The article prices OTC derivatives using MVA and transfers it to customers.
problem Valuation of OTC derivatives and transfer pricing.
method Defines MVA as discounted expected margin profile and uses PDE for fair value calculation. Transfers MVA to customers via IM multiplier.
result Establishes a link between ISDA SIMM and MVA for various risks.
PG-IM uses neural-symbolic programs to manipulate images.
problem Creating holistic image representations and manipulations.
method PG-IM detects patterns, induces symbolic programs, and manipulates images using a neural network.
result PG-IM learns from a single image and achieves superior performance.
The IM effect helps detect anomalies by memorizing inliers early.
problem Challenges in fully unsupervised outlier detection.
method Theoretical study of a simple autoencoder, focusing on early training dynamics.
result Characterization of IM effect emergence, strength, and persistence.
New algorithm optimizes unimodal bandits using empirical divergence.
problem Optimizing decisions in multi-armed bandit problems with unimodal distributions.
method Indexed Minimum Empirical Divergence (IMED) adapted for unimodal structure.
result IMED-UB algorithm optimally exploits unimodal structure.
New strategies avoid forced exploration for unimodal bandits.
problem Optimal exploration of unimodal bandit problems.
method Adapting IMED strategy to unimodal structure without forced exploration.
result Proven optimal strategies for unimodal bandits.
Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii [arXiv:0708.0083]
Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii [arXiv:0708.0083]
Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii [arXiv:0708.0083]
Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii [arXiv:0708.0083]
Discussion of "2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization" by V. Koltchinskii [arXiv:0708.0083]
Bayesian and ML approach for IM-RO problem in OSNs.
problem Estimating influence model parameters for maximizing revenue in OSNs.
method Bayesian hierarchical model with Naive Bayes, Decision Trees, and Random Forest classifiers.
result Efficient and practical method for estimating influence model parameters.
Let $-\im\Lie_\T$ (essentially Lie derivative with respect to $\T$, a smooth nowhere zero real vector field) and P be commuting differential operators, respectively of orders 1 and m≥1, the latter formally normal, both acting on sections of a vector bundle over a closed manifold. It is shown that if $P+(-i\Lie_…
A new framework maximizes influence spread in social networks by accounting for inter-community diffusion.
problem Real-world social networks have inter-community influence that is often overlooked in community-based IM approaches.
method Community-IM++ uses a heuristic based on community-based diffusion degree and progressive budgeting to model and prioritize cross-community diffusion.
result Community-IM++ achieves near-greedy influence spread at up to 100 times lower runtime than existing methods.
Proposes EDESH-SA for better inventory management under uncertainty.
problem Inventory management under uncertainty.
method Ensemble Differential Evolution with simulation-based hybridization and self-adaptation.
result Improves financial performance and optimizes search spaces.
End-to-end deep learning boosts IM/DD fiber communication over dispersive channels.
problem Improving data transmission over dispersive IM/DD channels with memory.
method Bidirectional recurrent neural network (BRNN) for end-to-end deep learning of the communication system.
result End-to-end SBRNN achieves significant bit-error-rate reduction compared to FFNNs.
This paper introduces SDP for optimizing revenue in IM problems.
problem Optimizing revenue in influence maximization problems within online social networks.
method Stochastic Dynamic Programming (SDP) combined with heuristic methods.
result Heuristics like AHC and LDH achieve near-optimal results faster than SDP.
Language models perform worse with implicit reward models than explicit ones.
problem Understanding why implicit reward models generalize worse than explicit ones.
method Investigated the root cause of the generalization gap between IM-RMs and EX-RMs.
result Implicit reward models rely more on superficial token-level cues, leading to worse generalization.
New method recovers relative rates in spatial compositional data from IMS.
problem Challenges in analyzing spatial data from IMS due to competitive sampling.
method Hierarchical Variational Graph Fused Lasso using heavy-tailed graphical lasso prior and automatic differentiation variational inference.
result Our method outperforms state-of-the-practice point estimate methodologies in IMS and has superior posterior coverage.
Optimized strategies for graph-structured bandits reduce regret efficiently.
problem Structured multi-armed bandit problem with graph constraints.
method Adapted IMED algorithm to graph-structured bandits, introducing IMED-GS⋆. result IMED-GS⋆ is asymptotically optimal and requires minimal exploration. The paper calculates the dimension of the image of the Abel map for normal surface singularities.
problem Calculating the dimension of the image of the Abel map for normal surface singularities.
method Provides combinatorial formulae for the dimension of the image of the Abel map.
result Combinatorial formulae for the dimension of the image of the Abel map.
Prove existence of SO(3)imesSO(8)-invariant Einstein metric on S3imesS7
problem Prove existence of SO(3)imesSO(8)-invariant Einstein metric on S3imesS7 method Prove existence of SO(3)imesSO(8)-invariant Einstein metric on S3imesS7 result Prove existence of SO(3)imesSO(8)-invariant Einstein metric on S3imesS7 MONSTOR estimates influence in unseen networks with high accuracy.
problem Estimating and maximizing influence in social networks.
method Inductive machine learning approach replacing Monte Carlo simulations.
result Highly accurate estimates with strong correlation to actual influence.
Optimizes treatment allocation in networks considering indirect effects.
problem Finding optimal treatment allocation in network settings with interference.
method OTAPI: Optimizing Treatment Allocation in the Presence of Interference, integrating causal estimators into IM algorithms.
result OTAPI outperforms classic IM and UM approaches on synthetic and semi-synthetic datasets.
ALTBI enhances outlier detection by maximizing the inlier-memorization effect.
problem Improving outlier detection models via optimization of inlier-memorization effect.
method ALTBI introduces two techniques: increasing mini-batch size and using adaptive threshold for truncated loss function.
result ALTBI achieves state-of-the-art performance in identifying outliers with lower computation costs.
Deep learning improves tumor classification in IMS data.
problem Automated feature extraction and classification for tumor classification in IMS data.
method Adapted deep convolutional network architecture and sensitivity analysis.
result Competitive performance and biologically interpretable results.
In this work, we study Lie groupoids equipped with multiplicative foliations and the corresponding infinitesimal data. We determine the infinitesimal counterpart of a multiplicative foliation in terms of its core and sides together with a partial connection satisfying special properties, giving rise to the concept of I…
A novel framework IMBoost improves outlier detection by leveraging the inlier memorization effect.
problem Challenges in unsupervised outlier detection, especially when inliers and outliers are not well-separated or form dense clusters.
method IMBoost framework that incorporates active learning to selectively acquire informative labels and explicitly reinforce the inlier memorization effect.
result IMBoost significantly outperforms state-of-the-art active outlier detection methods and requires less computational cost.
Algorithm ensures fair information spread in social networks with community structure.
problem Disparities in information coverage between communities in social networks.
method Fits a model to the social network, uses community structure, and determines optimal seed allocations for fair coverage.
result Empirical accuracy demonstrated on simulated and real networks.
DQ4FairIM uses RL to maximize influence while ensuring fairness across all groups.
problem Fairness in influence maximization in social networks.
method Fairness-aware deep RL method using Structure2Vec network embedding.
result DQ4FairIM achieves higher fairness than fairness-agnostic and fairness-aware baselines.
Approximate multipliers boost CNN training speed, power, and area at slight accuracy cost.
problem Improving CNN training performance in terms of speed, power, and area.
method Simulation of approximate multipliers' impact on CNN training, hybrid training method combining approximate and exact multipliers.
result Using approximate multipliers for most of training enhances speed, power, and area with minimal accuracy loss.
New unoriented versions of Schur and Bogomolov multipliers for finite groups.
problem Defining and analyzing unoriented versions of Schur and Bogomolov multipliers.
method Using cohomology groups and quotient groups to define unoriented multipliers.
result Triviality of unoriented Bogomolov multiplier for certain groups, nontriviality for others.
Kernel TCK_IM tackles missing data in EHR time series, improving analysis.
problem Missing data complicates analysis of EHR time series.
method TCK_IM kernel using ensemble learning of mixed mode Bayesian mixture models.
result TCK_IM kernel effectively exploits missing data without imputation.
In this paper, we compute the index form of the multiply twisted products. We study the Killing vector fields on the multiply twisted product manifolds and determine the Killing vector fields in some cases. We compute the curvature of the multiply twisted products with a semi-symmetric metric connection and show that t…
The statistical properties of the multipliers of the absolute returns are investigated using one-minute high-frequency data of financial time series. The multiplier distribution is found to be independent of the box size s when s is larger than some crossover scale, providing direct evidence of the existence of sca…
Special orthogonal representations from octonions have geometric properties linked to binary cubics.
problem Understanding geometric properties of special orthogonal representations from octonions.
method Using octonions and their derivations, spinors, and covariants to show geometric properties.
result Covariants and Mathews identities of these representations are related to the Fano plane and (Z2)3. We consider a joint processing of n independent sparse regression problems. Each is based on a sample (yi1,xi1)...,(yim,xim) of m \iid observations from $y_{i1}=x_{i1}\tβ_i+\eps_{i1}$, yi1∈R, xi1∈Rp, i=1,...,n, and $\eps_{i1}\dist N(0,\sig^2)$, say. p is large enough so that the…
Researchers solved which holonomy signatures are realizable for closed surfaces.
problem Identifying which holonomy signatures are realizable for closed surfaces.
method Used a Reduction Lemma and identified holonomy signatures with meromorphic 4-differentials.
result Every admissible signature is realizable in every genus, except for five exceptional families.
In this paper, a new algorithm based on differential geometry viewpoint to solve the 3D rotating Navier-Stokes equations with complex Boundary is proposed, which is called Bi-parallel algorithm. For xample, it can be applied to passage flow between two blades in impeller and circulation flow through aircrafts with comp…
Study of multiplicative connections in Lie groupoids.
problem Defining and understanding multiplicative connections in Lie groupoids.
method Definition and study of multiplicative connections satisfying compatibility with the groupoid structure.
result Identification of the obstruction to the existence of a multiplicative connection.
Study interior angles in S2imesR and H2imesR geometries.
problem Analyse interior angles in S2imesR and H2imesR geometries. method Use projective models of S2imesR and H2imesR geometries described by E. Molnár. result Interior angle sums in S2imesR can be larger or equal than π, while in H2imesR they can be less or equal than π. Study Killing vector fields on warped and multiply warped products with a semi-symmetric metric connection.
problem Characterize Killing vector fields on complex geometric structures.
method Define and analyze semi-symmetric metric Killing vector fields on warped and multiply warped products.
result Characterized properties of Killing vector fields on specific geometric structures.
Derives formula for present value of future consumer goods multiplier.
problem Evaluating the present value of future consumer goods investments.
method Derives a formula based on geometric sequence and investigates macroeconomic implications.
result The present value of the future consumer goods multiplier is close to one.
Let P be a polynomial of degree d with a Cremer point p and no repelling or parabolic periodic bi-accessible points. We show that there are two types of such Julia sets JP. The \emph{red dwarf} JP are nowhere connected im kleinen and such that the intersection of all impressions of external angles is a cont…
These notes have been prepared as reading material for the mini-course that the author gave at IMS, National University of Singapore, as part of the "Summer school on the moduli space of Higgs bundles".
Study holomorphic last multipliers on complex manifolds.
problem Equivalence between holomorphic and real ODE systems.
method Analyzing last multipliers in complex manifold context.
result Relate holomorphic last multipliers to real last multipliers.
Article establishes criteria for multiplier Hermitian-Einstein metrics on KSM-manifolds.
problem Existence of multiplier Hermitian-Einstein metrics on Fano manifolds.
method Criterion based on KSM-data and continuous paths connecting solitons.
result Explicit example of a KSM-manifold with a family of multiplier Hermitian-Einstein metrics.
Dynamic model assesses CCP risk with time-consistent risk measures.
problem Assessing central counterparty risk in dynamic markets.
method Markovian structure model of joint credit migrations; time-consistent dynamic risk measures.
result Proposes a method for more accurate initial margin and default fund allocation.
Defines a map linking quandle homology to Schur multiplier.
problem Understanding the relationship between quandle homology and Schur multiplier.
method Defined a map from second quandle homology to Schur multiplier and expressed second homology of Alexander quandles in terms of exterior algebras.
result Expressed the second homology of Alexander quandles in terms of exterior algebras.