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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.

168,742 papers · 148 categories

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36811 · Jun 202619922001200920172026
48 results for RECAST

RECaST calibrates source models for target populations with uncertainty quantification.

problem Uncertainty in transfer learning predictions.
method Random effect calibration of source to target models.
result Nominal coverage of prediction sets in linear models, robust to nonlinear approximations.

New method RECAST improves uncertainty calibration in neural networks.

problem Improving uncertainty estimation in neural networks for better predictions.
method Proposed RECAST method combining cosine annealing, warm restarts, and Stochastic Gradient Langevin Dynamics.
result RECAST offers the best calibrated measure of uncertainty compared to recent methods.

We show that the theory of Lie algebra cohomology can be recast in a topological setting and that classical results, such as the Shapiro lemma and the van Est isomorphism, carry over to this augmented context.

2016-03-11abs ↗pdf ↗

We recast the Calabi flow in DeGiorgi's language of minimizing movements. We establish the long time existence of minimizing movements for K-energy with arbitrary initial condition. Furthermore we establish some a priori regularity of these solutions, and that sufficiently regular minimizing movements are smooth soluti…

2012-08-13abs ↗pdf ↗

The goal of this paper is to show that there exists a simple, yet universal statistical logic of spectral graph analysis by recasting it into a nonparametric function estimation problem. The prescribed viewpoint appears to be good enough to accommodate most of the existing spectral graph techniques as a consequence of …

2016-02-11abs ↗pdf ↗

In [DJL07] it was shown that if A is an affine hyperplane arrangement in C^n, then at most one of the L^2-Betti numbers of its complement is non--zero. We will prove an analogous statement for complements of any algebraic curve in C^2. Furthermore we also recast and extend results of [LM06] in terms of L^2-Betti number…

2007-04-25abs ↗pdf ↗

We consider portfolio optimization in futures markets. We model the entire futures price curve at once as a solution of a stochastic partial differential equation. The agents objective is to maximize her utility from the final wealth when investing in futures contracts. We study a class of futures price curve models wh…

2012-04-12abs ↗pdf ↗

We outline an interpretation of Heegaard-Floer homology of 3-manifolds (closed or with boundary) in terms of the symplectic topology of symmetric products of Riemann surfaces, as suggested by recent work of Tim Perutz and Yanki Lekili. In particular we discuss the connection between the Fukaya category of the symmetric…

2010-03-15abs ↗pdf ↗

Bayesian method improves multivariate periodontal outcome modeling.

problem Modeling periodontal outcomes is challenging and requires consideration of demographic differences.
method Jointly models multivariate outcomes using an online Bayesian transfer learning framework.
result Significant improvement over univariate RECaST method demonstrated.

The Heath-Jarrow-Morton (HJM) formulation of treasury bonds in terms of forward rates is recast as a problem in path integration. The HJM-model is generalized to the case where all the forward rates are allowed to fluctuate independently. The resulting theory is shown to be a two-dimensional Gaussian quantum field theo…

1998-09-14abs ↗pdf ↗

In this paper we present a sequence of link invariants, defined from twisted Alexander polynomials, and discuss their effectiveness in distinguish knots. In particular, we recast and extend by geometric means a recent result of Silver and Williams on the nontriviality of twisted Alexander polynomials for nontrivial kno…

2006-06-23abs ↗pdf ↗

Alternative proof of coisotropic embedding theorem for pre-symplectic manifolds.

problem Proving the coisotropic embedding theorem for pre-symplectic manifolds.
method Recast geometric choice of connection as algebraic embedding into cotangent bundle, identify symplectic thickening as submanifold of Hamiltonian momenta conjugate to kernel directions.
result Alternative proof of the coisotropic embedding theorem.

Frobenius extensions play a central role in the link homology theories based upon the sl(n) link variants, and each of these Frobenius extensions may be recast geometrically via a category of marked cobordisms in the manner of Bar-Natan. Here we explore a large family of such marked cobordism categories that are releva…

2010-09-16abs ↗pdf ↗

Elie Cartan's general equivalence problem is recast in the language of Lie algebroids. The resulting formalism, being coordinate and model-free, allows for a full geometric interpretation of Cartan's method of equivalence via reduction and prolongation. We show how to construct certain normal forms (Cartan algebroids) …

2005-09-03abs ↗pdf ↗

We derive new inequalities between the boundary capacity of an asymptotically flat 3-manifold with nonnegative scalar curvature and boundary quantities that relate to quasi-local mass; one relates to Brown--York mass and the other is new. We argue by recasting the setup to the study of mean-convex fill-ins with nonnega…

2018-05-14abs ↗pdf ↗
Phynanceq-fin.MF

These are the lecture notes for an advanced Ph.D. level course I taught in Spring'02 at the C.N. Yang Institute for Theoretical Physics at Stony Brook. The course primarily focused on an introduction to stochastic calculus and derivative pricing with various stochastic computations recast in the language of path integr…

2014-05-07abs ↗pdf ↗

Optimal multiscale learning of linear operators

problem Statistical and computational limits of learning bounded linear operators between Sobolev spaces
method Reformulate as an infinite-dimensional matrix regression problem with heterogeneous multiscale structure
result Establish minimax rates and construct a finite-resolution blockwise least-squares estimator attaining these rates

Matching cells over time has long been the most difficult step in cell tracking. In this paper, we approach this problem by recasting it as a classification problem. We construct a feature set for each cell, and compute a feature difference vector between a cell in the current frame and a cell in a previous frame. Then…

2012-07-13abs ↗pdf ↗

In this we paper we recast the Cox--Ingersoll--Ross model of interest rates into the chaotic representation recently introduced by Hughston and Rafailidis. Beginning with the ``squared Gaussian representation'' of the CIR model, we find a simple expression for the fundamental random variable X. By use of techniques fro…

2003-07-14abs ↗pdf ↗

In dimension n=3n=3, there is a complete theory of weak solutions of Ricci flow - the singular Ricci flows introduced by Kleiner and Lott - which are unique across singularities, as was proved by Bamler and Kleiner. We show that uniqueness should not be expected to hold for Ricci flow weak solutions in dimensions $n\geq…

2019-09-17abs ↗pdf ↗

New method corrects selection bias in complex models.

problem Selection bias in statistical studies leading to systematic distortions.
method Amortized Bayesian inference with neural posterior estimation.
result Recover well-calibrated posterior distributions across diverse selection mechanisms.

New approach for adaptive conformal inference using Blackwell's theory.

problem Non-exchangeable environments in sequential conformal inference.
method Reinterpretation of ACI as a game, construction of coverage and efficiency objectives, approachability strategy.
result Algorithm achieves strong theoretical guarantees and practical insights.

We explore the robust replication of forward-start straddles given quoted (Call and Put options) market data. One approach to this problem classically follows semi-infinite linear programming arguments, and we propose a discretisation scheme to reduce its dimensionality and hence its complexity. Alternatively, one can …

2016-03-21abs ↗pdf ↗

Optimal tracking of nonholonomic systems using geometric methods.

problem Tracking a trajectory for nonholonomic mechanical systems.
method Geometric optimal control, Pontryagin Maximum Principle, variational approach.
result Optimal control solutions for nonholonomic systems validated by examples and simulations.

Mendes Lopes and Pardini showed that minimal general type surfaces of Albanese dimension one have slopes K2/χK^2/χ dense in the interval [2,8][2,8]. This result was completed to cover the admissible interval [2,9][2,9] by Roulleau and Urzua, who proved that surfaces with fundamental group equal to that of any curve of genus $g…

2017-06-07abs ↗pdf ↗

New particle algorithms optimize latent variable models.

problem Optimizing latent variable models for maximum likelihood estimation.
method Identify gradient flows associated with free energy functional and discretize them to create particle-based algorithms.
result Novel particle algorithms scale to high-dimensional settings and perform well in experiments.

Motivated by our attempt to recast Cartan's work on Lie pseudogroups in a more global and modern language, we are brought back to the question of understanding the linearization of multiplicative forms on groupoids and the corresponding integrability problem. From this point of view, the novelty of this paper is that w…

2012-10-08abs ↗pdf ↗

We present new algorithms for learning Bayesian networks from data with missing values using a data augmentation approach. An exact Bayesian network learning algorithm is obtained by recasting the problem into a standard Bayesian network learning problem without missing data. To the best of our knowledge, this is the f…

2016-08-27abs ↗pdf ↗

Develops harmonic metrics for Hull-Strominger system stability.

problem Existence of solutions to the Hull-Strominger system with balanced class.
method Uses non-Hermitian Yang-Mills connections and holomorphic Courant algebroids, introduces harmonic metrics.
result Expected existence of a numerical stability condition for generic families of solutions.

This paper addresses the problem of low-rank distance matrix completion. This problem amounts to recover the missing entries of a distance matrix when the dimension of the data embedding space is possibly unknown but small compared to the number of considered data points. The focus is on high-dimensional problems. We r…

2013-04-24abs ↗pdf ↗

We present effective numerical algorithms for locally recovering unknown governing differential equations from measurement data. We employ a set of standard basis functions, e.g., polynomials, to approximate the governing equation with high accuracy. Upon recasting the problem into a function approximation problem, we …

2018-09-24abs ↗pdf ↗

A quantum field theory for Spin(7)-instantons derived from moduli spaces.

problem Constructing a topological quantum field theory for Spin(7)-instantons.
method Using Mathai-Quillen formalism and AKSZ formalism, we derive the action and Batalin-Vilkovisky action.
result The Batalin-Vilkovisky action matches the Mathai-Quillen construction and provides a framework for classical observables.

Student performance prediction - where a machine forecasts the future performance of students as they interact with online coursework - is a challenging problem. Reliable early-stage predictions of a student's future performance could be critical to facilitate timely educational interventions during a course. However, …

2018-04-19abs ↗pdf ↗

This chapter deals with decentralized learning algorithms for in-network processing of graph-valued data. A generic learning problem is formulated and recast into a separable form, which is iteratively minimized using the alternating-direction method of multipliers (ADMM) so as to gain the desired degree of paralleliza…

2015-03-30abs ↗pdf ↗

We consider the classical problem of sequential resource allocation where a decision maker must repeatedly divide a budget between several resources, each with diminishing returns. This can be recast as a specific stochastic optimization problem where the objective is to maximize the cumulative reward, or equivalently …

2019-02-12abs ↗pdf ↗