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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.

168,694 papers · 148 categories

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53106158211 · May 202619922001200920172026
48 results for Drift Maps

A random walk on a countable group GG acting on a metric space XX gives a characteristic called the drift which depends only on the transition probability measure μμ of the random walk. The drift is the `translation distance' of the random walk. In this paper, we prove that the drift varies continuously with the tra…

2018-12-17abs ↗pdf ↗

A new method for online multi-label stream classification.

problem Challenges in classifying continuous data streams with concept drift and delayed labels.
method Online unsupervised incremental method based on self-organizing maps.
result The method is highly competitive in both stationary and concept drift scenarios.

Develops a new framework for temporal anchoring in deep embedding spaces.

problem Temporal anchoring in deep embedding spaces, especially drift and convergence issues.
method Operator-theoretic framework with drift maps and event-indexed blocks, proving convergence theorems and equivalence theorems.
result Proves convergence theorems and equivalence theorems for the proposed framework.

For any pseudo-Anosov diffeomorphism on a closed orientable surface SS of genus greater than one, it is known by the work of Bers and Thurston that the topological entropy agrees with the translation distance on the Teichmüller space with respect to the Teichmüller metric. In this paper, we consider random walks on th…

2016-04-04abs ↗pdf ↗

Empirical study shows Randomized Signature Methods improve portfolio optimization in financial markets.

problem Drift estimation in non-linear, non-parametric financial markets is challenging.
method Applied Randomized Signature Methods for non-linear, non-parametric drift estimation in multi-variate financial markets.
result Randomized Signature Methods provide features on the same scale and improve portfolio optimization in real-world settings.

A new method for non-rigid point set registration reduces computational complexity.

problem Efficiently registering non-rigid point sets with large numbers of points.
method Structured Analytic Coherent Point Drift (Analytic-CPD) reformulates CPD for structured analytic mappings.
result Analytic-CPD reduces computational complexity by controlling the deformation model's dimensionality.

Optimal investment strategy with expert opinions in uncertain conditions.

problem Optimizing wealth in a model with unobservable drift and costly expert opinions.
method Embedding into a full information problem, using viscosity solutions and stochastic Perron's method.
result Constructing optimal trading and expert opinion strategies under sufficient regularity conditions.

This review covers learning under concept drift, including detection, understanding, and adaptation.

problem Unforeseeable changes in data distribution over time impact machine learning performance.
method Reviews and analyzes methodologies and techniques for concept drift detection, understanding, and adaptation.
result Establishes a framework for learning under concept drift with three main components.

Researchers calculate spectral invariants from Dirichlet-to-Neumann map for Witten-Laplacian with potential.

problem Calculating spectral invariants from Dirichlet-to-Neumann map for Witten-Laplacian with potential.
method Established an effective procedure to calculate all coefficients of the spectral asymptotic formula of the Dirichlet-to-Neumann map.
result Explicitly provided the first four coefficients of the spectral asymptotic formula.

This research identifies flaws in drift detection methods and creates adversarial data streams to exploit them.

problem The challenge of detecting data distribution changes (drift) in real-time systems.
method Developed adversarial data streams to show weaknesses in existing drift detection schemes.
result Demonstrated that common drift detection methods can be fooled by adversarial data streams.

In accessibility tests for digital preservation, over time we experience drifts of localized and labelled content in statistical models of evolving semantics represented as a vector field. This articulates the need to detect, measure, interpret and model outcomes of knowledge dynamics. To this end we employ a high-perf…

2016-08-03abs ↗pdf ↗

Classifiers operating in a dynamic, real world environment, are vulnerable to adversarial activity, which causes the data distribution to change over time. These changes are traditionally referred to as concept drift, and several approaches have been developed in literature to deal with the problem of drift handling an…

2018-03-24abs ↗pdf ↗

Classifies polynomial growth solutions to drift-harmonic equations on asymptotically paraboloidal manifolds.

problem Classifying polynomial growth solutions to drift-harmonic equations on specific types of manifolds.
method Inductive argument that alternates between constructing and asymptotically controlling drift-harmonic functions.
result All drift-harmonic functions with polynomial growth asymptotically separate variables and dimensions of spaces are computed.

Detects drifts in data for classification tasks using constrained embeddings.

problem Drifts in data affect model performance; unsupervised methods ignore label information.
method Task-sensitive semi-supervised drift detection with constrained low-dimensional embedding.
result Successfully detects real drifts affecting classification performance.

We study space-like self-shrinkers of dimension nn in pseudo-Euclidean space $\ir{m+n}_m$with index mm. We derive drift Laplacian of the basic geometric quantities and obtain their volume estimates in pseudo-distance function. Finally, we prove a rigidity results under minor growth conditions interms of the mean curv…

2012-11-13abs ↗pdf ↗

Concept drift is formally defined as the change in joint distribution of a set of input variables X and a target variable y. The two types of drift that are extensively studied are real drift and virtual drift where the former is the change in posterior probabilities p(y|X) while the latter is the change in distributio…

2019-09-25abs ↗pdf ↗

PDD detects concept drift using explainable AI, improving model performance in dynamic environments.

problem Detecting and adapting to concept drift in predictive models.
method Profile Drift Detection (PDD) using Partial Dependence Profiles (PDPs).
result PDD outperforms existing methods in detecting concept drift and maintaining high predictive performance.

Paper proposes a framework to detect adversarial concept drifts under poisoning attacks.

problem Adversarial concept drift in data streams.
method Augmented Restricted Boltzmann Machine with improved gradient computation and energy function.
result High robustness and efficacy of the proposed drift detection framework in adversarial scenarios.

CURIE uses cellular automata to detect concept drift in data streams.

problem Detecting changes in data distribution (concept drift) in data streams.
method CURIE represents data stream distribution in a cellular automata grid and uses its neighborhood rule to detect changes.
result CURIE, when hybridized with base learners, performs competitively in detection metrics and classification accuracy.

LLMs cause inconsistent financial outputs, smaller models are more reliable.

problem Inconsistent outputs from LLMs undermine auditability and trust in financial workflows.
method Finance-calibrated deterministic test harness, task-specific invariant checking, model classification, and cross-provider validation.
result Smaller models (Granite-3-8B, Qwen2.5-7B) achieve 100% output consistency, while larger models like GPT-OSS-120B have high drift.

Gradient-based methods for games suffer from discrete update steps that cause drift, affecting performance.

problem Gradient-based methods for two-player games suffer from drift due to discrete update steps.
method Derived modified continuous dynamical systems to closely follow the discrete dynamics of games.
result Identified distinct components of discretization drift that can alter or destabilize game performance.

Estimates drift functions in SDEs using denoising diffusion models.

problem Estimating time-homogeneous drift functions in multivariate SDEs.
method Formulates drift estimation as a denoising problem, trains a conditional diffusion model.
result Proposed estimator matches classical methods in low dimensions and remains competitive in higher dimensions.

A new approach switches between simple and complex models to handle concept drifts in regression tasks.

problem Handling concept drifts in regression models to maintain accurate predictions over time.
method Error Intersection Approach: switches between simple and complex models based on drift detection.
result The Error Intersection Approach significantly outperforms baselines in handling concept drifts in a real-world taxi demand dataset.

Adversarial validation detects concept drift in user targeting systems.

problem Concept drift in user targeting automation systems deteriorates model performance over time.
method Adversarial validation approach to detect and adapt to concept drift.
result Adversarial validation effectively addresses concept drift in user targeting systems.

The paper optimizes portfolios in a market with hidden drift and random expert opinions.

problem Optimizing portfolios in a market with hidden Gaussian drift and random expert signals.
method Modeling the hidden drift using Kalman filters and solving the utility maximization problem with dynamic programming.
result Derivation of optimal portfolio weights and utility maximization under the given market conditions.

Framework monitors insurance pricing models for drift and recalibration.

problem Maintaining predictive performance of pricing models in evolving insurance portfolios.
method Formalizes deviance loss and Murphy's score, studies Gini score, develops monitoring framework.
result Framework guides decisions on refitting or recalibrating pricing models.