arXiv research

The abstract describes a new manifold structure for NLS type equations.

A nonlinear wave alternative for the standard Black-Scholes option-pricing model is presented. The adaptive-wave model, representing 'controlled Brownian behavior' of financial markets, is formally defined by adaptive nonlinear Schrödinger (NLS) equations, defining the option-pricing wave function in terms of the stock…

A large class of semi-Hamiltonian systems of hydrodynamic type is interpreted as the equations governing families of critical points of functions obeying the classical linear Darboux equations for conjugate nets.The distinguished role of the Euler-Poisson-Darboux equations and associated Lauricella-type functions is em…

Adaptive wave model for financial option pricing is proposed, as a high-complexity alternative to the standard Black--Scholes model. The new option-pricing model, representing a controlled Brownian motion, includes two wave-type approaches: nonlinear and quantum, both based on (adaptive form of) the Schrödinger equatio…

We propose a new cognitive framework for option price modelling, using quantum neural computation formalism. Briefly, when we apply a classical nonlinear neural-network learning to a linear quantum Schrödinger equation, as a result we get a nonlinear Schrödinger equation (NLS), performing as a quantum stochastic filter…

Proves uniqueness of solutions for a nonlocal Liouville equation with finite Q-curvature.

Recently, a novel adaptive wave model for financial option pricing has been proposed in the form of adaptive nonlinear Schrödinger (NLS) equation [Ivancevic a], as a high-complexity alternative to the linear Black-Scholes-Merton model [Black-Scholes-Merton]. Its quantum-mechanical basis has been elaborated in [Ivancevi…

Simplifies NL models by approximating them as LPV systems and identifying NL subterms.

Average Oracle outperforms DCC+NLS in portfolio optimization.

The NL score optimizes speaker recognition tasks.

We consider the learning from noisy labels (NL) problem which emerges in many real-world applications. In addition to the widely-studied synthetic noise in the NL literature, we also consider the pseudo labels in semi-supervised learning (Semi-SL) as a special case of NL. For both types of noise, we argue that the gene…

Introduces NL bialgebras combining Lie and Nijenhuis structures.

This work improves density estimation by characterizing pdf complexity using NL-spectrum.

Softmax is found ineffective for NL block, leading to improved performance.

Search-oriented conversational systems rely on information needs expressed in natural language (NL). We focus here on the understanding of NL expressions for building keyword-based queries. We propose a reinforcement-learning-driven translation model framework able to 1) learn the translation from NL expressions to que…

Autonomous reinforcement learning agents, like children, do not have access to predefined goals and reward functions. They must discover potential goals, learn their own reward functions and engage in their own learning trajectory. Children, however, benefit from exposure to language, helping to organize and mediate th…

A new method simplifies noisy data filtering for CNNs.

The binormal (or vortex filament) equation provides the localized induction approximation of the 3D incompressible Euler equation. We present explicit solutions of the binormal equation in higher-dimensions that collapse in finite time. The local nature of this phenomenon suggests the appearance of singularity in nearb…

Machine learning predicts ship performance changes over time.

Improved LDA using a nonlinear covariance estimator for better performance.

Motion of curves and surfaces in $\R^3$ lead to nonlinear evolution equations which are often integrable. They are also intimately connected to the dynamics of spin chains in the continuum limit and integrable soliton systems through geometric and gauge symmetric connections/equivalence. Here we point out the fact that…

Physics-Informed Neural Networks (PINNs) benchmarked against clinical estimator and reveal parameter identifiability

An important feature of successful supervised machine learning applications is to be able to explain the predictions given by the regression or classification model being used. However, most state-of-the-art models that have good predictive power lead to predictions that are hard to interpret. Thus, several model-agnos…

Program synthesis from natural language (NL) is practical for humans and, once technically feasible, would significantly facilitate software development and revolutionize end-user programming. We present SAPS, an end-to-end neural network capable of mapping relatively complex, multi-sentence NL specifications to snippe…

This paper uses a geometric approach to understand how normalization layers affect neural network optimization.

The aim of this paper is to investigate the relations between Seifert manifolds and (1,1)-knots. In particular, we prove that every orientable Seifert manifold with invariants {Oo,0|-1;(p,q),...,(p,q),(l, l-1)} has a cyclically presented fundamental group and, moreover, it is the n-fold strongly-cyclic covering of the …

The study shows that several properties are not profinite invariants.

This paper improves image super-resolution by integrating cross-scale non-local attention.

A method for online tensor dictionary learning is proposed. With the assumption of separable dictionaries, tensor contraction is used to diminish a $N$-way model of $\mathcal{O}\left(L^N\right)$ into a simple matrix equation of $\mathcal{O}\left(NL^2\right)$ with a real-time capability. To avoid numerical instability d…

Recent advances in randomized incremental methods for minimizing $L$-smooth $μ$-strongly convex finite sums have culminated in tight complexity of $\tilde{O}((n+\sqrt{n L/μ})\log(1/ε))$ and $O(n+\sqrt{nL/ε})$, where $μ>0$ and $μ=0$, respectively, and $n$ denotes the number of individual functions. Unlike incremental me…

Non-linear shrinkage isn't optimal for portfolio optimization, especially when asset dependence is non-stationary.

Road extraction from very high resolution satellite (VHR) images is one of the most important topics in the field of remote sensing. In this paper, we propose an efficient Non-Local LinkNet with non-local blocks that can grasp relations between global features. This enables each spatial feature point to refer to all ot…

New algorithms solve nonconvex-concave minimax problems without parameter knowledge.

In discrete choice modeling (DCM), model misspecifications may lead to limited predictability and biased parameter estimates. In this paper, we propose a new approach for estimating choice models in which we divide the systematic part of the utility specification into (i) a knowledge-driven part, and (ii) a data-driven…

New algorithm bounds MAB regret for unknown scale and magnitude of losses.

Background: Parkinson's disease (PD) is a prevalent long-term neurodegenerative disease. Though the diagnostic criteria of PD are relatively well defined, the current medical imaging diagnostic procedures are expertise-demanding, and thus call for a higher-integrated AI-based diagnostic algorithm. Methods: In this pape…

[Context:] Model-based testing is an instrument for automated generation of test cases. It requires identifying requirements in documents, understanding them syntactically and semantically, and then translating them into a test model. One light-weight language for these test models are Cause-Effect-Graphs (CEG) that ca…

For a Lie-Rinehart algebra (A,L), generators for the Gerstenhaber algebra Λ_A L correspond bijectively to right (A,L)-connections on A in such a way that B-V structures correspond to right (A,L)-module structures on A. When L is projective as an A-module, given an exact generator \partial, the homology of the B-V algeb…

Non-negative matrix factorization (NMF) is the problem of determining two non-negative low rank factors $W$ and $H$, for the given input matrix $A$, such that $A \approx W H$. NMF is a useful tool for many applications in different domains such as topic modeling in text mining, background separation in video analysis, …

The paper provides theoretical guarantees for transformation-based models in variational inference.

Paper addresses identifiability and asymptotics of ODE systems from noisy data.

Many machine learning algorithms require precise estimates of covariance matrices. The sample covariance matrix performs poorly in high-dimensional settings, which has stimulated the development of alternative methods, the majority based on factor models and shrinkage. Recent work of Ledoit and Wolf has extended the sh…

Paper tackles $L$-space conjecture for knot manifolds, proving equivalence for some properties.

The paper estimates curvature for a specific type of equations.

The paper proves estimates for vortex-type equations on compact Riemann surfaces.

Critical nets in $\mathbb{R}^k$ (sometimes called geodesic nets) are embedded graph with the property that their embedding is a critical point of the total (edge) length functional and under the constraint that certain 1-valent vertices (leaves) have a fixed position. In contrast to what happens on generic manifolds, w…

Paper proves a Liouville theorem for a generalized elliptic equation on H-type groups.

Solves Calabi-Yau equation on complex manifolds with non-positive astheno-Ricci curvature.