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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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87174260347 · Jun 202019922001200920172026
48 results for DT representations

The identification of novel drug-target (DT) interactions is a substantial part of the drug discovery process. Most of the computational methods that have been proposed to predict DT interactions have focused on binary classification, where the goal is to determine whether a DT pair interacts or not. However, protein-l…

2018-01-30abs ↗pdf ↗

Let XX be a compact complex Calabi-Yau 4-fold. Under certain assumptions, we define Donaldson-Thomas type deformation invariants (DT4DT_{4} invariants) by studying moduli spaces of solutions to the Donaldson-Thomas equations on XX. We also study sheaves counting problems on local Calabi-Yau 4-folds. We relate DT4DT_{4}

2014-07-29abs ↗pdf ↗

The article finds non-Abelian DT-instantons on non-Kähler manifolds.

problem Finding solutions to DT-instanton equations on non-Kähler manifolds.
method Constructing examples of DT-instantons for homogeneous almost Hermitian structures on the manifold of full flags in C^3.
result Explicit classification and phenomena of reducibility and disappearance of DT-instantons.

Enhances RL in target domains with limited data using augmented return.

problem Utilize data from an accessible source domain to improve policy learning in a target domain with scarce data.
method Return Augmented Decision Transformer (REAG) method, which augments the return in the source domain to align with the target domain's optimal trajectory distribution.
result The proposed REAG method achieves the same level of suboptimality as without a dynamics shift, enhancing DT type frameworks' performance in off-dynamics RL.

Study evaluates digital transformation impact on financial performance using LLMs.

problem Measuring and understanding the impact of digital transformation on financial performance.
method Constructed DT indicators from company reports; analyzed effects of different digital technologies.
result Digital transformation improves financial performance, but varies by technology.

This research assesses uncertainty quantification and sensitivity analysis for DTs in nuclear fuel performance.

problem Understanding the reliability and performance of advanced nuclear fuels using DTs.
method Introduces ML-based uncertainty quantification and sensitivity analysis methods applied to BISON fuel performance code.
result Demonstrates the effectiveness of DTs in multi-criteria decision-making for nuclear fuel performance.

Variational autoencoder is a powerful deep generative model with variational inference. The practice of modeling latent variables in the VAE's original formulation as normal distributions with a diagonal covariance matrix limits the flexibility to match the true posterior distribution. We propose a new transformation, …

2019-01-30abs ↗pdf ↗

Mathematical advances needed for Digital Twins, differing from traditional models.

problem Foundational mathematical advances required for Digital Twins.
method Multi-scale, multi-physics modeling and coupling, different reliability criteria and uncertainty assessments.
result AI/ML methods can perform well in biomedical problems but fail in simple engineering systems.

The B^n(1)\hat B_n^{(1)}-hierarchy is constructed from the standard splitting of the affine Kac-Moody algebra B^n(1)\hat B_n^{(1)}, the Drinfeld-Sokolov B^n(1)\hat B_n^{(1)}-KdV hierarchy is obtained by pushing down the B^n(1)\hat B_n^{(1)}-flows along certain gauge orbit to a cross section of the gauge action. In this paper, we (1) u…

2019-12-15abs ↗pdf ↗

Enhanced ODT with Feature Concatenation boosts learning efficiency.

problem Insufficient learning efficiency of ODT due to linear projections not being transmitted to child nodes.
method Feature Concatenation ( exttt{FC-ODT}) to transmit linear projections along decision paths.
result Experiments show exttt{FC-ODT} outperforms state-of-the-art decision trees with a limited tree depth.

Boosted ensemble of decision tree (DT) classifiers are extremely popular in international competitions, yet to our knowledge nothing is formally known on how to make them \textit{also} differential private (DP), up to the point that random forests currently reign supreme in the DP stage. Our paper starts with the proof…

2020-01-26abs ↗pdf ↗

GDT improves reinforcement learning by matching future state information efficiently.

problem Efficient learning of multi-task policies from trajectory data.
method Generalized Decision Transformer (GDT) for offline hindsight information matching.
result GDT enables effective offline multi-task state-marginal matching and imitation learning.

DTS improves inference-time alignment of diffusion models with less compute.

problem Inference-time alignment of diffusion models suffers from inaccurate value estimation and inefficient reuse of past computations.
method Diffusion Tree Sampling (DTS) uses a tree-based approach to propagate terminal rewards and iteratively refine value estimates.
result DTS produces asymptotically exact samples and matches the FID of best-performing baselines with up to 10x less compute.

Growth of monetary assets and debts is commonly described by the formula of compound interest which for the case of continuous compounding is the exponential growth law. Its differential form is dc/dt = i c where dc/dt describes the rate of monetary growth, i the compounded interest rate and c the actual principal. Exp…

2012-04-30abs ↗pdf ↗

New rule reduces exploration regret to logarithmic, improving bad episode handling.

problem Improving exploration regret in average reward MDPs.
method Replacing Doubling Trick with Vanishing Multiplicative rule in EVI-based algorithms.
result Regret is logarithmic under the new rule, significantly better than linear.

Paper proposes DG-ETC for online submodular maximization with stochastic bandit feedback.

problem Online unconstrained submodular maximization with stochastic bandit feedback.
method Double-Greedy - Explore-then-Commit (DG-ETC) approach.
result DG-ETC achieves logarithmic regret O(dlog(dT))O(d\log(dT)) for 1/21/2-approximate pseudo-regret.

DTS improves robustness of bandit algorithms in nonstationary environments.

problem Brittle behavior of multi-armed bandit algorithms in nonstationary exogenous factors.
method Deconfounded Thompson Sampling (DTS) that projects population-level performance while controlling for context.
result DTS provides resilience to exogenous variation and balances exploration and exploitation.

We discuss Donaldson-Thomas (DT) invariants of torsion sheaves with 2 dimensional support on a smooth projective surface in an ambient non-compact Calabi Yau fourfold given by the total space of a rank 2 bundle on the surface. We prove that in certain cases, when the rank 2 bundle is chosen appropriately, the universal…

2018-10-22abs ↗pdf ↗

Researchers use DT to transfer policies from one environment to another using causal reasoning.

problem Adapting to changes in environmental dynamics in reinforcement learning.
method Applying causal counterfactual reasoning to Decision Transformer (DT) architecture for policy transfer.
result DT successfully transfers a learned policy to new environments while retaining most of the reward.

Study computes isoperimetric profiles in low-dimensional Riemannian products.

problem Estimating isoperimetric profiles in Riemannian products.
method Symmetrization techniques for product manifolds.
result Explicit lower bounds for isoperimetric profiles in T2imesRnT^2 imes \mathbb{R}^n and T3imesR4T^3 imes \mathbb{R}^4.

Let Σg,pΣ_{g,p} be the genus--gg oriented surface with pp punctures, with either g>0g>0 or p>3p>3. We show that MCG(Σg,p)/DTMCG(Σ_{g,p})/DT is acylindrically hyperbolic where DTDT is the normal subgroup of the mapping class group MCG(Σg,p)MCG(Σ_{g,p}) generated by KthK^{th} powers of Dehn twists about curves in Σg,pΣ_{g,p} for suitable KK.…

2018-12-23abs ↗pdf ↗

Mathematical structures link Gromov-Witten to Donaldson-Thomas invariants.

problem Understanding non-perturbative topological string theory.
method Borel summation of Gromov-Witten potential and analysis of Stokes phenomena.
result Stokes phenomena encode Donaldson-Thomas invariants of the resolved conifold.

Domestic violence (DV) is a global social and public health issue that is highly gendered. Being able to accurately predict DV recidivism, i.e., re-offending of a previously convicted offender, can speed up and improve risk assessment procedures for police and front-line agencies, better protect victims of DV, and pote…

2018-03-27abs ↗pdf ↗

In this paper we propose the use of Generative Adversarial Networks (GAN) to generate artificial training data for machine learning tasks. The generation of artificial training data can be extremely useful in situations such as imbalanced data sets, performing a role similar to SMOTE or ADASYN. It is also useful when t…

2019-04-19abs ↗pdf ↗

Study biharmonic submanifolds in warped product structures.

problem Characterize biharmonic submanifolds in warped product spaces.
method Analyze tension and bitension fields, relate to warping function and geometry of submanifolds.
result Characterize tangentially and normally biharmonic cases via differential conditions on the warping function.

In this paper we propose a synergistic melting of neural networks and decision trees (DT) we call neural decision trees (NDT). NDT is an architecture a la decision tree where each splitting node is an independent multilayer perceptron allowing oblique decision functions or arbritrary nonlinear decision function if more…

2017-02-23abs ↗pdf ↗

Proposes ACLAE-DT for unsupervised anomaly detection in multivariate time series.

problem Challenges in building anomaly detection frameworks for multivariate time series data.
method Attention-based ConvLSTM Autoencoder with Dynamic Thresholding.
result Demonstrates superior performance over state-of-the-art methods.

We study the origins of the dt\sqrt{dt} effect in finance and SDE. In particular, we show, in the game-theoretic framework, that market volatility is a consequence of the absence of riskless opportunities for making money and that too high volatility is also incompatible with such opportunities. More precisely, riskles…

2018-02-04abs ↗pdf ↗

We develop DTs for PDE models using KL-NN and TL, analyzing TL's moment equations and one-shot learning for exactness.

problem Creating accurate digital twins for systems governed by PDEs under changing conditions.
method We use KL-NN surrogate models and transfer learning to construct DTs, analyzing the moment equations and proposing one-shot and few-shot learning methods.
result For linear PDEs, one-shot TL is exact; for nonlinear PDEs, some parameters can be transferred with minimal error.

Neural networks estimate SDEs with jump noise using a Tamed-Milstein scheme.

problem Estimating drift and diffusion functions in SDEs with jump noise.
method Tamed-Milstein scheme with neural networks as non-parametric approximators.
result Flexible estimation of complex nonlinear dynamics in systems with state-dependent noise.

We review a construction of hyperkahler metrics proposed in joint work of Davide Gaiotto, Greg Moore and the author. A key ingredient in this construction is a collection of integer "DT invariants" obeying the wall-crossing formula of Kontsevich-Soibelman.

2013-08-09abs ↗pdf ↗

Study online pricing with contextual elasticity and heteroscedastic valuation.

problem Online contextual dynamic pricing with customer decision based on features and price.
method Introduced a novel approach to modeling customer demand with feature-based price elasticity and heteroscedastic noise. Proposed an efficient algorithm called Pricing with Perturbation (PwP).
result Proved an O(dTlogT)O(\sqrt{dT\log T}) regret bound for the algorithm, matching a lower bound of Ω(dT)Ω(\sqrt{dT}).

Proportional transaction costs present difficult theoretical problems in trading algorithm design, on account of their lack of analytical tractability. The author derives a solution of DT-NT-DT form for an arbitrary model in which the the traded asset has diffusive dynamics described by one or more stochastic risk fact…

2012-04-29abs ↗pdf ↗

This paper considers the problem of learning the parameters in Bayesian networks of discrete variables with known structure and hidden variables. Previous approaches in these settings typically use expectation maximization; when the network has high treewidth, the required expectations might be approximated using Monte…

2013-09-26abs ↗pdf ↗

LDTA expands LDA's topic modeling capacity with tree-structured priors.

problem Limited expressiveness of Dirichlet priors in LDA for complex topic relationships.
method Introduces Latent Dirichlet-Tree Allocation (LDTA) with Dirichlet-Tree (DT) priors, and develops universal mean-field variational inference and Expectation Propagation.
result LDTA enables expressive, tree-structured priors over topic proportions, expanding modeling capacity of LDA.