Research
On-device research index

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.

168,657 papers · 148 categories

Trend · papers per month

1223 · Apr 201519922001200920172026
48 results for Kappa

Modified lognormal distribution with flexible tails for skewed data.

problem Skewed and fat-tailed data in natural and engineering datasets.
method Developed a family of three-parameter non-Gaussian probability density functions based on generalized kappa-exponential and kappa-logarithm functions.
result Closed-form analytic expressions for statistical functions and maximum-likelihood estimation.

For a two-dimensional surface in the four-dimensional Euclidean space we introduce an invariant linear map of Weingarten type in the tangent space of the surface, which generates two invariants k and kappa. The condition k = kappa = 0 characterizes the surfaces consisting of flat points. The minimal surfaces are charac…

2007-08-26abs ↗pdf ↗

The conservative wealth-exchange process derived from trade interactions is modeled as a multiplicative stochastic transference of value, where each interaction multiplies the wealth of the poorest of the two intervening agents by a random gain eta=(1+kappa), with kappa a random return. Analyzing the kinetic equation f…

2011-08-01abs ↗pdf ↗

Within the natural language processing (NLP) community, active learning has been widely investigated and applied in order to alleviate the annotation bottleneck faced by developers of new NLP systems and technologies. This paper presents the first theoretical analysis of stopping active learning based on stabilizing pr…

2015-04-23abs ↗pdf ↗

Machine learning classification limits estimated using Kullback-Leibler divergence and Cohen's Kappa.

problem Estimating the best possible performance of machine learning classification algorithms.
method Relating Kullback-Leibler divergence to Cohen's Kappa and using the Chernoff-Stein Lemma to estimate error rates.
result Classification algorithms could not have performed any better due to underlying probability density functions for the two classes.

Given a suitable link map f into a manifold M, we constructed, in [10], link homotopy invariants kappa(f) and mu(f). In the present paper we study the case M=S^n x R^{m - n} in detail. Here mu(f) turns out to be the starting term of a whole sequence mu^(s)(f), s = 0, 1, ..., of higher mu-invariants which together captu…

2006-06-01abs ↗pdf ↗

Solves a 60-year-old question on agreement measures in statistics.

problem The challenge of measuring agreement between two raters or measures.
method Developed a new algorithm to minimize diagonals in contingency tables, formulated the minimum feasible agreement, and studied the lower limit of maximum feasible agreement.
result Formulated the lower limit of Cohen's kappa and two statistics for agreement analysis.

With inspiration from Random Forests (RF) in the context of classification, a new clustering ensemble method---Cluster Forests (CF) is proposed. Geometrically, CF randomly probes a high-dimensional data cloud to obtain "good local clusterings" and then aggregates via spectral clustering to obtain cluster assignments fo…

2011-04-14abs ↗pdf ↗

Carter, Jelsovsky, Kamada, Langford and Saito have defined an invariant of classical links associated to each element of the second cohomology of a finite quandle. We study these invariants for Alexander quandles of the form Z[t,t^{-1}]/(p, t^2 + kappa t + 1), where p is a prime number and t^2 + kappa t + 1 is irreduci…

2002-07-11abs ↗pdf ↗

We introduce a new model for pricing corporate bonds, which is a modification of the classical model of Merton. In this new model, we drop the liquidity assumption of the firm's asset value process, and assume that there is a liquidly traded asset in the market whose value is correlated with the firm's asset value, and…

2019-10-18abs ↗pdf ↗

A translation structure equips a Riemann surface with a singular flat metric. Not much is known about the shape of a random translation surface. We compute an upper bound on the expected value of the covering radius of a translation surface in any stratum H_1(kappa). The covering radius of a translation surface is the …

2018-09-27abs ↗pdf ↗

Mannheim curves are defined for immersed curves in 3-dimensional sphere S^3 . The definition is given by considering the geodesics of S^3. First, two special geodesics, called principal normal geodesic and binormal geodesic, of S^3 are defined by using Frenet vectors of a curve immersed in S^3. Later, the curve alpha i…

2015-09-17abs ↗pdf ↗

In this study, we introduce Darboux slant ruled surfaces in the Euclidean 3-space which is defined by the property that the Darboux vector of orthonormel frame of ruled surface makes a constant angle with a fixed, non-zero direction. We obtain the characterizations of Darboux slant ruled surfaces regarding the conical …

2013-11-04abs ↗pdf ↗

Study evaluates scikit-learn regularization frameworks for machine learning models.

problem Choosing the right regularization framework for applied machine learning models.
method Empirical evaluation of four canonical frameworks (Ridge, Lasso, ElasticNet, Post-Lasso OLS) across 134,400 simulations.
result Lasso recall is highly fragile under multicollinearity; at high condition numbers (kappa) and low SNR, Lasso recall collapses to 0.18 while ElasticNet maintains 0.93.

The group Gamma of automorphisms of the polynomial kappa(x,y,z) = x^2 + y^2 + z^2 - xyz -2 is isomorphic to PGL(2,Z) semi-direct product with (Z/2+Z/2). For t in R, Gamma-action on ktR = kappa^{-1}(t) intersect R displays rich and varied dynamics. The action of Gamma preserves a Poisson structure defining a Gamma-invar…

2003-05-06abs ↗pdf ↗

We derive a logarithmic Sobolev inequality along the Ricci flow without any restriction on time, which depends only on the initial metric via rudimentary geometric data, assuming only that a certain first eigenvalue is positive. As a consequence we obtain a uniform Sobolev inequality along the Ricci flow without any re…

2007-07-17abs ↗pdf ↗

In this paper, N(κ)N(κ)-contact metric manifolds satisfying the conditions C~(ξ,X)C~=0\widetilde{C}(ξ,X)\cdot\widetilde{C}=0, C~(ξ,X)R=0\widetilde{C}(ξ,X)\cdot R=0, C~(ξ,X)S=0\widetilde{C}(ξ,X)\cdot S=0, C~(ξ,X)C=0\widetilde{C}(ξ,X)\cdot C=0, CS=0C\cdot S=0 and RC=fCQ(g,C)R\cdot C=f_{C}Q(g,C) have been investigated and obtained their classification. Among others i…

2019-06-11abs ↗pdf ↗

In this paper, we explore and detail our experiments in a high-dimensionality, multi-class image classification problem often found in the automatic recognition of Sign Languages. Here, our efforts are directed towards comparing the characteristics, advantages and drawbacks of creating and training Support Vector Machi…

2012-10-28abs ↗pdf ↗

The thickness, NIR(K) of a knot or link K is defined to be the radius of the largest solid tube one can put around the curve without any self intersections, which is also known as the normal injectivity radius of K. For C^{1,1} curves K, NIR(K)=min{(1/2)DCSC(K),(1/(supkappa(K))))}, where kappa(K) is the generalized cur…

2007-06-07abs ↗pdf ↗

New research shows hyperbolic embeddings are useful for global consistency tasks in graphs.

problem The usefulness of hyperbolic representations in graph learning tasks.
method Computed hyperbolic embeddings for node classification and link prediction tasks, addressing optimization issues at zero curvature.
result Hyperbolic embeddings are more effective for tasks requiring global consistency, while Euclidean models are superior for other tasks.

A method uses ITD and XGBoost for precise power transformer fault diagnosis.

problem Fault diagnosis of power transformers using DGA data.
method Ranking DGA parameters by skewness, extracting ITD features, and using an XGBoost classifier.
result The method achieves over 95% accuracy in classification.

Sleep staging is a crucial task for diagnosing sleep disorders. It is tedious and complex as it can take a trained expert several hours to annotate just one patient's polysomnogram (PSG) from a single night. Although deep learning models have demonstrated state-of-the-art performance in automating sleep staging, interp…

2019-10-14abs ↗pdf ↗

Over the last decade there has been increasing concern about the biases embodied in traditional evaluation methods for Natural Language Processing/Learning, particularly methods borrowed from Information Retrieval. Without knowledge of the Bias and Prevalence of the contingency being tested, or equivalently the expecta…

2015-04-03abs ↗pdf ↗

In safety-critical applications of machine learning, it is often important to abstain from making predictions on low confidence examples. Standard abstention methods tend to be focused on optimizing top-k accuracy, but in many applications, accuracy is not the metric of interest. Further, label shift (a shift in class …

2018-02-20abs ↗pdf ↗

Twitter has been proven to be a notable source for predictive modelling on various domains such as the stock market, the dissemination of diseases or sports outcomes. However, such a study has not been conducted in football (soccer) so far. The purpose of this research was to study whether data mined from Twitter can b…

2014-11-05abs ↗pdf ↗

New approach uses under-trained deep ensembles to learn from noisy labels.

problem Improper labelling hinders reliable generalization in supervised learning.
method Under-trained deep ensembles, each trained on a subset of data, combine to form better labels.
result Significant performance improvement in accuracy and kappa for noisy label tasks.