New clustering method improves climate data analysis in Lesser Antilles.
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.
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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…
ConquerNet smooths quantile regression for deep learning with minimax guarantees.
We show that the -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…
Let be a discrete group of isometries acting on the complex hyperbolic -space . In this note, we prove that if is convex-cocompact, torsion-free, and the critical exponent is strictly lesser than , then the complex manifold is Stein. We also disc…
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 …
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…
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…
Relative to the large literature on upper bounds on complexity of convex optimization, lesser attention has been paid to the fundamental hardness of these problems. Given the extensive use of convex optimization in machine learning and statistics, gaining an understanding of these complexity-theoretic issues is importa…
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…
Enhash detects concept drift in data streams quickly and efficiently.
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…
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 …
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 with the exponents (KTB203) and 2.9(KTB209) in two kinds of Korean treasury bond. For our case since the…
This work presents deep asymmetric networks with a set of node-wise variant activation functions. The nodes' sensitivities are affected by activation function selections such that the nodes with smaller indices become increasingly more sensitive. As a result, features learned by the nodes are sorted by the node indices…
We propose a new class of probabilistic neural-symbolic models, that have symbolic functional programs as a latent, stochastic variable. Instantiated in the context of visual question answering, our probabilistic formulation offers two key conceptual advantages over prior neural-symbolic models for VQA. Firstly, the pr…
In this paper, we propose Generative Adversarial Network (GAN) architectures that use Capsule Networks for image-synthesis. Based on the principal of positional-equivariance of features, Capsule Network's ability to encode spatial relationships between the features of the image helps it become a more powerful critic in…
We analyze total, asymmetric and frequency connectedness between oil and forex markets using high-frequency, intra-day data over the period 2007 -- 2017. By employing variance decompositions and their spectral representation in combination with realized semivariances to account for asymmetric and frequency connectednes…
Deep Learning has managed to push boundaries in a wide variety of tasks. One area of interest is to tackle problems in reasoning and understanding, with an aim to emulate human intelligence. In this work, we describe a deep learning model that addresses the reasoning task of question-answering on categorical plots. We …
Study improves communication efficiency in RIS-assisted downlink communication.
We study the performance of data-driven, a priori and random approaches to label space partitioning for multi-label classification with a Gaussian Naive Bayes classifier. Experiments were performed on 12 benchmark data sets and evaluated on 5 established measures of classification quality: micro and macro averaged F1 s…
Exploring adversarial attack vectors and studying their effects on machine learning algorithms has been of interest to researchers. Deep neural networks working with time series data have received lesser interest compared to their image counterparts in this context. In a recent finding, it has been revealed that curren…
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…
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…
The paper proves a relation between four types of invariants.
BO method improved by density-ratio estimation for better efficiency and scalability.
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…
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…
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…
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…
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…
Kernel-based quadrature rules are becoming important in machine learning and statistics, as they achieve super- convergence rates in numerical integration, and thus provide alternatives to Monte Carlo integration in challenging settings where integrands are expensive to evaluate or where integrands are high d…
This is the first of two companion papers in which a thorough study of the normal form and the first integrability conditions arising from {\em bi-conformal vector fields} is presented. These new symmetry transformations were introduced in {\em Class. Quantum Grav.} \textbf{21}, 2153-2177 and some of their basic proper…
Improves tensor networks for classifying medical images.
This paper offers a new algebraic perspective of GCCA using subspace intersection.
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…
This paper presents a convergence analysis of kernel-based quadrature rules in misspecified settings, focusing on deterministic quadrature in Sobolev spaces. In particular, we deal with misspecified settings where a test integrand is less smooth than a Sobolev RKHS based on which a quadrature rule is constructed. We pr…
Proposes a learning rate method for shallow nets based on gradient Lipschitz constant.
Improved saliency maps for deep neural networks with reduced noise.
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…
Monitoring the magnet temperature in permanent magnet synchronous motors (PMSMs) for automotive applications is a challenging task for several decades now, as signal injection or sensor-based methods still prove unfeasible in a commercial context. Overheating results in severe motor deterioration and is thus of high co…
The study examines how limited liability and haircut affect a bank's loan portfolio's liquidity risk.
A machine learning method selects optimal orthonormal bases for functional data analysis.
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…
The paper improves decision tree stability for health care applications.
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…
New algorithm optimizes stochastic optimization with circular dependency.
Tensor networks improve medical image classification performance.