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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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241481722962 · Jun 202019922001200920172026
48 results for Network Externalities

The importance of nodes in a network constantly fluctuates based on changes in the network structure as well as changes in external interest. We propose an evolving teleportation adaptation of the PageRank method to capture how changes in external interest influence the importance of a node. This framework seamlessly g…

2012-03-27abs ↗pdf ↗

Model shows PoS networks can be captured by external finance, leading to centralization.

problem Long-term centralization of PoS networks under external finance pressures.
method Heterogeneous macroeconomic model with two actor classes: investors and consumers.
result External finance forces PoS networks to centralize, leading to zero internal staking yield.

We discuss social network analysis from the perspective of economics. We organize the presentaion around the theme of externalities: the effects that one's behavior has on others' well-being. Externalities underlie the interdependencies that make networks interesting. We discuss network formation, as well as interactio…

2016-08-29abs ↗pdf ↗

Estimates non-parametric logistic model using case-control data and external summary info.

problem Imbalanced binary data in case-control studies.
method Two-step estimation procedure with deep neural network for functional approximation.
result Proposed estimator achieves optimal convergence rate in non-parametric regression.

Graphs are general and powerful data representations which can model complex real-world phenomena, ranging from chemical compounds to social networks; however, effective feature extraction from graphs is not a trivial task, and much work has been done in the field of machine learning and data mining. The recent advance…

2018-10-04abs ↗pdf ↗

engGNN combines external and generated graphs to improve disease classification and biomarker discovery.

problem Challenges in integrating omics data due to high dimensionality and small sample sizes.
method Dual-graph framework that integrates external biological networks with data-driven generated graphs.
result engGNN outperforms state-of-the-art methods in disease classification and biomarker discovery.

HERMES model predicts nonstationary fashion trends using social media data.

problem Forecasting nonstationary fashion time series for optimal inventory decisions.
method Hybrid model combining parametric models, seasonal components, and recurrent neural networks with external signals.
result State-of-the-art results on fashion dataset and M4 competition time series.

In this paper, we use variational recurrent neural network to investigate the anomaly detection problem on graph time series. The temporal correlation is modeled by the combination of recurrent neural network (RNN) and variational inference (VI), while the spatial information is captured by the graph convolutional netw…

2017-08-09abs ↗pdf ↗

Paper analyzes tech adoption in financial networks, finding key leadership and diffusion dynamics.

problem Understanding technology adoption and network effects in financial systems.
method Developed a spatial-network framework with a master equation and Feynman-Kac representation.
result Found strong support for two-regime adoption dynamics and significant leadership in network central banks.

Node centrality is one of the most important and widely used concepts in the study of complex networks. Here, we extend the paradigm of node centrality in financial and economic networks to consider the changes of node "importance" produced not only by the variation of the topology of the system but also as a consequen…

2019-07-18abs ↗pdf ↗

Bayesian inference reconstructs external potentials in DFT for many-particle systems.

problem Reconstructing external potentials in classical density-functional theory (DFT) for many-particle systems.
method Combines Bayesian inference with classical DFT to probabilistically reconstruct external potentials.
result Accurately infers external potentials and density profiles with uncertainty quantification.

The question of how to stabilize financial systems has attracted considerable attention since the global financial crisis of 2007-2009. Recently, Beale et al. ("Individual versus systemic risk and the regulator's dilemma", Proc Natl Acad Sci USA 108: 12647-12652, 2011) demonstrated that higher portfolio diversity among…

2013-08-04abs ↗pdf ↗

We show how to train a quantum network of pairwise interacting qubits such that its evolution implements a target quantum algorithm into a given network subset. Our strategy is inspired by supervised learning and is designed to help the physical construction of a quantum computer which operates with minimal external cl…

2016-07-20abs ↗pdf ↗

How, and to what extent, does an interconnected financial system endogenously amplify external shocks? This paper attempts to reconcile some apparently different views emerged after the 2008 crisis regarding the nature and the relevance of contagion in financial networks. We develop a common framework encompassing seve…

2016-08-28abs ↗pdf ↗

Proposes a method to use external machine-learning predictions in multinomial logistic regression.

problem Improving statistical inference using summary-level external machine-learning predictions.
method Empirical-likelihood framework incorporating moment constraints from external nonparametric machine-learning predictions.
result Fused estimator achieves strict efficiency gain over primary-only estimator under mild conditions.

New estimator improves ATT estimation efficiency with external controls.

problem Reduced efficiency when incorporating external controls into ATT estimation.
method Proposes a novel doubly robust estimator for ATT that maintains higher efficiency than standard approaches.
result Demonstrates improved efficiency of the new estimator compared to standard approaches, even under model misspecification.

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.

The study assesses external validity by evaluating worst-case treatment effects across subpopulations.

problem Underrepresentation of marginalized groups and limited study populations.
method Develops a semiparametrically efficient estimator for worst-case treatment effects (WTE) and uses cross-fitting to guard against brittle findings.
result The proposed framework guards against invalid findings due to unanticipated population shifts.

A method for logistic regression inference using both internal and external data.

problem Inability to estimate intercept and marginal case proportion in case-control logistic regression.
method Empirical likelihood approach integrating internal and external data.
result Intercept parameter becomes identifiable with external information, and all parameters are estimable consistently.

We inject undetectable backdoors into obfuscated neural networks and language models.

problem Safeguarding models from sophisticated adversarial attacks.
method Developed a strategy to plant undetectable backdoors in obfuscated neural networks and language models.
result Undetectable backdoors can be planted in obfuscated models, even if weights and architecture are accessible.

Study examines remittances in Nepal, linking external demand and domestic monetary conditions.

problem Understanding the dynamics of remittances in Nepal's economy.
method Constructed composite indices via PCA for external demand and domestic monetary conditions. Used ARDL, cointegration, DOLS, ECM, and machine learning for analysis.
result Strong positive long-run effect of external demand on remittances, significant negative impact of tighter domestic monetary conditions.

Recurrent neural networks are a widely used class of neural architectures. They have, however, two shortcomings. First, it is difficult to understand what exactly they learn. Second, they tend to work poorly on sequences requiring long-term memorization, despite having this capacity in principle. We aim to address both…

2019-01-25abs ↗pdf ↗

Automatically balances blockchain network resources to boost market efficiency.

problem Extractable value leakage and execution frictions in blockchain networks.
method Systematically uses idle network resources for arbitrage, incentivizing transactions.
result Reduces network inventory risk while enhancing price formation and liquidity.

Framework for estimating treatment effects using external control data.

problem Improving efficiency in estimating average treatment effects (ATE) in hybrid trials.
method Developed a formal causal inference framework based on exchangeability assumptions and graphical criteria. Proposed estimators and efficient doubly-robust methods.
result Established finite-sample performance and demonstrated application to spinal muscular atrophy trial.

Study identifies negative data externalities affecting model performance on specific groups.

problem Negative data externalities on group performance in machine learning models.
method Characterized and detected data-model inefficiencies, focusing on specific types of externalities.
result Negative data externalities can lower model performance on specific sub-groups, even with larger datasets.

Survey of methods to incorporate external knowledge into stock price prediction.

problem Challenges in predicting stock prices due to market volatility and non-linearity.
method Survey of methods for acquiring and incorporating external knowledge into stock price prediction models.
result Systematic synthesis of previous studies on external knowledge types and their application in stock price prediction.

Dealing with previously unseen slots is a challenging problem in a real-world multi-domain dialogue state tracking task. Other approaches rely on predefined mappings to generate candidate slot keys, as well as their associated values. This, however, may fail when the key, the value, or both, are not seen during trainin…

2019-08-26abs ↗pdf ↗

Consider a social network where only a few nodes (agents) have meaningful interactions in the sense that the conditional dependency graph over node attribute variables (behaviors) is sparse. A company that can only observe the interactions between its own customers will generally not be able to accurately estimate its …

2017-11-15abs ↗pdf ↗

UAMM uses external market prices to improve AMM efficiency and reduce liquidity provider risk.

problem Traditional AMMs lack consideration of external markets and risk management.
method UAMM calculates prices by incorporating external market prices and impermanent loss, maintaining constant product curve properties.
result UAMM eliminates arbitrage opportunities when external market prices are efficient, reducing liquidity provider risk.

Study limits of circadian synchronization under different light signals.

problem Disruption of circadian rhythms due to misalignment with external light signals.
method Matrix-free approach for locating periodic steady states, numerical continuation, bifurcation diagrams, unsupervised learning.
result Limits of circadian synchronization to external light signals of different frequency and duty cycle.