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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.

168,932 papers · 148 categories

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3517021,0521,403 · Jun 202019922001200920172026
48 results for XYZ model

We describe the action of the automorphism group of the complex cubic x^2+y^2+z^2-xyz-2 on the homology of its fibers. This action includes the action of the mapping class group of a punctured torus on the subvarieties of its SL(2,C) character variety given by fixing the trace of the peripheral element (so-called "rela…

2004-02-03abs ↗pdf ↗

When performing regression on a dataset with pp variables, it is often of interest to go beyond using main linear effects and include interactions as products between individual variables. For small-scale problems, these interactions can be computed explicitly but this leads to a computational complexity of at least $…

2016-10-17abs ↗pdf ↗

It has been 40 years since Lawson and Osserman introduced the three minimal cones associated with Dirichlet problems in their 1977 Acta paper [LO77]. The first cone was shown area-minimizing by Harvey and Lawson in the celebrated paper [HL82]. In this paper, we confirm that the other two are also area-minimizing. In fa…

2016-10-26abs ↗pdf ↗

Study knot diagrams on a sphere without vertical lines, focusing on minimal crossings.

problem Understanding minimal crossings of knot diagrams on a punctured sphere.
method Mathematical model of string figures using knot diagrams on xyzxyz-space with missing vertical lines, analyzing minimal crossings under Reidemeister moves.
result Minimal number of crossings of knot diagrams on a punctured sphere.

The group Gamma of automorphisms of the polynomial kappa(x,y,z) = x^2 + y^2 + z^2 - xyz -2 is isomorphic to PGL(2,Z) semi-direct product with (Z/2+Z/2). For t in R, Gamma-action on ktR = kappa^{-1}(t) intersect R displays rich and varied dynamics. The action of Gamma preserves a Poisson structure defining a Gamma-invar…

2003-05-06abs ↗pdf ↗

This study examines whether tokenized assets improve liquidity and finds significant differences across categories.

problem Improving liquidity for real-world assets through tokenization.
method Examined tokenized real-world assets using Ethereum-based data, measuring liquidity through turnover, active addresses, and active-month indicator.
result Gold-backed tokens show more persistent on-chain activity than Treasury and private-credit-related products, but asset value alone does not reliably predict liquidity.

Tokenized RWAs face liquidity issues despite promising markets.

problem Low trading volumes and limited investor participation in tokenized assets.
method Empirical analysis of tokenized real estate, private credit, and treasury funds.
result Most tokenized assets exhibit low transfer activity and limited secondary trading.

This paper combines several new constructions in mathematics and physics. Mathematically, we study framed flat PGL(K,C)-connections on a large class of 3-manifolds M with boundary. We define a space L_K(M) of framed flat connections on the boundary of M that extend to M. Our goal is to understand an open part of L_K(M)…

2013-01-02abs ↗pdf ↗

Study dynamics of automorphisms on cubic surfaces and their connection to Painlevé 6.

problem Dynamics of holomorphic automorphisms on cubic surfaces and their relation to Painlevé 6.
method Defined Julia and Fatou sets, studied locally discrete and non-discrete dynamics, and proved existence of non-empty Fatou and Julia sets.
result Existence of non-empty Fatou and Julia sets for the group action.

Hybrid model combines interpretable and black-box models for better transparency and performance.

problem Balancing interpretability and predictive performance in machine learning models.
method Proposes a Hybrid Predictive Model (HPM) integrating an interpretable model with a black-box model, using principled objective functions and customized training algorithms.
result Hybrid models achieve an efficient trade-off between transparency and predictive performance.

Boosts generative models by combining multiple meta-models.

problem Challenges in creating a single generative model that accurately represents complex data.
method Cascades multiple meta-models (like RBM and VAE) to create a stronger generative model.
result Derives a decomposable variational lower bound for training and evaluating the boosted model.

The paper introduces BCART models for aggregate claim amount, improving frequency-severity and joint modeling.

problem Modeling aggregate claim amount with frequency-severity and joint dependencies.
method Developed three types of BCART models: frequency-severity, sequential, and joint models. Used various distributions for claim severity data.
result Weibull distribution outperforms gamma and lognormal for right-skewed, heavy-tailed claim severity data.

The paper uses model-based trees to create interpretable surrogate models for complex machine learning models.

problem Interpreting complex machine learning models.
method Using model-based trees to partition feature space and create interpretable models.
result Model-based trees generate optimal surrogate models that balance interpretability and performance.

The study examines how model predictions hold up under model extensions.

problem Model predictions may not be robust under model extensions, limiting their applicability.
method The study uses causal ordering to assess robustness of qualitative model predictions and characterizes model extensions that preserve predictions.
result Conditions and techniques are provided to assess robustness of model predictions under model extensions.

MALC combines interpretable linear models with black-box models for better predictions and transparency.

problem Combining interpretability with black-box models for better predictions.
method Formulates MALC as a convex optimization problem and uses accelerated proximal gradient method for training.
result MALC provides an efficient frontier balancing prediction accuracy and transparency.

Revises Bayesian model averaging for foundation models.

problem Ensemble pre-trained and lightly-finetuned foundation models for improved classification performance.
method Introduces trainable linear classifiers and computationally cheaper model averaging scheme (OMA).
result Ensembled models can better predict on various datasets.

Paper introduces symmetric divergence link models for probability distributions.

problem Symmetric divergence measures for probability distributions.
method Two general classes of link models: one for survival functions and another for cumulative probability distribution functions.
result Advantages of symmetric divergence measures over asymmetric measures for model averaging and feature assessment.

Researchers review challenges in interpreting additive models, especially neural additive models.

problem Challenges in interpreting additive models, particularly neural additive models.
method Review of generalized additive models and discussion of nonidentifiability.
result Challenges in claiming interpretability or suitability for safety-critical applications of additive models.

Proposes a decision-theoretic approach for enhancing model interpretability in Bayesian frameworks.

problem Challenges the traditional approach of restricting model structure for interpretability in Bayesian frameworks.
method Introduces an interpretability utility function and a two-step method involving a reference model and a proxy model.
result Demonstrates that the proposed method generates more accurate models with the same level of interpretability.

Sigma models linked to Gross-Neveu models via quiver varieties.

problem Understanding the relationship between sigma models and Gross-Neveu models.
method Exploring the mathematical correspondence between sigma models and Gross-Neveu models, including their geometric and trigonometric/elliptic deformations.
result Sigma models are mathematically equivalent to Gross-Neveu models under certain conditions.

Simple models are preferred over complex models, but over-simplistic models could lead to erroneous interpretations. The classical approach is to start with a simple model, whose shortcomings are assessed in residual-based model diagnostics. Eventually, one increases the complexity of this initial overly simple model a…

2017-06-26abs ↗pdf ↗

Matryoshka hides secret models in a carrier model, achieving high capacity and robustness.

problem Stealing functionality of private ML data by hiding models in a carrier model.
method Parameter sharing approach exploiting the learning capacity of the carrier model.
result Hides a 26x larger secret model or 8 secret models in the carrier model.

Semi-parametric models improve robot dynamics modeling accuracy.

problem Improving inverse dynamics model accuracy in robotics.
method Comparison of semi-parametric Gaussian process regression and a novel model-based neural network.
result Semi-parametric Gaussian process regression yields the most accurate models.

This work develops scalable model selection methods with fast update and selection.

problem Efficient model selection for large pools of candidate models.
method Isolated model embedding, which supports asymptotically fast update and selection.
result Standardized Embedder achieves competitive model selection performances.

Copulas outperform marginal models in multivariate risk forecasting, reducing model risk by narrowing down the set of models.

problem Model risk in multivariate risk forecasting, especially during crises.
method Comprehensive empirical study comparing Copula-GARCH models with fixed marginals, copulas, or neither.
result Model risk is almost entirely due to copula choice, not marginal models.

This paper distills a complex travel mode choice model into simpler, interpretable models.

problem Lack of interpretability in complex machine learning models for travel behavior.
method Model distillation combined with market segmentation.
result Generated interpretable models that closely match the predictions of the original complex model.

BayesBlend blends multiple models' predictions for better insurance loss predictions.

problem Improving insurance loss predictions by combining multiple models.
method Pseudo-Bayesian model averaging, stacking, and hierarchical stacking.
result BayesBlend provides a user-friendly way to blend model predictions and estimate weights.

The paper identifies when larger models improve predictions and proposes a switcher model.

problem Understanding when larger models benefit from added complexity.
method Numerical studies on T5 architecture to analyze predictive uncertainty and model performance.
result Large models improve on examples where small models are uncertain, but not on certain examples.

Aggregates models from different datasets using shared latent structures.

problem Aggregating models from heterogeneous datasets with shared latent structures.
method Bayesian nonparametrics for identifying correspondences among local model parameterizations.
result Framework successfully aggregates various model types across different applications.

We propose a generalization of neural network sequence models. Instead of predicting one symbol at a time, our multi-scale model makes predictions over multiple, potentially overlapping multi-symbol tokens. A variation of the byte-pair encoding (BPE) compression algorithm is used to learn the dictionary of tokens that …

2017-07-03abs ↗pdf ↗

The paper extends statistical inference methods for black-box generative models.

problem Understanding and validating black-box generative models without access to their internal data.
method Develops model-level statistical inference tasks using generative model representations.
result Model-level representations are effective for multiple inference tasks.