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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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48 results for basis extension

New model explains how concepts grow based on experience.

problem Existing models assume fixed representation; new model allows for growth.
method Geometric framework with MDL criterion for basis extension.
result Conceptual growth is selective and conservative, exposing or amplifying residual error.

Ordinal Regression (OR) aims to model the ordering information between different data categories, which is a crucial topic in multi-label learning. An important class of approaches to OR models the problem as a linear combination of basis functions that map features to a high dimensional non-linear space. However, most…

2018-06-18abs ↗pdf ↗

Introduces tunable basis functions for Gaussian processes.

problem Reduces computational complexity in Gaussian process approximations.
method Introduces tunable, local, and bounded basis functions for kernel approximation.
result Demonstrates superior performance compared to state-of-the-art methods, especially with poorly chosen kernel functions.

In the framework of geometric quantization we extend the Bohr-Sommerfeld rules to a full quantization theory which resembles Heisenberg's matrix theory. This extension is possible because Bohr-Sommerfeld rules not only provide an orthogonal basis in the space of quantum states, but also give a lattice structure to this…

2012-07-05abs ↗pdf ↗

This paper optimizes PCE for efficient surrogate modeling in engineering.

problem Efficiently selecting polynomial regressors for surrogate modeling in computationally expensive models.
method Three state-of-the-art basis-adaptive sparse PCE methods are compared and analyzed.
result Automatic selection of the best solver and basis-adaptive scheme improves surrogate model accuracy.

A linear model approximates Gaussian processes for efficient control.

problem Efficiently modeling and controlling Gaussian processes with many parameters.
method Developed a linear model using basis functions to approximate Gaussian processes.
result The linear model improves computational efficiency and feasibility of control strategies.

Recently, path norm was proposed as a new capacity measure for neural networks with Rectified Linear Unit (ReLU) activation function, which takes the rescaling-invariant property of ReLU into account. It has been shown that the generalization error bound in terms of the path norm explains the empirical generalization b…

2018-09-19abs ↗pdf ↗

We prove a generalization of the Edwards-Walsh Resolution Theorem: Theorem: Let G be an abelian group for which PGP_G equals the set of all primes P\mathbb{P}, where PG={pP:Z(p)P_G=\{p \in \mathbb{P}: \Z_{(p)}\in Bockstein Basis σ(G)} σ(G)\}. Let n in N and let K be a connected CW-complex with πn(K)Gπ_n(K)\cong G, πk(K)0π_k(K)\cong 0 for…

2009-07-02abs ↗pdf ↗

The paper develops a Galois theory for cluster algebras and Riemann surfaces.

problem Building a correspondence between cluster subalgebras and automorphism groups.
method Introducing Galois-like extensions and automorphism groups for cluster algebras.
result Conditions for Galois-like extensions and properties of cluster automorphism groups.

Max-norm regularizer has been extensively studied in the last decade as it promotes an effective low-rank estimation for the underlying data. However, such max-norm regularized problems are typically formulated and solved in a batch manner, which prevents it from processing big data due to possible memory budget. In th…

2014-06-12abs ↗pdf ↗

In the last decade, the approximate vanishing ideal and its basis construction algorithms have been extensively studied in computer algebra and machine learning as a general model to reconstruct the algebraic variety on which noisy data approximately lie. In particular, the basis construction algorithms developed in ma…

2019-11-11abs ↗pdf ↗

DSPPs improve predictive distributions in scalable regression tasks.

problem Improving predictive distributions in scalable regression tasks.
method Inspired by DGPs, DSPPs use mini-batch training and kernel basis functions for uncertainty control.
result DSPPs provide significantly better calibrated predictive distributions than other methods.

New ARIMA framework improves forecast accuracy for economic and financial time series.

problem Improving forecast accuracy for nonlinear dynamics in time series data.
method Projection-based ARIMA framework using Galerkin basis expansions.
result Galerkin-SARIMA matches or improves forecast accuracy compared to classical ARIMA/SARIMA.

BEKAN uses RBFs and evolutionary methods to solve PDEs with boundary conditions.

problem Enforcing boundary conditions in neural networks for PDE solutions.
method Boundary condition-guaranteed evolutionary Kolmogorov-Arnold Network (BEKAN) with radial basis functions (RBFs). Incorporates Dirichlet, periodic, and Neumann conditions.
result BEKAN outperforms MLP and B-splines KAN in solving PDEs with boundary conditions.

A new optimizer for deep learning improves accuracy and reduces training time.

problem Training deep neural networks for classification tasks.
method Hybrid Newton/Gradient Descent (NGD) method exploiting convexity of cross-entropy loss.
result Improves validation error and provides qualitative differences in hidden layer basis functions.

The paper tackles dynamic collateral control for spot-perpetual basis trading in decentralized finance.

problem Dynamic control of collateral in spot-perpetual basis trading in decentralized finance.
method Solves a static control problem and derives an asymmetric dynamic extension, validated with live execution.
result The dynamic control approach provides a more robust operating benchmark and shows significant rebalancing effects.

Finsler space is differentiable manifold for which Minkowski space is the fiber of the tangent bundle. To understand structure of the reference frame in Finsler space, we need to understand the structure of orthonormal basis in Minkowski space. In this paper, we considered the definition of orthonormal basis in Minkows…

2012-01-19abs ↗pdf ↗

In recent years, total variation (TV) and Euler's elastica (EE) have been successfully applied to image processing tasks such as denoising and inpainting. This paper investigates how to extend TV and EE to the supervised learning settings on high dimensional data. The supervised learning problem can be formulated as an…

2012-06-18abs ↗pdf ↗

In a Markovian model for a financial market, we characterize the best arbitrage with respect to the market portfolio that can be achieved using nonanticipative investment strategies, in terms of the smallest positive solution to a parabolic partial differential inequality; this is determined entirely on the basis of th…

2010-10-21abs ↗pdf ↗

Finsler space is differentiable manifold for which Minkowski space is the fiber of the tangent bundle. To understand structure of the reference frame in Finsler space, we need to understand the structure of orthonormal basis in Minkowski space. In this paper, I considered the definition of orthonormal basis in Minkowsk…

2011-07-24abs ↗pdf ↗

We study a novel spline-like basis, which we name the "falling factorial basis", bearing many similarities to the classic truncated power basis. The advantage of the falling factorial basis is that it enables rapid, linear-time computations in basis matrix multiplication and basis matrix inversion. The falling factoria…

2014-05-03abs ↗pdf ↗

In many signal processing applications, the aim is to reconstruct a signal that has a simple representation with respect to a certain basis or frame. Fundamental elements of the basis known as "atoms" allow us to define "atomic norms" that can be used to formulate convex regularizations for the reconstruction problem. …

2014-04-23abs ↗pdf ↗

An Einstein nilradical is a nilpotent Lie algebra, which can be the nilradical of a metric Einstein solvable Lie algebra. The classification of Riemannian Einstein solvmanifolds (possibly, of all noncompact homogeneous Einstein spaces) can be reduced to determining, which nilpotent Lie algebras are Einstein nilradicals…

2008-02-15abs ↗pdf ↗

Reconstruction of density functions and their characteristic functions by radial basis functions with scattered data points is a popular topic in the theory of pricing of basket options. Such functions are usually entire or admit an analytic extension into an appropriate tube and "bell-shaped" with rapidly decaying tai…

2014-04-21abs ↗pdf ↗

We introduce a basis of the Orlik-Solomon algebra labeled by chambers, so called chamber basis. We consider structure constants of the Orlik-Solomon algebra with respect to the chamber basis and prove that these structure constants recover D. Cohen's minimal complex from the Aomoto complex.

2007-03-25abs ↗pdf ↗

Level-set optimization formulations with data-driven constraints minimize a regularization functional subject to matching observations to a given error level. These formulations are widely used, particularly for matrix completion and sparsity promotion in data interpolation and denoising. The misfit level is typically …

2018-11-28abs ↗pdf ↗

The main goal of this paper is presentation a modern axiomatic approach to financial arithmetic. At the first, the axiomatic financial arithmetic theory was proposed by Peccati who has introduced the axiomatic definition of the future value. This theory has been extensively developed in past years. Proposed approach to…

2013-02-03abs ↗pdf ↗

New framework models complex spatial data with basis functions and graphical vectors.

problem Modeling highly-multivariate spatial processes with varying resolutions.
method Extends graphical lasso to multivariate Gaussian processes with independent graphical vectors at different resolutions, using an orthogonal basis and fusion penalty.
result Linear complexity and parsimonious conditional independence structure in multilevel graphical model.

Using Roelcke formula for the Green function, we explicitly construct a basis in the kernel of the adjoint Laplacian on a compact polyhedral surface XX and compute the SS-matrix of XX at the zero value of the spectral parameter. We apply these results to study various self-adjoint extensions of a symmetric Laplacian…

2019-02-08abs ↗pdf ↗

Machine learning model predicts DFT total energy to complete basis set limit.

problem Finding a model to extrapolate DFT calculations to complete basis set limit.
method Quantile-random-forest model trained on binary solids data.
result Random-forest model achieves <25% symmetric MAPE for both DFT codes.

The paper explains the fair basis in bond-CDS trading during financial crises.

problem Large basis trading losses during financial crises are not explained by reduced form models.
method Dynamic spread model with bond repo financing, economic capital approach.
result Unhedged and unhedgeable residual jump to default risk exists, affecting fair basis level.

Existing nonnegative matrix factorization methods focus on learning global structure of the data to construct basis and coefficient matrices, which ignores the local structure that commonly exists among data. In this paper, we propose a new type of nonnegative matrix factorization method, which learns local similarity …

2019-07-09abs ↗pdf ↗

Optimizes basis for density-based atomic representations to enhance compactness and accuracy.

problem Improving the efficiency and accuracy of machine learning models for atomic properties.
method An unsupervised approach to determine the optimal basis set for atom density representations using splines.
result Optimal basis sets that encode structural information more compactly and accurately.

This study tackles basis risk in weather parametric insurance using Monte Carlo simulations.

problem Mismatch between actual loss and payout in weather parametric insurance leads to loss without payout or payout without loss.
method Empirical research using Monte Carlo simulations to test diversification and hedging strategies.
result Portfolio basis risk and volatility decrease with more contracts, and spatial relationships significantly impact basis risk.