On-device research index

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.

169,181 papers · 148 categories

Trend · papers per month

count % of corpus

8 results for “EAD”

Attacking the Madry Defense Model with

L_1

-based Adversarial Examplesstat.ML

EAD generates robust adversarial examples with minimal visual distortion.

problem Testing robustness of adversarially trained models under

L_\infty

constraints.

method Relaxed

L_1

constraints and elastic-net attack (EAD).

result EAD generates transferable adversarial examples with minimal visual distortion.

adversarial examples robustness EAD L1 norm MNIST

2017-10-30abs ↗pdf ↗

EAD: Elastic-Net Attacks to Deep Neural Networks via Adversarial Examplesstat.ML

EAD creates $L_1$ -distorted adversarial examples to improve DNN security.

problem Vulnerability of deep neural networks to adversarial examples.

method Formulated as an elastic-net regularized optimization problem.

result EAD yields distinct adversarial examples with small

L_1

distortion.

adversarial machine learning deep neural networks adversarial examples elastic-net security

2017-09-13abs ↗pdf ↗

Option Smile Volatility and Implied Probabilities: Implications of Concavity in IV Curvesq-fin.ST

This study examines how earnings announcements affect option volatility and pricing.

problem The impact of earnings announcements on option volatility and pricing.

method Analysis of extremely short-term options data to study bimodality and concavity in IV curves.

result Investors pay a premium to hedge against extreme volatility during earnings announcements in the presence of concave IV smiles.

earnings announcements option volatility implied volatility bimodality concavity

2023-07-27abs ↗pdf ↗

Why Your IT Project Might Be Riskier Than You Thinkq-fin.GN

Out-of-control information technology (IT) projects have ended the careers of top managers, such as EADS CEO Noel Forgeard and Levi Strauss' CIO David Bergen. Moreover, IT projects have brought down whole companies, like Kmart in the US and Auto Windscreen in the UK. Software and other IT is now such an integral part o…

2013-03-28abs ↗pdf ↗

Attributing Forecast Gaps to Component Models in Complex Model Suitesq-fin.RM

Attributing forecast gaps to component models in complex model suites

problem Attributing forecast gaps between model-suite forecasts and realized outcomes

method Formalizing walk analysis and adapting order-independent attribution frameworks

result Deriving efficient formulas for elementwise and vectorized gap attribution

forecast gaps component models expected loss Monte Carlo simulation Shapley value

2026-06-19abs ↗pdf ↗

Attributing Forecast Gaps to Component Models in Complex Model Suitesq-fin.RM

The paper tackles attributing forecast gaps in complex model suites.

problem Attributing forecast gaps to individual component models in complex model suites.

method Formalized walk analysis, adapted LMDI and Shapley value approaches.

result Developed efficient formulas for gap attribution in practical portfolio-scale examples.

forecast gaps complex model suites component models logarithmic mean divisia index shapley value

2026-06-19abs ↗pdf ↗

Atomic Embeddability, Clustered Planarity, and Thickenabilitycs.CG

Polynomial-time algorithm for c-planarity and thickenability.

problem Testing clustered planarity and thickenability of graphs.

method Combines graph theory and topological graph theory.

result First polynomial-time algorithm for c-planarity.

graph theory polynomial-time algorithm clustered planarity thickenability topological graph theory

2019-07-30abs ↗pdf ↗

Impact of Climate transition on Credit portfolio's loss with stochastic collateralq-fin.RM

Modeling bank portfolio risk under climate transition impacts.

problem Evaluating risk measures for a bank's collateralized loans in a climate transition economy.

method Developed an end-to-end modeling framework using stochastic processes and dynamic macroeconomic variables.

result Derived expressions for risk measures as functions of climate transition parameters.

Climate transition Credit portfolio Stochastic modeling Risk measures Collateralized loans

2024-08-12abs ↗pdf ↗