gaussian process learning.
method Investigated CG tolerance, preconditioner rank, and Lanczos decomposition rank. Recommended small CG tolerance and large root decomposition size.
result L-BFGS-B optimizer achieves convergence with fewer gradient updates, improving Gaussian process accuracy.
The study finds that firm membership in flagship indices and TCFD endorsement are strong predictors of a wider Disclosure-Performance Gap.
problem The Aggregate Confusion hypothesis and the measurement of greenwashing in environmental disclosures.
method The study uses a Disclosure-Performance Gap (DPG) model to measure the divergence between voluntary environmental disclosures and realised emissions performance for 200 large European firms. The model selection process involved multiple stages and robust standard errors.
result Firm membership in flagship indices and TCFD endorsement are strong predictors of a wider gap, while renewable energy use and environmental capital expenditure significantly narrow the gap.
Improved MACD trading strategies with other indicators for better performance.
problem Evaluating the effectiveness of MACD-based trading strategies in the US stock market.
method Backtested various MACD-based trading strategies on US stock indices using Python.
result Win-rate of MACD strategies improved with other momentum indicators, leading to a new VPVMA indicator.
Study finds that only a fraction of data is needed for accurate patient-level prediction models.
problem Developing predictive models for patient-level outcomes using large observational data.
method Empirical assessment of sample size effects on model performance and complexity using learning curves.
result A median reduction of 9.5% to 78.5% in the number of observations and 8.6% to 68.3% in the number of predictors can be achieved with adequate sample size.
We analyze a database comprising quarterly sales of 55624 pharmaceutical products commercialized by 3939 pharmaceutical firms in the period 1992--2001. We study the probability density function (PDF) of growth in firms and product sales and find that the width of the PDF of growth decays with the sales as a power law w…
Reliable microaneurysm detection in digital fundus images is still an open issue in medical image processing. We propose an ensemble-based framework to improve microaneurysm detection. Unlike the well-known approach of considering the output of multiple classifiers, we propose a combination of internal components of mi…
A new method for creating derivatives without oracles.
problem Lack of trust in external oracles for derivatives pricing.
method Using Replicating Market Makers (RMMs) to create derivative instruments.
result Demonstrated the feasibility of on-chain expiring options without oracles.
This paper improves anomaly detection in lane rendering images for safer navigation.
problem Anomalies in lane rendering images can mislead drivers, posing safety risks.
method Proposes a four-phase pipeline using Transformer models, self-supervised pre-training, and fine-tuning.
result The pipeline enhances detection accuracy and reduces training time.
Constructs links that are both quasi-alternating and almost alternating.
problem Creating links that are both quasi-alternating and almost alternating.
method Using dealternator extension to replace dealternator with rational tangle.
result All not alternating and quasi-alternating Montesinos links can be obtained.
Personalized cancer vaccines are envisioned as the next generation rational cancer immunotherapy. The key step in developing personalized therapeutic cancer vaccines is to identify tumor-specific neoantigens that are on the surface of tumor cells. A promising method for this is through de novo peptide sequencing from m…
Much sequential data exhibits highly non-uniform information distribution. This cannot be correctly modeled by traditional Long Short-Term Memory (LSTM). To address that, recent works have extended LSTM by adding more activations between adjacent inputs. However, the approaches often use a fixed depth, which is at the …
Our knowledge about the evolution of guarantee network in downturn period is limited due to the lack of comprehensive data of the whole credit system. Here we analyze the dynamic Chinese guarantee network constructed from a comprehensive bank loan dataset that accounts for nearly 80% total loans in China, during 01/200…
A hybrid ASR system using conformer architecture improves word-error-rate and training speed.
problem Improving word-error-rate and training efficiency for hybrid ASR systems.
method Used conformer architecture, applied time downsampling, and transposed convolutions.
result Conformer-based hybrid model achieves competitive results and significantly outperforms BLSTM-based hybrid model.
Study predicts when ALS patients will lose speech, swallowing, etc. based on covariates.
problem Predicting when ALS patients will experience significant functional decline.
method Multi-event survival analysis, covariate-based models.
result Covariate-based models outperform Kaplan-Meier estimator in predicting time-to-event outcomes.