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.
We propose a new indicator for technical analysis. The indicator emphasizes maximums and minimums in price series with inherent smoothing and has a potential to be useful in both mechanical trading rules and chart pattern analysis.
Standard adversarial training involves two agents, namely a generator and a discriminator, playing a mini-max game. However, even if the players converge to an equilibrium, the generator may only recover a part of the target data distribution, in a situation commonly referred to as mode collapse. In this work, we prese…
We consider the off-policy estimation problem of estimating the expected reward of a target policy using samples collected by a different behavior policy. Importance sampling (IS) has been a key technique to derive (nearly) unbiased estimators, but is known to suffer from an excessively high variance in long-horizon pr…
We present a new algorithm to train a robust neural network against adversarial attacks. Our algorithm is motivated by the following two ideas. First, although recent work has demonstrated that fusing randomness can improve the robustness of neural networks (Liu 2017), we noticed that adding noise blindly to all the la…
Active learning aims to develop label-efficient algorithms by sampling the most representative queries to be labeled by an oracle. We describe a pool-based semi-supervised active learning algorithm that implicitly learns this sampling mechanism in an adversarial manner. Unlike conventional active learning algorithms, o…
Outlier detection is an important topic in machine learning and has been used in a wide range of applications. In this paper, we approach outlier detection as a binary-classification issue by sampling potential outliers from a uniform reference distribution. However, due to the sparsity of data in high-dimensional spac…
In binary classification problems, mainly two approaches have been proposed; one is loss function approach and the other is uncertainty set approach. The loss function approach is applied to major learning algorithms such as support vector machine (SVM) and boosting methods. The loss function represents the penalty of …
This is an intuitive survey of extrinsic and intrinsic notions of convergence of manifolds complete with pictures of key examples and a discussion of the properties associated with each notion. We begin with a description of three extrinsic notions which have been applied to study sequences of submanifolds in Euclidean…
The objective of this paper is to introduce the notion of generalized almost statistical (briefly, GAS) convergence of bounded real sequences, which generalizes the notion of almost convergence as well as statistical convergence of bounded real sequences. As a special kind of Banach limit functional, we also introduce …
We introduce a natural definition of Lp-convergence of maps, p≥1, in the case where the domain is a convergent sequence of measured metric space with respect to the measured Gromov-Hausdorff topology and the target is a Gromov-Hausdorff convergent sequence. With the Lp-convergence, we establish a theory of …
We prove a criterion of convergence in the augmented Teichmueller space that can be phrased in terms of convergence of the hyperbolic metrics or of quasiconformal convergence away from the nodes.
We develop a new approach to geometric quantization using the theory of convergence of metric measure spaces. Given a family of Kähler polarizations converging to a non-singular real polarization on a prequantized symplectic manifold, we show the spectral convergence result of ∂ˉ-Laplacians, as well as th…