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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.

168,657 papers · 148 categories

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118237355473 · Jun 202019922001200920172026
48 results for LTS estimator

Let TT be a circle and LTLT be its loop group. Let M\mathcal{M} be an infinite dimensional manifold equipped with a nice LTLT-action. We construct an analytic LTLT-equivariant index for M\mathcal{M}, and justify it in terms of noncommutative geometry. More precisely, we construct a Hilbert space H\mathcal{H} consis…

2017-01-21abs ↗pdf ↗

Let TT be a circle group, and LTLT be its loop group. We hope to establish an index theory for infinite-dimensional manifolds which LTLT acts on, including Hamiltonian LTLT-spaces, from the viewpoint of KKKK-theory. We have already constructed several objects in the previous paper \cite{T}, including a Hilbert space $…

2017-09-18abs ↗pdf ↗

New LT-O-learners improve HLTE estimation with low overlap.

problem Challenges in estimating heterogeneous long-term treatment effects due to limited overlap.
method Introduces LT-O-learners that use custom overlap weights to downweight low-overlap samples.
result LT-O-learners provide robust HLTE estimates with lower variance in low-overlap regimes.

This paper explores topological aspects of index theory for infinite-dimensional manifolds.

problem Formulating index theory for infinite-dimensional manifolds with LT-actions.
method Introducing RKK-theory and constructing assembly maps for proper LT-spaces.
result Formulation of infinite-dimensional Poincaré duality and assembly maps.

Study on HFTs' interactions with a large trader using mean field game theory.

problem Interactions between high-frequency traders and a large trader executing assets at discrete times.
method Modeling HFTs' behavior using a jump process and solving the equilibrium through mean field game approach.
result Inventory-averse HFTs lower LT's costs when market impact is large.

DRAGON improves learning for rare classes in unbalanced datasets using class descriptions.

problem Learning rare classes in unbalanced datasets with deep models.
method DRAGON is a late-fusion architecture that corrects bias towards frequent classes and fuses class-descriptions to improve tail-class accuracy.
result DRAGON outperforms state-of-the-art models on new benchmarks for long-tail learning with class descriptors.

The main result is a direct proof of the implication (LVKFk,3)(LT3k1,3)(LVKF_{k,3})\Rightarrow( LT_{3k-1,3}) below. Consider the following statements: (LVKF1,3LVKF_{1,3}) From any 11 points in R3 \mathbb{R}^{3} one can choose 3 pairwise disjoint triples whose convex hulls have a common point. (LVKFk,3LVKF_{k,3}) From any 6k+56k + 5 points in $ \m…

2019-03-21abs ↗pdf ↗

Paper develops ML-based PLA verifiers that operate like the likelihood test.

problem Designing secure PLA verifiers when no attack information is available.
method Developed neural network and OCLSSVM models trained as two-class classifiers on legitimate data.
result One-class models can operate as the likelihood test at convergence.

We develop a conditional sampling scheme for pricing knock-out barrier options under the Linear Transformations (LT) algorithm from Imai and Tan (2006). We compare our new method to an existing conditional Monte Carlo scheme from Glasserman and Staum (2001), and show that a substantial variance reduction is achieved. W…

2011-11-21abs ↗pdf ↗

Unified transformer-based LT-TTD improves ranking efficiency and quality.

problem Decoupled L1 and L2 models in recommendation and search systems cause irreversible error propagation and suboptimal ranking.
method LT-TTD combines two-tower models with transformer expressivity in a unified listwise learning framework, providing theoretical guarantees and UPQE evaluation.
result LT-TTD reduces irretrievable relevant items and achieves better global optimization than disjoint training.

Meta-learning algorithms for active learning are emerging as a promising paradigm for learning the ``best'' active learning strategy. However, current learning-based active learning approaches still require sufficient training data so as to generalize meta-learning models for active learning. This is contrary to the na…

2019-09-09abs ↗pdf ↗

Unified framework for disentangled VAEs improves latent space interpretability.

problem Challenges in evaluating and interpreting latent representations, especially for diverse data types.
method Unified bfVAE framework, FVH-LT, DBSR-LS, GAS, LSSI.
result bfVAE provides more favorable trade-off between disentanglement and reconstruction.

Study finds differences in LTs across tasks and architectures, proposing a consensus-based method for generating refined lottery tickets.

problem Understanding the variability and uniqueness of Lottery Tickets across different image classification tasks and architectures.
method 28 combinations of image classification tasks and architectures, iterative pruning techniques, consensus-based method for generating refined lottery tickets.
result Disproves the uniqueness of Lottery Tickets and connects emergent mask structure to the choice of pruning.

Different investment strategies are adopted in short-term and long-term depending on the time scales, even though time scales are adhoc in nature. Empirical mode decomposition based Hurst exponent analysis and variance technique have been applied to identify the time scales for short-term and long-term investment from …

2019-06-13abs ↗pdf ↗

Study improves recognition of long-tail visual relationships.

problem Improving recognition of structured visual relationships from long-tail classes.
method Developed two benchmarks, introduced VilHub loss, and applied RelMix augmentation.
result Simple techniques significantly improved performance on tail classes.

The recent "Lottery Ticket Hypothesis" paper by Frankle & Carbin showed that a simple approach to creating sparse networks (keeping the large weights) results in models that are trainable from scratch, but only when starting from the same initial weights. The performance of these networks often exceeds the performance …

2019-05-03abs ↗pdf ↗

We prove that, on a minimal elliptic Kähler surface of Kodaira dimension one, the continuity method introduced by La Nave and Tian in \cite{LT} starting from any initial Kähler metric converges in Gromov-Hausdorff topology to the metric completion of the generalized Kähler-Einstein metric on its canonical model constru…

2016-10-25abs ↗pdf ↗

Influence maximization (IM) is the problem of finding for a given s1s\geq 1 a set SS of S=s|S|=s nodes in a network with maximum influence. With stochastic diffusion models, the influence of a set SS of seed nodes is defined as the expectation of its reachability over simulations, where each simulation specifies a det…

2019-07-31abs ↗pdf ↗

Mean curvature flow for isoparametric submanifolds in Euclidean spaces and spheres was studied by the authors in [LT]. In this paper, we will show that all these solutions are ancient solutions. We also discuss rigidity of ancient mean curvature flows for hypersurfaces in spheres and its relation to the Chern's conject…

2019-11-28abs ↗pdf ↗

We construct globally-defined SU(3)SU(3) structures on smooth compact toric varieties (SCTV) in the class of CP1\mathbb{CP}^1 bundles over MM, where MM is an arbitrary SCTV of complex dimension two. The construction can be extended to the case where the base is Kähler-Einstein of positive curvature, but not necessarily t…

2017-07-14abs ↗pdf ↗

A rank-n tensor on a Lorentzian manifold V whose contraction with n arbitrary causal future directed vectors is non-negative is said to have the dominant property. These tensors, up to sign, are called causal tensors, and we determine their general properties in dimension N. We prove that rank-2 tensors which map the n…

2001-04-26abs ↗pdf ↗

We revisit generalized Ka¨\ddot{a}hler reduction introduced by Lin and Tolman in \cite{LT} from a viewpoint of geometric invariant theory. It is shown that in the strong Hamiltonian case introduced in the present paper, many well-known conclusions of ordinary Ka¨\ddot{a}hler reduction can be generalized without much ef…

2018-03-03abs ↗pdf ↗

After observing that the well-known convexity theorems of symplectic geometry also hold for compact contact manifolds with an effective action of a torus whose Reeb vector field corresponds to an element of the Lie algebra of the torus, we use this fact together with a recent symplectic orbifold version of Delzant's th…

1999-07-07abs ↗pdf ↗

C-t3t^3VAE improves class representation in long-tailed generative models.

problem Latent geometric bias in VAEs under class imbalance.
method Per-class Student's t-distribution priors, closed-form objective, equal-weight latent mixture.
result Consistently lower FID scores and better class-balanced generation for severely imbalanced datasets.

We propose a quasi-Monte Carlo algorithm for pricing knock-out and knock-in barrier options under the Heston (1993) stochastic volatility model. This is done by modifying the LT method from Imai and Tan (2006) for the Heston model such that the first uniform variable does not influence the stochastic volatility path an…

2012-07-27abs ↗pdf ↗

New approach turns optimal stationary RL into non-stationary RL without prior knowledge.

problem Optimal RL in non-stationary environments without prior knowledge of non-stationarity.
method Black-box reduction of optimal stationary RL algorithms to non-stationary RL.
result Achieves optimal dynamic regret bounds in various RL settings.

Paper tackles concept drift in Federated Learning, improving model performance.

problem Concept drift in real-world data makes existing Federated Learning methods ineffective.
method Introduces a multiscale algorithm combining extit{FedAvg} and extit{FedOMD} with non-stationary detection and adaptation.
result Achieves dynamic regret of $\Tilde{\mathcal{O}} ( \min \{ \sqrt{LT} , Δ^{\frac{1}{3}}T^{\frac{2}{3}} + \sqrt{T} \})$ for TT rounds.

HTFM improves mode coverage and tail-statistic recovery for heavy-tailed data.

problem Tackles heavy-tailed data in various domains with rare events.
method Proposes a framework using clock-conditioned Gaussian sources and truncated logsignature features.
result Improves mode coverage, sample quality, and tail-statistic recovery over Gaussian flow matching and baselines.

Study uses machine learning and PolyModel to improve hedge fund performance.

problem Improving hedge fund investment performance with machine learning.
method Integration of machine learning techniques, PolyModel feature selection, and analysis of fund size.
result Machine learning enhances cumulative returns but increases annual volatility.

New framework removes harmful momentum effect for long-tailed classification.

problem Challenges in maintaining balanced datasets with long-tailed data.
method Causal inference framework to disentangle and remove harmful effects of momentum.
result Achieves state-of-the-art performance on long-tailed visual recognition benchmarks.

Proposes a method to model uncertainty in neural ordinary differential equations.

problem Lack of uncertainty modeling and robustness in neural ordinary differential equations.
method Introduces a novel approach to model uncertainty by considering a distribution over the end-time of the ODE solver.
result Demonstrates the effectiveness of the proposed approaches in modelling uncertainty and robustness through experiments.

The difficulty of classification affects the weight matrices' heavy tail appearance in deep learning networks.

problem Understanding the spectral properties of weight matrices in deep learning networks.
method Spectral analysis of weight matrices in different modules of DNNs, classification difficulty as a driving factor for heavy tail appearance.
result Higher classification difficulty leads to more frequent appearance of heavy tails in weight matrices spectra.

New estimators outperform maximum likelihood without hyper-parameter estimation.

problem Improving system identification performance without hyper-parameter estimation.
method Developed generalized Bayes and closed-form biased estimators using excess MSE.
result New estimators have comparable performance to empirical-Bayes-based regularized estimator.