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.
Paper presents a method for identifying isotope envelopes in MALDI-ToF data.
A nonparametric method for time series analysis extracts envelopes, detects peaks, and clusters data.
The dynamical analysis of American options has motivated the development of robust versions of the classical Snell envelopes. The cost of superhedging an American option is characterized by the upper Snell envelope. The infimum of the arbitrage free prices is characterized by the lower Snell envelope. In this paper we …
Spain uses DEA to select international markets for exports.
The paper introduces a method to learn and apply value envelopes for faster online reinforcement learning.
Study benchmarks mutual funds in India using DEA, finding efficiency metrics.
Proposes a method for evaluating multiple dimensions of organizational effectiveness using DEA.
Defines a calculus for integrating Moreau envelopes in differentiable programming.
Study analyzes profitability and efficiency of Chinese banks, finding state-owned banks superior.
Operating envelope is an important concept in industrial operations. Accurate identification for operating envelope can be extremely beneficial to stakeholders as it provides a set of operational parameters that optimizes some key performance indicators (KPI) such as product quality, operational safety, equipment effic…
Improves regression efficiency by separating material and immaterial parts of responses.
Designing deterministic denominators for SGLD stabilizes large drifts.
New Langevin Monte Carlo algorithms for sampling from nonsmooth distributions.
In this paper, a novel feature selection method is presented, which is based on Class-Separability (CS) strategy and Data Envelopment Analysis (DEA). To better capture the relationship between features and the class, class labels are separated into individual variables and relevance and redundancy are explicitly handle…
Separation of the sources and analysis of their connectivity have been an important topic in EEG/MEG analysis. To solve this problem in an automatic manner, we propose a two-layer model, in which the sources are conditionally uncorrelated from each other, but not independent; the dependence is caused by the causality i…
Study finds super-efficiency correlates more strongly with stock market valuation than ROA in Chinese banks.
Correct method found for drawing precise envelope of straight lines.
Recent advances in analysis of subband amplitude envelopes of natural sounds have resulted in convincing synthesis, showing subband amplitudes to be a crucial component of perception. Probabilistic latent variable analysis is particularly revealing, but existing approaches don't incorporate prior knowledge about the ph…
Study three discrete envelope types of polygon bisection lines.
Paper proposes a new method to stabilize noisy gradient algorithms.
Paper solves four problems of pseudo-circle envelopes in Minkowski plane.
Training certifiable neural networks enables one to obtain models with robustness guarantees against adversarial attacks. In this work, we introduce a framework to bound the adversary-free region in the neighborhood of the input data by a polyhedral envelope, which yields finer-grained certified robustness. We further …
Describes envelopes of Thurston metric on Teichmüller space.
Study circle families' envelopes and related curves.
Solves four problems related to circle families in the plane.
New Lie group approach for envelope surface computation.
Solves four problems related to sphere families in 3D space.
This paper explores geometric insights into discrete R-congruences and their envelopes.
Study on Laplacian determinant in isosceles triangles, finding equilateral triangle minimizes determinant.
This work uses Lasry-Lions envelopes to solve nonconvex optimization problems.
We make a systematic study of (quasi-)plurisubharmonic envelopes on compact Kähler manifolds, as well as on domains of , by using and extending an approximation process due to Berman [Ber13]. We show that the quasi-psh envelope of a viscosity super-solution is a pluripotential super-solution of a given co…
New geometric mechanism solves four envelope problems.
Given a collection of data points, non-negative matrix factorization (NMF) suggests to express them as convex combinations of a small set of `archetypes' with non-negative entries. This decomposition is unique only if the true archetypes are non-negative and sufficiently sparse (or the weights are sufficiently sparse),…
New methods help escape strict saddle points in nonsmooth optimization.
In this paper we use Gaussian Process (GP) regression to propose a novel approach for predicting volatility of financial returns by forecasting the envelopes of the time series. We provide a direct comparison of their performance to traditional approaches such as GARCH. We compare the forecasting power of three approac…
The paper proves boundedness of envelopes in complex manifolds.
We prove that the forgetful functor from groupoids to pregroupoids has a left adjoint, with the front adjunction injective. Thus we get an enveloping groupoid for any pregroupoid. We prove that the category of torsors is equivalent to that of pregroupoids. Hence we also get enveloping groupoids for torsors, and for pri…
We give a global description of envelopes of geodesic tangents of regular curves in (not necessarily convex) Riemannian surfaces. We prove that such an envelope is the union of the curve itself, its inflectional geodesics and its tangential caustics (formed by the conjugate points to those of the initial curve along th…
By using the support function on the -plane, we show the necessary and sufficient conditions for the existence of envelopes of horizontal lines in the 3D-Heisenberg group. A method to construct horizontal envelopes from the given ones is also derived, and we classify the solutions satisfying the construction.
We view conformal surfaces in the 4--sphere as quaternionic holomorphic curves in quaternionic projective space. By constructing enveloping and osculating curves, we obtain new holomorphic curves in quaternionic projective space and thus new conformal surfaces. Applying these constructions to Willmore surfaces, we show…
pFedMe uses Moreau envelopes to improve personalized FL performance.
Smooth convergence to an enveloping cylinder proved for mean curvature flow of complete graphical hypersurfaces.
We study the geometry of Outer Space in regard of the asymmetric Lipschitz metric via envelopes, that is the set of all geodesics between two points. In the simplicial structure of the envelopes are polytopes. We construct a piecewise unique geodesic between any two points in by concatenating edges…
We consider smooth 1-parameter families of plane curves tangent to a semicubic parabola, when the curvature radius of their curves at the tangency point vanishes at the cusp point. We find the $\A$-normal form of these families, their envelopes and local patterns near the cusp. We obtain a new codimension 2 singularity…
Given any smooth plane curve α(s)representing a mirror that reflects light the usual way and any radiant light source at a point in the plane, the reflected light will produce a caustic envelope. For such an envelope, we show that there is an associated curve \b{eta}(s) and a family of circles C(s) that roll on \b{eta}…
A spacetime can be embedded in an enveloping space with all its extensions.
The envelope of straight lines affine normal to a plane curve C is its affine evolute; the envelope of the affine lines tangent to C is the original curve, together with the entire affine tangent line at each inflexion of C. In this paper, we consider plane curves without inflexions. We use some techniques of singulari…
Data-driven spatial filtering algorithms optimize scores such as the contrast between two conditions to extract oscillatory brain signal components. Most machine learning approaches for filter estimation, however, disregard within-trial temporal dynamics and are extremely sensitive to changes in training data and invol…