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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.

169,341 papers · 148 categories

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109218326435 · Jun 202019922001200920182026
48 results for Scaling Factor

NetSMF efficiently embeds large networks by sparse matrix factorization.

problem Learning latent representations for large-scale networks efficiently.
method NetSMF leverages spectral sparsification to efficiently sparsify and factorize a dense matrix.
result NetSMF achieves high efficiency and effectiveness on large-scale networks.

CMTRF improves recommendation accuracy by transforming rating scales.

problem Non-linear transformation of rating scales disrupts low-rank structure in rating matrices.
method CMTRF performs regression up to unknown monotonic transforms over user segments, coupled with matrix factorization.
result CMTRF outperforms other baselines in synthetic and real-world datasets.

Unintended effects from scaling neural network outputs with adaptive learning rates.

problem Adaptive learning rate optimization's behavior is altered by output scaling, leading to misinterpretation.
method Presented a modified optimization algorithm to mitigate unintended effects.
result Adaptive learning rate's effectiveness is significantly impacted by output scaling, especially for small scaling factors.

Study reveals how correlation matrix eigenvalues change with time scale in U.S. stocks.

problem Understanding how correlation structure of securities changes with time scale.
method Aggregated one-minute returns of 533 U.S. stocks at different time scales, estimated correlation matrix, lead-lag factor model.
result Emergence of several dominant eigenvalues as time scale increases.

The scaling properties of the time series of asset prices and trading volumes of stock markets are analysed. It is shown that similarly to the asset prices, the trading volume data obey multi-scaling length-distribution of low-variability periods. In the case of asset prices, such scaling behaviour can be used for risk…

2005-01-13abs ↗pdf ↗

Scaling ResNets requires careful consideration of the layer depth and output scaling factors.

problem Avoiding vanishing or exploding gradients in deep ResNets as depth increases.
method Probabilistic analysis and continuous-time limit interpretation of ResNets.
result The optimal scaling factor is αL=1Lα_L = \frac{1}{\sqrt{L}} for standard i.i.d. initializations.

FaStR improves scalability for time-aware RS with varying coefficients.

problem Limited applicability of structured regression models to large-scale data with categorical effects and many interactions.
method Combines structured additive regression and factorization approaches in a neural network-based model implementation.
result FaStR scales better and performs competitively with other time-aware RS in prediction performance.

A new method for efficient causal structure learning at scale.

problem Causal structure learning is computationally challenging at scale.
method Relaxed sparsest-permutation formulation with support-level relaxation and masked zero-fill incomplete Cholesky factorization.
result The method enables scalable comparison of candidate orderings and matches the accuracy of slower baselines.

Improves Gaussian process factor models for multi-population recordings.

problem Cubic runtime scaling with trial length and group number limits application to large-scale recordings.
method Two approximate approaches: inducing variables and frequency domain.
result Achieved orders of magnitude speed-up with minimal statistical performance impact.

Proposes a new multi-scale architecture for generative flows to improve log-likelihood and sampling quality.

problem Challenges of high-dimensional latent space in flow models.
method Data-dependent dimension factorization based on likelihood contribution heuristic.
result Improvements in log-likelihood score and sampling quality on image benchmarks.

Unified framework for fast large-scale portfolio optimization.

problem Efficient portfolio optimization for large-scale financial data.
method Incorporates shrinkage and regularization techniques, addressing multiple objectives.
result AP-Trees and PCA-based factor models consistently outperform other approaches in out-of-sample portfolio performance.

Kernel clustering algorithm improved for large datasets using incomplete Cholesky factorization.

problem Large memory usage in kernel-based clustering for large-scale datasets.
method Approximate the kernel matrix using incomplete Cholesky factorization and apply linear kk-means clustering.
result The proposed method achieves similar performance to kernel kk-means clustering but handles large-scale datasets efficiently.

SOFAR learns large-scale association networks efficiently.

problem Efficiently understanding large-scale response-predictor association networks.
method Sparse Orthogonal Factor Regression (SOFAR) via sparse singular value decomposition with orthogonality constraints.
result SOFAR achieves statistical efficiency and scientific insights.

Paper combines scalable BMF algorithms for web-scale datasets.

problem High computational cost of Bayesian Matrix Factorization.
method Combines Posterior Propagation and asynchronous distributed implementation.
result Substantial improvements in scalability on web-scale datasets.

Efficient CVI for NGFA improves GFA inference for large-scale data.

problem Inference limitations in GFA models for large-scale data.
method Collapsed variational inference for nonparametric Bayesian GFA.
result CVI algorithm effectively approximates NGFA posterior in collapsed space.

Boolean matrix factorization and Boolean matrix completion from noisy observations are desirable unsupervised data-analysis methods due to their interpretability, but hard to perform due to their NP-hardness. We treat these problems as maximum a posteriori inference problems in a graphical model and present a message p…

2015-09-28abs ↗pdf ↗

The paper proposes a new SDF scaled by time-varying volatility from S&P 500 options.

problem Estimating the SDF from option prices and predicting the equity premium.
method Utilizes S&P 500 options data to recover a stable, non-monotonic SDF.
result The SDF exhibits a hump on the put side, which transitions into a W-shape with maturity.

Discrete version of Liouville's theorem for simplicial complexes.

problem Finding equivalent simplicial complexes under discrete conformal equivalence.
method Proving an analogous statement for simplicial complexes, considering combinatorial equivalence and scale factors associated with vertices.
result All discretely conformally equivalent simplicial complexes are combinatorially equivalent.

The paper proves that certain FLRW spacetimes cannot be extended past the big bang.

problem The singularity structure of FLRW spacetimes without particle horizons at the C0C^0-level.
method Analyzing the singularity structure of FLRW spacetimes with constant spatial curvature.
result A geometric obstruction prevents continuous spacetime extensions for a wide range of scale factors in the case of K=1K=-1.

Study uses CNNs to upscale wind speed data from 100 km to 3 km, improving subgrid-scale variability.

problem Recovering fine-scale wind speed information from coarse data.
method Convolutional neural networks (CNNs) with different input configurations (coarse wind speed, fine-scale topography, diurnal cycle) were tested.
result CNN models with coarse wind and fine topography inputs perform best in generalizing to unseen regions.

Wavelet-based fANOVA method improves factor analysis.

problem Efficiently analyzing functional data with multiple factors.
method Bayesian hierarchical model with spike-and-slab mixture and NIG conjugate setup, combined with Markov grove graphical model.
result Method outperforms existing wavelet-domain fANOVA methods in various settings.

Study shows typical scales for manifolds with lower Ricci bounds.

problem Understanding typical scales in manifolds with lower Ricci curvature bounds.
method Analysis of collapsing sequences of Riemannian manifolds with uniform lower Ricci curvature bounds.
result Rescaled manifolds subconverge to a product of a Euclidean and a compact space.

Bayesian Temporal Factorization predicts multidimensional time series with missing data.

problem Predicting large-scale, multidimensional spatiotemporal data with missing values.
method Integrates low-rank matrix/tensor factorization and VAR process into a probabilistic model.
result Superior performance on real-world spatiotemporal data sets compared to existing methods.

Proposes a scalable algorithm for large-scale probabilistic tensor analysis.

problem Leveraging time constraints to capture evolving tensor data.
method Introduces a new tensor data split strategy and an efficient algorithm for stochastic Alternating Direction Method of Multipliers.
result Demonstrates that P2^2T2^2F is a highly effective and efficiently scalable algorithm.

In addressing the question of the time scales characteristic for the market formation, we analyze high frequency tick-by-tick data from the NYSE and from the German market. By using returns on various time scales ranging from seconds or minutes up to two days, we compare magnitude of the largest eigenvalue of the corre…

2003-11-05abs ↗pdf ↗

This paper improves linear system solving by optimizing matrix diagonal scaling.

problem Improving the condition number of a matrix for faster iterative methods.
method Left or right diagonal rescaling of the matrix A, with new bounds and algorithms.
result Jacobi preconditioning reduces A's condition number to within a quadratic factor of the best possible scaling.

Sparse coding--that is, modelling data vectors as sparse linear combinations of basis elements--is widely used in machine learning, neuroscience, signal processing, and statistics. This paper focuses on the large-scale matrix factorization problem that consists of learning the basis set, adapting it to specific data. V…

2009-08-01abs ↗pdf ↗

New method infers causal factors from large-scale data without full graph reconstruction.

problem Inferring causal variables from large-scale systems without full causal graph reconstruction.
method Supervised learning on simulated data using a neural network and subsampled-ensemble inference.
result Efficiently identifies causal relationships in large-scale gene regulatory networks.

A new factor analysis method using ICA reduces portfolio concentration and diversifies excess kurtosis.

problem Standard factor analysis suffers from issues with pairwise correlations of asset returns.
method Identifies factors based on non-Gaussianity instead of variance, using ICA.
result Fat-tailed portfolios significantly reduce portfolio concentration and winner-takes-all problem.