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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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4998146195 · Jun 202019922001200920172026
48 results for Milky Way

The goal of this study is to present the development of a machine learning based approach that utilizes phase space alone to separate the Gaia DR2 stars into two categories: those accreted onto the Milky Way from those that are in situ. Traditional selection methods that have been used to identify accreted stars typica…

2019-07-15abs ↗pdf ↗

Paper uses machine learning to detect dark matter subhalos in simulated Gaia DR2 data.

problem Detecting dark matter subhalos in simulated Gaia DR2 data.
method Proposed anomaly detection and classification-based approaches.
result Anomaly detection algorithm is sensitive to DM subhalos, but classification-based approach is not.

3D dust map of the Milky Way improves resolution and accuracy.

problem Reconstructing the 3D dust distribution in the Milky Way.
method Gaussian process regression on spherical coordinates with iterative grid refinement.
result Improved 3D dust map with increased resolution and accuracy.

New methods model gamma-ray data to better understand Galactic emissions.

problem Uncertain diffuse Galactic gamma-ray emissions bias data interpretation.
method Gaussian processes and variational inference for flexible modeling.
result More robust interpretation of gamma-ray sky, especially dark matter signals.

Paper presents a workflow for reliable unsupervised learning in science.

problem Lack of standardization in unsupervised learning workflows for reproducible scientific discoveries.
method Structured workflow including data preparation, modeling, validation, and communication.
result Illustrates the importance of validation in unsupervised learning.

This study uses deep learning to infer stellar parameters from short TESS and K2 observations.

problem Inferring precise stellar parameters from short-duration TESS and K2 observations.
method Developed a machine learning algorithm to infer asteroseismic parameters from one-month-long TESS observations of red giants.
result The algorithm can accurately infer ΔνΔν and νmaxν_{\mathrm{max}} for approximately 50% of TESS samples and ΔΠ1ΔΠ_{1} for about 200 young red-giants from K2.

SPT predicts age and mass of red giants from spectra.

problem Challenges in age and mass estimation of red giants using traditional methods.
method SPT framework with Multi-head Hadamard Self-Attention and Mahalanobis distance-based loss function.
result Remarkable age and mass estimations with low errors and uncertainties.

Paper reviews multi-way graph signal processing for tensor data.

problem Maximizing use of multi-way structure in irregular tensor data.
method Generalizes GSP to multi-way data, focusing on graph signals across tensor modes.
result Synthesizes common themes in combining GSP with tensor analysis.

Proposes a method to estimate policy values in reinforcement learning with unmeasured confounders.

problem Estimating policy values in reinforcement learning with unmeasured confounders.
method Develops a two-way deconfounder algorithm using a neural tensor network to learn unmeasured confounders and system dynamics.
result Consistent policy value estimation through model-based estimator.

Extends multidimensional scaling to analyze three-way asymmetric proximities.

problem Analyzing asymmetric and three-way proximities in a Euclidean space.
method Unified h-plot methodology for three-way asymmetric proximities, including symmetric and conditional frameworks.
result Identification of archetypal profiles and clustering structures.

A new method for analyzing multi-source, multi-way data reduces dimensionality and reveals shared and individual structures.

problem Analyzing multi-source, multi-way data from different high-throughput technologies.
method Multiple Linked Tensor Factorization (MULTIFAC) extending CP decomposition with L2 penalties and EM algorithm for incomplete data.
result MULTIFAC approximates underlying signal, identifies shared and unshared structures, and imputes missing data.

We construct examples of free-by-cyclic hyperbolic groups which fiber in infinitely many ways over Z. The construction involves adding a specialized square 2-cell to a non-positively curved, squared 2-complex defined by labeled oriented graphs. The fundamental groups of the resulting complexes are hyperbolic, free-by-c…

2008-06-05abs ↗pdf ↗

Estimates joint probability distribution from 1-way marginals using low-rank tensors and random projections.

problem Nonparametric estimation of joint probability mass function (PMF) from limited data.
method Low-rank tensor decomposition and random projections to link data to PMF estimation.
result Estimates joint density from 1-way marginals using transformed space and novel algorithm.

High-dimensional linear classifiers, such as the support vector machine (SVM) and distance weighted discrimination (DWD), are commonly used in biomedical research to distinguish groups of subjects based on a large number of features. However, their use is limited to applications where a single vector of features is mea…

2016-06-26abs ↗pdf ↗

Given a non-compact Riemannian manifold M and a submanifold N of codimension q, we will construct under certain assumptions on both M and N a wrong way map in uniformly finite homology. Using an equivariant version of the construction and applying it to universal covers, we will construct wrong way maps in homology of …

2016-02-10abs ↗pdf ↗

We propose a new method to model multi-way similarities into hypergraphs for clustering.

problem Clustering real-valued data using hypergraphs with multi-way similarities.
method Formulate multi-way similarities using kernel functions, establish connections to hypergraph cut, and develop a fast spectral clustering algorithm.
result Our method outperforms existing graph and heuristic modeling methods in clustering performance.

We extend multi-way, multivariate ANOVA-type analysis to cases where one covariate is the view, with features of each view coming from different, high-dimensional domains. The different views are assumed to be connected by having paired samples; this is a common setup in recent bioinformatics experiments, of which we a…

2009-12-16abs ↗pdf ↗

A complementary label (CL) simply indicates an incorrect class of an example, but learning with CLs results in multi-class classifiers that can predict the correct class. Unfortunately, the problem setting only allows a single CL for each example, which notably limits its potential since our labelers may easily identif…

2019-12-30abs ↗pdf ↗

Bayesian model predicts iron deficiency from multi-source multi-way molecular data.

problem Predicting iron deficiency in rhesus monkeys from multi-source multi-way molecular data.
method Developed a Bayesian approach with a linear model incorporating multi-way dependence and varying signal sizes across sources.
result Model accurately classifies iron deficiency in monkeys and outperforms simpler models.

Proposes a new method to assess Wrong-Way Risk in cross-currency swaps.

problem Addressing Wrong-Way Risk (WWR) in cross-currency swaps with stochastic correlation modeling.
method Proposes a stochastic correlation approach to model the dependency between exposure and counterparty credit risk, capturing tail dependence.
result The impact of stochastic correlation on calculated CVA is substantial, providing a promising method to model WWR.

We discuss the relation between Fintushel-Stern knot surgery operation on 4-manifolds and Scharlemann manifolds, and as a corollary show that they all are standard. Along the way we show that the fishtail can exotically knot in the 4-sphere infinitely many ways.

2010-11-29abs ↗pdf ↗

We use the 2014 market history of two high-returning biotechnology exchange-traded funds to illustrate how ex post mean-variance analysis should not be done. Unfortunately, the way it should not be done is the way it generally is done -- to our knowledge.

2018-10-25abs ↗pdf ↗

A new estimator reduces bias and improves efficiency for staggered adoption studies.

problem Bias in difference-in-differences estimates for staggered adoption studies.
method Fused Extended Two-Way Fixed Effects (FETWFE) estimator with automatic parameter selection.
result FETWFE identifies correct restrictions with probability tending to one, improving efficiency.

We derive some important geometric identities for Lagrangian submanifolds immersed in a Kähler manifold and prove that there exists a canonical way to deform a Lagrangian submanifold by a parabolic flow through a family of Lagrangian submanifolds if the ambient space is a Ricci-flat Calabi-Yau manifold.

1996-05-14abs ↗pdf ↗

The study highlights the importance of Wrong-Way Risk in FVA calculations during financial market turmoil.

problem The relevance of Wrong-Way Risk in Funding Valuation Adjustments (FVA) during financial market uncertainty.
method The study examines the impact of various modelling choices, including default times and stochastic/deterministic funding spreads, on FVA calculations.
result WWR effects are non-negligible in FVA modelling from a risk-management perspective.

For a Lie algebroid, divergences chosen in a classical way lead to a uniquely defined homology theory. They define also, in a natural way, modular classes of certain Lie algebroid morphisms. This approach, applied for the anchor map, recovers the concept of modular class due to S. Evans, J.-H. Lu, and A. Weinstein.

2003-10-06abs ↗pdf ↗

The paper extends group constructions to coset geometries, creating new ways to combine geometries.

problem Combining and gluing incidence geometries in a general framework.
method Extending classical group-theoretic constructions to coset geometries.
result Provides a general framework for combining or gluing incidence geometries.

Systematic discriminatory biases present in our society influence the way data is collected and stored, the way variables are defined, and the way scientific findings are put into practice as policy. Automated decision procedures and learning algorithms applied to such data may serve to perpetuate existing injustice or…

2018-09-06abs ↗pdf ↗

This article provides a comprehensive study of different ways to make speed benchmarks of gradient boosted decision trees algorithm. We show main problems of several straight forward ways to make benchmarks, explain, why a speed benchmarking is a challenging task and provide a set of reasonable requirements for a bench…

2018-10-24abs ↗pdf ↗

A generalized continuous economic model is proposed for random markets. In this model, agents interact by pairs and exchange their money in a random way. A parameter controls the effectiveness of the transactions between the agents. We show in a rigorous way that this type of markets reach their asymptotic equilibrium …

2011-04-12abs ↗pdf ↗

Efficiently models Wrong-Way Risk in FVA without full Monte Carlo.

problem Assessing Wrong-Way Risk in Funding Valuation Adjustments (FVA) without extensive simulations.
method Splitting exposure into independent and WWR-driven parts; approximating WWR-driven part using Gaussian stochastic factor.
result An efficient and robust method to include WWR in FVA modelling.

Wrong-way risk in counterparty and funding exposures is most dramatic in the situations of systemic crises and tails events. A consistent model of wrong-way risk (WWR) is developed here with the probability-weighted addition of tail events to the calculation of credit valuation and funding valuation adjustments (CVA an…

2012-08-27abs ↗pdf ↗

Proposes a multi-objective variational autoencoder for smart infrastructure damage detection.

problem Detecting and diagnosing damage in smart infrastructure using multi-way data.
method Multi-objective variational autoencoder (MVA) method for smart infrastructure damage detection and diagnosis.
result The method accurately detects structural damage, estimates severity, and captures damage locations.

The Schouten bracket (or antibracket) plays a central role in the Poisson formalism and the Batalin-Vilkovisky quantization of gauge systems. There are several (in)equivalent ways to realize this concept on jet spaces. In this paper, we compare the definitions, examining in what ways they agree or disagree and how they…

2012-08-30abs ↗pdf ↗

Industry-scale recommendation systems have become a cornerstone of the e-commerce shopping experience. For Etsy, an online marketplace with over 50 million handmade and vintage items, users come to rely on personalized recommendations to surface relevant items from its massive inventory. One hallmark of Etsy's shopping…

2018-12-11abs ↗pdf ↗

MOCA uses modular attention to estimate causal effects from complex data.

problem Estimating causal effects from observational data with complex, non-linear, and high-dimensional treatment and outcome mechanisms.
method MOCA is a transformer-based framework that separates treatment and outcome modeling through modular design and one-way attention mechanism, with cutting-feedback to prevent outcome influence on treatment representations.
result MOCA outperforms classical estimators and machine learning approaches across various simulated and real-world scenarios.

Until recently, Ricci flow was viewed almost exclusively as a way of deforming Riemannian metrics of bounded curvature. Unfortunately, the bounded curvature hypothesis is unnatural for many applications, but is hard to drop because so many new phenomena can occur in the general case. This article surveys some of the th…

2014-08-28abs ↗pdf ↗