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.

168,695 papers · 148 categories

Trend · papers per month

63126188251 · Jun 202019922001200920172026
48 results for Residual Variables

Researchers identify critical protein residues using advanced graph theory.

problem Identifying essential residues in proteins for function.
method Learning Random Geometric Graphs (RGG) with Cramer's V correlation and organic thresholding.
result Advanced RGG methods accurately identify critical residues compared to existing techniques.

Study tests how U.S. equity prices align with global asset frequencies using financial variables.

problem Testing whether U.S. equity prices align with global asset frequencies using financial variables.
method Examines SPX and RUT gaps, uses OIS-based funding, volatility, trading-friction, financial-condition variables, and residual information.
result Gains in fit survive broad-dollar neutralization, alternative blocks, PCA, residualization, and nested horizon selection, supporting reduced-form P-Q alignment.

Researchers relax the CVF's smoothness requirement to create more flexible flow models.

problem Challenges in constructing flexible density models due to the CVF's smoothness requirement.
method Introduce L\mathcal{L}-diffeomorphisms as generalized transformations that may violate smoothness on zero Lebesgue-measure sets.
result The relaxation allows for the use of non-smooth activation functions like ReLU in residual flows.

DIET tests conditional independence using marginal dependence measures of residual information.

problem Computational intractability of conditional randomization tests (CRTs).
method DIET avoids fitting large models by leveraging marginal independence statistics of information residuals.
result DIET achieves higher power than other tractable CRTs on synthetic and real benchmarks.

Using the notion of equivariant Kirwan map, as defined by Goldin, we prove that -- in the case of Hamiltonian torus actions with isolated fixed points -- Tolman and Weitsman's description of the kernel of the Kirwan map can be deduced directly from the residue theorem of Jeffrey and Kirwan. A characterization of the ke…

2002-11-06abs ↗pdf ↗

The aim of this article is to generalize in several variables some formulae for Eisenstein series in one variable. For example the formula 2ζ(2k)=(2π)2kB2k(2k)!=Resz=0(1z2k(1ez))2ζ(2k) = (2π)^{2k} \frac{B_{2k}}{(2k)!} = Res_{z=0}(\frac{1}{z^{2k}(1-e^z)}) for the values of zeta functions at even integers in functions of Bernoulli numbers. A. Szenes proved …

1999-03-30abs ↗pdf ↗

SMART-FAN-Lasso fine-tunes neural networks for high-dimensional nonparametric regression.

problem Fine-tuning neural networks for high-dimensional nonparametric regression with variable selection.
method Source-model-augmented residual tuning (SMART) framework for neural Lasso.
result SMART-FAN-Lasso achieves statistical acceleration over single-task learning under precise conditions.

CRC improves multivariate forecasting accuracy without risking performance degradation.

problem Systematic errors and lack of guarantees in multivariate forecasters.
method CRC uses a causality-inspired encoder and hybrid corrector with a safety mechanism.
result CRC consistently improves accuracy and ensures high non-degradation rates.

A new principle minimizes residual and introduces momentum to improve PDE solution dynamics.

problem Ill-conditioning in Dirac-Frenkel residual minimization leads to non-unique parameter dynamics.
method Introduces a history variable (momentum) to select better-conditioned parameter velocities, preserving residual minimization while promoting smooth parameter evolutions.
result The approach leads to increased robustness in singular and near-singular PDE solution regimes.

The paper studies residues of manifolds and their applications in geometry.

problem Understanding the residues of manifolds and their geometric implications.
method Analytic continuation and Möbius invariance of residues, introduction of relative and weighted residues.
result Scalar curvature, mean curvature, and Euler characteristic can be expressed in terms of residues.

REMAL: Residual Equilibrium Manifold Active Learning for Surrogate-Based Multidisciplinary Design Analysis

problem Multidisciplinary design analysis of coupled engineering systems requires solving equilibrium states where all disciplinary coupling variables are consistent.
method Residual manifold surrogate modeling framework for coupled systems.
result REMAL learns a surrogate model of the joint residual manifold via multitask Gaussian process models.

The paper explores how agents can generalize to new environments with unseen variables.

problem Generalizing to new environments with unseen variables.
method Investigates and proposes a method for efficient re-use of past marginal information to achieve out-of-variable generalization.
result The residual distribution after fitting a classifier reveals partial derivatives of the true generating function with respect to unobserved causal parents.

New robust estimator improves variable selection and coefficient estimation in linear regression with heavy-tailed errors and outliers.

problem Heavy-tailed errors and anomalous predictors in high-dimensional regression.
method Adaptive PENSE estimator for robust variable selection and estimation.
result Adaptive PENSE estimator provides reliable results even under very heavy-tailed errors and aberrant predictors.

Causality-aware methods outperform linear residualization in confounding adjustment for anticausal prediction.

problem Adjusting for confounding in anticausal prediction tasks.
method Causality-aware counterfactual confounding adjustment.
result Causality-aware methods asymptotically outperform linear residualization in predictive performance.

We introduce the beta function of a knot in euclidean three-space. This is a meromorphic function of a complex variable which we prove admits a Bernstein type functional equation. We determine the first residues.

1997-10-10abs ↗pdf ↗

Consider the space RΔR_Δ of rational functions of several variables with poles on a fixed arrangement ΔΔ of hyperplanes. We obtain a decomposition of RΔR_Δ as a module over the ring of differential operators with constant coefficients. We generalize to the space RΔR_Δ the notions of principal part and of residue, and …

1999-03-30abs ↗pdf ↗

New method predicts heat load in thermal grids using latent variables.

problem Predicting heat load in district energy systems.
method Combines nominal model for outdoor temperature with latent variable model for residual heat load.
result Proposed method achieves better prediction accuracy than artificial neural networks.

The paper analyzes worst-case distortion risk metrics and weighted entropy under partial information.

problem Analyzing worst-case distortion risk metrics and weighted entropy with limited information.
method General distributions, partial information (mean and variance), various entropies and risk measures.
result Provides worst-case results for distortion risk metrics and weighted entropy.

This paper improves bond market making by adjusting hit-ratios for client flow quality.

problem Economic misleading of raw hit-ratios in corporate bond market making.
method Stochastic-control framework with residual-quality-adjusted hit-ratio.
result Optimal quotes decompose into various components, improving service/economics frontier.

Hybrid method improves SABR implied volatility approximation.

problem Improving SABR implied volatility approximation.
method Combining analytical structure with machine learning, using geometric features and residual correction.
result Hybrid model improves accuracy and robustness compared to analytical and neural-network approaches.

We study the problem of variable selection in convex nonparametric regression. Under the assumption that the true regression function is convex and sparse, we develop a screening procedure to select a subset of variables that contains the relevant variables. Our approach is a two-stage quadratic programming method that…

2014-11-07abs ↗pdf ↗

Sources of variability in experimentally derived data include measurement error in addition to the physical phenomena of interest. This measurement error is a combination of systematic components, originating from the measuring instrument, and random measurement errors. Several novel biological technologies, such as ma…

2016-10-13abs ↗pdf ↗

In dealing with high-dimensional data sets, factor models are often useful for dimension reduction. The estimation of factor models has been actively studied in various fields. In the first part of this paper, we present a new approach to estimate high-dimensional factor models, using the empirical spectral density of …

2016-11-17abs ↗pdf ↗

Alternative to likelihood-based LSNM model selection, residual independence testing is more robust to noise misspecification.

problem Cause-effect inference in location-scale noise models with misspecified noise distributions.
method Residual independence testing as an alternative to likelihood-based model selection.
result Residual independence testing is more robust to noise misspecification.

Dual Variable Learning Rates improve neural network training efficiency.

problem Training neural networks efficiently and effectively.
method DVLR uses different learning rates for correct and incorrect responses, and adjusts rates based on network performance.
result DVLR consistently improves neural network accuracy across different types and domains.

SAR evaluates ML-based linear regression models for statistical significance.

problem Lack of formal statistical significance in ML-based regression models.
method Statistical Agnostic Regression (SAR) using concentration inequalities and worst-case scenario analysis.
result SAR provides a threshold for statistical significance without assuming underlying assumptions.