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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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5111621 · May 202019922001200920172026
48 results for Raccoons vs Demons

Momentum is a widely used technique for gradient-based optimizers in deep learning. In this paper, we propose a decaying momentum (\textsc{Demon}) rule. We conduct the first large-scale empirical analysis of momentum decay methods for modern neural network optimization, in addition to the most popular learning rate dec…

2019-10-11abs ↗pdf ↗

This paper addresses two seemingly unrelated problems, (a) What is the entropy and energy accounting in the Maxwell Demon problem? and (b) How can the efficiency of markets be measured? Here we show, in a simple model for the Maxwell Demon, the entropy of the universe increases by an amount eta=0.839995520 in going fro…

2003-11-15abs ↗pdf ↗

The paper tackles three financial issues: time resolution, nonstationarity, and latent factors.

problem Three fundamental issues in financial data: time resolution, nonstationarity, and latent factors.
method A causal perspective to reexamine and solve these issues.
result Provides systematic solutions to financial data issues.

Agent-based market shows herding cycles with square-root price impact.

problem Understanding herding cycles in agent-based markets.
method Agent-based model with 20,000 retail traders interacting with a single institutional agent.
result Agent discovers multi-cycle predatory strategy with 8-11 complete cycles over 2000 trading days.

Two new metrics assess LLM faithfulness and entropy, improving model reliability.

problem Evaluating the accuracy of LLMs in generating coherent responses.
method Proposes SF and SEP metrics based on information theory and thermodynamics.
result High SF and SEP scores indicate more faithful LLM responses.

The abstract discusses financial irreversibility using quantum mechanics and projective geometry.

problem Financial irreversibility and its limitations in trading strategies.
method Projective geometry and Taylor expansion of directed distance in quantum systems.
result Fundamental asymmetry under state exchange is a key factor in financial irreversibility.

Improved Thompson Sampling outperforms existing Bayesian optimization methods.

problem Thompson Sampling's performance in Bayesian optimization is suboptimal compared to other methods.
method Developed Stagger Thompson Sampler (STS), which more precisely samples the optimal arm with less computation.
result STS outperforms TS, PSS, and other acquisition methods in various optimization tasks.

Automatic summarization of natural language is a current topic in computer science research and industry, studied for decades because of its usefulness across multiple domains. For example, summarization is necessary to create reviews such as this one. Research and applications have achieved some success in extractive …

2018-12-18abs ↗pdf ↗

Proposes SOVR loss to improve adversarial robustness by increasing logit margins.

problem Adversarial training's difficulty in robustness against sophisticated attacks.
method Introduces SOVR loss function that switches from cross-entropy to one-vs-the-rest loss for important samples.
result SOVR loss increases logit margins of important samples, improving robustness against Auto-Attack.

We present Vector-Space Markov Random Fields (VS-MRFs), a novel class of undirected graphical models where each variable can belong to an arbitrary vector space. VS-MRFs generalize a recent line of work on scalar-valued, uni-parameter exponential family and mixed graphical models, thereby greatly broadening the class o…

2015-05-19abs ↗pdf ↗

Training of one-vs.-rest SVMs can be parallelized over the number of classes in a straight forward way. Given enough computational resources, one-vs.-rest SVMs can thus be trained on data involving a large number of classes. The same cannot be stated, however, for the so-called all-in-one SVMs, which require solving a …

2016-11-25abs ↗pdf ↗

Many supervised learning tasks are emerged in dual forms, e.g., English-to-French translation vs. French-to-English translation, speech recognition vs. text to speech, and image classification vs. image generation. Two dual tasks have intrinsic connections with each other due to the probabilistic correlation between th…

2017-07-03abs ↗pdf ↗

The paper revisits discriminative vs. generative classifiers, showing naive Bayes requires fewer samples.

problem Comparing discriminative and generative classifiers in multiclass settings.
method Theoretical analysis and simulations of naive Bayes vs. logistic regression.
result Multiclass naive Bayes requires fewer samples to approach asymptotic error compared to logistic regression.

The study examines flat S1-bundles and their homology groups, focusing on analytic vs smooth conditions.

problem Analyzing the vanishing of the rational Euler class in real analytic flat S1-bundles.
method Using Thurston's theorem and Haefliger's classifying space, the study investigates the homology groups of Diff+δ⁺S1.
result If the rational Euler class vanishes for real analytic flat S1-bundles, it implies the presence of specific torsion classes in Diffω,δ⁺S1.

Improves uncertainty estimation and OOD detection in neural networks.

problem Accurate uncertainty estimation and OOD detection in neural networks.
method Investigates one-vs-all and distance-based logit representations for probabilities.
result One-vs-all formulations improve calibration without additional complexity.

Deep learning classifies autism vs controls with high accuracy using large fMRI dataset.

problem Classification difficulty of autism vs typically developing controls with fMRI data.
method Ensemble CNN model trained on 43,858 fMRI datapoints, employing class-balancing and visualization methods.
result Deep learning models achieve AUROCs of 0.6774, 0.7680, and 0.9222 for ASD vs TD, gender, and task vs rest classifications.

A common method of generalizing binary to multi-class classification is the error correcting code (ECC). ECCs may be optimized in a number of ways, for instance by making them orthogonal. Here we test two types of orthogonal ECCs on seven different datasets using three types of binary classifier and compare them with t…

2018-01-27abs ↗pdf ↗

Donor-aware scRNA-seq benchmarks improve classification accuracy in inflammatory bowel disease.

problem Influenza disease classification from scRNA-seq data is prone to donor-level confounding.
method Developed and evaluated three feature representations across two IBD cohorts.
result Compartment-stratified CLR composition and GatedStructuralCFN embeddings outperform linear models in classification accuracy.

No universal trading strategy exists due to mathematical impossibilities.

problem The impossibility of universally winning trading strategies in competitive markets.
method Three mathematical paradigms: measure-theoretic, No-Free-Lunch theorem, and adversarial Cantor diagonalization.
result No-arbitrage and free-lunch principles are mathematically precluded in competitive markets.

CoroNet detects COVID-19 from chest X-rays with high accuracy.

problem Detecting COVID-19 from chest X-rays using limited testing kits.
method Proposes CoroNet, a deep neural network based on Xception architecture trained on a combined dataset of COVID-19 and pneumonia X-rays.
result CoroNet achieved an overall accuracy of 89.6% and precision/recall rates of 93%/98.2% for 4-class cases (COVID vs Pneumonia bacterial vs pneumonia viral vs normal).

This paper analyzes data-driven Newsvendor problems and finds a wide range of possible regrets.

problem Guessing the number drawn from an unknown distribution with asymmetric costs.
method Unified analysis using the notion of clustered distributions and new lower bounds.
result The entire spectrum of achievable regrets from 1/n1/\sqrt{n} to 1/n1/n is possible.

We study submetries between Alexandrov spaces and show how some of the usual features of Riemannian submersions fail due to the lack of smoothness.

2009-09-25abs ↗pdf ↗

Paper tackles P vs NP problem in portfolio optimization with cardinality constraints and Black-Scholes derivatives.

problem Operationalizing the P vs NP problem in cardinality-constrained portfolio selection.
method Mixed-integer quadratic program with genetic algorithms, Monte Carlo sampling, and greedy screening.
result Cardinality constraint reshapes efficient frontier, highlighting trade-offs between stability and computational cost.

CLARITY compares dissimilar datasets, identifying structural and relationship inconsistencies.

problem Integrating qualitatively different datasets from various disciplines.
method Non-parametric approach decomposing similarities into structural and relationship components.
result Identifies and interprets inconsistencies between datasets.

This contribution discusses in what respect Econophysics may be able to contribute to the rebuilding of economics theory. It focuses on aggregation, individual vs collective learning and functional wisdom of the crowds.

2016-05-02abs ↗pdf ↗

New method fuses optical and SAR data to fill LAI gaps during cloudy periods.

problem Cloudy periods mask key crop growth stages, leading to unreliable yield predictions.
method Multi-Output Gaussian Process (MOGP) regression for fusing Sentinel-1 RVI and Sentinel-2 LAI time series.
result MOGP provides improved LAI estimations even during cloudy periods, especially for long gaps.

We extend multi-way, multivariate ANOVA-type analysis to cases where one covariate is the view, with features of each view coming from different, high-dimensional domains. The different views are assumed to be connected by having paired samples; this is a common setup in recent bioinformatics experiments, of which we a…

2009-12-16abs ↗pdf ↗