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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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0111 · May 202519922001200920172026
2 results for “SOCK”
Generating Financial Time Series by Matching Random Convolutional Featurescs.LG

Generative model uses random convolutional features to create financial time series.

problem Generating realistic financial time series with limited data and avoiding overfitting.
method Train generators by matching random convolutional features of real and generated time series, using SOCK (SOft Competing Kernels) feature map.
result Generators trained with random SOCK features outperform baselines across various financial datasets.
financial time seriesgenerative modelsrandom convolutional featuresSOCKSOft Competing Kernels
2026-06-03abs ↗pdf ↗
The Stochastic Occupation Kernel (SOCK) Method for Learning Stochastic Differential Equationsstat.ML

A new method estimates SDEs using occupation kernels.

problem Learning multivariate stochastic differential equations (SDEs).
method Two-step procedure: estimate drift, then diffusion. Occupation kernels used in RKHS.
result Validated on simulated and real-world data.
stochastic differential equationsoccupation kernelsreproducing kernel Hilbert spaceFenchel dualityAmyloid imaging
2025-05-16abs ↗pdf ↗