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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.

168,742 papers · 148 categories

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48 results for Efficient construction

cube2net efficiently constructs query-specific networks using data cube technology.

problem Efficiency bottlenecks in network mining for specific queries.
method Data cube organization and reinforcement learning for query-specific network construction.
result cube2net outperforms existing methods in efficiency and effectiveness.

Prediction-powered causal inference achieves smaller asymptotic variance than traditional methods.

problem Estimating causal and structural parameters in a semi-supervised setting.
method Combining efficient influence function with debiased machine learning and semi-supervised Riesz regression.
result Asymptotic variances of estimators match the derived efficiency bound.

Kolmogorov-Arnold network improves GW catalog posterior construction.

problem Efficiently constructing posterior distributions for GW catalogs.
method Using the Kolmogorov-Arnold network to create lightweight neural density estimators.
result Kolmogorov-Arnold network achieves superior interpretability and accuracy in posterior construction.

The paper introduces GAER to assess market feasibility under geopolitical and institutional constraints.

problem Feasibility of adaptive market efficiency under heterogeneous institutional and geopolitical conditions.
method Structural framework integrating adaptive market theory, institutional economics, and political economy.
result GAER as a diagnostic indicator for portfolio construction feasibility.

The kk-NN graph has played a central role in increasingly popular data-driven techniques for various learning and vision tasks; yet, finding an efficient and effective way to construct kk-NN graphs remains a challenge, especially for large-scale high-dimensional data. In this paper, we propose a new approach to const…

2013-07-30abs ↗pdf ↗

This paper identifies the unique efficient cycle for most hyperbolic manifolds but not for the figure-8 knot complement.

problem Identifying the unique efficient cycle for hyperbolic manifolds.
method Analyzing the limit of fundamental cycles and their 1\ell^1-norm convergence.
result The uniqueness of the efficient cycle is proven for most hyperbolic manifolds but not for the figure-8 knot complement.

CIR method constructs efficient prediction intervals with guaranteed coverage.

problem Efficiently constructing near-minimal prediction intervals with guaranteed coverage.
method Conditional Interquantile Regression (CIR) and CIR+ (enhanced version).
result Optimal balance between predictive accuracy and computational efficiency.

0-efficient triangulations of 3-manifolds are defined and studied. It is shown that any triangulation of a closed, orientable, irreducible 3-manifold M can be modified to a 0-efficient triangulation or M can be shown to be one of the manifolds S^3, RP^3 or L(3,1). Similarly, any triangulation of a compact, orientable, …

2002-07-18abs ↗pdf ↗

Paper develops efficient incomplete U-statistics for degenerate cases.

problem High computational cost and non-standard asymptotic behavior in degenerate U-statistics.
method Characterizes dependence structure using hypergraph theory and combinatorial designs, bypassing traditional Hoeffding decomposition.
result Derives a Berry-Esseen bound for incomplete U-statistics of deterministic designs, enabling Gaussian limiting distributions in degenerate cases.

Proposes SE(3) equivariant graph neural networks with local frames for efficient geometric approximation.

problem Equivariance in deep learning for arbitrary transformations, especially in physics.
method Introduces SE(3) equivariant graph neural networks with complete local frames to efficiently approximate geometric quantities.
result Achieves best or competitive performance in Newton mechanics modeling and equilibrium molecule conformation generation.

Let $\CV$ be a vector field distribution on manifold MM. We give an efficient algorithm for the construction of local coordinates on MM such that $\CV$ may be locally expressed as some partial prolongation of the contact distribution $\Cal C^{(1)}_q$, on the first order jet bundle of maps from R\Bbb R to Rq\Bbb R^q,…

2004-06-11abs ↗pdf ↗

A new WNN framework selects wavelet bases for efficient learning.

problem Challenges in constructing accurate wavelet bases and high computational costs in WNN.
method Introduces a constructive WNN that selects initial bases and trains functions by introducing new bases for predefined accuracy while reducing computational costs.
result Significantly improves computational efficiency through a frequency estimator and wavelet-basis increase mechanism.

Proposes a method to construct risk-neutral marginals from arbitrage-free option prices.

problem Lack of risk-neutral marginals that are free of arbitrage and easy to use.
method Explicit construction of risk-neutral marginals from discrete arbitrage-free option prices.
result Explicit construction guarantees risk-neutral marginals free of butterfly and calendar arbitrage.

Review of MLMC in financial engineering, focusing on option pricing and risk management.

problem Efficient estimation of financial risks and option prices using Monte Carlo methods.
method Incorporation of importance sampling and adaptive sampling algorithms in MLMC framework.
result Hybrid algorithms reduce overall variance in estimating financial risks and option prices.

Similarity graphs are an active research direction for the nearest neighbor search (NNS) problem. New algorithms for similarity graph construction are continuously being proposed and analyzed by both theoreticians and practitioners. However, existing construction algorithms are mostly based on heuristics and do not exp…

2019-11-27abs ↗pdf ↗

We propose an intriguingly simple method for the construction of adversarial images in the black-box setting. In constrast to the white-box scenario, constructing black-box adversarial images has the additional constraint on query budget, and efficient attacks remain an open problem to date. With only the mild assumpti…

2019-05-17abs ↗pdf ↗

Efficiently approximates uncertainty in classification models using Dirichlet distributions.

problem Inefficient computation of uncertainty estimates in Bayesian deep learning.
method Revised Laplace Bridge method to construct a Dirichlet approximation of softmax output distributions.
result The Dirichlet approximation leads to more efficient computation and better uncertainty estimates.

MFNets constructs efficient multifidelity surrogates from diverse information sources.

problem Creating accurate surrogates from multiple, potentially costly or inaccurate data sources.
method Directed acyclic graph of connections, gradient-based minimization of least squares objective, flexible information source structure.
result Error reduction by orders-of-magnitude, especially in low-data scenarios.

Asymptotic error distribution for approximation of a stochastic integral with respect to continuous semimartingale by Riemann sum with general stochastic partition is studied. Effective discretization schemes of which asymptotic conditional mean-squared error attains a lower bound are constructed. Two applications are …

2010-04-13abs ↗pdf ↗

This paper investigates the ability of generative networks to convert their input noise distributions into other distributions. Firstly, we demonstrate a construction that allows ReLU networks to increase the dimensionality of their noise distribution by implementing a "space-filling" function based on iterated tent ma…

2018-10-26abs ↗pdf ↗

ETGP improves multi-class classification efficiency.

problem Efficiently handling non-stationary, dependent multi-class classification problems.
method ETGP uses transformed Gaussian processes with efficient sparse variational inference.
result ETGPs outperform state-of-the-art methods in multi-class classification tasks.

By Gromov's mapping theorem for bounded cohomology, the projection of a group to the quotient by an amenable normal subgroup is isometric on group homology with respect to the 1\ell^1-semi-norm. Gromov's description of the diffusion of cycles also implicitly produces efficient cycles in this situation. We present an e…

2017-04-18abs ↗pdf ↗

We propose a method to construct a proposal density for the Metropolis-Hastings algorithm in Markov Chain Monte Carlo (MCMC) simulations of the GARCH model. The proposal density is constructed adaptively by using the data sampled by the MCMC metho d itself. It turns out that autocorrelations between the data generated …

2009-01-08abs ↗pdf ↗

Fast and efficient homology algorithms are in demand in the applied sciences for analyzing solid materials and proteins, processing digital imaging data, or pattern classification among others. Recent advances employ discrete Morse theory as a preprocessor. Research in this area has lead to the need to find complicated…

2013-02-27abs ↗pdf ↗

New framework for interpretable firm characteristics factors.

problem Creating statistically efficient and economically interpretable factors from firm characteristics.
method Grouping related characteristics and deriving one factor per group, combining economic intuition with data-driven clustering.
result Parsimonious, transparent factors outperform benchmarks in out-of-sample tests.

CoLA automates efficient numerical linear algebra for complex matrix structures.

problem Efficiently solving large-scale linear algebra problems with complex matrix structures.
method Combining linear operator abstraction with compositional dispatch rules.
result Automatic and efficient numerical algorithms for various linear algebra operations.

New approach improves computational efficiency of Bass Local Volatility model.

problem Eliminate interpolation and improve computational efficiency in local volatility models.
method Combines local quadratic estimation and lognormal mixture tails for state price densities; uses trapezoidal rule for numerical convolutions.
result Proposed method outperforms traditional numerical methods in option pricing and market case studies.