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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.

168,695 papers · 148 categories

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235471706941 · Jun 202019922001200920172026
48 results for alternative approach

Paper proposes an alternative method to price American options using HJM approach.

problem Price American options efficiently and accurately.
method Utilizes HJM technique to model term structure of volatility for equity markets.
result Proposes a new value function, stopping criteria, and stopping time for American options.

Alternating minimization represents a widely applicable and empirically successful approach for finding low-rank matrices that best fit the given data. For example, for the problem of low-rank matrix completion, this method is believed to be one of the most accurate and efficient, and formed a major component of the wi…

2012-12-03abs ↗pdf ↗

Given a dataset and an existing clustering as input, alternative clustering aims to find an alternative partition. One of the state-of-the-art approaches is Kernel Dimension Alternative Clustering (KDAC). We propose a novel Iterative Spectral Method (ISM) that greatly improves the scalability of KDAC. Our algorithm is …

2019-09-08abs ↗pdf ↗

Pairwise Choice Markov Chains (PCMC) have been recently introduced to overcome limitations of choice models based on traditional axioms unable to express empirical observations from modern behavior economics like context effects occurring when a choice between two options is altered by adding a third alternative. The i…

2019-09-25abs ↗pdf ↗

Investigates optimal consumption and investment using alternative data sources.

problem Optimal consumption and investment decisions under hidden economic regimes.
method Develops a novel duality theory for a jump-diffusion process with alternative data.
result Provides conditions for using control approach based on dynamic programming.

We show that quasi-alternating links arise naturally when considering surgery on a strongly invertible L-space knot (that is, a knot that yields an L-space for some Dehn surgery). In particular, we show that for many known classes of L-space knots, every sufficiently large surgery may be realized as the two-fold branch…

2009-10-02abs ↗pdf ↗

Alternative construction of Rumin complex on Lie groups.

problem Constructing Rumin complex on homogeneous nilpotent Lie groups.
method Using ideas from parabolic geometry, an alternative construction to the classical one on Carnot groups.
result Explicit computations for the Engel group using the new approach.

The paper studies alternating links in thickened surfaces using flow lattices and disc mutations.

problem Understanding alternating links in thickened surfaces and their invariants.
method Using integer flows on Tait graphs and disc mutations, the paper proves invariants and compares link properties.
result Found alternating knots with isometric flow lattices but different linking forms.

Characterizes a specific type of neural network for alternating group equivariance.

problem Understanding and characterizing neural networks with alternating group equivariance.
method Characterization of all possible AnA_n-equivariant neural networks using tensor powers of Rn\mathbb{R}^{n}.
result Found a basis of matrices for learnable, linear AnA_n-equivariant layer functions.

Study optimizes sampling to avoid extreme tail risks in unknown heavy-tailed distributions.

problem Identify optimal alternative with minimal extreme tail risk from unknown heavy-tailed distributions.
method Data-driven sequential sampling policies to maximize likelihood of selecting the optimal alternative.
result Proposed methods outperform existing approaches in identifying the optimal alternative.

Checkerboard surfaces in alternating link complements are used frequently to determine information about the link. However, when many crossings are added to a single twist region of a link diagram, the geometry of the link complement stabilizes (approaches a geometric limit), but a corresponding checkerboard surface in…

2014-10-23abs ↗pdf ↗

Model analyzes cooccurrence data for recommender systems and item relevance.

problem High-dimensional cooccurrence data from online platforms.
method Shared parameter Alternating Tweedie (SA-Tweedie) model with Fisher scoring and learning rate adjustment.
result SA-Tweedie model outperforms other methods in optimizing parameters.

A meta-learning approach improves the performance of alternating minimization for non-convex optimization problems.

problem Optimizing non-convex problems with multiple variables using alternating minimization.
method Meta-learning based alternating minimization (MLAM) to replace handcrafted updating rules.
result The proposed MLAM method outperforms traditional AM-based methods in various non-convex optimization problems.

Alternative neural network training using monotone variational inequality.

problem Training neural networks efficiently and with guarantees.
method Using monotone variational inequality to solve non-convex problems efficiently.
result Our approach leads to fast convergence and competitive performance compared to traditional methods.

Introduces a new geometric method for optimal experimental design.

problem Restrictive invariance properties of traditional OED approaches based on probability densities.
method Mutual transport dependence (MTD) using optimal transport theory.
result Demonstrates high-quality designs and flexibility compared to standard methods.

New method improves predictive systems with better theoretical guarantees.

problem Constructing predictive systems with out-of-sample calibration guarantees.
method Residual Distribution Predictive Systems (RDPs) that nest conformal predictive systems and offer flexibility.
result Empirically, RDPs perform competitively with conformal predictive systems and can be implemented with various regression methods.

This thesis is concerned with the question of when the double branched cover of an alternating knot can arise by Dehn surgery on a knot in S3S^3. We approach this problem using a surgery obstruction, first developed by Greene, which combines Donaldson's Diagonalization Theorem with the dd-invariants of Ozsv{á}th and S…

2016-06-17abs ↗pdf ↗

This article gives an alternative approach to the self-shrinking and self-expanding solutions of the curve shortening flow, which are related to singularity formation of the mean curvature flow. The motivation for the self-similar solutions arises from natural area preserving rescaling. Further we describe the self-sim…

2015-05-27abs ↗pdf ↗

Paper proposes an algorithm for PARAFAC2-based CMTF models with various constraints.

problem Jointly analyze matrices and tensors with irregular/ragged data.
method Alternating Optimization (AO) and ADMM for fitting PARAFAC2-based CMTF models with various constraints.
result Accurately recovers underlying patterns using various constraints and linear couplings.

Alternative proof of weak solutions to mean curvature flow using minimizing movements.

problem Existence of weak solutions to mean curvature flow and volume preserving mean curvature flow.
method Proposes a new existence proof using a minimizing movements scheme and a novel proxy for distance.
result Unconditional convergence towards a De Giorgi solution for the minimizing movements scheme.

Alternative approach to rigidity of high-dimensional isometric immersions.

problem Rigidity of high-dimensional isometric immersions between compact manifolds.
method Quantitative rigidity estimates, reducing to Euclidean setting and applying Friesecke-James-Müller rigidity estimate.
result Quantitative results showing close proximity to isometric immersions for small stretching and bending energy.

This paper studies a stylized, yet natural, learning-to-rank problem and points out the critical incorrectness of a widely used nearest neighbor algorithm. We consider a model with nn agents (users) {xi}i[n]\{x_i\}_{i \in [n]} and mm alternatives (items) {yj}j[m]\{y_j\}_{j \in [m]}, each of which is associated with a latent feat…

2018-07-09abs ↗pdf ↗

Random utility theory models an agent's preferences on alternatives by drawing a real-valued score on each alternative (typically independently) from a parameterized distribution, and then ranking the alternatives according to scores. A special case that has received significant attention is the Plackett-Luce model, fo…

2012-11-11abs ↗pdf ↗

In the field of structural reliability, the Monte-Carlo estimator is considered as the reference probability estimator. However, it is still untractable for real engineering cases since it requires a high number of runs of the model. In order to reduce the number of computer experiments, many other approaches known as …

2011-04-18abs ↗pdf ↗

Derives FACT, an alternative to NFA for neural networks, explaining feature learning.

problem Understanding how neural networks learn representations.
method First-principles approach using first-order optimality conditions.
result FACT explains why NFA holds and provides a principled alternative.

Choice functions accept a set of alternatives as input and produce a preferred subset of these alternatives as output. We study the problem of learning such functions under conditions of context-dependence of preferences, which means that the preference in favor of a certain choice alternative may depend on what other …

2019-01-29abs ↗pdf ↗

Alternating Minimization is a widely used and empirically successful heuristic for matrix completion and related low-rank optimization problems. Theoretical guarantees for Alternating Minimization have been hard to come by and are still poorly understood. This is in part because the heuristic is iterative and non-conve…

2013-12-03abs ↗pdf ↗

Self-reinforcing feedback loops in personalization systems are typically caused by users choosing from a limited set of alternatives presented systematically based on previous choices. We propose a Bayesian choice model built on Luce axioms that explicitly accounts for users' limited exposure to alternatives. Our model…

2019-08-15abs ↗pdf ↗