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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.

168,982 papers · 148 categories

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6491,2991,9482,597 · Jun 202019922001200920172026
48 results for Method of Characteristics

New framework for interpretable firm characteristics factors.

problem Creating statistically efficient and economically interpretable factors from firm characteristics.
method Grouping related characteristics and deriving one factor per group, combining economic intuition with data-driven clustering.
result Parsimonious, transparent factors outperform benchmarks in out-of-sample tests.

This study proposes a method to generate biosignals with controlled characteristics using GANs and latent variable analysis.

problem Unclear relationship between input and generated data from GANs, inability to control generated data characteristics.
method Recurrent GANs with latent variable analysis using CCA to control generated biosignals.
result Effective control of biosignal characteristics using proposed GAN method and latent variable analysis.

A new method synthesizes expressions from characteristics using GAN for healthcare.

problem Synthesizing expressions from given characteristics in high-dimensional space.
method Generative Adversarial Network (GAN) based selective ensemble learning.
result The proposed SE-CTES method effectively handles deterministic and stochastic patterns.

Efficient method classifies locally stationary time series based on second-order characteristics.

problem Classifying locally stationary time series for various applications.
method Autoregressive approximation, ensemble aggregation, distance-based threshold.
result Zero misclassification error rate asymptotically for mildly differing second-order characteristics.

A new method learns noise characteristics for better state estimation in real-time systems.

problem Challenges in accurately estimating states due to uncertainty in process and measurement models.
method Proposes a learning-based approach with different loss functions to identify noise characteristics.
result Demonstrates improved performance in real-time vehicle state estimation.

This paper classifies regular maps with Euler characteristic -p^4 for a prime p≥5.

problem Classify regular maps on surfaces with Euler characteristic -p^4.
method Use inductive method and properties of Sylow p-subgroups to classify.
result Closed surfaces with Euler characteristic -p^4 support no regular maps if p∉{2,3,5,7,13}.

Proves stability of Minkowski space for specific initial data.

problem Stability of Minkowski space under spacelike-characteristic initial data.
method Vectorfield method and bootstrapping argument, with new geometric constructions.
result Global nonlinear stability of Minkowski space proved for the spacelike-characteristic Cauchy problem.

A new method for fair classification using characteristic function distance.

problem Fairness in high-stakes decision-making with sensitive groups.
method Proposes a novel approach based on characteristic function distance to ensure minimal sensitive information in learned representations.
result Consistently matches or achieves better fairness and predictive accuracy than existing methods.

Unified method for calculating financial option prices from characteristic functions.

problem Calculating financial option prices from characteristic functions in high dimensions.
method Damped Fourier-cosine expansion (COS) method.
result The method converges exponentially if the characteristic function decays exponentially.

The paper proposes a novel tensor-based method for non-parametric density estimation.

problem Effective non-parametric density estimation in high-dimensional multivariate data.
method Tensor factorization and low-rank model of characteristic tensor for improved density estimation.
result The method significantly improves density estimation especially for high-dimensional data and/or sample-starved regimes.

New classifiers ensure fairness by adjusting a base classifier's operating characteristics.

problem Ensuring fairness in binary classification with multiple group constraints.
method Intervening directly on a base classifier's operating characteristics using group-wise ROC convex hulls and post-processing.
result Methods satisfy multiple fairness constraints (DP, EO, PP) with minimal interventions and near-oracle accuracy.

New methods classify convex lattice polygons for affine dimers.

problem Not all convex lattice polygons are characteristic polygons of affine dimers.
method General constructions and algorithm for finding affine dimers with prescribed polygons.
result All lattice triangles, generalised parallelograms, and polygons of genus at most two admit an affine dimer.

Method estimates model performance on external samples from limited statistical characteristics.

problem Limited access to multiple datasets due to privacy and commercial restrictions.
method Search for weights that match external statistics and are closest to uniform, using model performance on weighted internal sample as an estimation.
result Estimated external performance is closer to actual performance than internal performance.

Proposes a new method to describe graph vertex features using characteristic functions.

problem Describing the distribution of vertex features at multiple scales on graphs.
method Introduces FEATHER, a computationally efficient algorithm to calculate characteristic functions based on random walk transition probabilities.
result Demonstrates that the proposed method creates high-quality graph representations and is robust to data corruption.

We prove that certain dual pairs of Calabi-Yau manifolds have matching orbifold Euler characteristics.

problem Constructing mirror symmetric Calabi-Yau manifolds with specific symmetry groups.
method Generalized Berglund-Hübsch-Henningson construction to include permutations of variables.
result Reduced orbifold Euler characteristics of dual pairs coincide up to sign under cyclic permutation groups satisfying parity condition.

A new method uses characteristic functions to improve GANs.

problem Improving the stability and efficiency of Generative Adversarial Networks (GANs).
method Formulating IGM learning as minimizing characteristic function distance, using linear-time CFD computation.
result The proposed method outperforms existing GAN variants on image generation benchmarks.

Survey on ML advances for personalized prediction considering entity characteristics.

problem Sub-optimal performance in personalized prediction due to heterogeneity in data across entities.
method Organized current literature on entity-aware modeling based on characteristics availability and training data amount.
result Recent innovations in uncertainty quantification, fairness, and knowledge-guided machine learning can improve entity-aware modeling.

Develops a dynamic latent-factor model for high-dimensional asset characteristics.

problem Estimating asset pricing tests with high-dimensional data.
method Dynamic latent-factor model with Double Selection Lasso regularization.
result The inflation-mimicking portfolio in the crypto asset class has positive risk compensation.

A new model uses firm characteristics to predict asset covariances.

problem Risk models are noisy and dependent on historical returns.
method Characteristic-Driven Dynamic Factor Model (CD-DFM) that learns latent representations from firm characteristics.
result CD-DFM produces interpretable factor portfolios and competitive covariance forecasts.

Consider the moduli space of framed flat U(2)U(2) connections with fixed odd determinant over a surface. Newstead combined some fundamental facts about this moduli space with the Mayer-Vietoris sequence to compute its betti numbers over any field not of characteristic two. We adapt his method in characteristic two to pro…

2017-07-19abs ↗pdf ↗

New Euler characteristics for groupoids generalize orbifold Euler characteristics.

problem Generalizing orbifold Euler characteristics to non-orbifold groupoids.
method Introducing two Euler characteristics for groupoids, using o-minimal structures, and relating them to orbifold Euler characteristics.
result The two new Euler characteristics coincide and generalize orbifold Euler characteristics.

We consider a defaultable asset whose risk-neutral pricing dynamics are described by an exponential Lévy-type martingale. This class of models allows for a local volatility, local default intensity and a locally dependent Lévy measure. We present a pricing method for Bermudan options based on an analytical approximatio…

2016-04-29abs ↗pdf ↗

Paper presents characteristic function of Tsallis q-Gaussian and its applications.

problem Modeling input quantities in measurement models using Tsallis q-Gaussians.
method Developed a characteristic function and proposed a numerical method for its inversion.
result Exact probability distribution of output quantities can be determined.

Study characteristic classes of a specific type of determinantal varieties.

problem Understanding the geometric properties of a special class of determinantal varieties.
method Used Schubert calculus to derive explicit formulas for Chern-Schwartz-MacPherson and Chern-Mather classes.
result Explicit formulas for sectional Euler characteristics, characteristic cycles, and polar classes were obtained.

CCVAE captures label characteristics in VAEs for better representation learning.

problem Capturing rich label characteristics in VAEs without conflating them with label values.
method Developed CCVAE, a novel VAE model that explicitly captures label characteristics in latent space.
result CCVAE allows for effective and general interventions like smooth traversals and diverse conditional generation.

Conservation laws vanishing along characteristic directions of a given system of PDEs are known as characteristic conservation laws, or characteristic integrals. In 2D, they play an important role in the theory of Darboux-integrable equations. In this paper we discuss characteristic integrals in 3D and demonstrate that…

2013-12-18abs ↗pdf ↗

A QQ-manifold MM is a supermanifold endowed with an odd vector field QQ squaring to zero. The Lie derivative LQL_Q along QQ makes the algebra of smooth tensor fields on MM into a differential algebra. In this paper, we define and study the invariants of QQ-manifolds called characteristic classes. These take value…

2009-06-02abs ↗pdf ↗

Study gluing event horizons of Minkowski and Schwarzschild spacetimes.

problem Gluing event horizons of different spacetimes.
method Nonperturbative, gluing results from Aretakis-Czimek-Rodnianski and Christodoulou's short pulse method.
result Construct examples of vacuum gravitational collapse to very slowly rotating Kerr black holes.

Optimal portfolios are formed by combining momentum, size, and volatility characteristics, enhancing utility for all investors.

problem Estimation error in forming optimal portfolios from characteristics.
method Maximizing an in-sample loss function that is more concave than the utility function, linking weights to characteristics.
result Optimal portfolios with significantly higher certainty equivalents than benchmarks for all investors.

This paper diagnoses factor-model pricing errors using a new method.

problem Measuring pricing errors in factor models with general characteristic axes.
method Developed a method to measure factor-model pricing errors as bridge-alpha curves, using a predetermined characteristic order and prefix portfolios.
result Adding a counterpart factor flips the curve's sign on every axis, but only HML and CMA overcorrect enough to be rejected.