Research
On-device research index

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.

169,181 papers · 148 categories

Trend · papers per month

98196294392 · Jun 202019922001200920182026
48 results for Radix-2 case

This article examines five common misunderstandings about case-study research: (1) Theoretical knowledge is more valuable than practical knowledge; (2) One cannot generalize from a single case, therefore the single case study cannot contribute to scientific development; (3) The case study is most useful for generating …

2013-04-02abs ↗pdf ↗

Worst-Case Sensitivity measures model sensitivity to uncertainty set size.

problem Model sensitivity to uncertainty set size in Distributionally Robust Optimization.
method Introducing Worst-Case Sensitivity as a measure of model sensitivity, and deriving closed-form expressions for various uncertainty sets.
result DRO solutions can be sensitive to the family and size of the uncertainty set, and worst-case sensitivity reflects these properties.

Proposes a new framework for balancing average- and worst-case performance in machine learning.

problem Robustness issues in machine learning, especially in safety-critical domains.
method Probabilistic robustness framework that balances average- and worst-case performance.
result Effective algorithm balances average- and worst-case performance with lower computational cost.

Solves equality case in isoperimetric inequality for non-convex domains.

problem Equality case in relative isoperimetric inequality outside convex sets.
method Analyzes non-convex domains to settle the equality case.
result Solves the equality case for relative isoperimetric inequality outside arbitrary convex sets.

Paper improves worst-case regret bounds for RLSVI in reinforcement learning.

problem Minimizing regret in reinforcement learning with randomized value functions.
method Introduces a clipping variant of Thompson Sampling for RLSVI.
result Achieves a ildeO(H2SAT) ilde{\mathrm{O}}(H^2S\sqrt{AT}) worst-case regret bound.

GenAI improves actuarial practices through case studies.

problem Improving actuarial practices using AI.
method Four case studies using LLMs, Retrieval-Augmented Generation, and vision-enabled LLMs.
result GenAI enhances claim cost prediction, market comparisons, and car damage classification.

New algorithms reduce complexity for solving nonconvex optimization problems with stochastic objectives and constraints.

problem Solving nonconvex optimization problems with stochastic objectives and constraints.
method Single-loop quadratic penalty and augmented Lagrangian algorithms with variance reduction techniques.
result Achieved best-known complexity guarantees for solving nonconvex optimization problems with stochastic objectives and constraints.

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.

Optimizes bond portfolios to avoid worst-case losses.

problem Finding the worst-case value of a bond portfolio over a range of yield curves and spreads.
method Solves a convex-concave saddle point optimization problem to find the worst-case value and construct a robust portfolio.
result Constructs a bond portfolio that includes the worst-case value, ensuring robustness against market uncertainties.

Study evaluates and compares numerical differentiation methods on three case studies.

problem Evaluating and comparing numerical differentiation methods for efficiency.
method Forward, Backward, and Centered Finite-Difference methods applied at two levels of precision.
result Different methods perform differently across case studies, with varying levels of computational cost and accuracy.

Study extreme-case Value-at-Risk under IFR distributions, providing guidance for risk management.

problem Understanding extreme-case risk measures under distributional ambiguity and increasing failure rate.
method Characterized extreme-case range Value-at-Risk under mean and variance constraints with increasing failure rate.
result Characterized specific characteristics of extreme-case distributions under IFR constraints.

This study identifies sentence relationships in legal transcripts.

problem Improving understanding of legal case proceedings through sentence relationships.
method Combining machine learning and rule-based approach to classify sentence relationships.
result First study to use discourse relationships for legal court case transcripts.

New analysis shows halting time is predictable for large models, improving optimization efficiency.

problem Understanding the average-case complexity of optimization algorithms for large-scale models.
method Average-case analysis of first-order methods on random least squares and neural networks.
result Halting time is independent of input distribution, leading to tighter convergence rates.

We will compare three types of prices, namely, rational (hedging) prices, geometric (growth rate) prices, and martingale (measure) prices. We will show that rational prices in the complete market theory are sometimes contrary to common sense. In the continuous-time case, we insist that the market model should differ be…

2008-03-11abs ↗pdf ↗

Paper finds analytical solution for portfolio selection under worst-case model risk.

problem Portfolio optimization under model risk.
method Analytical solution for mean-variance portfolio selection in worst-case scenario.
result Analytical solution differs from previous numerical results, indicating model risk as estimation risk.

We prove a formula relating the analytic torsion and Reidemeister torsion on manifolds with boundary in the general case when the metric is not necessarily a product near the boundary. The product case has been established by W. Luck and S. M. Vishik. We find that the extra term that comes in here in the nonproduct cas…

1999-01-12abs ↗pdf ↗

Introduction. Case Based Reasoning (CBR) is an emerg- ing decision making paradigm in medical research where new cases are solved relying on previously solved similar cases. Usually, a database of solved cases is provided, and every case is described through a set of attributes (inputs) and a label (output). Extracting…

2013-03-07abs ↗pdf ↗

This paper calculates worst-case target semi-variances for uncertain losses.

problem Managing risk when loss distribution is uncertain and only partial information is known.
method Derives worst-case target semi-variances for symmetric or non-negative losses under uncertainty sets representing investor's undesirable scenarios.
result Closed-form expressions for worst-case target semi-variances are derived.

Study topological properties of integrable case on Lie algebra so(4).

problem Topological analysis of integrable case for Euler's equations on so(4).
method Construction of bifurcation diagrams, determination of critical points, description of Liouville tori bifurcations, computation of loop molecules.
result Some topological properties of Kovalevskaya case can be derived from the case on so(4).

Painlevé analysis identifies integrable cases of Ricci solitons over specific warped products and line bundles.

problem Finding integrable cases of Ricci solitons over warped products and line bundles.
method Painlevé analysis applied to cohomogeneity one steady Ricci soliton equations for two classes of solitons: warped products and complex line bundles over a Fano Kähler Einstein base.
result Integrable cases identified for specific dimensions and configurations of Ricci solitons.

We give an overview about finiteness properties of soluble S-arithmetic groups. Both, the number field case and the function field case are covered. The main result is: If B is a Borel subgroup in a Chevalley group and R is an S-arithmetic ring, then the group B(R) has finiteness length |S|-1 in the function field case…

2002-12-29abs ↗pdf ↗

Study pseudo-holomorphic disks in real analytic hypersurfaces using exterior differential systems.

problem Existence of pseudo-holomorphic disks in non-integrable real analytic hypersurfaces.
method Theory of exterior differential systems.
result Non-existence of certain equivalent structures in the non-integrable case.

The study proves convergence of conic 4-spheres' geometry to boundary cases.

problem Convergence of conic 4-spheres' geometry to boundary cases.
method Proved a convergence theorem on the moduli space of constant σ₂ metrics for conic 4-spheres.
result When a numerical condition converges to the boundary case, conic 4-spheres' geometry converges to the boundary case while preserving capacity.

In this paper, we attach an LL_\infty-algebra to any coisotropic submanifold in a Jacobi manifold. Our construction generalizes and unifies analogous constructions by Oh-Park (symplectic case), Cattaneo-Felder (Poisson case), Lê-Oh (locally conformal symplectic case). As a new special case, we attach an LL_\infty-alg…

2014-10-30abs ↗pdf ↗

New framework identifies worst-case shifts for predictive resource allocation models.

problem Identifying harmful shifts in predictive models for resource allocation.
method Hierarchical model structure and submodular optimization for worst-case loss.
result Empirical evidence shows divergent worst-case shifts identified by different metrics.

New algorithm tackles non-stationary combinatorial semi-bandit problems with optimal regret bounds.

problem Non-stationary combinatorial semi-bandit problems in switching and dynamic environments.
method Developed algorithms for both switching and dynamic cases, achieving nearly optimal regret bounds.
result Achieved nearly optimal regret bounds in both switching and dynamic cases.

New method uses unlabeled data to estimate intercept in case-control logistic regression.

problem Estimating intercept in case-control logistic regression.
method Construct likelihood function, use iterative algorithm to find maximum likelihood estimator.
result Proposed method identifies intercept and improves estimation efficiency.

Study approximates worst-case stock trading under uncertainty, quantifying sensitivity.

problem Maximizing worst-case cost of stock gains and losses under uncertainty.
method Approximates worst-case problem by baseline problem as uncertainty vanishes.
result Value of worst-case problem equals baseline value plus correction term.

We study many properties concerning weak Kählerianity on compact complex manifolds which admits a holomorphic submersion onto a Kähler or a balanced manifold. We get generalizations of some results of Harvey and Lawson (the Kähler case), Michelson (the balanced case), Popovici (the sG case) and others.

2014-10-09abs ↗pdf ↗