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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.

168,657 papers · 148 categories

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117233350466 · Jun 202019922001200920172026
48 results for Stable Probability Weighting

New methods for estimating causal effects with limited overlap, using Stable Probability Weighting.

problem Estimating causal effects with limited overlap in multivalued treatments.
method Stable Probability Weighting (SPW) and Finite-Sample Stable Probability Weighting (FPW) methods.
result SPW and FPW provide practical solutions for estimating and inferring causal effects with limited overlap.

The study examines stable regions in weighted manifolds with boundary properties.

problem Studying stable regions in weighted manifolds with boundary properties.
method Using deformations constructed from parallel vector fields tangent to the boundary, the study deduces rigidity properties for stable sets.
result The classification of stable sets in some Riemannian cylinders and uniqueness results for minimizers.

We prove by Hilbert-Mumford criterion that a slope stable polarized weighted pointed nodal curve is Chow asymptotic stable. This generalizes the result of Caporaso on stability of polarized nodal curves, and of Hasset on weighted pointed stable curves polarized by the weighted dualizing sheaves. It also solved a questi…

2011-08-08abs ↗pdf ↗

A new method normalizes flow mixtures for better inference across different data types.

problem Inference failure across diverse posterior geometries in normalizing flows.
method Introduces a two-stage framework with a stable global weighting mechanism based on sEMA.
result Achieves consistent NLL improvements and stable weight trajectories over baselines.

Generative Adversarial Networks (GANs) are powerful models for learning complex distributions. Stable training of GANs has been addressed in many recent works which explore different metrics between distributions. In this paper we introduce Fisher GAN which fits within the Integral Probability Metrics (IPM) framework f…

2017-05-26abs ↗pdf ↗

The moduli space Δg,wΔ_{g,w} of tropical ww-weighted stable curves of volume 11 is naturally identified with the dual complex of the divisor of singular curves in Hassett's spaces of ww-weighted stable curves. If at least two of the weights are 11, we prove that Δ0,wΔ_{0,w} is homotopic to a wedge sum of spheres, possi…

2017-08-18abs ↗pdf ↗

Study on stable minimal hypersurfaces under Ricci curvature constraints.

problem Stability of weighted minimal hypersurfaces under Ricci curvature bounds.
method Derive geometric consequences and prove a Schoen-Yau type criterion.
result Structure theorem for three-dimensional weighted manifolds of non-negative Ricci curvature.

The paper evaluates functions of stable Lévy processes and their extrema efficiently.

problem Efficiently evaluating functions of stable Lévy processes and their extrema.
method Integral representations, conformal acceleration technique, simplified trapezoid rule.
result Efficient numerical procedures for cumulative probability distribution functions (cpdfs) are developed.

Many complex ecosystems, such as those formed by multiple microbial taxa, involve intricate interactions amongst various sub-communities. The most basic relationships are frequently modeled as co-occurrence networks in which the nodes represent the various players in the community and the weighted edges encode levels o…

2016-05-16abs ↗pdf ↗

Stable unactivated neurons reduce expressiveness in ReLU networks.

problem Reducing expressiveness in ReLU neural networks due to stably unactivated neurons.
method Investigated the probability of neurons being stably unactivated in ReLU networks with symmetric weight and bias distributions.
result Proved the probability of a neuron being stably unactivated in the second hidden layer of a ReLU network.

We consider fully connected feed-forward deep neural networks (NNs) where weights and biases are independent and identically distributed as symmetric centered stable distributions. Then, we show that the infinite wide limit of the NN, under suitable scaling on the weights, is a stochastic process whose finite-dimension…

2020-03-01abs ↗pdf ↗

Study improves understanding of Ricci curvature in manifolds.

problem Understanding Ricci curvature in manifolds with specific assumptions.
method Exploring m-intermediate Ricci curvature and proving comparison theorems.
result Stable weighted slicing in manifolds with non-negative m-intermediate Ricci curvature has almost non-negative Ricci curvature.

In this paper we consider the problem of finding stable maxima of expensive (to evaluate) functions. We are motivated by the optimisation of physical and industrial processes where, for some input ranges, small and unavoidable variations in inputs lead to unacceptably large variation in outputs. Our approach uses multi…

2019-02-21abs ↗pdf ↗

Soft diamond regularizers improve deep learning performance and sparsity.

problem Improving deep learning performance and sparsity of trained weights.
method New soft diamond synaptic weight priors based on thick-tailed symmetric alpha stable probability curves.
result Soft diamond regularizers outperform state-of-the-art methods in deep learning tasks.

In this paper, we study geometric rigidity of Riemannian manifolds admitting stable solutions of certain elliptic problems (stability in a variational sense), that is, under suitable hypotheses, we are able to characterize the Riemannian manifold which admits a stable solution. Furthermore, under the non-negativity of …

2018-02-10abs ↗pdf ↗

Adaptive estimation of alpha-Stable distribution and Hurst exponent for nonstationary time series.

problem Nonstationary time series require adaptive models to avoid bias.
method Moving estimator with exponentially weakening weights of old values, optimized using EMA of absolute central moments.
result Continuous adaptive estimation of alpha-Stable distribution and Hurst exponent for market stability evaluation.

Algorithm identifies optimal stable matching in uncertain two-sided markets.

problem Sequential learning in two-sided markets with unknown preferences.
method Pure exploration approach with elimination-based algorithms exploiting partial preference information.
result Identification of pervasive stable matching for optimal stable matching identification.

A definition for elliptical tempered stable distribution, based on the characteristic function, have been explained which involve a unique spectral measure. This definition provides a framework for creating a connection between infinite divisible distribution, and particularly elliptical tempered stable distribution, w…

2014-08-14abs ↗pdf ↗

Deep neural networks with heavy-tailed weights converge to stable distributions.

problem Understanding the convergence of heavy-tailed weights in infinitely-wide neural networks.
method Analyzing infinitely-wide multi-layer perceptrons with i.i.d. symmetric αα-stable weight distributions.
result The vector of pre-activation values converges to i.i.d. symmetric αα-stable distributions.

This paper analyzes deep Stable neural networks, showing convergence rates under different growth settings.

problem Analyzing the behavior of deep Stable neural networks as width increases.
method Large-width asymptotic analysis and convergence rates for fully connected feed-forward deep Stable NNs.
result The rescaled deep Stable NN converges weakly to a Stable SP under joint growth, with sup-norm convergence rates established.

Let ΩΩ be an open half-space or slab in Rn+1\mathbb{R}^{n+1} endowed with a perturbation of the Gaussian measure of the form f(p):=exp(ω(p)cp2)f(p):=\exp(ω(p)-c|p|^2), where c>0c>0 and ωω is a smooth concave function depending only on the signed distance from the linear hyperplane parallel to Ω\partialΩ. In this work we follow a varia…

2014-03-18abs ↗pdf ↗

Econometric framework integrates heavy-tailed distributions with behavioral probability weighting for better asset pricing.

problem Underestimation of Value-at-Risk by traditional models in asset pricing.
method Developed an econometric framework combining heavy-tailed Student's tt distributions with behavioral probability weighting.
result Student's tt specifications outperform Gaussian models in 88.4% of cases, reducing underestimation of Value-at-Risk by 16.5 percentage points.

Maximizes probability of completing investment schedules with optimal portfolio weights.

problem Optimizing probability of completing investment schedules with optimal portfolio weights.
method Computing maximum probability and optimal portfolio weight functions for various rebalancing schedules.
result Noticeable improvements in probability to complete schedules with optimal portfolio weights.

Proves non-positivity of Hirzebruch form on stable weights and connects to flat logarithmic connections.

problem Non-positivity of Hirzebruch form on stable weights
method Kempf--Ness and frame-potential inequality
result Zero locus of Hirzebruch form on stable weights corresponds to flat logarithmic connections

Price fluctuations of commodities like cotton and wheat are thought to display probability distributions of returns that follow a Lévy stable distribution. Recent analysis of stocks and foreign exchange markets show that the probability distributions are not Lévy stable, a plausible result since commodity markets have …

2002-02-02abs ↗pdf ↗

New nonparametric estimators improve causal effect estimation.

problem Estimation of causal effects with selection bias.
method Undersmoothing of the highly adaptive lasso for estimating the weighting mechanism.
result Asymptotic efficiency and convergence to nonparametric efficiency bound.

Turaev's shadow can be seen locally as the Stein factorization of a stable map. In this paper, we define the notion of stable map complexity for a compact orientable 3-manifold bounded by (possibly empty) tori counting, with some weights, the minimal number of singular fibers of codimension 2 of stable maps into the re…

2014-03-03abs ↗pdf ↗

New concept of attitude towards probability introduced in risk sharing problems.

problem Risk sharing problems and attitudes towards probability.
method Generalized definition of probability premium, local approximation, rank-dependent utility model, dual theory.
result Attitude towards probability can be first-order or second-order, depending on the model.

Improved portfolio optimization method reduces risk and improves performance.

problem Minimizing risk in large portfolios with limited data.
method Combines Tikhonov regularization and direct shrinkage of portfolio weights.
result Significantly reduces out-of-sample variance and Sharpe ratio compared to existing methods.

Develops RES metrics for stable rare-event forecasting evaluation.

problem Challenges in evaluating forecasts of rare events.
method Rare-event-stable (RES) metrics designed to maintain stable thresholds under extreme rarity.
result RES metrics maintain stable thresholds, consistent model rankings, and near-complete prevalence invariance.

Study shows instability of Kähler Ricci solitons and stability of orbifold singularities.

problem Linear stability and instability of Kähler Ricci solitons.
method Extending the approach of \cite{chi04} and \cite{hm11}, via recent work \cite{cm21} on gradient shrinking Ricci solitons.
result Linear instability of the BCCD shrinking soliton and stability of orbifold singularities of Kähler solitons.

The paper integrates behavioral distortions into portfolio optimization using implied probability weighting functions.

problem Behavioral distortions in probability weighting affect portfolio optimization under different return distributions.
method Developed a unified framework to extract probability weighting functions from optimal portfolios modeled under Gaussian and NIG distributions.
result Increasing tail fatness amplifies behavioral distortions, and shifts in risk-free rates alter the curvature of these distortions.

Dynamic Vocabulary Pruning stabilizes LLM training by removing low-probability tokens.

problem Training Large Language Models (LLMs) with Reinforcement Learning (RL) causes numerical divergence between inference and training.
method Dynamic Vocabulary Pruning (DVP) constrains the RL objective to a safe vocabulary that excludes low-probability tokens.
result DVP stabilizes training by reducing systematic bias introduced by the extreme tail of the token distribution.

The paper proposes a new method for covariate balancing using IPM to improve causal inference.

problem Covariate imbalance in causal inference weighting methods, especially when models are not correctly specified.
method The integral probability metric (IPM) is used to determine optimal weights for treated and control groups.
result The proposed method can be consistent without specifying either the propensity score or outcome regression model.

We consider returns of two Korean stock market indices, KOSPI and KOSDAQ index. Central parts of the probability distribution function of returns are well fitted by the Lorentzian distribution function. However, tail parts of the probability distribution function follow a power law behavior well. We found that the prob…

2004-07-16abs ↗pdf ↗

Motivated by applications to insurance mathematics, we prove some heavy-traffic limit theorems for processes which encompass the fractionally differentiated random walk as well as some FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution.

2011-02-19abs ↗pdf ↗