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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.

168,742 papers · 148 categories

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1122 · Jan 202019922001200920172026
5 results for U-curve

Paper introduces a new learning framework with U-curve properties for model selection.

problem Learning problems modeled by Hypothesis Space and Learning Space.
method Data-driven general learning algorithm for Model Selection on Learning Space.
result Conditions on Learning Space and loss function lead to U-curve estimated out-of-sample error surfaces.

We present a set of models relevant for predicting various aspects of intra-day trading volume for equities and showcase them as an ensemble that projects volume in unison. We introduce econometric methods for predicting total and remaining daily volume, intra-day volume profile (u-curve), close auction volume and spec…

2019-04-02abs ↗pdf ↗

Paper develops a consistent model selection framework for learning Hypotheses Space from data.

problem Avoiding overfitting in complex spaces with limited data.
method Develops a model selection framework based on Learning Spaces, selecting a Hypotheses Space from data.
result The method converges with probability one to a target Hypotheses Space, providing a consistent framework for model selection.

Deep networks generalize well even when they fit training data perfectly, thanks to overparametrization.

problem Understanding generalization in overparametrized deep networks.
method Random features regression, asymptotic analysis, ensemble averaging.
result Bias remains constant beyond the interpolation threshold, while variance components decay with overparametrization.