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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.

168,695 papers · 148 categories

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93185278370 · Jun 202019922001200920172026
48 results for Hybrid Observations

Hybrid models combine domain knowledge and data-driven learning for Earth observation.

problem Challenges in modelling Earth observation data with either purely mechanistic or data-driven methods.
method Gaussian process convolution models, specifically latent force models (LFMs), integrating physical knowledge into multioutput GP models.
result Model automatically estimates soil moisture persistence and discovers latent forces related to precipitation.

Develops numerical methods for PDEs on hypergraphs and networks.

problem Solving PDEs on complex geometric structures like hypergraphs and networks.
method Hybrid finite element methods, focusing on hybrid discontinuous Galerkin methods.
result Derives numerical approximations for PDEs on hypergraphs and networks.

In this paper, we study the concept of Parisian ruin under the hybrid observation scheme model introduced by Li et al. \cite{binetal2016}. Under this model, the process is observed at Poisson arrival times whenever the business is financially healthy and it is continuously observed when it goes below 00. The Parisian …

2019-07-23abs ↗pdf ↗

Study compares forecasting models for European financial markets and cryptocurrencies, finding hybrid ETS-ANN model best.

problem Challenges in predicting financial market fluctuations and cryptocurrency prices.
method Comparative analysis of ARIMA, hybrid ETS-ANN, and kNN models on European financial markets and cryptocurrency data.
result Hybrid ETS-ANN model performs best over extended periods, with moderate accuracy.

Hybrid framework merges data and domain knowledge for better spatial interpolation.

problem Spatial interpolation overlooks domain knowledge and limits to spatial coordinates.
method Integrates data-driven features with rule-assisted spatial dependency function mapping.
result Superior performance in two application scenarios, capturing localized features.

A fast method estimates correlations in hybrid systems using observable market data.

problem Estimating instantaneous correlations in hybrid systems from observable data.
method Empirical correlations between observable market quantities are used to estimate state variables' correlations. Linear systems are involved, and the matrix is converted to positive semidefinite if necessary.
result The estimates are reasonably accurate, especially with more than 1,000 data points.

Hybrid framework predicts Arctic permafrost decline, risks infrastructure, and provides tools.

problem Tackles permafrost decline and infrastructure risk assessment in Arctic territories.
method Hybrid physics-machine learning framework integrating 2.9 million observations.
result Projects mean permafrost fraction decline of -20.3 pp under RCP8.5 forcing, with high-risk zones identified.

A new method uses ABC-SMC to infer hybrid models in bioprocesses with limited data.

problem Inference of hybrid models in bioprocesses with limited real data and high uncertainties.
method Approximate Bayesian Computation with Sequential Monte Carlo (ABC-SMC) and linear Gaussian dynamic Bayesian network (LG-DBN) for posterior distribution approximation.
result The method accelerates hybrid model inference and supports process monitoring and robust control.

QuEst combines model predictions with observed data to estimate quantile-based measures.

problem Limited applicability of current hybrid-inference tools for quantile-based distributional measures.
method Principled framework merging observed and imputed data for a wide range of quantile-based measures.
result QuEst delivers point estimates and rigorous confidence intervals for quantile-based measures.

Hybrid continuous-discrete models naturally represent many real-world applications in robotics, finance, and environmental engineering. Inference with large-scale models is challenging because relational structures deteriorate rapidly during inference with observations. The main contribution of this paper is an efficie…

2012-10-16abs ↗pdf ↗

The study improves Bitcoin price prediction using hybrid machine learning and enhances interpretability.

problem Improving Bitcoin price prediction accuracy and interpretability.
method Hybrid machine learning algorithms (OLS, LASSO, LSTM, decision tree regressors) and preprocessing techniques for time-series data.
result Linear regression achieves the best performance in predicting Bitcoin prices.

Method improves simulation accuracy by mitigating distribution shift in hybrid systems.

problem Mitigating distribution shift in machine-learning augmented hybrid simulation.
method Tangent-space regularized estimator to control distribution shift.
result Marked improvements in simulation accuracy, especially for systems with high distribution shift.

A novel method, based on the combination of data assimilation and machine learning is introduced. The new hybrid approach is designed for a two-fold scope: (i) emulating hidden, possibly chaotic, dynamics and (ii) predicting their future states. The method consists in applying iteratively a data assimilation step, here…

2020-01-06abs ↗pdf ↗

Unified physics-informed learning method improves generalization performance.

problem Lack of theoretical analysis for hybrid settings with incomplete physical constraints.
method Unified residual form unifying collocation and variational methods, establishing generalization performance governed by affine variety dimension.
result Generalization performance is determined by affine variety dimension, not just the number of parameters.

Advances FTPL results for bandit problems with unbounded perturbations.

problem Improving analytical foundations of FTPL in bandit problems.
method Revisiting classical FTRL-FTPL duality for unbounded perturbations.
result Establishes Best-of-Both-Worlds (BOBW) results for FTPL under a broad family of asymmetric unbounded perturbations.

Study proposes adaptive RL for dynamic portfolio optimization.

problem Traditional portfolio optimization models fail to adapt to regime shifts.
method Regime-aware reinforcement learning framework with hybrid observations and constrained reward functions.
result Transformer PPO achieves highest risk-adjusted returns, while LSTM variants offer a good balance.

We introduce a simulation scheme for Brownian semistationary processes, which is based on discretizing the stochastic integral representation of the process in the time domain. We assume that the kernel function of the process is regularly varying at zero. The novel feature of the scheme is to approximate the kernel fu…

2015-07-10abs ↗pdf ↗

Improved ExO method achieves near-optimal bounds in both stochastic and adversarial settings.

problem Finding optimal exploration strategies in online decision-making with limited feedback.
method Exploration by Optimization with hybrid regularizers for locally observable games.
result Achieved nearly optimal bounds of O(aeqak2m2logT/Δa)O(\sum_{a eq a^*} k^2 m^2 \log T / Δ_a) in stochastic and adversarial environments.

The paper proves UV finiteness and vanishing anomalies for hybrid topological-holomorphic field theories.

problem Proving UV finiteness and vanishing anomalies for hybrid topological-holomorphic field theories.
method Rigorously proving UV finiteness and vanishing anomalies for hybrid topological-holomorphic field theories on RdimesCd\mathbb{R}^{d'} imes \mathbb{C}^d.
result Proves vanishing anomalies for hybrid topological-holomorphic field theories, allowing for the definition of a factorization algebra structure for quantum observables.

Hybrid QML model improves recovery rate prediction accuracy.

problem Complex nonlinear dependencies, high-dimensional feature spaces, and limited sample sizes in recovery rate forecasting.
method Hybrid Quantum Machine Learning (QML) with Amplitude Encoding, leveraging PQC and qubit data compression.
result Significantly lower RMSE (0.228) compared to classical models.

A hybrid method combines GA and EN for feature selection in high-dimensional datasets.

problem Feature selection in high-dimensional datasets with high prediction error and computational inefficiency.
method Hybrid two-layer approach using Genetic Algorithm and Elastic Net.
result The hybrid method improves prediction accuracy and reduces computational time.

Framework for robust decision making in changing environments with privacy constraints.

problem Interactive decision making in changing environments with constraints.
method Hybrid Decision Making with Structured Observations (hybrid DMSO) framework, local differentially private decision making, query-based learning, robust and smooth decision making.
result Strong connections and bounds derived for DEC, SQ dimension, local minimax complexity, learnability, and joint differential privacy.

Motivated by clinical trials, we study bandits with observable non-compliance. At each step, the learner chooses an arm, after, instead of observing only the reward, it also observes the action that took place. We show that such noncompliance can be helpful or hurtful to the learner in general. Unfortunately, naively i…

2016-02-09abs ↗pdf ↗

The aim of this research is to give a simple framework to evaluate/quantize the "transparency" of a firm. We assume that the process of the firm value is only observable once in a while but is strongly correlated with the stock price which is observable and tradable. This hybrid type structure make the transparency "ob…

2008-04-10abs ↗pdf ↗

D-Wave hybrid quantum-classical portfolio optimization shows classical decomposition is key, not quantum sampling.

problem Optimizing portfolios with constraints using hybrid quantum-classical methods.
method Operational decomposition audit of D-Wave's hybrid quantum-classical service on mean-variance-turnover instances.
result Classical decomposition and feasibility-aware reassembly are key to hybrid quantum-classical performance.

Defines non-parabolic curves in spatial hybrid space with applications.

problem Defining and analyzing non-parabolic spatial hybrid framed curves.
method Definition and proof of existence and uniqueness theorem for non-parabolic spatial hybrid framed curves.
result Existence and uniqueness theorem for non-parabolic spatial hybrid framed curves.

Novel method for efficient optimization of noisy, expensive hybrid models.

problem Efficient optimization of hybrid models with noisy observations and constraints.
method Constrained Upper Quantile Bound (CUQB) method exploiting composite structure.
result Significantly improved sampling efficiency and theoretical guarantees.

Hybrid RL algorithm combines offline and online data for robust and efficient policy learning.

problem Combining robust on-policy methods with efficient offline data for hybrid RL.
method Integrates off-policy training on offline data into on-policy NPG framework.
result Achieves state-of-the-art theoretical guarantees and maintains on-policy NPG guarantees.

Recommender systems are used in variety of domains affecting people's lives. This has raised concerns about possible biases and discrimination that such systems might exacerbate. There are two primary kinds of biases inherent in recommender systems: observation bias and bias stemming from imbalanced data. Observation b…

2018-09-13abs ↗pdf ↗

Novel method uses PDifMPs to price American options more accurately.

problem Inaccurate pricing of American options due to constant drift and volatility assumptions.
method Piecewise diffusion Markov processes (PDifMPs) integrated with continuous dynamics and discrete jumps.
result PDifMPs provide a more accurate reflection of market behaviour in American option pricing.

FM4PDE learns PDE solutions from sparse data.

problem Reconstructing PDE solutions from limited observations.
method Flow-matching generative framework that learns PDE coefficients and solutions.
result Error guarantees for guided procedures, including deterministic and stochastic samplers.

Hybrid deep architectures with reasoning layers show promising convergence and generalization properties.

problem Understanding the theoretical foundations of hybrid deep architectures with reasoning layers.
method Analyzing the interplay between algorithm layers and neural components in deep architectures.
result Properties of algorithm layers are closely related to the approximation and generalization abilities of end-to-end models.

The problem of estimating a high-dimensional sparse vector θRn\boldsymbolθ \in \mathbb{R}^n from an observation in i.i.d. Gaussian noise is considered. The performance is measured using squared-error loss. An empirical Bayes shrinkage estimator, derived using a Bernoulli-Gaussian prior, is analyzed and compared with the…

2017-07-28abs ↗pdf ↗