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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.

169,181 papers · 148 categories

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3517021,0521,403 · Jun 202019922001200920182026
48 results for HANDY model

This paper compiles formulas involving differential operators and interior products.

problem Scattered identities in differential geometry involving various operators.
method Compilation and extension of formulas using the Schouten-Nijenhuis bracket and interior product.
result New formulas involving the de Rham codifferential and interior product.

A toric arrangement is a finite set of hypersurfaces in a complex torus, every hypersurface being the kernel of a character. In the present paper we build a CW-complex homotopy equivalent to the arrangement complement, with a combinatorial description similar to that of the well-known Salvetti complex. If the toric arr…

2010-09-19abs ↗pdf ↗

We give an explicit handy (and cocycle-free) description of the groupoid of weak maps between two crossed-modules in terms of certain digrams of groups which we we call a {\em butterflies}. We define composition of butterflies and this way find a bicategory that is naturally biequivalent to the 2-category of pointed ho…

2005-06-15abs ↗pdf ↗

This paper compares analytical and numerical solutions of the Black-Scholes model.

problem Comparing analytical and numerical methods for solving the Black-Scholes model.
method Analytical solution (variable separation) and numerical solution (finite differences) of the Black-Scholes equation.
result Numerical solutions provide more accurate results for complex scenarios.

We review the Reshetikhin-Turaev approach to construction of non-compact knot invariants involving R-matrices associated with infinite-dimensional representations, primarily those made from Faddeev's quantum dilogarithm. The corresponding formulas can be obtained from modular transformations of conformal blocks as thei…

2015-10-19abs ↗pdf ↗

We consider the problem of minimizing the relative perimeter under a volume constraint in an unbounded convex body CRn+1C\subset \mathbb{R}^{n+1}, without assuming any further regularity on the boundary of CC. Motivated by an example of an unbounded convex body with null isoperimetric profile, we introduce the concept of…

2016-06-13abs ↗pdf ↗

Study of unchaining surgery operation in symplectic 4-manifolds.

problem Understanding symplectic 4-manifolds and their properties.
method Introducing unchaining surgery operation and using it to construct and analyze symplectic 4-manifolds.
result Novel constructions of symplectic Calabi-Yau surfaces and exotic symplectic 4-manifolds.

This paper studies how key tensor properties are inherited in subtensors of tensor train decompositions.

problem Theoretical development of property inheritance for subtensors in tensor train decompositions.
method Theoretical analysis of incoherence and condition number preservation, and tensor train rank preservation through fiber-wise sampling.
result Key tensor properties (incoherence and condition number) can be well preserved to subtensors formed via fiber-wise sampling.

SCARLET-NAS improves neural architecture search by stabilizing feature inconsistencies.

problem Difficulty in ranking subnetworks due to feature inconsistency in skip connections.
method Introduced an equivariant learnable stabilizer to homogenize feature disparities.
result SCARLET-A achieves 76.9% top-1 accuracy on ImageNet.

SPIRAL uses reinforcement learning to generate programs for images.

problem Weak inductive biases in deep learning models lead to inefficiencies.
method Adversarial training with reinforcement learning to generate programs.
result Using the discriminator's output as a reward signal is key to progress.

Proposes a new method to control FDR using frequentist-assisted horseshoe for high-dimensional testing.

problem Designing tests with frequentist false discovery rate control using horseshoe prior.
method Frequentist-assisted horseshoe procedure for high-dimensional normal means testing.
result Consistently achieves robust finite-sample FDR control in various sparse cases.

Many practical machine learning tasks employ very deep convolutional neural networks. Such large depths pose formidable computational challenges in training and operating the network. It is therefore important to understand how fast the energy contained in the propagated signals (a.k.a. feature maps) decays across laye…

2017-04-12abs ↗pdf ↗

Study develops time-continuous models and probabilistic descriptions for agent-based economic market models.

problem Formulating and describing agent-based economic market models in a time-continuous and probabilistic manner.
method Derived time-continuous formulations, discussed impact of time-scaling, proved stability, presented probabilistic descriptions using kinetic theory.
result Time-continuous formulations and probabilistic descriptions for agent-based economic market models.

Hybrid model combines interpretable and black-box models for better transparency and performance.

problem Balancing interpretability and predictive performance in machine learning models.
method Proposes a Hybrid Predictive Model (HPM) integrating an interpretable model with a black-box model, using principled objective functions and customized training algorithms.
result Hybrid models achieve an efficient trade-off between transparency and predictive performance.

The paper introduces BCART models for aggregate claim amount, improving frequency-severity and joint modeling.

problem Modeling aggregate claim amount with frequency-severity and joint dependencies.
method Developed three types of BCART models: frequency-severity, sequential, and joint models. Used various distributions for claim severity data.
result Weibull distribution outperforms gamma and lognormal for right-skewed, heavy-tailed claim severity data.

Boosts generative models by combining multiple meta-models.

problem Challenges in creating a single generative model that accurately represents complex data.
method Cascades multiple meta-models (like RBM and VAE) to create a stronger generative model.
result Derives a decomposable variational lower bound for training and evaluating the boosted model.

The paper uses model-based trees to create interpretable surrogate models for complex machine learning models.

problem Interpreting complex machine learning models.
method Using model-based trees to partition feature space and create interpretable models.
result Model-based trees generate optimal surrogate models that balance interpretability and performance.

Study on limits of community detection in various network models.

problem Limits of community detection in network models.
method Analysis of several network models including Stochastic Block Model, Exponential Random Graph Model, Latent Space Model, Directed Preferential Attachment Model, and Directed Small-world Model.
result Information-theoretic limits for recovery of node labels in network models.

The study examines how model predictions hold up under model extensions.

problem Model predictions may not be robust under model extensions, limiting their applicability.
method The study uses causal ordering to assess robustness of qualitative model predictions and characterizes model extensions that preserve predictions.
result Conditions and techniques are provided to assess robustness of model predictions under model extensions.

MALC combines interpretable linear models with black-box models for better predictions and transparency.

problem Combining interpretability with black-box models for better predictions.
method Formulates MALC as a convex optimization problem and uses accelerated proximal gradient method for training.
result MALC provides an efficient frontier balancing prediction accuracy and transparency.

Revises Bayesian model averaging for foundation models.

problem Ensemble pre-trained and lightly-finetuned foundation models for improved classification performance.
method Introduces trainable linear classifiers and computationally cheaper model averaging scheme (OMA).
result Ensembled models can better predict on various datasets.

Paper introduces symmetric divergence link models for probability distributions.

problem Symmetric divergence measures for probability distributions.
method Two general classes of link models: one for survival functions and another for cumulative probability distribution functions.
result Advantages of symmetric divergence measures over asymmetric measures for model averaging and feature assessment.

Researchers review challenges in interpreting additive models, especially neural additive models.

problem Challenges in interpreting additive models, particularly neural additive models.
method Review of generalized additive models and discussion of nonidentifiability.
result Challenges in claiming interpretability or suitability for safety-critical applications of additive models.

Distill-and-Compare audits black-box models by training transparent models to mimic them.

problem Auditing proprietary, opaque black-box risk scoring models.
method Model distillation and comparison of transparent student models to black-box models.
result Identifies missing features in black-box models, improving transparency.

Proposes a decision-theoretic approach for enhancing model interpretability in Bayesian frameworks.

problem Challenges the traditional approach of restricting model structure for interpretability in Bayesian frameworks.
method Introduces an interpretability utility function and a two-step method involving a reference model and a proxy model.
result Demonstrates that the proposed method generates more accurate models with the same level of interpretability.

Sigma models linked to Gross-Neveu models via quiver varieties.

problem Understanding the relationship between sigma models and Gross-Neveu models.
method Exploring the mathematical correspondence between sigma models and Gross-Neveu models, including their geometric and trigonometric/elliptic deformations.
result Sigma models are mathematically equivalent to Gross-Neveu models under certain conditions.

Matryoshka hides secret models in a carrier model, achieving high capacity and robustness.

problem Stealing functionality of private ML data by hiding models in a carrier model.
method Parameter sharing approach exploiting the learning capacity of the carrier model.
result Hides a 26x larger secret model or 8 secret models in the carrier model.

Semi-parametric models improve robot dynamics modeling accuracy.

problem Improving inverse dynamics model accuracy in robotics.
method Comparison of semi-parametric Gaussian process regression and a novel model-based neural network.
result Semi-parametric Gaussian process regression yields the most accurate models.

A novel kernel approach for model selection in simulator-based models.

problem Model selection for simulator-based statistical models with limited prior knowledge.
method Iteratively updates model weights and parameters using Bayes' rule and kernel recursive ABC algorithm.
result Demonstrates effectiveness on dynamical systems in ecology and epidemiology.