The paper bridges stochastic control and deep hedging for European call options with transaction costs.
arXiv research
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Proposes a neural network for efficient deep hedging strategies.
The functional significance of resting state networks and their abnormal manifestations in psychiatric disorders are firmly established, as is the importance of the cortical rhythms in mediating these networks. Resting state networks are known to undergo substantial reorganization from childhood to adulthood, but wheth…
Deep neural networks with convolutional layers usually process the entire spectrogram of an audio signal with the same time-frequency resolutions, number of filters, and dimensionality reduction scale. According to the constant-Q transform, good features can be extracted from audio signals if the low frequency bands ar…
The convolutional layers are core building blocks of neural network architectures. In general, a convolutional filter applies to the entire frequency spectrum of the input data. We explore artificially constraining the frequency spectra of these filters and data, called band-limiting, during training. The frequency dom…
In cellular systems, the user equipment (UE) can request a change in the frequency band when its rate drops below a threshold on the current band. The UE is then instructed by the base station (BS) to measure the quality of candidate bands, which requires a measurement gap in the data transmission, thus lowering the da…
WideBNet learns inverse scattering from wide-band data efficiently and stably.
Ultra-wideband (UWB) radar systems nowadays typical operate in the low frequency spectrum to achieve penetration capability. However, this spectrum is also shared by many others communication systems, which causes missing information in the frequency bands. To recover this missing spectral information, we propose a gen…
Many wireless networks, including 5G NR (New Radio) and future beyond 5G cellular systems, are expected to operate on multiple frequency bands. This paper considers the band assignment (BA) problem in dual-band systems, where the basestation (BS) chooses one of the two available frequency bands (centimeter-wave and mil…
This paper introduces new attention-based convolutional neural networks for selecting bands from hyperspectral images. The proposed approach re-uses convolutional activations at different depths, identifying the most informative regions of the spectrum with the help of gating mechanisms. Our attention techniques are mo…
Convolutional neural networks were recently employed to fully reconstruct fluid simulation data from a set of reduced parameters. However, since (de-)convolutions traditionally trained with supervised L1-loss functions do not discriminate between low and high frequencies in the data, the error is not minimized efficien…
Studies in recent years have demonstrated that neural organization and structure impact an individual's ability to perform a given task. Specifically, individuals with greater neural efficiency have been shown to outperform those with less organized functional structure. In this work, we compare the predictive ability …
Every link is shown to be presentable as a boundary of an unknotted flat banded surface. A (flat) banded link is defined as a boundary of an unknotted (flat) banded surface. A link's (flat) band index is defined as the minimum number of bands required to present the link as boundaries of an unknotted (flat) banded surf…
Finding minima of a real valued non-convex function over a high dimensional space is a major challenge in science. We provide evidence that some such functions that are defined on high dimensional domains have a narrow band of values whose pre-image contains the bulk of its critical points. This is in contrast with the…
Satellite knots can be trivialized by a single band move.
Paper proves a noncompact version of Gromov's band-width estimate.
The main goal of this study is to extract a set of brain networks in multiple time-resolutions to analyze the connectivity patterns among the anatomic regions for a given cognitive task. We suggest a deep architecture which learns the natural groupings of the connectivity patterns of human brain in multiple time-resolu…
Deep neural networks have presented impressive performance in biometric applications. However, their performance is highly at risk when facing carefully crafted input samples known as adversarial examples. In this paper, we present three defense strategies to detect adversarial iris examples. These defense strategies a…
This work uses sampling theory to analyze smoothness and error bounds of finite neural networks.
New method constructs confidence bands for ODE models with unknown regulatory effects.
Study shows upper limit for torical band width with spectral curvature bounds.
The goal of this study is to explain and examine the statistical underpinnings of the Bollinger Band methodology. We start off by elucidating the rolling regression time series model and deriving its explicit relationship to Bollinger Bands. Next we illustrate the use of Bollinger Bands in pairs trading and prove the e…
Wiatowski and Bölcskei, 2015, proved that deformation stability and vertical translation invariance of deep convolutional neural network-based feature extractors are guaranteed by the network structure per se rather than the specific convolution kernels and non-linearities. While the translation invariance result appli…
New rational band moves simplify knot classification.
We give a short proof that if a non-trivial band sum of two knots results in a tight fibered knot, then the band sum is a connected sum. In particular, this means that any prime knot obtained by a non-trivial band sum is not tight fibered. Since a positive L-space knot is tight fibered, a non-trivial band sum never yie…
We show that a band-connected sum of knots and along a band is equal to the connected sum if and only if is a trivial band.
The paper creates nonparametric confidence bands for band-limited functions.
Paper shows that for torus knots, the pinch number equals the unoriented band unknotting number.
New method finds arbitrage opportunities in fluctuating asset bands.
CP-ROC bands improve graph classification accuracy and uncertainty quantification.
Develops Llarull type theorems for 3D and 4D bands with spectral scalar curvature bounds.
Every classical knot is band-pass equivalent to the unknot or the trefoil. The band-pass class of a knot is a concordance invariant. Every ribbon knot, for example, is band-pass equivalent to the unknot. Here we introduce the long virtual knot concordance group . It is shown that for every concordance cla…
We explicitly classify all -invariant free boundary minimal annuli and Möbius bands in . This classification is obtained from an analysis of the spectrum of the Dirichlet-to-Neumann map for -invariant metrics on the annulus and Möbius band. First, we determine the supremum of the -th normaliz…
Study surfaces in 4-manifolds using banded unlink diagrams.
The paper improves nonparametric confidence bands for band-limited functions.
Study negative band numbers in braids and links.
We study the problem of interference source identification, through the lens of recognizing one of 15 different channels that belong to 3 different wireless technologies: Bluetooth, Zigbee, and WiFi. We employ deep learning algorithms trained on received samples taken from a 10 MHz band in the 2.4 GHz ISM Band. We obta…
GSAN learns adaptive node representations using geometric scattering and attention.
We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded…
In this research, an emotion recognition system is developed based on valence/arousal model using electroencephalography (EEG) signals. EEG signals are decomposed into the gamma, beta, alpha and theta frequency bands using discrete wavelet transform (DWT), and spectral features are extracted from each frequency band. P…
Paper shows how to embed Möbius bands with many twists and small aspect ratios.
No free boundary Möbius bands exist in a 3D ball.
Band selection, by choosing a set of representative bands in hyperspectral image (HSI), is an effective method to reduce the redundant information without compromising the original contents. Recently, various unsupervised band selection methods have been proposed, but most of them are based on approximation algorithms …
Paper proves rigidity for spin bands with specific conditions.
We prove optimal systolic inequalities on Finsler Mobius bands relating the systole and the height of the Mobius band to its Holmes-Thompson volume. We also establish an optimal systolic in- equality for Finsler Klein bottles of revolution, which we conjecture to hold true for arbitrary Finsler metrics. Extremal metric…
New theorem on embedding Moebius bands in 3D space.
Knots from a specific band sum have similar homologies but are distinct.
Improved bound for optimal Moebius band aspect ratio.