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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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0111 · Apr 201919922001200920172026
6 results for beta-mixing

Paper extends nonparametric regression bounds for dependent β\beta-mixing samples.

problem Analyzing error in nonparametric regression with dependent data.
method Extends uniform deviation inequalities from independent to dependent β\beta-mixing samples.
result Derives generalization bounds for nonparametric regression with dependent data.

The study provides statistical theory for WGANs in time series forecasting.

problem Statistical analysis of WGANs for time series forecasting.
method Statistical theory and upper bounds for excess Bayes risk, weak convergence, and confidence intervals.
result Developed confidence intervals for time series forecasting using WGANs.

Understanding the effect of a particular treatment or a policy pertains to many areas of interest, ranging from political economics, marketing to healthcare. In this paper, we develop a non-parametric algorithm for detecting the effects of treatment over time in the context of Synthetic Controls. The method builds on c…

2019-04-02abs ↗pdf ↗

Paper develops methods for inference on time series data using neural networks and sieves.

problem Inference on time series data with nonparametric conditional moment restrictions.
method GN-QLR based inference using general nonlinear sieves and multilayer neural networks.
result Optimally weighted GN-QLR statistic is asymptotically Chi-square distributed.