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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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2515017521,002 · Jun 202019922001200920172026
48 results for Rainbow Neural Networks

Deep reinforcement learning (DeepRL) agents surpass human-level performance in many tasks. However, the direct mapping from states to actions makes it hard to interpret the rationale behind the decision-making of the agents. In contrast to previous a-posteriori methods for visualizing DeepRL policies, in this work, we …

2018-12-29abs ↗pdf ↗

Pricing and hedging rainbow options using Bayesian MS-VAR process.

problem Pricing and hedging rainbow options under varying economic conditions.
method Bayesian Markov-Switching Vector Autoregressive (MS-VAR) process to model regime-switching economic variables.
result Model provides a simpler and more economic variable-dependent approach for rainbow options pricing and hedging.

New procedures connect braid charts, triplane diagrams, and braid movies for knotted surfaces.

problem Understanding the braid index and bridge index of knotted surfaces in 4D.
method Introducing rainbow diagrams and new procedures for passing among triplane diagrams, braid movies, and braid charts.
result Inequalities relating braid index and bridge index of 2-knots are obtained.

Paper extends Enami-Ozeki-Yamaguchi's work on planar quadrangulations.

problem Finding the maximum number of colors for proper anti-rainbow colorings on planar quadrangulations.
method Introducing half-monochromatic colorings for plane graphs with even polygonal faces and providing an upper bound in terms of the independence number.
result An upper bound on the maximum number of colors for half-monochromatic colorings is given in terms of the independence number.

Study evaluates Deep PDE solvers for high-dimensional option pricing, identifying key sources of error.

problem Empirical study on error analysis of Deep PDE solvers for high-dimensional option pricing.
method Comparative experiments with Deep BSDE method and other solvers, identifying three main sources of error.
result Deep BSDE method is superior and robust to option specifications, improving with larger batch sizes and fewer time steps.

Reinforcement learning (RL) typically defines a discount factor as part of the Markov Decision Process. The discount factor values future rewards by an exponential scheme that leads to theoretical convergence guarantees of the Bellman equation. However, evidence from psychology, economics and neuroscience suggests that…

2019-02-19abs ↗pdf ↗

SUNRISE improves off-policy RL algorithms by integrating ensemble methods.

problem Stability and exploration issues in off-policy RL algorithms.
method SUNRISE combines ensemble-based weighted Bellman backups and upper-confidence bounds for efficient exploration.
result SUNRISE improves the performance of off-policy RL algorithms across various domains.

A new method optimizes Fourier pricing for multi-asset options using adaptive quadrature.

problem Efficiently pricing multi-asset options in Lévy models.
method Optimized damping parameters and hierarchical adaptive quadrature.
result Significant speed-up in computational time for up to six dimensions.

Graphs of neural networks are represented to preserve symmetry, improving performance across various tasks.

problem Lack of equivariance in neural network representations of other neural networks.
method Represent neural networks as computational graphs and use graph neural networks to preserve permutation symmetry.
result Single model encodes diverse neural architectures, outperforming state-of-the-art methods.

Neural networks can approximate functions uniformly across various measures.

problem Universal approximation of functions across different probability measures.
method Proving neural networks are dense in Orlicz spaces, extending classical theorems.
result Neural networks uniformly approximate functions for weakly compact families of measures.

Optimal rates for shallow ReLU networks in nonparametric regression.

problem Approximating smooth and non-smooth functions with shallow ReLU networks.
method Analysis of shallow ReLUk^k neural networks, using variation norms and deep learning theory.
result Optimal approximation rates for shallow ReLU networks in nonparametric regression.

Novel framework explains generalization in deep neural networks.

problem Understanding and improving generalization in deep neural networks.
method Topological Quantum Neural Networks as the semi-classical limit of Deep Neural Networks.
result Demonstrates that the perceptron, viewed as the semi-classical limit, achieves similar results to standard neural networks without training.

Investigates how neural network graph structure impacts predictive performance.

problem Lack of understanding between neural network graph structure and predictive performance.
method Developed relational graph representation to analyze neural networks, identifying a 'sweet spot' for improved performance.
result Identified a 'sweet spot' in relational graph structure that significantly improves neural network predictive performance.

Equivariant neural networks use symmetry to interpret complex data.

problem Interpreting and understanding the behavior of equivariant neural networks.
method Decompose layers into simple representations and analyze nonlinear activation functions.
result Equivariant neural networks can be interpreted using a filtration generalizing Fourier series.

Two new criteria help understand the advantage of deep neural networks.

problem Understanding the advantage of deepening neural networks.
method Proposed two new criteria to evaluate the expressivity of functions computable by deep neural networks.
result Increasing layers is more effective than increasing units in improving the expressivity of deep neural networks.

Paper benchmarks quantum neural networks against classical ones for binary classification tasks.

problem Comparing quantum neural networks with classical ones for binary classification.
method Evaluated with two toy examples, focusing on model complexity and training data size.
result EQNN and QNN outperform ENN and DNN for smaller parameter sets and training data samples.

New proof shows neural networks can represent all multivariate functions.

problem Representing all multivariate functions with neural networks.
method Proved that three-layer neural networks can represent both continuous and discontinuous functions.
result Three-layer neural networks can represent all multivariate functions, including discontinuous ones.

New learning rules for wide neural networks without backpropagation.

problem Training wide neural networks efficiently and without backpropagation.
method Input-weight alignment driven by gradient descent in the NTK regime.
result Biologically-motivated learning rules equivalent to backpropagation in wide networks.

Neural networks improve nonparametric regression with measurement errors.

problem Nonparametric regression with measurement errors.
method Proposes a neural network design using FNN, normalizing flow, and inference network.
result Neural network approach is more flexible and superior or comparable to classical methods.

Graph Metanetworks process diverse neural architectures efficiently.

problem Processing diverse neural architectures efficiently.
method Builds metanetworks using graph neural networks to process graphs representing input neural networks.
result Proves GMNs are expressive and equivariant to parameter permutation symmetries.

A powerful network teaches a weak one, improving its performance.

problem Improving the performance of a weak neural network using a more powerful one.
method During training, a weak network learns features from a strong network to minimize feature distance.
result A weak neural network can increase its performance by learning from a more powerful network.

Affine spiking neural networks learn efficiently and generalize well.

problem Learning with spiking neural networks, especially with positive weights.
method Affine encoders and decoders, continuous parameter dependence, gradient-based training.
result Affine spiking neural networks can approximate shallow ReLU networks and generalize well.

Research on neural networks has gained significant momentum over the past few years. Because training is a resource-intensive process and training data cannot always be made available to everyone, there has been a trend to reuse pre-trained neural networks. As such, neural networks themselves have become research data.…

2019-07-26abs ↗pdf ↗

Adapting robust statistics to neural networks, researchers found neural networks can be more robust with certain loss functions.

problem The robustness of neural networks in complex learning tasks.
method Adapting the regression breakdown point from robust statistics to neural networks and comparing different configurations and contamination settings.
result Neural networks can benefit from robust loss functions, as demonstrated in extensive simulations.

Paper introduces a noise-robust classification method using hypergraph neural networks.

problem Noisy label learning problem in image datasets.
method PCA for dimensionality reduction, then applies graph-based semi-supervised learning methods including hypergraph neural network.
result Our proposed hypergraph neural network achieves the best performance when noise level increases.

Paper introduces new neural network models and theories.

problem Understanding neural networks beyond over-parameterized regime.
method Develops two exact models and a novel representor theory.
result Provides insights into neural network training and kernel evolution.

Neural Ordinary Differential Equation (Neural ODE) has been proposed as a continuous approximation to the ResNet architecture. Some commonly used regularization mechanisms in discrete neural networks (e.g. dropout, Gaussian noise) are missing in current Neural ODE networks. In this paper, we propose a new continuous ne…

2019-06-05abs ↗pdf ↗