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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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1234 · Nov 201219922001200920172026
48 results for El Niño

Parameters defined via general estimating equations (GEE) can be estimated by maximizing the empirical likelihood (EL). Newey and Smith [Econometrica 72 (2004) 219--255] have recently shown that this EL estimator exhibits desirable higher-order asymptotic properties, namely, that its O(n1)O(n^{-1}) bias is small and that …

2007-08-14abs ↗pdf ↗

Develops an empirical likelihood framework for random forests and ensembles.

problem Quantifying the statistical uncertainty of random forests and ensembles.
method Empirical likelihood framework exploiting the incomplete UU-statistic structure of ensemble predictions.
result Modified empirical likelihood statistic achieves accurate coverage and practical reliability.

Generalisation of the El Farol bar problem to that of many bars here leads to the Kolkata restaurant problem, where the decision to go to any restaurant or not is much simpler (depending on the previous experience of course, as in the El Farol bar problem). This generalised problem can be exactly analysed in some limit…

2007-05-15abs ↗pdf ↗

W\mathscr{W}-entropy and reduced volume for the Ricci flow were introduced by Perelman, which had proved their importance in the study of the Ricci flow. L. Ni studied the analogous concepts for the linear heat equation on the static manifolds, and established an equation which links the large time behavior of these t…

2012-11-27abs ↗pdf ↗

This paper presents practical methods for portfolio selection in investments.

problem Investment portfolio selection challenges.
method Mean-variance optimization, mean-semivariance model, genetic algorithms, transaction costs.
result More comprehensive risk and return analysis in portfolio selection.

We show that if S is a finite type orientable surface of genus g and p punctures where 3g+p > 4, then EL(S) is (n-1)-connected and (n-1)-locally connected where dim(PML(S))=2n+1=6g+2p-7. Furthermore, if g=0, then EL(S) is homeomorphic to the p-4 dimensional Nobeling space.

2011-05-18abs ↗pdf ↗

Graph neural networks improve El Niño forecasts.

problem Improving seasonal forecasting accuracy for El Niño-Southern Oscillation.
method Designing a novel graph connectivity learning module to model large-scale spatial interactions with ENSO forecasting.
result Our model \graphino outperforms state-of-the-art models for forecasts up to six months ahead.

Efficiently estimates uncertainty for LLM-based entity linking in tabular data.

problem Accurate and reliable uncertainty estimates for LLM-based entity linking in tabular data.
method Self-supervised approach using token-level features for single-shot inference.
result Effective uncertainty estimates detected at a fraction of computational cost.

Statistical inference of analytically non-tractable posteriors is a difficult problem because of marginalization of correlated variables and stochastic methods such as MCMC and VI are commonly used. We argue that stochastic KL divergence minimization used by MCMC and VI is noisy, and we propose instead EL_2O, expectati…

2019-01-14abs ↗pdf ↗

The objective of this paper is to provide a comprehensive study no-arbitrage pricing of financial derivatives in the presence of funding costs, the counterparty credit risk and market frictions affecting the trading mechanism, such as collateralization and capital requirements. To achieve our goals, we extend in severa…

2017-01-29abs ↗pdf ↗

Model predicts EMF of Ni-Mn-Ga MSMA, improved with GRNN.

problem Predicting the electromotive force (EMF) of Ni-Mn-Ga MSMA under various conditions.
method Developed a new constitutive model for Ni-Mn-Ga single crystals, incorporating magnetic easy axis offset. Used GRNN to enhance model predictions.
result GRNN improves model predictions of EMF, capturing more experimental features.

We study the geometric nature of the Jacobi equation. In particular we prove that Jacobi vector fields (JVFs) along a solution of the Euler-Lagrange (EL) equations are themselves solutions of the EL equations but considered on a non-standard algebroid (different from the tangent bundle Lie algebroid). As a consequence …

2012-05-27abs ↗pdf ↗

OL4EL optimizes edge learning on resource-constrained servers.

problem Resource constraints on edge servers hinder effective distributed machine learning.
method Online Learning for EL (OL4EL) framework using budget-limited multi-armed bandit model.
result OL4EL significantly improves learning performance while conserving resources.

Noise injection (NI) is an efficient technique to mitigate over-fitting in neural networks (NNs). The Bernoulli NI procedure as implemented in dropout and shakeout has connections with l1l_1 and l2l_2 regularization for the NN model parameters. We propose whiteout, a family NI regularization techniques (NIRT) through i…

2016-12-05abs ↗pdf ↗

The paper studies knot Floer homology under Murasugi sum and establishes graded isomorphisms.

problem Behavior of knot Floer homology under Murasugi sum.
method Established a graded version of Ni's isomorphism and proved τ=g for each summand.
result Graded isomorphisms between extremal knot Floer homologies of Murasugi sum and tensor products.

Given a reducible 33-manifold MM with an aspherical summand in its prime decomposition and a homeomorphism f ⁣:MMf\colon M\to M, we construct a map of degree one from a finite cover of MfS1M\rtimes_f S^1 to a mapping torus of a certain aspherical 33-manifold. We deduce that MfS1M\rtimes_f S^1 has virtually infinite first Be…

2018-10-06abs ↗pdf ↗

EL framework certifies and flags bias in ML models without distributional assumptions.

problem Systematic performance disparities across sensitive subpopulations in ML models.
method Empirical likelihood-based approach for non-parametric fairness auditing.
result EL framework outperforms bootstrap methods in certification and subpopulation discovery.

Using polar convex bodies and the C0C_0-bounds from Guan and Ni \cite{PL}, we obtain a uniform lower bound on the Gauss curvature of the normalized solution of the Gauss curvature flow without using Chow's Harnack inequality \cite{Ch2}.

2014-09-09abs ↗pdf ↗

ELS framework improves safety alignment by dynamically steering LLMs towards helpful responses.

problem Over-Refusal in Aligned Large Language Models
method Fine-tuning free framework using an Energy-Based Model (EBM) to dynamically steer LLMs during inference.
result Extensive experiments show a significant reduction in false refusals (from 57.3% to 82.6%) while maintaining safety performance.

Noise in SGD affects overparameterized models, favoring sparse solutions.

problem Understanding and mitigating implicit bias in SGD with parameter-dependent noise.
method Theoretical analysis of a quadratically-parameterized model with label noise and Gaussian noise.
result SGD with label noise recovers sparse ground-truth solutions, while SGD with Gaussian noise overfits dense solutions.

Noise-ignorant empirical risk minimization achieves state-of-the-art performance on noisy data.

problem Learning with noisy labels in multi-class classification problems.
method Introducing relative signal strength (RSS) to quantify transferability and applying Noise Ignorant Empirical Risk Minimization (NI-ERM).
result NI-ERM achieves state-of-the-art performance on CIFAR-N data challenge.

El Soufi-Ilias' theorem establishes a connection between minimal submanifolds of spheres and extremal metrics for eigenvalues of the Laplace-Beltrami operator. Recently, this connection was used to provide several explicit examples of extremal metrics. We investigate the maximality of these metrics and prove that all o…

2012-10-30abs ↗pdf ↗

Novel algorithm detects causal macrovariables from high-dimensional data.

problem Leveraging high-dimensional observational datasets for coarse-grained causal models.
method Inspired by information bottlenecks, novel algorithm detects macrovariables and investigates causal relationships through additive noise models.
result Algorithm robustly detects and infers causal relationships in both synthetic and real climate datasets.

Let u1u_1 and u2u_2 be two different positive smooth solutions of the equation Δu+n(n2)un+2n2=0Δu + n (n - 2) u^{{n + 2}\over {n - 2}} = 0 in Rn(n3).R^n (n \ge 3). By a result of Gidas, Ni and Nirenberg, u1u_1 and u2u_2 are radially symmetric above the points ξ1ξ_1 and ξ2ξ_2, respectively. Let uu be a positive C2C^2-function on RnR^n su…

2002-02-23abs ↗pdf ↗