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.
Estimates for polynomial operators using determinant majorization and subharmonics.
Formula establishes determinant majorization for symmetric matrices.
Simpler majority vote of three classifiers achieves optimal error bounds.
We introduce a norm on the real 1-cohomology of finite 2-complexes determined by the Euler characteristics of graphs on these complexes. We also introduce twisted Alexander-Fox polynomials of groups and show that they give rise to norms on the real 1-cohomology of groups. Our main theorem states that for a finite 2-com…
We propose a novel ranking model that combines the Bradley-Terry-Luce probability model with a nonnegative matrix factorization framework to model and uncover the presence of latent variables that influence the performance of top tennis players. We derive an efficient, provably convergent, and numerically stable majori…
This paper uses two hierarchical techniques, a minimal spanning tree and an ultrametric hierarchical tree, to extract a topological influence map for major currencies from the ultrametric distance matrix for 1996-2001. We find that these two techniques generate a defined and robust scale free network with meaningful ta…
In this work, we analyze the problem of adoption of mobile money in Pakistan by using the call detail records of a major telecom company as our input. Our results highlight the fact that different sections of the society have different patterns of adoption of digital financial services but user mobility related feature…
Imbalanced classification has been a major challenge for machine learning because many standard classifiers mainly focus on balanced datasets and tend to have biased results towards the majority class. We modify entropy fuzzy support vector machine (EFSVM) and introduce instance-based entropy fuzzy support vector machi…
Strategy evaluation schemes are a crucial factor in any agent-based market model, as they determine the agents' strategy preferences and consequently their behavioral pattern. This study investigates how the strategy evaluation schemes adopted by agents affect their performance in conjunction with the market circumstan…
A major bottleneck for developing general reinforcement learning agents is determining rewards that will yield desirable behaviors under various circumstances. We introduce a general mechanism for automatically specifying meaningful behaviors from raw pixels. In particular, we train a generative adversarial network to …
Specialists outperform generalists in ensemble classification.
The number of component classifiers chosen for an ensemble greatly impacts the prediction ability. In this paper, we use a geometric framework for a priori determining the ensemble size, which is applicable to most of existing batch and online ensemble classifiers. There are only a limited number of studies on the ense…
Federated learning (FL) has recently emerged as a new form of collaborative machine learning, where a common model can be learned while keeping all the training data on local devices. Although it is designed for enhancing the data privacy, we demonstrated in this paper a new direction in inference attacks in the contex…
One unexamined assumption in foreign ownership regulation is the notion that majority voting rights translate to 'effective control'. This assumption is so deeply entrenched in foreign investments law that possession of majority voting rights can determine the nationality of a corporation and its capacity to engage in …
We say that a link is an s-major of a link if any diagram of can be transformed into a diagram of by changing some crossings and smoothing some crossings. This relation is a partial ordering on the set of all prime alternating links. We determine this partial order for all prime alternating knot…
Unified framework for certifying LLM reliability without extra supervision.
We study the relationship between many natural conditions that one can put on a diffeological vector space: being fine or projective, having enough smooth (or smooth linear) functionals to separate points, having a diffeology determined by the smooth linear functionals, having fine finite-dimensional subspaces, and hav…
In the k-nearest neighbor algorithm (k-NN), the determination of classes for test instances is usually performed via a majority vote system, which may ignore the similarities among data. In this research, the researcher proposes an approach to fine-tune the selection of neighbors to be passed to the majority vote syste…
Annotating large unlabeled datasets can be a major bottleneck for machine learning applications. We introduce a scheme for inferring labels of unlabeled data at a fraction of the cost of labeling the entire dataset. Our scheme, bounded expectation of label assignment (BELA), greedily queries an oracle (or human labeler…
Accurately determining dependency structure is critical to discovering a system's causal organization. We recently showed that the transfer entropy fails in a key aspect of this---measuring information flow---due to its conflation of dyadic and polyadic relationships. We extend this observation to demonstrate that this…
We present the data on wealth and income distributions in the United Kingdom, as well as on the income distributions in the individual states of the USA. In all of these data, we find that the great majority of population is described by an exponential distribution, whereas the high-end tail follows a power law. The di…
In this short paper we define the wealth process in a spin model for market microstructure, for individual agents and in aggregate. The agents in our model try to balance their desire to belong to the local majority (herding behavior), defined over random network neighborhoods, and the occasional advantage of belonging…
The paper shows the computation of the noncommutative generalization of the A-polynomial of the trefoil knot. The classical A-polynomial was introduced by Cooper, Culler, Gillet, Long and Shalen, and was generalized to the context of Kauffman bracket skein modules by the author in joint work with Frohman and Lofaro. A …
Given a tame knot K presented in the form of a knot diagram, we show that the problem of determining whether K is knotted is in the complexity class NP, assuming the generalized Riemann hypothesis (GRH). In other words, there exists a polynomial-length certificate that can be verified in polynomial time to prove that K…
Diabetes is a major public health problem in the United States, affecting roughly 30 million people. Diabetes complications, along with the mental health comorbidities that often co-occur with them, are major drivers of high healthcare costs, poor outcomes, and reduced treatment adherence in diabetes. Here, we evaluate…
We use the criteria of Lalonde and McDuff to determine a new class of examples of length minimizing paths in the group . For a compact symplectic manifold of dimension two or four, we show that a path in , generated by an autonomous Hamiltonian and starting at the identity, which induces no non-cons…
The paper tackles sampling biases by ensuring minority groups are adequately represented in training data.
One of the central themes in the classification task is the estimation of class posterior probability at a new point . The vast majority of classifiers output a score for , which is monotonically related to the posterior probability via an unknown relationship. There are many attempts in the literature …
In hierarchical reinforcement learning a major challenge is determining appropriate low-level policies. We propose an unsupervised learning scheme, based on asymmetric self-play from Sukhbaatar et al. (2018), that automatically learns a good representation of sub-goals in the environment and a low-level policy that can…
Optimized sampling scheme for compressed sensing combining randomness and determinism.
This paper addresses the estimation of the latent dimensionality in nonnegative matrix factorization (NMF) with the β-divergence. The β-divergence is a family of cost functions that includes the squared Euclidean distance, Kullback-Leibler and Itakura-Saito divergences as special cases. Learning the model order is impo…
Develops a learning model predictive controller for competitive racing.
The monitoring of large dynamic networks is a major chal- lenge for a wide range of application. The complexity stems from properties of the underlying graphs, in which slight local changes can lead to sizable variations of global prop- erties, e.g., under certain conditions, a single link cut that may be overlooked du…
Improved algorithm for multidimensional scaling reduces stress.
Alzheimer's disease is a major cause of dementia. Its diagnosis requires accurate biomarkers that are sensitive to disease stages. In this respect, we regard probabilistic classification as a method of designing a probabilistic biomarker for disease staging. Probabilistic biomarkers naturally support the interpretation…
The paper develops a decision support system for hierarchical text classification of conference proceedings.
Majority-of-Three is Optimal
A new method preserves useful information in data rows with outlying cells.
Majority bit estimation in noisy random recursive DAGs.
Paper proposes optimal investment and reinsurance strategies considering financial and insurance risks dependence.
This work analyzes the Gompertz-Pareto distribution (GPD) of personal income, formed by the combination of the Gompertz curve, representing the overwhelming majority of the economically less favorable part of the population of a country, and the Pareto power law, which describes its tiny richest part. Equations for the…
This paper reports empirical evidence that a neural networks model is applicable to the statistically reliable prediction of foreign exchange rates. Time series data and technical indicators such as moving average, are fed to neural nets to capture the underlying "rules" of the movement in currency exchange rates. The …
Paper reinterprets majorizing measure theorem in terms of coding theory.
Annotation of training data is the major bottleneck in the creation of text classification systems. Active learning is a commonly used technique to reduce the amount of training data one needs to label. A crucial aspect of active learning is determining when to stop labeling data. Three potential sources for informing …
Best-of-Majority improves inference performance in Pass@ settings.
Modeling financial contagion through bank networks, revealing solvency correlations.
Nowadays, the major challenge in machine learning is the Big Data challenge. The big data problems due to large number of data points or large number of features in each data point, or both, the training of models have become very slow. The training time has two major components: Time to access the data and time to pro…
The paper studies a stochastic majority vote approach to improve classifier accuracy.