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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.

168,742 papers · 148 categories

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1122 · Mar 201919922001200920172026
20 results for DSL

New methodology controls synthetic data bias for neural program synthesis.

problem Deep networks generalize poorly to certain data distributions when trained on synthetic examples.
method Proposes a new methodology to control and evaluate the bias of synthetic data distributions over programs and specifications.
result Training deep networks on controlled synthetic data distributions leads to improved cross-distribution generalization performance.

This article introduces the degenerate special Lagrangian equation (DSL) and develops the basic analytic tools to construct and study its solutions. The DSL governs geodesics in the space of positive graph Lagrangians in Cn.\mathbb{C}^n. Existence of geodesics in the space of positive Lagrangians is an important step in…

2015-06-26abs ↗pdf ↗

DSL uses supervised learning to optimize portfolios, improving stability and performance.

problem Optimizing robust portfolios in financial markets.
method DSL reframes portfolio construction as a supervised learning problem, using cross-entropy loss and optimizing Sharpe or Sortino ratios. Deep Ensemble methods are employed to reduce variance.
result DSL outperforms traditional and machine learning methods, achieving higher median returns and more stable risk-adjusted performance.

The process of designing neural architectures requires expert knowledge and extensive trial and error. While automated architecture search may simplify these requirements, the recurrent neural network (RNN) architectures generated by existing methods are limited in both flexibility and components. We propose a domain-s…

2017-12-20abs ↗pdf ↗

DSL estimates heterogeneous treatment effects over time in survival settings.

problem Complicated by right censoring and time-varying treatment effects.
method Deep survival learner (DSL) for estimating CATEs over a clinically relevant time spectrum.
result DSL reveals heterogeneity in perioperative chemotherapy effects over time.

We show that the degenerate special Lagrangian equation, recently introduced by Rubinstein-Solomon, induces a global equation on every Riemannian manifold, and that for certain associated geometries this equation governs, as it does in the Euclidean setting, geodesics in the space of positive Lagrangians. For example, …

2017-09-01abs ↗pdf ↗

The goal in network state prediction (NSP) is to classify the global state (label) associated with features embedded in a graph. This graph structure encoding feature relationships is the key distinctive aspect of NSP compared to classical supervised learning. NSP arises in various applications: gene expression samples…

2019-03-24abs ↗pdf ↗

New method uses imperfect LLM annotations for valid statistical inference in social science.

problem Inaccurate large language model annotations in social science research.
method Design-based supervised learning (DSL) combining imperfect LLM surrogates with gold-standard labels.
result DSL provides valid statistical inference with comparable predictive accuracy to existing methods.

We present a training system, which can provably defend significantly larger neural networks than previously possible, including ResNet-34 and DenseNet-100. Our approach is based on differentiable abstract interpretation and introduces two novel concepts: (i) abstract layers for fine-tuning the precision and scalabilit…

2019-03-29abs ↗pdf ↗

This paper characterizes and designs loss functions for robust classification with abstention.

problem Ensuring robustness against adversarial attacks and knowing when to abstain from prediction.
method Proposes adversarial robust reject option loss and characterizes surrogates for calibration.
result Shifted Double Ramp Loss and Shifted Double Sigmoid Loss satisfy the calibration conditions.

Recent work has shown how to embed differentiable optimization problems (that is, problems whose solutions can be backpropagated through) as layers within deep learning architectures. This method provides a useful inductive bias for certain problems, but existing software for differentiable optimization layers is rigid…

2019-10-28abs ↗pdf ↗

A new approach for specifying and synthesizing subroutines for optimizing metrics.

problem Specifying and optimizing subroutines for various metrics.
method Formalizing programming by rewards (PBR), using continuous-optimization techniques to synthesize decision functions as if-then-else programs.
result Synthesized decision functions are optimal in cases when rewards have nice properties.

LLM agents discover cryptocurrency factors under reproducible constraints.

problem Flexibility of LLM agents in empirical discovery leads to uncontrolled search.
method Sequential hypothesis search with fixed data splits and portfolio tests.
result Ridge-combined portfolio achieves 44.55% annualized return in out-of-sample period.

Improved genetic programming by optimizing mutation operators for continuous program search.

problem Small syntactic mutations in genetic programming can lead to unpredictable behavioral shifts.
method Learned a compact trading-strategy DSL, created a block-factorized embedding, and designed geometry-compiled mutation operators.
result Geometry-compiled mutation operators discover strong strategies using fewer evaluations and achieve higher Sharpe ratios.