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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.

169,051 papers · 148 categories

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3957911,1861,581 · Jun 202019922001200920182026
48 results for Weighted Model Integration

Enhanced visual feature attribution via adaptive baseline weighting.

problem IG's sensitivity to baseline images leads to noisy or unstable explanations.
method Weighted Integrated Gradients (WG) evaluates and weights baselines for improved reliability.
result WG improves over Expected Gradients (EG) by up to 36% across various models.

This research integrates attention into XAI frameworks for better model explanations.

problem Improving the interpretability of transformer models.
method Developed two novel explanation methods: Shapley value decomposition and token-level directional derivatives.
result Attention weights can be meaningfully incorporated into XAI frameworks, enhancing transformer explainability.

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.

Study geometric and topological properties of Finsler manifolds with weighted Ricci curvature bounds.

problem Geometric and topological properties of Finsler metric measure manifolds with integral weighted Ricci curvature bounds.
method Establish Laplacian comparison theorem, volume comparison theorems, volume growth estimate, Gromov pre-compactness, local Dirichlet isoperimetric constant estimate.
result First Dirichlet eigenvalue estimate and gradient estimate for harmonic functions.

Sharp upper bounds derived for Alexandrov-Fenchel deficit using weighted Minkowski integral formulas.

problem Deriving upper bounds for the Alexandrov-Fenchel deficit.
method Using weighted Minkowski integral formulas and an integral formula for the deficit in Jensen's inequality.
result Quantitative estimates under weaker convexity assumptions, including a distance term.

Study extends compactness theorems to weighted manifolds with integral curvature bounds.

problem Estimating diameter of weighted manifolds under curvature constraints.
method Extended Sprouse's compactness theorems to weighted manifolds with integral curvature bounds. Used ε-range to handle specific cases. Extended segment inequality to weighted manifolds.
result Proved theorems for weighted manifolds with effective dimension ≤ 1 and ≥ dimension.

Algorithm selects variables and bandwidths for geographically weighted regression.

problem Estimating variable subsets and bandwidths for geographically weighted regression.
method Mathematical programming-based approach integrating variable selection and bandwidth estimation.
result Proposed algorithm provides stable spatially varying patterns with competitive explanatory power.

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.

We prove that square integrable holomorphic functions (with respect to a plurisubharmonic weight) can be extended in a square integrable manner from certain singular hypersurfaces (which include uniformly flat, normal crossing divisors) to entire functions in affine space. This provides evidence for a conjecture regard…

2014-08-26abs ↗pdf ↗

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.

Researchers extend asymptotic analysis to Bergman projections with Gevrey weights.

problem Analyzing Bergman projections with Gevrey weights.
method Extending direct approach to semiclassical asymptotics to Gevrey weights using Fourier integral operators.
result Gevrey symbol amplitude of asymptotic Bergman projection with Gevrey weights and Gevrey-type growth rate.

Develops theory of weightings for Lie groupoids and algebroids.

problem Understanding differential geometry of weightings for Lie groupoids and algebroids.
method Extending work on weighted manifolds, defining weighted submanifolds, and developing theories of linear weightings and multiplicative weightings.
result Characterizes infinitesimally multiplicative weightings for Lie algebroids and classifies multiplicative weightings of Lie groupoids.

Study connects weighted isoperimetric problems to nonlocal elliptic operator extensions.

problem Sharp inequalities for weighted Poisson integrals and their extremizers.
method Formulates variational problem on conformal metric measure space.
result Sharp inequalities are linked to variational problem on CCE manifolds.

The paper integrates multiple Gaussian process predictions using Monte Carlo sampling.

problem Accurate prediction of variables using multiple models.
method Log-linear pooling of Gaussian process predictions, combined with Monte Carlo sampling.
result The log-linear pooling method improves prediction accuracy compared to linear pooling.

We show that integration over a GG-manifold MM can be reduced to integration over a minimal section ΣΣ with respect to an induced weighted measure and integration over a homogeneous space G/NG/N. We relate our formula to integration formulae for polar actions and calculate some weight functions. In case of a compact …

2009-01-16abs ↗pdf ↗

Counting HCMU sphere components using weighted trees.

problem Counting components of moduli space of HCMU spheres.
method Using weighted plane trees to characterize HCMU spheres with a single integral conical angle, and an explicit counting formula is derived.
result An explicit counting formula for the components of the moduli space of HCMU spheres.

A new method integrates forms on Riemann surfaces, leading to modular forms.

problem Integrating differential forms with poles on Riemann surfaces.
method Simple procedure to integrate differential forms with arbitrary holomorphic poles, establishing an analytic theory for integrals over configuration spaces.
result Regularized graph integrals on elliptic curves are almost-holomorphic modular forms.

The paper analyzes optimal statistical arbitrage strategies for co-integrated stocks.

problem Finding optimal portfolio weights for co-integrated stocks.
method Solving a Hamilton-Jacobi-Bellman (HJB) partial differential equation for optimal portfolio weights.
result The proposed co-integrated model with eigenportfolios can generate stable growth rates over a long time horizon.

A new machine learning method solves high-dimensional Kolmogorov PDEs efficiently.

problem Solving high-dimensional Kolmogorov PDEs and SDEs.
method Stochastic weighted minimization and stochastic gradient descent with Malliavin weights.
result Accurate approximation of high-dimensional Kolmogorov PDEs and SDEs without curse of dimensionality.

Study light ray transform on Lorentzian manifolds without conjugate points.

problem Recovering spacelike singularities from weighted light ray transforms.
method Fourier Integral Operator analysis and filtered back-projection.
result Recovery of spacelike singularities from weighted light ray transforms without conjugate points.

The Matrix Factorization models, sometimes called the latent factor models, are a family of methods in the recommender system research area to (1) generate the latent factors for the users and the items and (2) predict users' ratings on items based on their latent factors. However, current Matrix Factorization models p…

2017-10-02abs ↗pdf ↗

In his seminal paper, A. N. Varchenko precisely investigates the leading term of the asymptotic expansion of an oscillatory integral with real analytic phase. He expresses the order of this term by means of the geometry of the Newton polyhedron of the phase. The purpose of this paper is to generalize and improve his re…

2014-06-17abs ↗pdf ↗

New framework integrates SPNs with weighted model integration for hybrid data.

problem Handling mixed discrete-continuous data with tractable probabilistic representations.
method Sum-Product Networks (SPNs) with weighted model integration for hybrid domains.
result Effective framework for conditioning on interval constraints in hybrid data.

The paper proves lower bounds for Gaussian-weighted curvature integrals of self-shrinkers.

problem Proving lower bounds for Gaussian-weighted \(L^2\)-curvature integrals of self-shrinkers.
method Combining normal coordinate functions with weighted Poincaré inequalities and first-eigenvalue estimates.
result Explicit lower bounds in terms of entropy for closed self-shrinkers, leading to curvature gaps.

Paper explains DRL strategies for portfolio management using linear models.

problem Difficulty in understanding DRL-based trading strategies.
method Empirical approach using linear models and integrated gradients.
result DRL agents show stronger multi-step prediction power than machine learning methods.

New weighted surface area measures for convex bodies with applications.

problem Generalizing surface area measures to weighted Borel measures.
method Formulating and analyzing weighted surface area measures, proving integral formula and Bézout-type inequality.
result New integral formula for mixed measure of three bodies, generalizing Bézout-type inequality.

Mathematical study of learning long-term integration in linear RNNs.

problem How do linear recurrent neural networks learn to integrate over long timescales?
method Analytical study of linear RNNs trained to integrate white noise and damped oscillatory filters.
result Learning dynamics are described by low-dimensional effective equations for outlier eigenvalues.

New insights into choosing between two data integration methods based on SVD.

problem Choosing between two data integration methods (Stack-SVD and SVD-Stack) for shared latent structure across multiple datasets.
method Derive exact expressions for the asymptotic performance and phase transitions of Stack-SVD and SVD-Stack, and develop optimal weighting schemes.
result Optimally weighted Stack-SVD outperforms optimally weighted SVD-Stack in the asymptotic regime.

Study integrates reliability constraints into generation planning models.

problem Challenges in integrating reliability constraints with generation planning models.
method Leverages a weighted oblique decision tree (WODT) technique to embed reliability verification constraints.
result Demonstrates effectiveness in achieving reliable and optimal planning solutions.

New method integrates real and synthetic data to improve machine learning models.

problem Expensive or impractical collection of high-quality data limits machine learning.
method Weighted empirical risk minimization approach for integrating surrogate data.
result Integrating surrogate data can significantly reduce test error on the original distribution.

Integral simplicial volume is a homotopy invariant of oriented closed connected manifolds, defined as the minimal weighted number of singular simplices needed to represent the fundamental class with integral coefficients. We show that odd-dimensional spheres are the only manifolds with integral simplicial volume equal …

2015-09-01abs ↗pdf ↗

Sharp inequalities for weighted log canonical thresholds derived.

problem Understanding weighted log canonical thresholds in complex analysis.
method Combining integrability estimates, complex line restrictions, and pluripotential theory.
result Uniform control of difference quotients and explicit lower bounds derived.

The paper proves gradient estimates for a weighted p-Laplacian equation on Riemannian manifolds.

problem Gradient estimates for a weighted p-Laplacian equation on Riemannian manifolds.
method Assumes a Sobolev inequality and integral Ricci bounds, proving local gradient estimates and Liouville type results.
result Proves local gradient estimates and Liouville type results on manifolds with lower bounds of Ricci curvature.

Prove top wedge power of Ricci form has finite integral for Kähler manifolds with positive sectional curvature

problem Prove top wedge power of Ricci form has finite integral for Kähler manifolds with positive sectional curvature
method Use Bézout estimates and a Lipschitz weight with finite Monge-Ampère mass
result Prove top wedge power of Ricci form has finite integral for Kähler manifolds with positive sectional curvature