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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.

169,181 papers · 148 categories

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18375573 · Jun 202019922001200920182026
48 results for asymmetric autoencoder

GAEs are shown to be implicitly contrastive learners, revealing new design axes.

problem Understanding and improving graph autoencoders.
method Reinterpret GAEs as contrastive learners, identifying asymmetric views.
result Interpreting GAEs as contrastive learners offers clearer model understanding and design guidance.

Proposes a symmetric graph autoencoder for unsupervised learning.

problem Graph representation learning without labeled data.
method Symmetric graph convolutional autoencoder with Laplacian sharpening and signed graphs.
result Outperforms state-of-the-art algorithms in clustering, link prediction, and visualization tasks.

New VAE model improves data fitting without sacrificing computational efficiency.

problem Limitation of Gaussian assumption in VAE for continuous variable fitting.
method Infinite mixture of asymmetric Laplace distribution in decoder, nonparametric M-estimator for quantile estimation.
result Model demonstrates superior data privacy adjustment and better distribution fitting.

Study of geometric analysis on asymmetric metric spaces, including heat flow and Sobolev spaces.

problem Analysis of geometric properties on asymmetric metric measure spaces.
method Introduction of upper gradients, qq-Laplacian, and qq-heat flow in asymmetric settings.
result Extension of concepts from symmetric to asymmetric metric measure spaces.

A new asymmetric correntropy method improves robust adaptive filtering for asymmetric error distributions.

problem Inadequate handling of asymmetric error distributions in adaptive filtering.
method Proposes asymmetric correntropy using an asymmetric Gaussian kernel and develops a robust adaptive filtering algorithm.
result The proposed algorithm shows better steady-state convergence performance for asymmetric error distributions.

This study examines asymmetric cross-correlations in cryptocurrency markets using fractal analysis.

problem Exploring asymmetric multifractal cross-correlations in cryptocurrency markets.
method Fractal analysis and MF-ADCCA method to investigate asymmetric volatility dynamics.
result Cross-correlations are stronger in downtrend markets than in uptrend markets for maturing BTC and ETH.

Theoretical justification for asymmetric actor-critic algorithms in reinforcement learning.

problem Lack of precise theoretical justification for asymmetric actor-critic algorithms in reinforcement learning.
method Adapting a finite-time convergence analysis to the asymmetric actor-critic setting with linear function approximators.
result A finite-time bound reveals that the asymmetric critic eliminates aliasing errors in the agent state.

We consider the problem of designing locality sensitive hashes (LSH) for inner product similarity, and of the power of asymmetric hashes in this context. Shrivastava and Li argue that there is no symmetric LSH for the problem and propose an asymmetric LSH based on different mappings for query and database points. Howev…

2014-10-21abs ↗pdf ↗

A new algorithm improves model-based reinforcement learning by guiding latent representations.

problem Improving model-based reinforcement learning through additional supervision.
method Proposed a novel asymmetric representation learning objective using latent guidance.
result Significantly improved performance over previous asymmetric approaches.

The paper improves asymmetric causality tests by addressing inefficiencies and statistical significance issues.

problem Inefficiencies and statistical significance issues in asymmetric causality tests.
method Improved asymmetric causality tests via partial cumulative sums for positive and negative components, explicitly testing differences between causal parameters.
result Efficiently tested hypotheses on asymmetric causal interaction between financial markets.

In this paper we show how the study of asymmetric R&D alliances, that are those between young and small firms and large and MNEs firms for knowledge exploration and/or exploitation, requires the adoption of a coopetitive framework which consider both collaboration and competition. We draw upon the literature on asymmet…

2012-05-13abs ↗pdf ↗

Bayesian VI copula models capture asymmetric intraday equity dependence.

problem Modeling asymmetric and extreme tail dependence in financial data.
method Bayesian variational inference for skew-t copula models in high dimensions.
result The copula captures substantial heterogeneity in asymmetric dependence over equity pairs and time.

Extends multidimensional scaling to analyze three-way asymmetric proximities.

problem Analyzing asymmetric and three-way proximities in a Euclidean space.
method Unified h-plot methodology for three-way asymmetric proximities, including symmetric and conditional frameworks.
result Identification of archetypal profiles and clustering structures.

This paper introduces constrained mixtures for continuous distributions, characterized by a mixture of distributions where each distribution has a shape similar to the base distribution and disjoint domains. This new concept is used to create generalized asymmetric versions of the Laplace and normal distributions, whic…

2015-03-22abs ↗pdf ↗

Enhances reinforcement learning with partial state information.

problem Improving learning under partial observability with limited privileged signals.
method Introduced informed asymmetric actor-critic framework that uses arbitrary state-dependent privileged signals.
result Unbiased policy gradient estimates with arbitrary privileged signals.

Proposes a new OAL algorithm for imbalanced data with limited labels.

problem Handling imbalanced unlabeled datastream with limited query budget.
method Integrates asymmetric losses and queries strategies, uses second-order optimization, and applies sketching technique.
result Demonstrates improved performance and efficiency in class imbalance.

A new method approximates loss functions asymmetrically to prevent catastrophic forgetting.

problem Catastrophic forgetting in deep neural networks.
method Approximating a true loss function using an asymmetric quadratic function with one side overestimated.
result Achieves state-of-the-art accuracy close to upper-bound performance on benchmark datasets.

Paper defines saddle points in asymmetric Dynkin games using martingale theory.

problem Tackles saddle point conditions in asymmetric Dynkin games with partial information.
method Uses martingale theory to identify super and submartingales related to equilibrium payoffs.
result Characterizes saddle point strategies in terms of equilibrium payoffs' dynamics and Doob-Meyer decompositions.

Study uncovers new phase transitions in asymmetric causal inference scenarios.

problem Understanding typical phase transitions in asymmetric causal inference.
method Combining Causal inference (C-inf) and Low-rank recovery (LRR) with Random duality - Free probability theory (RDT-FPT).
result Discovering a doubling low-rankness phenomenon in asymmetric scenarios.

Modified asymmetric hidden Markov models for time series with autoregressive components.

problem Dynamic relationships between variables in time series data.
method Introducing an asymmetric autoregressive component to recent asymmetric hidden Markov models.
result The model can choose the optimal autoregressive order for better likelihood.

Study proves value of non-Markovian games with partial, asymmetric info.

problem Value of non-Markovian Dynkin games with partial and asymmetric information.
method Probabilistic and functional analytic approach based on Sion's min-max theorem.
result Existence of optimal strategies for both players in randomised stopping times.

Innovative extensions to option pricing models using asymmetric Brownian motion and random walk approaches.

problem Capturing empirical phenomena like return skewness, heavy tails, and volatility asymmetry in option pricing models.
method Developing the Geometric Asymmetric Brownian Motion (GABM) within the Bachelier--Black--Scholes--Merton framework.
result Deriving closed-form option pricing formulas and a discrete-time binomial tree algorithm that converges to the GABM limit.

Paper generalizes PU classification for class prior shift and asymmetric error scenarios.

problem Bottlenecks in binary classification from PU data due to test marginal distribution and equal error penalties.
method Analysis of Bayes optimal classifier, risk minimization framework, and density ratio estimation framework.
result PU classification under class prior shift is equivalent to PU classification with asymmetric error.

This paper applies Thompson Sampling to asymmetric α\alpha-stable bandits for financial and wireless data.

problem Optimizing exploration-exploitation in multi-armed bandits with asymmetric α\alpha-stable distributions.
method Thompson Sampling applied to unknown asymmetric α\alpha-stable reward distributions.
result Demonstrates effectiveness of Thompson Sampling for asymmetric α\alpha-stable bandits.

Machine learning improves beta forecasts, enhancing equity valuation and portfolio performance.

problem Improving beta forecasts for better equity valuation and portfolio performance.
method Using machine learning on a large cross-section of US stocks with various firm characteristics.
result Machine learning improves out-of-sample performance of asymmetric beta measures.

Proposes a method to generate prediction intervals using weighted asymmetric loss functions.

problem Generating reliable prediction intervals for neural network models.
method Uses a weighted asymmetric loss function to estimate prediction intervals.
result The method produces reliable prediction intervals in complex machine learning scenarios.

Study binary choice with asymmetric loss, offering simple solutions.

problem Binary choice with asymmetric loss in data-rich environments.
method Loss-based reweighting of logistic regression or machine learning techniques.
result Valid decisions on binary outcomes with general loss functions.