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.
TransINT embeds KGs by preserving implication rules, outperforming existing methods.
Cayley cones in the octonions that are ruled by oriented 2-planes are equivalent to pseudoholomorphic curves in the Grassmannian of oriented 2-planes G(2,8). The well known twistor fibration is used to prove the existence of immersed higher-genus pseudoholomorphic curves in $\gro$. Equivale…
A method for collecting human supervision that combines rules and instance labels.
Exploiting dependencies between labels is considered to be crucial for multi-label classification. Rules are able to expose label dependencies such as implications, subsumptions or exclusions in a human-comprehensible and interpretable manner. However, the induction of rules with multiple labels in the head is particul…
Being able to model correlations between labels is considered crucial in multi-label classification. Rule-based models enable to expose such dependencies, e.g., implications, subsumptions, or exclusions, in an interpretable and human-comprehensible manner. Albeit the number of possible label combinations increases expo…
Algorithmic stablecoins optimize monetary policy to balance price stability.
We consider the problem of function estimation in the case where an underlying causal model can be inferred. This has implications for popular scenarios such as covariate shift, concept drift, transfer learning and semi-supervised learning. We argue that causal knowledge may facilitate some approaches for a given probl…
The Australian Government uses the means-test as a way of managing the pension budget. Changes in Age Pension policy impose difficulties in retirement modelling due to policy risk, but any major changes tend to be `grandfathered' meaning that current retirees are exempt from the new changes. In 2015, two important chan…
A framework for anonymized risk sharing without revealing identities or preferences.
We analyze a model of learning and belief formation in networks in which agents follow Bayes rule yet they do not recall their history of past observations and cannot reason about how other agents' beliefs are formed. They do so by making rational inferences about their observations which include a sequence of independ…
The paper investigates the effects of invalid action masking in policy gradient algorithms.
Solves a long-standing convex geometry problem about mixed volumes.
IGGP learns game rules from varying quality game play, finding no overall trend.
New findings on how certain functionals behave in random variable spaces.
Modern physics has demonstrated that matter behaves very differently as it approaches the speed of light. This paper explores the implications of modern physics to the operation and regulation of financial markets. Information cannot move faster than the speed of light. The geographic separation of market centers means…
Optimizes forecast distributions for financial risk management.
Study on how reparametrization affects neural nets' parameter spaces from a geometric perspective.
Graphical models have proven to be powerful tools for representing high-dimensional systems of random variables. One example of such a model is the undirected graph, in which lack of an edge represents conditional independence between two random variables given the rest. Another example is the bidirected graph, in whic…
New research shows shrinkage methods re-scale portfolio efficient frontiers under distributional misspecification.
This study analyzes public debts and deficits between European countries. The statistical evidence here seems in general to reveal that sovereign debts and government deficits of countries within European Monetary Unification-in average- are getting worse than countries outside European Monetary Unification, in particu…
Investors adjust spending based on a social norm, spending less during losses and more during gains.
A new hierarchy quantifies agency in systems based on information processing.
New pivoting strategy improves trace norm contraction in low-rank approximation.
Paper investigates differentiable fuzzy implications and their suitability for learning.
Update rules for learning in dynamic time warping spaces are based on optimal warping paths between parameter and input time series. In general, optimal warping paths are not unique resulting in adverse effects in theory and practice. Under the assumption of squared error local costs, we show that no two warping paths …
Early stopping improves generalization in overparameterized diffusion models.
The paper analyzes how low-rank layers in neural networks improve generalization.
Paper shows large models are vulnerable to poisoning attacks.
The Leibniz rule for derivations is invariant under cyclic permutations of co-multiples within the arguments of derivations. We explore the implications of this principle: in effect, we construct a class of noncommutative bundles in which the sheaves of algebras of walks along a tesselated affine manifold form the base…
New reformulations for multiclass classification problems using optimal transport.
Relational data in its most basic form is a static collection of known facts. However, by learning to infer and deduct additional information and structure, we can massively increase the usefulness of the underlying data. One common form of inferential reasoning in knowledge bases is implication discovery. Here, by lea…
The paper clarifies the approximation of SGD with Ito SDEs for finite learning rates.
When recruiting job candidates, employers rarely observe their underlying skill level directly. Instead, they must administer a series of interviews and/or collate other noisy signals in order to estimate the worker's skill. Traditional economics papers address screening models where employers access worker skill via a…
Introduces RFI for assessing feature importance relative to any subset of features.
The study of linguistic typology is rooted in the implications we find between linguistic features, such as the fact that languages with object-verb word ordering tend to have post-positions. Uncovering such implications typically amounts to time-consuming manual processing by trained and experienced linguists, which p…
New derivation shows how a three-factor learning rule is derived from Oja's rule.
Backtests of structured strategies lose much of their predictive power in live trading.
DeepCTRL integrates rules into deep learning models, allowing flexible control at inference.
New methods prune unpromising rules from KGs, improving scalability and runtime.
Peters (2011a) defined an optimal leverage which maximizes the time-average growth rate of an investment held at constant leverage. It was hypothesized that this optimal leverage is attracted to 1, such that, e.g., leveraging an investment in the market portfolio cannot yield long-term outperformance. This places a str…
In this study, we give the relationships between the conical curvatures of ruled surfaces drawn by the unit vectors of the ruling, central normal and central tangent of a regular ruled surface in the Euclidean -space. We obtain the differential equations characterizing slant ruled surfaces and if the reference ruled su…
New framework learns interpretable rule ensembles without sacrificing accuracy.
R2N learns interpretable rules and literals from numerical features.
Study ruled surfaces with finite multiplicity, focusing on their curves and singularities.
Paper classifies ruled surfaces in Lorentz-Minkowski space for a specific flow.
In this study, we define some new types of ruled surfaces called slant ruled surfaces. We give some characterizations for a regular ruled surface to be a slant ruled surface in Euclidean 3- space. We show that if the slant ruled surface is developable then the striction curve is a general helix or a slant helix accordi…
In this paper we use fuzzy systems theory to convert the technical trading rules commonly used by stock practitioners into excess demand functions which are then used to drive the price dynamics. The technical trading rules are recorded in natural languages where fuzzy words and vague expressions abound. In Part I of t…
Subdivision rules create sequences of nested cell structures on CW-complexes, and they frequently arise from groups. In this paper, we develop several tools for classifying subdivision rules. We give a criterion for a subdivision rule to represent a Gromov hyperbolic space, and show that a subdivision rule for a hyperb…