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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.

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48 results for Relief family

Feature selection plays a critical role in biomedical data mining, driven by increasing feature dimensionality in target problems and growing interest in advanced but computationally expensive methodologies able to model complex associations. Specifically, there is a need for feature selection methods that are computat…

2017-11-22abs ↗pdf ↗

Basel III introduces new capital charges for CVA. These charges, and the Basel 2.5 default capital charge can be mitigated by CDS. Therefore, to price in the capital relief that CDS contracts provide, we introduce a CDS pricing model with three legs: premium; default protection; and capital relief. If markets are compl…

2012-11-23abs ↗pdf ↗

Estimates funding impact from an algorithmic relief rule, finding little effect on hospital activities.

problem Evaluating the impact of algorithmic policy decisions.
method Developed a treatment-effect estimator using algorithmic decisions as instruments.
result Funding from an algorithmic relief rule had little effect on COVID-19-related hospital activities.

RGRR allocates between QQQ and DIA based on relative states, improving Sharpe and CAGR.

problem Optimizing ETF allocation between QQQ and DIA for better risk-adjusted returns.
method Screened relative and macro states, globally screened interactions, fixed position mapping, walk-forward validation.
result RGRR improves Sharpe and CAGR compared to 100% QQQ and 50/50 QQQ-DIA allocations.

A scheme for UAVs to borrow spectrum from terrestrial networks for disaster relief.

problem Spectrum shortage in UAV networks for critical missions.
method Hierarchical spectrum sharing model with relaying UAVs and reinforcement learning.
result Autonomous spectrum management improves QoS and prolongs UAV lifetime.

Between 2003 and 2015 the prices of apartments in Hong Kong (adjusted for inflation) increased by a factor of 3.8. This is much higher than in the United States prior to the so-called subprime crisis of 2007. The analysis of this speculative episode confirms the mechanism and regularities already highlighted by the pre…

2016-08-13abs ↗pdf ↗

This paper proposes a continuous timing strategy for growth vs. defensive style allocation.

problem Dynamic allocation of growth and defensive ETF baskets using macro-market timing signals.
method Continuous smooth score combining multiple factors, mapped to G/D weights, smoothed with EWMA.
result Continuous style timing strategy outperforms static benchmarks in risk-adjusted returns.

We present our first efforts in building an automatic speech recognition system for Somali, an under-resourced language, using 1.57 hrs of annotated speech for acoustic model training. The system is part of an ongoing effort by the United Nations (UN) to implement keyword spotting systems supporting humanitarian relief…

2018-07-23abs ↗pdf ↗

Retirement gratuity is the money companies typically pay their employees at the end of their contracts or at the time of leaving the company. It is a defined benefit plan and is often given as an alternative to a pension plan. In Botswana, there is now a new pattern whereby companies give their employees the option to …

2019-04-16abs ↗pdf ↗

Paper presents a model for identifying informative COVID-19 tweets.

problem Identifying informative COVID-19 tweets on Twitter.
method Leveraged transformers (RoBERTa, XLNet, BERTweet) trained in Semi-Supervised Learning (SSL) setting.
result Achieved F1 score of 0.9011 on test set, ranking 7th on leaderboard.

Develops a two-layer model to design mortgage assistance products.

problem Designing effective mortgage assistance products to improve household resilience.
method Two-layer approach: simulation and optimization.
result Shows how the approach can design and evaluate mortgage assistance products.

New insights into how to inspect and learn from multi-stage processes and AI reasoning.

problem Understanding how to attribute outcomes to early stages in multi-stage operations and AI reasoning.
method Information-theoretic analysis and mathematical proofs of four key results.
result Uniform checkpoint spacing is minimax-optimal for inspection design under homogeneous signal attenuation.

Unified RMOT framework for non-modelable risk factors reduces audit bounds.

problem Infinite audit bounds for exotic derivatives pricing with sparse market data.
method Rough Martingale Optimal Transport (RMOT) with rough volatility regularization.
result Finite, explicit, and asymptotically tight extrapolation bounds for non-modelable risk factors.

Algorithmic insurance tackles financial risks from AI errors, proving CVaR-optimal thresholds reduce tail risk.

problem High-stakes AI errors lead to heterogeneous losses, challenging traditional insurance assumptions.
method Analyzed binary classification performance to tail risk exposure, using CVaR to quantify extreme losses.
result CVaR-optimal thresholds reduce tail risk up to 13-fold compared to accuracy maximization.

End-to-end deep learning detects emotions in real-life emergency calls.

problem Recognizing emotions in real-life emergency call center recordings.
method Used an end-to-end deep learning architecture trained on IEMOCAP and CEMO datasets.
result Obtained 45.6% Unweighted Accuracy Recall on CEMO with 4 classes, 76.9% on 2 classes (Anger, Neutral).

New metric mm-coherence measures gradient alignment during training, revealing surprising memorization patterns.

problem Measuring and understanding the alignment of per-example gradients during training.
method Introducing mm-coherence as a metric to study gradient alignment, showing its advantages over existing metrics.
result Training with random labels leads to high mm-coherence, indicating common patterns even when generalization is not possible.

Bayesian model uses mobile data to assess business resilience after hurricanes.

problem Evaluating economic impact of extreme shocks on businesses.
method Bayesian structural time series model with mobile phone data.
result Estimates business resilience after hurricanes, revealing key characteristics.

In the paper we formulate and derive the family blowup formula of family Seiberg-Witten invariants. The formula has been used in the enumerative application of counting singular curves on algebraic surfaces. We first give a topological derivation of the formula by using family index theorem. Then we define the algebrai…

2003-05-20abs ↗pdf ↗

Squared families are a new model class derived from linear transformations, offering convenient properties and universal approximation.

problem Developing a new class of probability models that are easier to handle and have useful properties.
method Introducing squared families as families of probability densities obtained by squaring a linear transformation of a statistic, and showing their properties and applications.
result Squared families have convenient properties and can approximate target densities well.

Smooth families of biholomorphisms between strongly pseudoconvex domains are shown to be smooth.

problem Smoothness of families of biholomorphisms between strongly pseudoconvex domains.
method Riemannian geometry of Bergman metrics and smoothness of families of isometries.
result Smoothness of families of biholomorphisms between strongly pseudoconvex domains.

Computes Seiberg-Witten invariants for Kähler families of 4-manifolds.

problem Computing invariants for families of Kähler 4-manifolds.
method Generalized Seiberg-Witten invariants for smooth families of 4-manifolds with Kähler structures.
result Computed invariants for specific Kähler families in terms of characteristic classes.

We investigate families of Legendrian submanifolds of 1-jet spaces by developing and applying a theory of families of generating family homologies. This theory allows us to detect an infinite family of loops of Legendrian n-spheres embedded in the standard contact (2n+1)-space (for n>1) that are contractible in the smo…

2013-11-03abs ↗pdf ↗

Study families of flat connections with nilpotent Higgs fields, showing similar monodromy to regular Higgs bundles.

problem Investigate Cimes\mathbb{C}^ imes-families of flat connections with nilpotent Higgs fields.
method Analyze families of flat connections including real twistor lines and conformal limits, deducing monodromy similarities.
result Traces of holonomies are asymptotically exponential in rational powers of the parameter of the family.

Tangential families are 1-parameter families of rays emanating tangentially from smooth curves. We classify tangential family germs up to Left-Right equivalence: we prove that there are two infinite series and four sporadic simple singularities of tangential family germs (in addition to two stable singularities). We gi…

2004-09-06abs ↗pdf ↗

We consider the local analytic behavior for a family of holomorphic differentials on a family of degenerating annuli. Three results and discussion are presented. The first is the normal families Lemma 1. The second is an isomorphism of sheaves, formula (3), giving a direct description of families of regular kk-differe…

2011-08-16abs ↗pdf ↗