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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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3236469691,292 · Jun 202019922001200920172026
48 results for Data Limitations

The paper examines the reliability of limit order book representations in the face of data perturbation.

problem The reliability of limit order book representations under data perturbation.
method Experimental analysis of existing representations and guidelines for future research.
result Existing representations of limit order book data are vulnerable to data perturbation.

Study integrates deep learning with financial data for improved trading strategies.

problem Enhancing predictive performance in algorithmic trading and portfolio optimization.
method Developed embedding techniques to treat limit order book snapshots as image-based input channels.
result Achieved state-of-the-art performance in high-frequency trading algorithms.

We explore the plane-wave limit of homogeneous spacetimes. For plane-wave limits along homogeneous geodesics the limit is known to be homogeneous and we exhibit the limiting metric in terms of Lie algebraic data. This simplifies many calculations and we illustrate this with several examples. We also investigate the beh…

2005-04-07abs ↗pdf ↗

Kernel methods are studied in a mean field limit for high-dimensional data.

problem Analyzing kernel methods in high-dimensional data with many variables.
method Investigation of kernel methods in the mean field limit of interacting particle systems.
result Rigorous mean field limit of kernels and detailed analysis of the limiting reproducing kernel Hilbert space.

CalNF models rare failures with limited data, improving safety in autonomous systems.

problem Challenges in modeling and debugging rare safety-critical failures due to limited data.
method CalNF, a self-regularized framework for posterior learning from limited data.
result Achieves state-of-the-art performance on data-limited failure modeling and inverse problems.

Paper tackles representation learning with limited labels from crowdsourced data.

problem Limited labeled data and inconsistent crowdsourced labels.
method Grouping-based deep neural network and Bayesian confidence estimator.
result Framework learns effective representations from limited data with crowdsourced labels.

New research limits how well attackers can guess if data points were in a model's training set.

problem Revealing membership of data points in machine learning models.
method Theoretical analysis of statistical limits for membership inference attacks.
result The effectiveness of membership inference attacks is limited by a constant that quantifies data distribution diversity.

The MBO scheme for data clustering is analyzed in the large data limit, proving convergence to optimal partition problems.

problem Analyzing the MBO scheme for data clustering in the large data limit.
method Implicit gradient descent on the thresholding energy of a similarity graph.
result The MBO scheme outcomes converge to minimizers of a weighted optimal partition problem.

Paper proposes an intelligent credit limit management system using causal inference.

problem Traditional credit limit management strategies are heuristic and not data-driven.
method Conditional independence testing, response model, log transformation, GBDT encoding, non-linear transformation on features, well-designed metric.
result The proposed approach effectively manages credit limits and incorporates diminishing marginal effects.

Study compares exponential and power-law kernels in modeling high-frequency trading data.

problem Modeling high-frequency trading data with specific kernel types.
method Proposes and analyzes two bivariate Hawkes processes with exponential and power-law kernels.
result Identifies strengths and limitations of exponential and power-law kernels for high-frequency trading data.

This work proves the continuum limit of t-SNE for data visualization.

problem Understanding the theoretical basis of t-SNE from a continuum limit perspective.
method Proving the Kullback-Leibler divergence consistency as non o \infty for t-SNE.
result The continuum variational problem involving non-convex gradient regularization and penalty on probability density function magnitude.

Scientific fields such as insider-threat detection and highway-safety planning often lack sufficient amounts of time-series data to estimate statistical models for the purpose of scientific discovery. Moreover, the available limited data are quite noisy. This presents a major challenge when estimating time-series model…

2018-03-15abs ↗pdf ↗

Framework uses physics knowledge to improve spatiotemporal prediction with limited data.

problem Challenges in modeling physical systems with limited real-world data.
method Physics-aware meta-learning with auxiliary tasks, incorporating PDE-independent spatial and temporal modules.
result Framework outperforms in spatiotemporal prediction tasks with limited data.

Generative tools mimic stock market traders using synthetic data.

problem Imitating trading behavior of stock market participants.
method Modified state-space model applied to limit order book data, trained on synthetic data generated from a heterogeneous agent-based model.
result Model's predicted distribution matches ground truths from the agent-based model.

Method estimates model performance on external samples from limited statistical characteristics.

problem Limited access to multiple datasets due to privacy and commercial restrictions.
method Search for weights that match external statistics and are closest to uniform, using model performance on weighted internal sample as an estimation.
result Estimated external performance is closer to actual performance than internal performance.

New method combines multiple data sources for optimal decision-making with limited outcomes.

problem Optimal decision-making with limited outcome data from multiple heterogeneous sources.
method Calibrated optimal decision-making method leveraging common intermediate outcomes.
result Proposed estimator of conditional mean outcome is asymptotically normal and more efficient.

The paper analyzes PLS-SVD in high-dimensional data integration, revealing its strengths and limitations.

problem Understanding the behavior of PLS-SVD in high-dimensional data integration.
method Analysis using random matrix theory and singular value decomposition.
result PLS-SVD exhibits counter-intuitive or limiting behavior in certain regimes and outperforms PCA when detecting common latent subspace.

Expands experimental design for causal discovery from limited data.

problem Challenges in causal discovery from observational and interventional data.
method Bayesian optimal experimental design incorporating recent advances in causal discovery.
result Active causal discovery of large, nonlinear SCMs with both intervention target and value selection.

Machine learning's predictive power is limited by sample size, as shown by the Limits-to-Learning Gap.

problem The limitations of machine learning in approximating true data-generating processes.
method Characterization of a universal lower bound (LLG) quantifying the discrepancy between empirical fit and population benchmark.
result Standard ML approaches can substantially understate true predictability in financial data.

Deep learning methods are becoming widely used for restoration of defects associated with fluorescence microscopy imaging. One of the major challenges in application of such methods is the availability of training data. In this work, we propose a unified method for reconstruction of multi-defect fluorescence microscopy…

2019-10-31abs ↗pdf ↗

Study of limiting configurations for SU(1,2) Hitchin equation solutions.

problem Analyzing the behavior of solutions to the Hitchin equation for SU(1,2) Higgs bundles.
method Gluing construction and analysis of spectral data, focusing on limiting configurations.
result The limiting behavior of solutions is described by a metric on a Hecke modification of VV singular at DD.

We introduce a new technique to solve period problems on minimal surfaces called limit-method. If a family of surfaces has Weierstrass-data converging to the data of a known example, and this presents a transversal solution of periods, then the original family contains a sub-family with closed periods.

2008-06-18abs ↗pdf ↗

Deep learning models complex multivariate extremes using geometric shapes.

problem Modeling complex extremal dependencies in high-dimensional data.
method Geometric representation and deep learning for flexible semi-parametric models.
result First approach to modeling limit sets using deep learning for high-dimensional data.

Meta two-sample testing uses auxiliary data to quickly find powerful tests from limited samples.

problem Challenges in identifying powerful kernels for distinguishing complex distributions with limited data.
method Introduces meta two-sample testing (M2ST) to leverage abundant auxiliary data on related tasks.
result Proposed algorithms improve over baselines and identify powerful tests from scarce observations.

Stochastic gradient descent converges to universal limits in high dimensions.

problem Statistical tasks in high dimensions with specific data projections.
method Stochastic gradient descent applied to mixture distributions, proving universality of limits.
result The ODE limits are universal for mixtures of arbitrary product distributions.