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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 Fake Stationary Regime

Study on fake stationary Volterra Heston model for non-stationary processes.

problem Non-stationary nature of true Volterra equations.
method Weak notion of stationarity (fake stationary regime) for inhomogeneous affine Stochastic Volterra equations.
result Existence of limiting distributions in the long run, which may depend on initial state.

The paper analyzes the stationarity of stochastic Volterra integral equations and introduces fake stationary regimes.

problem Analyzing the stationarity of non-Markovian dynamical systems described by SVIEs.
method Investigates the properties of SVIE solutions, focusing on stationarity over finite and long time horizons, and introduces a deterministic stabilizer to induce a fake stationary regime.
result SVIEs do not exhibit a strong stationary regime unless the kernel is constant or degenerate, but a fake stationary regime can be achieved with a deterministic stabilizer.

Investigates mean-variance portfolio selection in non-Markovian markets.

problem Continuous-time Markowitz mean-variance portfolio selection in fake stationary affine Volterra models.
method Stochastic factor solution to a Riccati BSDE, deriving explicit solutions as multi-dimensional Riccati-Volterra equations.
result Analytical closed-form expressions for optimal portfolio policies and mean-variance efficient frontier.

Paper solves Merton's portfolio problem in a non-Markovian, non-semimartingale model.

problem Merton's portfolio optimization in a fake stationary Volterra-Heston model.
method Stochastic factor solution to a Riccati BSDE, combined with martingale optimality principle.
result Derives semi-closed form optimal strategies and value function.

New model identifies regimes in non-stationary data.

problem Identifying latent regimes in non-stationary systems with instantaneous effects.
method Identifiable Markov Switching Models with exponential family noise.
result Established identifiability of latent regimes and causal structures.

Fake engagement is one of the significant problems in Online Social Networks (OSNs) which is used to increase the popularity of an account in an inorganic manner. The detection of fake engagement is crucial because it leads to loss of money for businesses, wrong audience targeting in advertising, wrong product predicti…

2019-09-13abs ↗pdf ↗

A TTA framework improves forecasting accuracy in non-stationary time series.

problem Improving forecasting accuracy in non-stationary time series.
method Normalization-based test-time adaptation for causal timeseries forecasting and direction classification.
result Normalization-based TTA improves forecasting error in synthetic gradual drift and can even hurt in aggressive norm-only adaptation in financial markets.

MALCOM generates fake comments to fool fake news detectors.

problem Adversaries can manipulate fake news detection models with malicious comments.
method Proposes a novel threat model and develops an adversarial comment generation framework (MALCOM).
result MALCOM can fool fake news detectors 90-94% of the time, depending on the model and dataset.

Improves estimation under model misspecification with fake features.

problem Model misspecification with fake features.
method Proposes a framework to decompose output error into underlying, fake, and missing features.
result Fake features can significantly improve estimation performance, even when not correlated with underlying features.

We study how resetting affects geometric Brownian motion, showing it becomes stationary but remains non-ergodic.

problem Effects of stochastic resetting on geometric Brownian motion.
method Analysis of geometric Brownian motion under stochastic resetting.
result Resetting makes geometric Brownian motion stationary but non-ergodic.

Optimizes consumption under regime-switching economic states with risk-sensitive preferences.

problem Optimizing consumption in an economy with uncertain states and random shocks.
method Risk-sensitive optimization of consumption-utility with a Markov chain model of economic states and i.i.d. random shocks.
result Existence of unique optimal policy and value function in stationary policies.

RealStats detects fake images rigorously, combining multiple detectors for robustness.

problem Detecting AI-generated images remains challenging due to evolving generative models.
method Combines training-free statistics to compute p-values and aggregate them for a unified real-image distribution.
result Framework produces interpretable probability scores for robust fake image detection.

A fake quadric is a smooth projective surface that has the same rational cohomology as a smooth quadric surface but is not biholomorphic to one. We provide an explicit classification of all irreducible fake quadrics according to the commensurability class of their fundamental group. To accomplish this task, we develop …

2015-04-17abs ↗pdf ↗

We study quotients Γ\HnΓ\backslash \mathbb H^n of the nn-fold product of the upper half plane H\mathbb H by irreducible and torsion-free lattices Γ<PSL2(R)nΓ< PSL_2(\mathbb R)^n with the same Betti numbers as the nn-fold product (P1)n(\mathbb P^1)^n of projective lines. Such varieties are called fake products of projective lines…

2014-11-12abs ↗pdf ↗

In this paper we show strategies to easily identify fake samples generated with the Generative Adversarial Network framework. One strategy is based on the statistical analysis and comparison of raw pixel values and features extracted from them. The other strategy learns formal specifications from the real data and show…

2018-07-13abs ↗pdf ↗

Framework detects fake news using weak social signals from multiple sources.

problem Lack of annotated data for early fake news detection.
method Jointly uses weak social signals and clean data to train deep neural networks in a meta-learning framework.
result Framework outperforms state-of-the-art baselines for early fake news detection.

Study the properties of SGD in non-vanishing learning rate regime.

problem Understanding the noise and fluctuation in SGD with finite learning rates.
method Derive exact solvable results for discrete-time SGD in quadratic loss functions.
result Fluctuation caused by discrete-time dynamics is larger than continuous-time theory predicts.

Social media are nowadays one of the main news sources for millions of people around the globe due to their low cost, easy access and rapid dissemination. This however comes at the cost of dubious trustworthiness and significant risk of exposure to 'fake news', intentionally written to mislead the readers. Automaticall…

2019-02-10abs ↗pdf ↗

While the purpose of most fake news is misinformation and political propaganda, our team sees it as a new type of myth that is created by people in the age of internet identities and artificial intelligence. Seeking insights on the fear and desire hidden underneath these modified or generated stories, we use machine le…

2019-08-05abs ↗pdf ↗

We introduce an algorithm for the segmentation of a class of regime switching processes. The segmentation algorithm is a non parametric statistical method able to identify the regimes (patches) of the time series. The process is composed of consecutive patches of variable length, each patch being described by a station…

2010-01-14abs ↗pdf ↗

We give a criterion for a projective surface to become a quotient of a fake projective plane. We also give a detailed information on the elliptic fibration of a (2,3)(2,3)-elliptic surface that is the minimal resolution of a quotient of a fake projective plane. As a consequence, we give a classification of Q{\mathbb Q}-h…

2010-10-02abs ↗pdf ↗

A fake wedge is a diagram of spaces K <- A -> C whose double mapping cylinder is contractible. The terminology stems from the special case A = K v C with maps given by the projections. In this paper, we study the homotopy type of the moduli space D(K,C) of fake wedges on K and C. We formulate two conjectures concerning…

2012-08-10abs ↗pdf ↗

Can machine learning models for recommendation be easily fooled? While the question has been answered for hand-engineered fake user profiles, it has not been explored for machine learned adversarial attacks. This paper attempts to close this gap. We propose a framework for generating fake user profiles which, when inco…

2018-09-21abs ↗pdf ↗

This article presents a preliminary approach towards characterizing political fake news on Twitter through the analysis of their meta-data. In particular, we focus on more than 1.5M tweets collected on the day of the election of Donald Trump as 45th president of the United States of America. We use the meta-data embedd…

2017-12-16abs ↗pdf ↗