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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.

168,695 papers · 148 categories

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1345 · Nov 201919922001200920172026
48 results for Atlas BM

Study proposes active learning method for estimating robust regions in uncertain function evaluations.

problem Estimating robust regions for uncertain function evaluations with unknown distributions.
method Distributionally robust level-set estimation (DRPTR) with active learning.
result The proposed method efficiently identifies reliable regions with theoretical guarantees.

Let M7M^7 be a smooth manifold equipped with a G2G_2-structure φφ, and Y3Y^3 be an closed compact φφ-associative submanifold. In \cite{McL}, R. McLean proved that the moduli space $\bm_{Y,φ}$ of the φφ-associative deformations of YY has vanishing virtual dimension. In this paper, we perturb φφ into a G2G_2-structu…

2010-11-08abs ↗pdf ↗

The purpose of the present work is to study (marginally) trapped submanifolds lying in a null hypersurface. Let $(M,g,N)\to\Bm(c)$ be a null hypersurface of a space-time with constant sectional curvature cc, endowed with a Screen Integrable and Conformal rigging NN. The (Marginally) Trapped Submanifolds we are intere…

2017-06-12abs ↗pdf ↗

AFS-BM improves model accuracy by dynamically selecting features.

problem Feature selection challenges in ML, especially scalability and adaptability.
method Joint optimization for feature selection and model training with binary masking.
result AFS-BM achieves significant improvements in model accuracy and computational efficiency.

We present a layered Boltzmann machine (BM) that can better exploit the advantages of a distributed representation. It is widely believed that deep BMs (DBMs) have far greater representational power than its shallow counterpart, restricted Boltzmann machines (RBMs). However, this expectation on the supremacy of DBMs ov…

2015-05-11abs ↗pdf ↗

Atlas models are systems of Ito processes with parameters that depend on rank. We show that the parameters of a simple Atlas model can be identified by measuring the variance of the top-ranked process for different sampling intervals.

2015-02-14abs ↗pdf ↗

This research uses Siamese networks to identify partial mouse brain images from the Allen atlas.

problem Identifying precise mouse brain microscopy images from the Allen atlas.
method Siamese Networks with contrastive learning to find corresponding atlas plates for partial images.
result Siamese CNNs achieved 25% TOP-1 and 100% TOP-5 accuracy in identifying brain slices from the Allen atlas.

Statistical analysis of financial data most focused on testing the validity of Brownian motion (Bm). Analysis performed on several time series have shown deviation from the Bm hypothesis, that is at the base of the evaluation of many financial derivatives. We inquiry in the behavior of measures of performance based on …

2007-09-15abs ↗pdf ↗

This paper presents a new algorithm, termed \emph{truncated amplitude flow} (TAF), to recover an unknown vector x\bm{x} from a system of quadratic equations of the form yi=ai,x2y_i=|\langle\bm{a}_i,\bm{x}\rangle|^2, where ai\bm{a}_i's are given random measurement vectors. This problem is known to be \emph{NP-hard} in genera…

2016-05-26abs ↗pdf ↗

Boltzmann machines (BMs) are appealing candidates for powerful priors in variational autoencoders (VAEs), as they are capable of capturing nontrivial and multi-modal distributions over discrete variables. However, non-differentiability of the discrete units prohibits using the reparameterization trick, essential for lo…

2018-05-18abs ↗pdf ↗

I explain an open conjecture by Braverman/Milatovic/Shubin (BMS) on the positivity of square integrable solutions ff of (Δ+1)f0(-Δ+1)f\geq 0 on a geodescially complete Riemannian manifold, and its connection to essential self-adjointness problems of covariant Schrödinger operators. The latter conjecture has remained open f…

2017-09-21abs ↗pdf ↗

Atlas-type models are constant-parameter models of uncorrelated stocks for equity markets with a stable capital distribution, in which the growth rates and variances depend on rank. The simplest such model assigns the same, constant variance to all stocks; zero rate of growth to all stocks but the smallest; and positiv…

2006-02-23abs ↗pdf ↗

Formulae for mass and angular momentum transformations under BMS transformations derived from curvature and metric.

problem Deriving transformation formulae for mass and angular momentum under BMS transformations.
method Two approaches: from curvature tensor and metric coefficients.
result Exact expressions for Drey-Streubel angular momentum of a general section.

New findings show independent subordination is not relevant for accurate option pricing.

problem Determining if independent subordination improves option pricing accuracy.
method Utilized a class of additive processes (ATS) to demonstrate that independent subordination is incompatible with market data and shows worse calibration performances.
result Independent subordination is not relevant for accurate option pricing, as shown by the ATS class of processes.

A neural atlas simplifies 3D geometry simulation by avoiding meshing.

problem Simulation of complex 3D geometries with thin features or non-trivial topology.
method Learned geometric representation of overlapping volumetric coordinate charts, trained from point-cloud or level-set data.
result The learned atlas enables different solvers without re-meshing or re-parametrization.

Generative models learn manifold structure; new approach uses atlas and geodesic interpolation.

problem Challenges in representing manifolds with topology different from Euclidean space.
method Atlas Generative Models (AGMs) with hybrid latent spaces and geodesic interpolation.
result Geodesic interpolation can be extended to AGMs, improving manifold representation.

Paper analyzes strategic underreporting in competitive insurance markets.

problem Strategic underreporting by insureds in competitive insurance markets.
method Develops a dynamic insurance market model with two competing companies and a continuum of insureds, examines the interaction between strategic underreporting and competitive pricing under a Bonus-Malus System framework.
result Establishes the existence and uniqueness of the insureds' optimal reporting barrier and its dependence on BMS premiums; proves the existence of Nash equilibrium premium strategies.

In this paper we apply Markovian approximation of the fractional Brownian motion (BM), known as the Dobric-Ojeda (DO) process, to the fractional stochastic volatility model where the instantaneous variance is modelled by a lognormal process with drift and fractional diffusion. Since the DO process is a semi-martingale,…

2019-04-19abs ↗pdf ↗

We present an atlas of Legendrian knots in standard contact three-space. This gives a conjectural Legendrian classification for all knots with arc index at most 9, including alternating knots through 7 crossings and nonalternating knots through 9 crossings. Our method involves a computer search of grid diagrams and app…

2010-10-19abs ↗pdf ↗

A common strategy for sparse linear regression is to introduce regularization, which eliminates irrelevant features by letting the corresponding weights be zeros. However, regularization often shrinks the estimator for relevant features, which leads to incorrect feature selection. Motivated by the above-mentioned issue…

2015-09-03abs ↗pdf ↗

Paper identifies problematic baselines in Shapley value explanations and proposes a reweighting mechanism.

problem Identifying and addressing the suboptimality of baselines in Shapley value feature importance analysis.
method Analyzed suboptimality of baselines, identified problematic baseline, generalized uninformativeness, and designed a reweighting mechanism.
result Proposed uncertainty-based reweighting mechanism effectively accelerates computation and improves explanation quality.

After fixing a marking (V, W) of a quasifuchsian punctured torus group G, the complex length l_V and the complex twist tau_V,W parameters define a holomorphic embedding of the quasifuchsian space QF of punctured tori into C^2. It is called the complex Fenchel-Nielsen coordinates of QF. For a complex number c, let Q_gam…

2011-11-15abs ↗pdf ↗

A new sampler and temperature estimation method enable efficient learning of Boltzmann Machines.

problem Efficient learning of Boltzmann Machines (BMs) is challenging due to high training costs and difficulty in parallelization.
method Proposed a new Boltzmann sampler (Langevin SB, LSB) and an efficient method (Conditional Expectation Matching, CEM) for estimating inverse temperature.
result Established an efficient learning framework (Sampler-Adaptive Learning, SAL) for BMs with greater expressive power than Restricted Boltzmann Machines (RBMs).

This paper provides a tutorial on Boltzmann Machines and Deep Belief Networks.

problem Understanding and applying Boltzmann Machines and Deep Belief Networks.
method Explains the structures, conditional distributions, Gibbs sampling, training methods, and deep belief networks of RBMs.
result Comprehensive overview of RBMs and DBNs, useful in various fields.

ATLAS separates invariant and transferable latent factors across diverse environments.

problem Transfer learning and robust prediction in heterogeneous environments.
method ATLAS leverages invariance principle to disentangle latent factors and uses auxiliary labels for robust prediction.
result Near-oracle performance and robust transferable prediction in new environments.

We study Atlas-type models of equity markets with local characteristics that depend on both name and rank, and in ways that induce a stable capital distribution. Ergodic properties and rankings of processes are examined with reference to the theory of reflected Brownian motions in polyhedral domains. In the context of …

2009-09-01abs ↗pdf ↗

ATLAS uses LLMs to adaptively trade by optimizing prompts and coordinating agents.

problem Adapting LLMs for real-time financial decision-making in noisy markets.
method ATLAS integrates structured market data, uses Adaptive-OPRO for prompt optimization, and employs multi-agent coordination.
result Adaptive-OPRO consistently outperforms fixed prompts in financial trading.

We introduce an atlas adapted to the Toda flow on the manifold of full flags of any non-compact real semisimple Lie algebra, and on its Hessenberg-type submanifolds. In our local coordinates the Toda flow becomes linear. We use these new coordinates to show that the Toda flow on the manifold of full flags is Morse-Smal…

2019-09-05abs ↗pdf ↗

Paper proves Brunn-Minkowski inequality and curvature dimension condition are equivalent in weighted Riemannian manifolds.

problem Proving equivalence between Brunn-Minkowski inequality and curvature dimension condition.
method Analyzes weighted Riemannian manifolds, proving equivalence without optimal transport or differential structure.
result Brunn-Minkowski inequality and curvature dimension condition are equivalent in weighted Riemannian manifolds.