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.
Paper solves portfolio optimization with fuzzy risk and credibility theory.
In this work we present a new approach on studying dynamical systems. Combining the two ways of expressing the uncertainty, using probabilistic theory and credibility theory, we have research the generalized fractional hybrid equations. We have introduced the concepts of generalized fractional Wiener process, generaliz…
Credibility theory provides tools to obtain better estimates by combining individual data with sample information. We apply the Credibility theory to a Uniform distribution that is used in testing the reliability of forecasting an interest rate for long term horizons. Such empirical exercise is asked by Regulators (CRR…
Paper introduces exact credible sets for classification problems.
Corrects errors in previous work on spectral asymptotics in elasticity.
We use localization formulas in the theory of equivariant cohomology to rederive the wall crossing formulas of Li-Liu and Okonek-Teleman for Seiberg-Witten invariants.
Transformer architecture improved with credibility mechanism for better model performance.
To meet the Basel II regulatory requirements for the Advanced Measurement Approaches in operational risk, the bank's internal model should make use of the internal data, relevant external data, scenario analysis and factors reflecting the business environment and internal control systems. One of the unresolved challeng…
We present a proof of Milnor conjecture in dimension 3 based on Cheeger-Colding theory on limit spaces of manifolds with Ricci curvature bounded below. It is different from [Liu] that relies on minimal surface theory.
The paper proposes a method to assess survey data credibility without needing many samples, regardless of data dimension.
We use Morse theory of the Yang-Mills functional to compute the Betti numbers of the moduli stack of flat U(3)-bundles over a compact nonorientable surface. Our result establishes the antiperfection conjecture of Ho-Liu, and provides evidence for the equivariant formality conjecture of the author.
Corrects errors in previous work on linear elasticity calculations.
Online reviews provide viewpoints on the strengths and shortcomings of products/services, influencing potential customers' purchasing decisions. However, the proliferation of non-credible reviews -- either fake (promoting/ demoting an item), incompetent (involving irrelevant aspects), or biased -- entails the problem o…
Gaussian process (GP) regression is a powerful interpolation technique due to its flexibility in capturing non-linearity. In this paper, we provide a general framework for understanding the frequentist coverage of point-wise and simultaneous Bayesian credible sets in GP regression. As an intermediate result, we develop…
Liu's paper contains an error regarding eigenvalues.
CP4SBI improves the calibration of credible sets in SBI models.
This project demonstrated a methodology to estimating cooperate credibility with a Natural Language Processing approach. As cooperate transparency impacts both the credibility and possible future earnings of the firm, it is an important factor to be considered by banks and investors on risk assessments of listed firms.…
CREX makes deep neural networks more credible by focusing on relevant evidence.
In many settings, it is important that a model be capable of providing reasons for its predictions (i.e., the model must be interpretable). However, the model's reasoning may not conform with well-established knowledge. In such cases, while interpretable, the model lacks \textit{credibility}. In this work, we formally …
New auction design uses statistical learning to reduce costs and improve fairness.
Mannheim partner curves are studied by Liu and Wang [1,2]. Orbay and others extended the theory of the Mannheim curves to the ruled surface in Euclidean 3-space[3]. We obtain the relationships between the curvatures and the torsions of the dual Mannheim partner curves with respect to each other.
Researchers propose a new approach to the Hopf problem for aspherical varieties.
The Kashaev invariants of 3-manifolds are based on -symbols from the representation theory of the Weyl algebra, a Hopf algebra corresponding to the Borel subalgebra of $U_q(sl(2,\C))$. In this paper, we show that Kashaev's -symbols are intertwining operators of local representations of quantum Teichmüller space…
BCPO optimizes offline RL policies by converting uncertainty into conservative bounds.
In situations like tax declarations or analyzes of household budgets we would like to automatically evaluate credibility of exogenous variable (declared income) based on some available (endogenous) variables - we want to build a model and train it on provided data sample to predict (conditional) probability distributio…
We use refined spectral sequence arguments to calculate known and previously unknown bi-Hamiltonian cohomology groups, which govern the deformation theory of semi-simple bi-Hamiltonian pencils of hydrodynamic type with one independent and \( N\) dependent variables. In particular, we rederive the result of Dubrovin-Liu…
We consider the problem of modeling discrete-valued vector time series data using extensions of Chow-Liu tree models to capture both dependencies across time and dependencies across variables. Conditional Chow-Liu tree models are introduced, as an extension to standard Chow-Liu trees, for modeling conditional rather th…
Develops a new method for sampling from Bayesian credible sets using deep generative quantile learning.
New method for credible intervals of Covid19 reproduction number.
The paper analyzes uncertainty quantification in sparse Gaussian process regression with a Brownian motion prior.
Bayesian approach improves uncertainty in deep learning models.
In this short note, we compute the Betti numbers of the moduli stack of flat SU(3)-bundles over a Klein bottle. We also handle the general compact group case over RP^2. In all cases the cohomology is found to be equivariantly formal, supporting a conjecture from the author's doctoral thesis. Our results also verify con…
The paper tests the credibility of public and private surveys using linear regression and differential privacy.
New method for uncertainty analysis in TabPFN, a state-of-the-art tabular transformer.
Media seems to have become more partisan, often providing a biased coverage of news catering to the interest of specific groups. It is therefore essential to identify credible information content that provides an objective narrative of an event. News communities such as digg, reddit, or newstrust offer recommendations,…
Paper introduces SCI to distinguish market signals from coordination.
One of the major hurdles preventing the full exploitation of information from online communities is the widespread concern regarding the quality and credibility of user-contributed content. Prior works in this domain operate on a static snapshot of the community, making strong assumptions about the structure of the dat…
Proves a general connected sum formula for families Seiberg-Witten invariants.
New stable HOIF estimators for statistical functionals.
Online health communities are a valuable source of information for patients and physicians. However, such user-generated resources are often plagued by inaccuracies and misinformation. In this work we propose a method for automatically establishing the credibility of user-generated medical statements and the trustworth…
BIGUE algorithm provides credible intervals for hyperbolic network embeddings.
Note on new cancellation formulas for manifolds.
In this paper we prove that for Gromov-Witten theory of orbifolds of ADE type the genus-2 G-function introduced by B. Dubrovin, S. Liu, and Y. Zhang vanishes. Together with our results in [LW], this completely solves the main conjecture in their paper [DLZ]. In the process, we also found a sufficient condition fo…
Maximum likelihood is the most widely used statistical estimation technique. Recent work by the authors introduced a general methodology for the construction of estimators for functionals in parametric models, and demonstrated improvements - both in theory and in practice - over the maximum likelihood estimator (MLE), …
Bayesian method improves estimation of unseen species.
Optimal rates for learning hidden tree structures are determined.
The paper proves a relation between four types of invariants.
New examples show immersions not homologous to embeddings.