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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.

168,657 papers · 148 categories

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0111 · Jul 201919922001200920172026
6 results for CVE

MLE and CVE are equivalent under exponential families, leading to faster and more stable EM algorithms.

problem Finding maximum likelihood estimators (MLE) efficiently and stably.
method Proved equivalence between MLE and CVE under exponential families, leading to an EM algorithm.
result EM algorithm achieves the same asymptotic variance as MLE and is faster and more stable.

Survey of SDR methods for high-dimensional regression and embedding.

problem Reducing dimensionality in high-dimensional data.
method Involves both statistical and machine learning approaches, covering inverse and forward regression methods.
result Supervised Kernel Dimension Reduction is equivalent to supervised PCA.

Proposes a new model to describe positive volatility-price correlation in commodity markets.

problem Negative correlation between volatility and asset prices in commodity markets.
method Deduced a variable volatility elasticity (VVE) model from the CEV model.
result The VVE model can describe positive correlation in commodity markets.