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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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265277103 · May 202619922001200920172026
48 results for Density Compensation

A second order self-adjoint operator Δ=S2+UΔ=S\partial^2+U is uniquely defined by its principal symbol SS and potential UU if it acts on half-densities. We analyse the potential UU as a compensating field (gauge field) in the sense that it compensates the action of coordinate transformations on the second derivatives in…

2015-09-18abs ↗pdf ↗

This work improves surrogate models for balancing accuracy and cost in multi-fidelity methods.

problem Balancing accuracy and computational cost in multi-fidelity methods.
method Develops context-aware surrogate models for multi-fidelity importance sampling and Bayesian inverse problems.
result Context-aware surrogate models can lead to runtime speedups of up to one order of magnitude.

The Canonical Regression Quantile method predicts CEO compensation and future performance.

problem Determining fair CEO compensation and its impact on company performance.
method Canonical Regression Quantile method to assess CEO pay and performance.
result The method can predict future CEO performance and distinguish over/underpaid CEOs.

The paper simplifies calculus for semimartingales using multiplicative compensation.

problem Developing a formula for complex-valued semimartingales to simplify stochastic calculus.
method Multiplicative compensation for complex-valued semimartingales.
result The stochastic exponential of complex-valued semimartingales becomes a true martingale after compensation.

Mammographic breast density, a parameter used to describe the proportion of breast tissue fibrosis, is widely adopted as an evaluation characteristic of the likelihood of breast cancer incidence. In this study, we present a radiomics approach based on residual learning for the classification of mammographic breast dens…

2018-09-21abs ↗pdf ↗

Algorithms for Magnetic Resonance (MR) image reconstruction from undersampled measurements exploit prior information to compensate for missing k-space data. Deep learning (DL) provides a powerful framework for extracting such information from existing image datasets, through learning, and then using it for reconstructi…

2017-11-30abs ↗pdf ↗

We propose and study the known-compensation multi-arm bandit (KCMAB) problem, where a system controller offers a set of arms to many short-term players for TT steps. In each step, one short-term player arrives to the system. Upon arrival, the player aims to select an arm with the current best average reward and receiv…

2018-11-05abs ↗pdf ↗

A method to fix radius distortion in generative models on curved spaces.

problem Distortion in geodesic radius measurements across different charts on Riemannian manifolds.
method Radial Compensation (RC) adjusts the tangent-space base distribution to match the geodesic radius law, improving model stability and interpretability.
result RC ensures that the model's geodesic radius matches the intended distribution, improving numerical stability and curvature interpretation.

A machine learning model for PMD compensation in dual-polarization systems.

problem Compensating for polarization-mode dispersion (PMD) in dual-polarization systems.
method Model-based machine learning approach using the split-step Fourier method for the Manakov-PMD equation.
result The model converges to within 1% of peak dB performance after 428 iterations, achieving a 0.30 dB reduction in effective signal-to-noise ratio compared to PMD-free case.

Extends compactness theory to variable-coefficient pseudo-differential operators on manifolds.

problem Compensated compactness for pseudodifferential operators on vector bundles.
method Establishes a theorem for weakly convergent sequences of sections under a pseudo-differential operator.
result Quadratic form converges in distributional sense under certain conditions.

New approach uses Gaussian processes to learn and track complex systems with guaranteed accuracy.

problem Inaccurate first principle models for complex systems due to data complexity.
method Bayesian prediction error bound for Gaussian process regression, derived from kernel-based data density.
result Achieves vanishing tracking error with increasing data density, providing time-varying accuracy guarantees.

We present two statistical causes for the distortion of correlations on high-frequency financial data. We demonstrate that the asynchrony of trades as well as the decimalization of stock prices has a large impact on the decline of the correlation coefficients towards smaller return intervals (Epps effect). These distor…

2010-09-30abs ↗pdf ↗

In recent years, unsupervised/weakly-supervised conditional generative adversarial networks (GANs) have achieved many successes on the task of modeling and generating data. However, one of their weaknesses lies in their poor ability to separate, or disentangle, the different factors that characterize the representation…

2020-01-23abs ↗pdf ↗

The study proves a theorem on Riemannian manifolds for wedge products of weakly convergent differential forms.

problem Analyzing the limiting behavior of wedge products of weakly convergent differential forms on Riemannian manifolds.
method Formulating and proving compensated compactness theorems for wedge products of differential forms on closed Riemannian manifolds.
result The theorem generalizes the div-curl lemma for vectorfields and applies to critical regularity exponents.

Proposes a compensation mechanism for improving individual forecast confidence.

problem Difficult to assess the quality of individual probabilistic forecasts and their utilities.
method Compensation mechanism based on fair bets and online learning.
result The proposed mechanism cannot be exploited and ensures forecasted utility matches actual utility.

This paper explores how enforcing equivariance constraints limits neural network expressivity and proposes compensatory model size increases.

problem The impact of enforcing equivariance constraints on the expressive power of neural networks.
method Examined 2-layer ReLU networks, analyzed boundary hyperplanes and channel vectors, and constructed upper bounds on model size required for compensation.
result Enforcing equivariance constraints reduces the expressive power of neural networks, but this can be compensated by increasing model size.

Paper introduces non-linear discounting models for default compensation and climate valuation.

problem Valuation of non-replicable value and damage under default risk.
method Develops two models: one for risk-neutralising discounting and another for survival probability dependent discounting.
result Non-decaying discount factors (negative discount rates) are possible under certain scenarios.

Survey on recent developments in isometric immersions using PDE techniques.

problem Analyzing isometric immersions with low Sobolev regularity.
method Compensated compactness and Coulomb-Uhlenbeck gauges.
result Weak continuity and stability of Gauss-Codazzi-Ricci equations.

Compensation methods correct overestimation of adversarial robustness in neural networks.

problem Overestimation of adversarial robustness using first-order attack methods.
method Proposed compensation methods address inaccurate gradient computation and reduce backpropagations.
result Empirical evaluation of adversarial robustness is improved with these methods.

Study optimal control strategy for hedge funds managers with PSAHARA utility family.

problem Optimizing risk and reward in incomplete markets with non-monotone risk aversion and convex compensation.
method Introduced PSAHARA utility family to model non-monotone risk aversion and convex compensation. Proved concavification techniques for non-concave utility functions. Derived explicit optimal control strategy.
result PSAHARA utility induces risk-taking behavior even with convex compensation, leading to high returns and volatility.

We study incentivized exploration for the multi-armed bandit (MAB) problem where the players receive compensation for exploring arms other than the greedy choice and may provide biased feedback on reward. We seek to understand the impact of this drifted reward feedback by analyzing the performance of three instantiatio…

2019-11-12abs ↗pdf ↗

A fundamental problem in differential geometry is to characterize intrinsic metrics on a two-dimensional Riemannian manifold M2{\mathcal M}^2 which can be realized as isometric immersions into R3\R^3. This problem can be formulated as initial and/or boundary value problems for a system of nonlinear partial differential…

2008-05-16abs ↗pdf ↗

Study on optimal fees in hedge funds with first-loss compensation.

problem Determining the best fee structure for hedge funds with first-loss compensation.
method Solved the manager's non-concave utility maximization problem, calculated Pareto optimal first-loss schemes, and maximized a decision criterion on this set.
result Traditional fees are not Pareto optimal, and the preferred first-loss coverage guarantee varies with investor and market factors.

Protocol diagnoses neural HJB-PIDE solvers for Lévy jumps, revealing a missing factor in their importance-proposal density.

problem Neural PDE solvers can match scalar diagnostics but miscompute operators, leading to systematic errors.
method Five-step diagnostic protocol decomposes neural solve into components, compares them with independent reference solutions.
result Corrected a missing 1/2-mixture factor in the neural method's importance-proposal density, improving control accuracy.

The paper models market dynamics using a limit order book system to explain slippage and inefficiency.

problem Inefficiency in matching markets due to structural liquidity constraints and slippage.
method Introduces a market microstructure framework with a latent preference state matrix and a dynamic discrete choice execution model.
result Persistent slippage and regional invariance of preference orderings are explained by liquidity thresholds.