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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 FI relation

We prove an explicit and sharp upper bound for the Castelnuovo-Mumford regularity of an FI-module V in terms of the degrees of its generators and relations. We use this to refine a result of Putman on the stability of homology of congruence subgroups, extending his theorem to previously excluded small characteristics a…

2015-06-02abs ↗pdf ↗

Deep learning predicts user identity, activity, and location from Wi-Fi signals.

problem Privacy concerns and need for non-invasive user authentication, activity classification, and tracking.
method End-to-end deep learning framework using passive Wi-Fi signals.
result System autonomously predicts user identity, activity, and location without user intervention.

Paper categorifies Vassiliev skein relation for Khovanov homology.

problem Clarifying the relation between Vassiliev invariants and Khovanov homology.
method Developed a categorified version of Vassiliev skein relation on Khovanov homology.
result Khovanov homology's genus-one operation leads to a crossing change, enabling invariance under Reidemeister moves and extending to singular links.

FI-modules were introduced by the first three authors in [CEF] to encode sequences of representations of symmetric groups. Over a field of characteristic 0, finite generation of an FI-module implies representation stability for the corresponding sequence of S_n-representations. In this paper we prove the Noetherian pro…

2012-10-05abs ↗pdf ↗

This paper investigates the investment behaviour of a large unregulated financial institution (FI) with CARA risk preferences. It shows how the FI optimizes its trading to account for market illiquidity using an extension of the Almgren-Chriss market impact model of multiple risky assets. This expected utility optimiza…

2016-10-03abs ↗pdf ↗

This paper provides a guide to feature importance methods for better scientific inference.

problem Limited understanding of data-generating process due to opaque ML model mechanisms.
method Comprehensive review and new proofs of global feature importance methods.
result Facilitates a thorough understanding and concrete recommendations for FI methods.

The paper sets lower bounds for sampling non-log-concave distributions using Fisher information.

problem Understanding the complexity of sampling non-log-concave distributions.
method Proves two lower bounds using Fisher information in the context of sampling.
result Lower bounds on the complexity of sampling non-log-concave distributions, ruling out high-accuracy algorithms.

In this paper we apply the theory of finitely generated FI-modules developed by Church, Ellenberg and Farb to certain sequences of rational cohomology groups. Our main examples are the cohomology of the moduli space of n-pointed curves, the cohomology of the pure mapping class group of surfaces and some manifolds of hi…

2012-07-30abs ↗pdf ↗

Adaptive PINNs improve accuracy by adding points where solutions are uncertain.

problem Inadequate sampling in PINNs leads to inaccurate solutions, especially near singularities.
method FI-PINNs use failure probability to dynamically add points, improving numerical accuracy.
result FI-PINNs achieve better accuracy through adaptive sampling, as proven by rigorous error bounds.

Wi-Fi signals-based person identification attracts increasing attention in the booming Internet-of-Things era mainly due to its pervasiveness and passiveness. Most previous work applies gaits extracted from WiFi distortions caused by the person walking to achieve the identification. However, to extract useful gait, a p…

2018-10-06abs ↗pdf ↗

A method for concept-based learning using probabilistic inference and expert rules.

problem Concept-based learning with limited training data.
method Divide images into patches, transform into embeddings, cluster, and use frequentist inference to find concepts.
result FI-CBL outperforms concept bottleneck model in small data scenarios.

We utilize Wi-Fi communications from smartphones to predict their mobility mode, i.e. walking, biking and driving. Wi-Fi sensors were deployed at four strategic locations in a closed loop on streets in downtown Toronto. Deep neural network (Multilayer Perceptron) along with three decision tree based classifiers (Decisi…

2018-09-16abs ↗pdf ↗

The study predicts solar flare productivity using magnetic data from SDO/HMI.

problem Forecasting solar flares, especially M- and X-class, to mitigate space weather effects.
method Statistical and machine learning methods applied to 563 ARs' magnetic data.
result Improved accuracy in predicting AR's Flare Index, especially for large values.

An FI-module VV over a commutative ring k\bf{k} encodes a sequence (Vn)n0(V_n)_{n \geq 0} of representations of the symmetric groups (Sn)n0(\mathfrak{S}_n)_{n \geq 0} over k\bf{k}. In this paper, we show that for a "finitely generated" FI-module VV over a field of characteristic pp, the cohomology groups $H^t(\mathfrak{S}…

2015-05-16abs ↗pdf ↗

In this paper, we propose hybrid building/floor classification and floor-level two-dimensional location coordinates regression using a single-input and multi-output (SIMO) deep neural network (DNN) for large-scale indoor localization based on Wi-Fi fingerprinting. The proposed scheme exploits the different nature of th…

2018-10-13abs ↗pdf ↗

This is a sequel to the paper [Cas]. Here, we extend the methods of Farb-Wolfson using the theory of FI_G-modules to obtain stability of equivariant Galois representations of the etale cohomology of orbit configuration spaces. We establish subexponential bounds on the growth of unstable cohomology, and then use the Gro…

2017-03-21abs ↗pdf ↗

In this paper we introduce and develop the theory of FI-modules. We apply this theory to obtain new theorems about: - the cohomology of the configuration space of n distinct ordered points on an arbitrary (connected, oriented) manifold - the diagonal coinvariant algebra on r sets of n variables - the cohomology and tau…

2012-04-20abs ↗pdf ↗

A new risk measure (FRM) for EM FI returns helps investors protect against volatility and policy instability.

problem Systemic risk in EM FI returns due to external shocks and domestic policy instability.
method Daily FRM-EM measure applied to 25 largest EM FI returns, incorporating Macro factors.
result FRM-EM captures systemic risk behavior in EM FI returns, reaching maximum during crises.

The paper introduces a cobordism for Khovanov homology crossing change and categorifies Vassiliev skein relations.

problem Khovanov homology and crossing changes in tangle diagrams.
method Introducing a sum of cobordisms that yields a morphism on Khovanov homology complexes for crossing change.
result The introduced cobordism is invariant under double point moves and categorifies Vassiliev skein relations.

Improves FI-PINNs by combining re-sampling and subset simulation for better failure probability estimation.

problem Estimating failure probability in physics-informed neural networks (PINNs).
method Adaptive sampling with re-sampling and subset simulation, using cosine-annealing for uniform to adaptive transition.
result Significant improvement in estimating failure probability and generating new training points in the failure region.

Inspired by the immense success of deep learning, graph neural networks (GNNs) are widely used to learn powerful node representations and have demonstrated promising performance on different graph learning tasks. However, most real-world graphs often come with high-dimensional and sparse node features, rendering the le…

2019-08-19abs ↗pdf ↗

Church-Ellenberg-Farb used the language of FI-modules to prove that the cohomology of certain sequences of hyperplane arrangements with S_n-actions satisfies representation stability. Here we lift their results to the level of the arrangements themselves, and define when a collection of arrangements is "finitely genera…

2016-03-28abs ↗pdf ↗

Representation stability is a phenomenon whereby the structure of certain sequences XnX_n of spaces can be seen to stabilize when viewed through the lens of representation theory. In this paper I describe this phenomenon and sketch a framework, the theory of FI-modules, that explains the mechanism behind it.

2014-04-15abs ↗pdf ↗

The groups Γn,sΓ_{n,s} are defined in terms of homotopy equivalences of certain graphs, and are natural generalisations of $\mbox{Out}(F_n)$ and $\mbox{Aut}(F_n)$. They have appeared frequently in the study of free group automorphisms, for example in proofs of homological stability in [8,9] and in the proof that Out$(F_n…

2015-06-19abs ↗pdf ↗

Study identifies key parameters and input dimensions making LLMs and VLMs brittle.

problem Vulnerability of large language and vision-language models to perturbations.
method Proposed FI measure based on information geometry to quantify sensitivity.
result Small subset of high FI parameters significantly contribute to brittleness.

Frequent Itemsets (FIs) mining is a fundamental primitive in data mining. It requires to identify all itemsets appearing in at least a fraction θθ of a transactional dataset D\mathcal{D}. Often though, the ultimate goal of mining D\mathcal{D} is not an analysis of the dataset \emph{per se}, but the understanding of …

2013-01-07abs ↗pdf ↗

For k >= 1, let Torelli_g^1(k) be the k-th term in the Johnson filtration of the mapping class group of a genus g surface with one boundary component. We prove that for all k, there exists some G_k >= 0 such that Torelli_g^1(k) is generated by elements which are supported on subsurfaces whose genus is at most G_k. We a…

2013-11-27abs ↗pdf ↗

TensorFI injects faults in TensorFlow programs to assess their reliability.

problem Ensuring reliability of machine learning systems in safety-critical domains.
method TensorFI is a flexible fault injection framework for TensorFlow applications.
result TensorFI evaluates the resilience of 12 ML programs, including autonomous vehicle DNNs.

For a topological space XX, we introduce a criterion for the FI\rm FI module Hi(Confn(X))H^i({\rm Conf}_n(X)) to be finitely generated and give several applications. For instance, if CC is a finite connected CWCW complex, then X=C×R2X = C \times \mathbb{R}^2 satisfies the criterion. Our main tool is a spectral sequence that we der…

2016-12-19abs ↗pdf ↗

In this paper, we study local solutions F=(F1,..,Fn) of a general functional equation of the form F1(U1(x,y))+....+Fn(Un(x,y))=0. A such equation will be called an ``abelian functional equation'' (Afe). We will restrict ourselves to the case when the inner functions Ui's are real rational functions. First we prove that…

2002-12-10abs ↗pdf ↗