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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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1234 · Jan 202019922001200920172026
48 results for Lesser Antilles

New clustering method improves climate data analysis in Lesser Antilles.

problem Inducing undesirable effects in clustering algorithms using Euclidean distance.
method Replacing Euclidean distance with Expert Deviation (ED) based on symmetrized Kullback-Leibler divergence.
result KMS-ED produces more interpretable clusters with better discrimination of daily situations.

We expand Topological Field Theory on some special CW-complexes (brane complexes). This Brane Topological Field Theory one-to-one corresponds to infinite dimensional Frobenius Algebras, graduated by CW-complexes of lesser dimension. We define general and regular Hurwitz numbers of brane complexes and prove that they ge…

2009-04-01abs ↗pdf ↗

ConquerNet smooths quantile regression for deep learning with minimax guarantees.

problem Optimization challenges in quantile regression for deep models.
method ConquerNet uses convolution-smoothed quantile ReLU neural networks.
result ConquerNet provides minimax guarantees and outperforms standard quantile neural networks.

We show that the Q/Z\mathbb{Q}/\mathbb{Z}-valued linking forms on rational homology spheres are (anti-) symmetric and we compute the linking form of a 3-dimensional rational homology sphere in terms of a Heegaard splitting. Both results have been known to a larger or lesser degree, but it is difficult to find rigorous d…

2017-08-12abs ↗pdf ↗

Let ΓΓ be a discrete group of isometries acting on the complex hyperbolic nn-space HCn\mathbb{H}^n_\mathbb{C}. In this note, we prove that if ΓΓ is convex-cocompact, torsion-free, and the critical exponent δ(Γ)δ(Γ) is strictly lesser than 22, then the complex manifold HCn/Γ\mathbb{H}^n_\mathbb{C}/Γ is Stein. We also disc…

2020-01-12abs ↗pdf ↗

We solve in closed-form an equilibrium model in which a finite number of exponential investors continuously consume and trade with price-impact. Compared to the analogous Pareto-efficient equilibrium model, price-impact has an amplification effect on risk-sharing distortions that helps resolve the interest rate puzzle …

2019-10-06abs ↗pdf ↗

We briefly recall the history of the Nijenhuis torsion of (1,1)-tensors on manifolds and of the lesser-known Haantjes torsion. We then show how the Haantjes manifolds of Magri and the symplectic-Haantjes structures of Tempesta and Tondo generalize the classical approach to integrable systems in the bi-hamiltonian and s…

2017-12-24abs ↗pdf ↗

In this paper we use Bernstein and Chebyshev polynomials to approximate the price of some basket options under a bivariate Black-Scholes model. The method consists in expanding the price of a univariate related contract after conditioning on the remaining underlying assets and calculating the mixed exponential-power mo…

2014-04-11abs ↗pdf ↗

Q-learning is a simple and powerful tool in solving dynamic problems where environments are unknown. It uses a balance of exploration and exploitation to find an optimal solution to the problem. In this paper, we propose using four basic emotions: joy, sadness, fear, and anger to influence a Qlearning agent. Simulation…

2016-09-06abs ↗pdf ↗

Enhash detects concept drift in data streams quickly and efficiently.

problem Detecting abrupt, gradual, virtual, or recurring events in data streams.
method Uses projection hash to insert incoming samples and detects concept drift.
result Enhash has competitive performance and moderate resource requirements compared to existing ensemble learners.

Residual Neural Networks (ResNets) achieve state-of-the-art performance in many computer vision problems. Compared to plain networks without residual connections (PlnNets), ResNets train faster, generalize better, and suffer less from the so-called degradation problem. We introduce simplified (but still nonlinear) vers…

2019-05-27abs ↗pdf ↗

In the class of metrics of a generic conformal structure there exists a distinguishing metric. This was noticed by Albert Einstein in a lesser-known paper of 1921 (Berl. Ber., 1921, pp. 261-264). We explore this finding from a geometrical point of view. Then, we obtain a family of scalar conformal invariants of weight …

2017-09-20abs ↗pdf ↗

The herd behavior of returns is investigated in Korean futures exchange market. It is obtained that the probability distribution of returns for three types of herding parameter scales as a power law RβR^{-β} with the exponents β=3.6 β=3.6(KTB203) and 2.9(KTB209) in two kinds of Korean treasury bond. For our case since the…

2003-04-07abs ↗pdf ↗

Study improves communication efficiency in RIS-assisted downlink communication.

problem Improving performance of RIS-aided downlink communication over heterogeneous designs.
method Distributed learning with distributionally robust optimization.
result Our algorithm achieves 50% fewer communication rounds for similar worst-case performance.

In this paper, we investigate a divide and conquer approach to Kernel Ridge Regression (KRR). Given n samples, the division step involves separating the points based on some underlying disjoint partition of the input space (possibly via clustering), and then computing a KRR estimate for each partition. The conquering s…

2016-08-05abs ↗pdf ↗

Deep metric learning algorithms have been utilized to learn discriminative and generalizable models which are effective for classifying unseen classes. In this paper, a novel noise tolerant deep metric learning algorithm is proposed. The proposed method, termed as Density Aware Metric Learning, enforces the model to le…

2019-04-08abs ↗pdf ↗

The paper proves a relation between four types of invariants.

problem Proving a precise relation between four types of invariants.
method Analyzing pseudo-Anosov homeomorphisms and cusped hyperbolic 3-manifolds at roots of unity.
result A precise relation between the Baseilhac-Benedetti invariants and the Bonahon-Liu-Wong-Yang invariants.

BO method improved by density-ratio estimation for better efficiency and scalability.

problem Limitations in Bayesian optimization due to analytical tractability of predictive models.
method Reformulated Bayesian optimization by casting expected improvement as a binary classification problem.
result Improved efficiency and scalability of Bayesian optimization.

Time series forecasting is widely used in a multitude of domains. In this paper, we present four models to predict the stock price using the SPX index as input time series data. The martingale and ordinary linear models require the strongest assumption in stationarity which we use as baseline models. The generalized li…

2017-10-16abs ↗pdf ↗

Consider an American option that pays G(X^*_t) when exercised at time t, where G is a positive increasing function, X^*_t := \sup_{s\le t}X_s, and X_s is the price of the underlying security at time s. Assuming zero interest rates, we show that the seller of this option can hedge his position by trading in the underlyi…

2011-08-20abs ↗pdf ↗

In the current era of neural networks and big data, higher dimensional data is processed for automation of different application areas. Graphs represent a complex data organization in which dependencies between more than one object or activity occur. Due to the high dimensionality, this data creates challenges for mach…

2019-12-19abs ↗pdf ↗

Graphs are useful structures that can model several important real-world problems. Recently, learning graphs have drawn considerable attention, leading to the proposal of new methods for learning these data structures. One of these studies produced NetGAN, a new approach for generating graphs via random walks. Although…

2019-05-13abs ↗pdf ↗

The robust PCA problem, wherein, given an input data matrix that is the superposition of a low-rank matrix and a sparse matrix, we aim to separate out the low-rank and sparse components, is a well-studied problem in machine learning. One natural question that arises is that, as in the inductive setting, if features are…

2017-04-02abs ↗pdf ↗

Improves tensor networks for classifying medical images.

problem Classifying 2D and 3D medical images efficiently.
method Develops LoTeNet, a tensor network that treats small image regions as orderless and aggregates local representations hierarchically.
result LoTeNet achieves comparable or superior performance to other methods with less computational resources.

This paper offers a new algebraic perspective of GCCA using subspace intersection.

problem Finding common variables across multiple feature representations.
method Subspace intersection approach based on a (bi-)linear generative model.
result GCCA is equivalent to subspace intersection, with conditions for identifiable common subspace.

Neural Architecture Search (NAS) represents a class of methods to generate the optimal neural network architecture and typically iterate over candidate architectures till convergence over some particular metric like validation loss. They are constrained by the available computation resources, especially in enterprise e…

2019-10-19abs ↗pdf ↗

Proposes a learning rate method for shallow nets based on gradient Lipschitz constant.

problem Finding optimal learning rates for shallow neural networks.
method Associates learning rate with gradient Lipschitz constant and proposes a search algorithm.
result The proposed method significantly outperforms existing tuning methods.

To date, most studies on spam have focused only on the spamming phase of the spam cycle and have ignored the harvesting phase, which consists of the mass acquisition of email addresses. It has been observed that spammers conceal their identity to a lesser degree in the harvesting phase, so it may be possible to gain ne…

2013-04-30abs ↗pdf ↗

The study examines how limited liability and haircut affect a bank's loan portfolio's liquidity risk.

problem Impact of limited liability and haircut on a bank's loan portfolio's liquidity risk.
method Constructed a novel loan portfolio model with limited liability and haircut constraint, analyzed at three time steps.
result Model with haircut constraint leads to lesser liquidity risk.

A machine learning method selects optimal orthonormal bases for functional data analysis.

problem Lack of formal criteria for choosing initial orthonormal bases in functional data methods.
method Proposes a machine learning algorithm to learn and place knots for efficient orthogonal spline bases (splinets).
result Demonstrates efficiency, especially for sparse functional data and complex physical systems.

We present a novel spectral learning algorithm for simultaneous localization and mapping (SLAM) from range data with known correspondences. This algorithm is an instance of a general spectral system identification framework, from which it inherits several desirable properties, including statistical consistency and no l…

2012-07-10abs ↗pdf ↗

Bayesian quadrature (BQ) is a sample-efficient probabilistic numerical method to solve integrals of expensive-to-evaluate black-box functions, yet so far,active BQ learning schemes focus merely on the integrand itself as information source, and do not allow for information transfer from cheaper, related functions. Here…

2019-03-27abs ↗pdf ↗

New algorithm optimizes stochastic optimization with circular dependency.

problem Circular dependency between decision variable and importance sampling.
method Single-loop stochastic approximation algorithm based on Nesterov's dual averaging.
result Achieves minimal asymptotic variance and resolves circular optimization challenge.

Tensor networks improve medical image classification performance.

problem Improving medical image classification accuracy.
method Extending tensor networks to medical image analysis, focusing on 2D images.
result Tensor networks achieve comparable performance to deep learning methods with fewer hyperparameters and resources.