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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

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48 results for 20 newsgroups

We propose a method for finding alternate features missing in the Lasso optimal solution. In ordinary Lasso problem, one global optimum is obtained and the resulting features are interpreted as task-relevant features. However, this can overlook possibly relevant features not selected by the Lasso. With the proposed met…

2016-11-18abs ↗pdf ↗

Neural NMF discovers hierarchical topics in multilayer data.

problem Detecting latent hierarchical structure in multilayer data.
method Recursive application of nonnegative matrix factorization (NMF) in layers with backpropagation optimization.
result Neural NMF outperforms other hierarchical NMF methods in synthetic and real-world datasets.

LIME explanations can be uncertain, even for accurate models.

problem Uncertainty in LIME explanations undermines trust in machine learning models.
method Demonstrated two sources of uncertainty in LIME: sampling randomness and varying interpretation quality.
result Uncertainty in LIME explanations is present even in high-performing models.

Supervised topic models utilize document's side information for discovering predictive low dimensional representations of documents. Existing models apply the likelihood-based estimation. In this paper, we present a general framework of max-margin supervised topic models for both continuous and categorical response var…

2009-12-30abs ↗pdf ↗

Training a source model optimally for its own task is suboptimal for downstream transfer.

problem The optimality of a source model for its own task hinders downstream transfer performance.
method Analyzes L2-SP ridge regression, characterizes transfer-optimal source penalty, and identifies alignment-dependent effects.
result Transfer benefits from stronger source regularization when aligned imperfectly, and from weaker regularization when aligned perfectly.

This paper proposes the continuous semantic topic embedding model (CSTEM) which finds latent topic variables in documents using continuous semantic distance function between the topics and the words by means of the variational autoencoder(VAE). The semantic distance could be represented by any symmetric bell-shaped geo…

2017-11-24abs ↗pdf ↗

Paper defends LSTM-based text classification models from backdoor attacks.

problem Backdoor attacks in LSTM models cause misclassification of spam or malicious speech.
method Backdoor Keyword Identification (BKI) to identify and exclude poisoned samples.
result BKI method effectively mitigates backdoor attacks in various text classification datasets.

We study the problem of learning a latent tree graphical model where samples are available only from a subset of variables. We propose two consistent and computationally efficient algorithms for learning minimal latent trees, that is, trees without any redundant hidden nodes. Unlike many existing methods, the observed …

2010-09-14abs ↗pdf ↗

Tsetlin Machine improves text categorization accuracy and interpretability.

problem High accuracy and interpretability in medical text categorization.
method Representing text as propositional variables, capturing categories with simple formulae, and using the Tsetlin Machine to learn these formulae.
result Tsetlin Machine outperforms other methods on various datasets, delivering best recall and precision.

New attacks exploit transfer learning to misclassify text models.

problem Misclassification attacks against transfer learned text classifiers.
method Novel attack algorithms using unintended features from teacher models.
result Transfer learning increases vulnerability to misclassification attacks.

The 20/60/20 rule improves risk management and portfolio optimization in finance.

problem Understanding and managing financial data with heavy tails.
method Application of the 20/60/20 rule to stock market data, development of new measures for tail heaviness, and integration into portfolio optimization.
result The 20/60/20 rule enhances robustness and performance in portfolio optimization.

For any positive integer r, we exhibit a knot Kr with (20 ×\times 2 r--1 + 1) crossings whose Jones polynomial V (Kr) is equal to 1 mod-ulo 2 r. Our construction rests on a certain 20-crossing tangle T 20 which is undetectable by the Kauffman bracket polynomial pair mod 2.

2016-10-18abs ↗pdf ↗

Pareto's 80/20 rule follows a Gaussian distribution with twice the mean standard deviation.

problem Understanding variations in the 80/20 rule across different contexts.
method Identifying the statistical distribution of the 80/20 rule and its variations.
result The 80/20 rule follows a Gaussian distribution with a standard deviation twice the mean.

Let J1\mathcal{J}^1 be the real form of a complex simple Jordan algebra such that the automorphism group is F4(20)\mathrm{F}_{4(-20)}. By using some orbit types of F4(20)\mathrm{F}_{4(-20)} on J1\mathcal{J}^1, for F4(20)\mathrm{F}_{4(-20)}, explicitly, we give the Iwasawa decomposition, the Oshima--Sekiguchi's KεK_ε-Iwasawa decomp…

2011-09-05abs ↗pdf ↗

The divergence theorem in its usual form applies only to suitably smooth vector fields. For vector fields which are merely piecewise smooth, as is natural at a boundary between regions with different physical properties, one must patch together the divergence theorem applied separately in each region. We give an elegan…

1994-04-02abs ↗pdf ↗

In Peña (2007), MCMC sampling is applied to approximately calculate the ratio of essential graphs (EGs) to directed acyclic graphs (DAGs) for up to 20 nodes. In the present paper, we extend that work from 20 to 31 nodes. We also extend that work by computing the approximate ratio of connected EGs to connected DAGs, of …

2013-01-30abs ↗pdf ↗

For any discrete, torsion-free subgroup ΓΓ of Sp(n,1)\mathrm{Sp}(n,1) (resp.\ F420\mathrm{F}_4^{-20}) with no parabolic elements, we prove that H4n1(Γ;V)=0H_{4n-1}(Γ;V)=0 (resp.\ Hi(Γ;V)=0H_i(Γ;V)=0 for i=13,14,15i=13,14,15) for any ΓΓ--module VV. The main technical advance is a new bound on the pp--Jacobian of the barycenter map of Besson--Cour…

2015-06-11abs ↗pdf ↗

The early layers of a deep neural net have the fewest parameters, but take up the most computation. In this extended abstract, we propose to only train the hidden layers for a set portion of the training run, freezing them out one-by-one and excluding them from the backward pass. Through experiments on CIFAR, we empiri…

2017-06-15abs ↗pdf ↗

A graph is 2-apex if it is planar after the deletion of at most two vertices. Such graphs are not intrinsically knotted, IK. We investigate the converse, does not IK imply 2-apex? We determine the simplest possible counterexample, a graph on nine vertices and 21 edges that is neither IK nor 2-apex. In the process, we s…

2009-10-08abs ↗pdf ↗

This is lecture notes of a talk I gave at the Morningside Center of Mathematics on June 20, 2006. In this talk, I survey on Poincare and geometrization conjecture.

2006-07-31abs ↗pdf ↗

We prove the following: there are infinitely many finite-covolume (resp. cocompact) Coxeter groups acting on hyperbolic space H^n for every n < 20 (resp. n < 7). When n=7 or 8, they may be taken to be nonarithmetic. Furthermore, for 1 < n < 20, with the possible exceptions n=16 and 17, the number of essentially distinc…

2009-03-01abs ↗pdf ↗

Germany's tax admin costs likely exceed 20% of total revenue, requiring system improvement.

problem High tax administrative costs in Germany and other jurisdictions.
method Statistical data, surveys, and a novel approach to measure total administrative cost as a percentage of total tax revenue.
result Germany's 2021 tax administrative costs likely exceeded 20% of total tax revenue.

The study classifies complex parallelisable nilmanifolds with unobstructed deformations.

problem Characterizing complex parallelisable nilmanifolds with unobstructed deformations.
method Analyzing Lie algebras associated with nilmanifolds and their verbal ideals.
result There are finitely many complex homotopy types of unobstructed complex parallelisable nilmanifolds up to dimension 19, and infinitely many in dimension 20.

We address the question of the growth of firm size. To this end, we analyze the Compustat data base comprising all publicly-traded United States manufacturing firms within the years 1974-1993. We find that the distribution of firm sizes remains stable for the 20 years we study, i.e., the mean value and standard deviati…

1997-02-10abs ↗pdf ↗

We study 3-valent maps Mn(p,q)M_n(p,q) consisting of a ring of nn qq-gons whose the inner and outer domains are filled by pp-gons, for p,q3p,q \ge 3. We describe a domain in the space of parameters pp, qq, and nn, for which such a map may exist. With four infinite sequences of maps - prisms Mp(p3,4)M_p(p \ge 3,4), $M_4(4,q \g…

2000-05-27abs ↗pdf ↗

The definition of deposit substitutes in Philippine tax law fails to consider the maturity of a debt instrument. This makes it possible for long-term bonds to be considered as deposit substitutes if they meet the 20-lender rule, taxable at 20% final tax. However, long-term debt instruments cannot realistically function…

2017-12-28abs ↗pdf ↗

The paper classifies natural almost Hermitian structures on Lie groups with minimal conformal leaves.

problem Classifying natural almost Hermitian structures on Lie groups with minimal conformal leaves.
method Analyzing Lie groups with a 2-dimensional conformal foliation and classifying structures based on Lie algebra properties.
result 16 multi-dimensional almost Kähler families, 18 integrable families, and 11 Kähler families were constructed.

Paper introduces Arte-Blue Chip Index for diversifying portfolios with art investments.

problem Evaluating blue-chip art as a viable asset class for diversification.
method Developed Arte-Blue Chip Index tracking top-performing artists over 24 years.
result 20% allocation of blue-chip art in a diversified portfolio increases risk-adjusted returns by 20%.

DPM-Solver speeds up DPM sampling to 10-20 function evaluations.

problem Slow sampling from Diffusion Probabilistic Models (DPMs).
method Exact formulation of diffusion ODE solutions, using change-of-variable and exponentially weighted integral.
result Generates high-quality samples in 10-20 function evaluations.

Improved clustering speed for 20 clusters on CIFAR-100 dataset.

problem Training time complexity for VAEs with discrete latent variables is linear in the number of clusters.
method Applied a continuous relaxation to discrete variables in Gaussian Mixture VAE, reducing training time complexity to constant.
result Reduced training time from 47 hours to 6 hours for 20 clusters on CIFAR-100.

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.