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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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12.5%25.0%37.5%50.0% · Apr 199319922001200920182026
48 results for analytic techniques

This paper explores how to interpret machine learning models in business process analytics.

problem The lack of interpretability in machine learning models used for predictive process analytics.
method Derives explanations using interpretable machine learning techniques to compare and contrast predictive models.
result Highlights scenarios where accuracy alone may not be sufficient in assessing the suitability of techniques used to encode event log data.

This paper proposes a web-based visual graph analytics platform for interactive graph mining, visualization, and real-time exploration of networks. GraphVis is fast, intuitive, and flexible, combining interactive visualizations with analytic techniques to reveal important patterns and insights for sense making, reasoni…

2015-02-02abs ↗pdf ↗

Analytical, free of time consuming Monte Carlo simulations, framework for credit portfolio systematic risk metrics calculations is presented. Techniques are described that allow calculation of portfolio-level systematic risk measures (standard deviation, VaR and Expected Shortfall) as well as allocation of risk down to…

2010-07-30abs ↗pdf ↗

Analytical, free of time consuming Monte Carlo simulations, framework for credit portfolio systematic risk metrics calculations is presented. Techniques are described that allow calculation of portfolio-level systematic risk measures (standard deviation, VaR and Expected Shortfall) as well as allocation of risk down to…

2009-11-02abs ↗pdf ↗

Paper proves all Lagrangians unobstructed if one is, using non-archimedean analytic structure.

problem Proving the existence of bounding cochains for unobstructed Lagrangians.
method Introducing non-archimedean analytic structure and using family Floer techniques.
result All Lagrangians in a connected family are unobstructed if one is.

Efficient semi-analytic methods for pricing double barrier options with time-dependent parameters.

problem Pricing and calibration of double barrier options with time-dependent parameters.
method Two approaches: General Integral transform method and Heat Potential method.
result Semi-analytic techniques are more efficient for pricing double barrier options than traditional numerical methods.

We discuss replica analytic continuation using several simple models in order to prove mathematically the validity of replica analysis, which is used in a wide range of fields related to large scale complex systems. While replica analysis consists of two analytical techniques, the replica trick (or replica analytic con…

2016-06-23abs ↗pdf ↗

We use neural networks as control variates with geometric integration techniques.

problem Analytic integration of neural network approximations for variance reduction.
method Integration domain subdivision using computational geometry for MLPs with continuous piecewise linear activation functions.
result Neural networks can be used as control variates with geometric integration methods.

Classifies totally geodesic submanifolds in specific geometric spaces.

problem Identifying totally geodesic submanifolds in homogeneous nearly Kähler 6-manifolds and their G2-cones.
method Developed new techniques for studying totally geodesic submanifolds in analytic Riemannian manifolds, homogeneous spaces, and Riemannian cones.
result Obtained a classification of totally geodesic submanifolds in homogeneous nearly Kähler 6-manifolds and their G2-cones.

Analytic sub-Riemannian geodesics in 3D are always C1 and analytic except finitely many points.

problem Regularity of sub-Riemannian minimizing geodesics in 3D analytic manifolds.
method Investigation of totally nonholonomic analytic distributions, proof of Hausdorff dimension, and regularity of minimizing geodesics.
result Minimizing sub-Riemannian geodesics in 3D analytic manifolds are C1 and analytic except finitely many points.

Hybrid approach protects privacy while analyzing smart meter data.

problem Privacy concerns in AMI data analysis under CPUC regulations.
method Anonymization, differential privacy, federated learning, synthetic data, cryptography.
result Comprehensive privacy-preserving analytics framework for AMI data.

Paper presents a method to accurately quantify neural network uncertainty without sampling.

problem Uncertainty quantification in neural networks for reliability and robustness.
method Sample-free moment propagation technique for mean vectors and covariance matrices.
result Analytic solution for covariance of nonlinear activation functions.

Dropout has recently emerged as a powerful and simple method for training neural networks preventing co-adaptation by stochastically omitting neurons. Dropout is currently not grounded in explicit modelling assumptions which so far has precluded its adoption in Bayesian modelling. Using Bayesian entropic reasoning we s…

2015-08-12abs ↗pdf ↗

In this paper we prove local analytic hypoellipticity for a degenerate sum of squares of complex vector fields generalizing those of Kohn in "Hypoellipticity and Loss of Derivatives". Kohn's article is to appear in the Annals of Mathematics with an appendix by Derridj and Tartakoff proving local analyticity in that cas…

2005-05-30abs ↗pdf ↗

A simple, yet reasonably accurate, analytical technique is proposed for multi-factor structural credit portfolio models. The accuracy of the technique is demonstrated by benchmarking against Monte Carlo simulations. The approach presented here may be of high interest to practitioners looking for transparent, intuitive,…

2011-07-11abs ↗pdf ↗

Improved neural network approximates analytic and L^p functions efficiently.

problem Efficiently approximating analytic and L^p functions using neural networks.
method Three-dimensional ReLU network architecture for sawtooth functions, improving approximation rates.
result Substantially improved exponential approximation rates for analytic functions and general L^p functions.

Paper proves gluing formula for analytic torsions using Witten deformation for non-Morse functions.

problem Analyzing analytic torsions for non-Morse functions.
method Witten deformation, Mayer-Vietoris sequences, Vishik's theory of moving boundary problems.
result Novel, purely analytic proof of the gluing formula for analytic torsions.

It is commonly believed that increasing the interpretability of a machine learning model may decrease its predictive power. However, inspecting input-output relationships of those models using visual analytics, while treating them as black-box, can help to understand the reasoning behind outcomes without sacrificing pr…

2016-06-17abs ↗pdf ↗

Proposes efficient Bayesian logistic regression for large sparse datasets.

problem Infeasibility of theoretical Bayesian methods for large sparse feature sets.
method Low complexity analytical approximations for sparse online logistic and probit regressions.
result Empirical results show superior performance compared to more complex methods.

In this paper, we prove equivariant Morse inequalities via Bismut-Lebeau's analytic localization techniques. As an application, we obtain Morse inequalities on compact manifold with nonempty boundary by applying equivariant Morse inequalities to the doubling manifold.

2012-05-15abs ↗pdf ↗

Study compares traditional and machine learning methods for handling missing data in longitudinal studies.

problem Handling missing Not at Random (MNAR) and nonnormal data in longitudinal research.
method Monte Carlo simulations to assess six missing data techniques.
result FIML is most effective for MNAR data, while TSRE excels for MAR data.

We consider an infinite dimensional optimization problem motivated by mathematical economics. Within the celebrated "Arbitrage Pricing Model", we use probabilistic and functional analytic techniques to show the existence of optimal strategies for investors who maximize their expected utility.

2015-08-31abs ↗pdf ↗

Currently, the world is witnessing a mounting avalanche of data due to the increasing number of mobile network subscribers, Internet websites, and online services. This trend is continuing to develop in a quick and diverse manner in the form of big data. Big data analytics can process large amounts of raw data and extr…

2018-01-19abs ↗pdf ↗

Machine learning and statistical modeling complement each other in healthcare analytics.

problem Choosing between machine learning and statistical modeling for analytics challenges.
method Choosing based on problem, data, and desired outcomes.
result Machine learning and statistical modeling are complementary, using similar principles but different tools.

This paper proposes a new method to learn integration schemes for complex ODEs.

problem Learning efficient integration schemes for non-linear ODEs and their identification.
method A novel framework to learn integration schemes that minimize an integration-related cost function.
result The proposed learning-based approach provides integration schemes close to analytical solutions.