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.
This paper considers the valuation of a European call option under the Heston stochastic volatility model. We present the asymptotic solution to the option pricing problem in powers of the volatility of variance. Then we introduce the artificial boundary method for solving the problem on a truncated domain, and derive …
Study travel time tomography for transversely isotropic media using modified pseudodifferential calculus.
Neural networks optimize stopping boundaries in financial instruments.
We present several problems and results relating the scalar curvatures of manifolds with mean curvatures of their boundaries
AI enhances cancer diagnostics using spectroscopy.
A fundamental problem in computer vision is boundary estimation, where the goal is to delineate the boundary of objects in an image. In this paper, we propose a method which jointly incorporates geometric and topological information within an image to simultaneously estimate boundaries for objects within images with mo…
A new method speeds up option pricing under Heston's stochastic volatility model.
Deep neural networks near edge of chaos show universal scaling laws.
Study evaluates saliency maps on artificial data with different backgrounds.
MAD framework learns operators from physics-embedded data efficiently.
Artificial neural networks estimate model parameters from observations, reducing model errors.
In this work, we propose a generalized likelihood ratio method capable of training the artificial neural networks with some biological brain-like mechanisms,.e.g., (a) learning by the loss value, (b) learning via neurons with discontinuous activation and loss functions. The traditional back propagation method cannot tr…
The paper discusses regularization properties of artificial data for deep learning. Artificial datasets allow to train neural networks in the case of a real data shortage. It is demonstrated that the artificial data generation process, described as injecting noise to high-level features, bears several similarities to e…
Outlier detection has received special attention in various fields, mainly for those dealing with machine learning and artificial intelligence. As strong outliers, anomalies are divided into the point, contextual and collective outliers. The most important challenges in outlier detection include the thin boundary betwe…
In this paper, we propose generating artificial data that retain statistical properties of real data as the means of providing privacy with respect to the original dataset. We use generative adversarial network to draw privacy-preserving artificial data samples and derive an empirical method to assess the risk of infor…
Space-filling designs such as scrambled-Hammersley, Latin Hypercube Sampling and Jittered Sampling have been proposed for fully parallel hyperparameter search, and were shown to be more effective than random or grid search. In this paper, we show that these designs only improve over random search by a constant factor. …
AI learns market manipulation through simulation, suggesting regulation.
A new score function improves explainability and reliability of AI systems.
Proposes a new jackknife method for time series hyperparameter selection.
Paper solves trade-off between internalisation and externalisation in stochastic trade flows.
This work introduces 'Artificial Entanglement' to understand LLMs' fine-tuning effectiveness.
Bayesian ANN method predicts chaotic systems with uncertainty.
Prediction markets are used in real life to predict outcomes of interest such as presidential elections. This paper presents a mathematical theory of artificial prediction markets for supervised learning of conditional probability estimators. The artificial prediction market is a novel method for fusing the prediction …
Artificial intelligence has impacted many aspects of human life. This paper studies the impact of artificial intelligence on economic theory. In particular we study the impact of artificial intelligence on the theory of bounded rationality, efficient market hypothesis and prospect theory.
Owing to the advancement of deep learning, artificial systems are now rival to humans in several pattern recognition tasks, such as visual recognition of object categories. However, this is only the case with the tasks for which correct answers exist independent of human perception. There is another type of tasks for w…
The paper monitors artificial neural networks using embeddings and multivariate control charts.
PAMS is a Python-based platform for simulating artificial markets.
This paper presents the application of a newly developed nature-inspired metaheuristic optimization method, namely the Adaptive Wind Driven Optimization (AWDO), to the training of feedforward artificial neural networks (NN) and presents a discussion into the future research of AWDO implementation in Deep Learning (DL).…
CRA improves UL-based CO solvers by dynamically smoothing and enforcing discreteness.
The paper shows how uncertainty quantification improves counterfactual explainability in AI.
Survey compares methods for generating artificial outliers.
One-Class Classification (OCC) has been prime concern for researchers and effectively employed in various disciplines. But, traditional methods based one-class classifiers are very time consuming due to its iterative process and various parameters tuning. In this paper, we present six OCC methods based on extreme learn…
Local decision boundary approximation improves model explanations for complex models.
New method uses reinforcement learning to improve Simulated Annealing.
We have developed a novel prediction method based on string invariants. The method does not require learning but a small set of parameters must be set to achieve optimal performance. We have implemented an evolutionary algorithm for the parametric optimization. We have tested the performance of the method on artificial…
One of the big restrictions in brain computer interface field is the very limited training samples, it is difficult to build a reliable and usable system with such limited data. Inspired by generative adversarial networks, we propose a conditional Deep Convolutional Generative Adversarial (cDCGAN) Networks method to ge…
This paper develops a stochastic learning-optimization model for resilient automotive supply chains.
Dropout training, originally designed for deep neural networks, has been successful on high-dimensional single-layer natural language tasks. This paper proposes a theoretical explanation for this phenomenon: we show that, under a generative Poisson topic model with long documents, dropout training improves the exponent…
Generative models create artificial patient data for distributed analysis.
Artificial Intelligence (AI) is an important driving force for the development and transformation of the financial industry. However, with the fast-evolving AI technology and application, unintentional bias, insufficient model validation, immature contingency plan and other underestimated threats may expose the company…
Our objective is to estimate the unknown compositional input from its output response through an unknown system after estimating the inverse of the original system with a training set. The proposed methods using artificial neural networks (ANNs) can compete with the optimal bounds for linear systems, where convex optim…
Estimates domain truncation error for option pricing PDEs.
Improved prediction of hierarchical time series using structured regularization.
The use of artificial neural networks as models of chaotic dynamics has been rapidly expanding. Still, a theoretical understanding of how neural networks learn chaos is lacking. Here, we employ a geometric perspective to show that neural networks can efficiently model chaotic dynamics by becoming structurally chaotic t…
Neural network solves inverse problem in multiscale mechanics.
Perceptual capabilities of artificial systems have come a long way since the advent of deep learning. These methods have proven to be effective, however they are not as efficient as their biological counterparts. Visual attention is a set of mechanisms that are employed in biological visual systems to ease computationa…
LGAC enhances heat transfer in turbulent boundary layers using slot jets.
Tool uses text mining to define innovative tech fields from abstracts.