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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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100200300400 · Jun 202019922001200920182026
48 results for black system

Paper uses black-box inference to estimate non-linear latent force models.

problem Estimating posterior state and forcing term in non-linear systems with unknown forcing terms.
method Black-box variational inference with local inverse autoregressive flows.
result Demonstrates effectiveness of approximation on known posterior systems and non-linear dynamics.

VIBI interprets black-box systems by selecting key features that are both brief and comprehensive.

problem Lack of concise and comprehensive explanations for black-box decision systems.
method VIBI uses the information bottleneck principle to select key features that are maximally compressed and informative.
result VIBI provides more concise and comprehensive explanations compared to existing methods.

This paper proposes a novel PGO framework to optimize systemic risk bailouts using neural networks.

problem Optimal bailout strategies for mitigating systemic risk in financial systems.
method Prediction-Gradient-Optimization (PGO) framework, using neural networks to approximate and forecast the objective function.
result The PGO framework effectively manages systemic risk through online optimization.

Deep-PrAE improves rare-event simulation for black-box systems.

problem Evaluating rare safety-critical events in learning-based systems.
method Combines deep neural networks with IS to create statistically guaranteed estimations.
result Deep-PrAE provides accurate bounds on safety-critical event probabilities.

This paper analyzes the probability flow in the stock market using the Black-Scholes model.

problem The non-conservation of probability in the stock market.
method Expressed the Black-Scholes equation in Hamiltonian form and analyzed the flow of probability.
result Conditions under which probability might be conserved in the market, challenging the non-Hermitian nature of the Black-Scholes Hamiltonian.

We construct new classes of exact solutions of the 4D vacuum Einstein equations which describe ellipsoidal black holes, black tori and combined black hole -- black tori configurations. The solutions can be static or with anisotropic polarizations and running constants. They are defined by off--diagonal metric ansatz wh…

2001-11-19abs ↗pdf ↗

Improves model classification accuracy in black-box settings.

problem Difficulty in inferring model properties due to limited query access.
method Introduces discriminative factorization to distinguish high-quality queries.
result Probability of chance-level classification decreases exponentially with query budget.

Study constructs infinite families of non-singular black hole solutions with a negative cosmological constant.

problem Constructing non-singular black hole solutions with a negative cosmological constant.
method Using an elliptic system of equations with complex coefficients for complex-valued tensor fields.
result Infinite-dimensional families of non-singular stationary black hole solutions with a negative cosmological constant.

We show that the non Hermitian Black-Scholes Hamiltonian and its various generalizations are eta-pseudo Hermitian. The metric operator eta is explicitly constructed for this class of Hamitonians. It is also shown that the effective Black-Scholes Hamiltonian and its partner form a pseudo supersymmetric system.

2011-12-14abs ↗pdf ↗

Proposes a method to ensure accurate estimation of rare events in AI systems.

problem Lack of efficiency guarantees in black-box systems for rare-event simulation.
method Integrates deep learning with importance sampling to create a statistically guaranteed estimator.
result Demonstrates effective estimation of rare-event probabilities in AI systems.

LaMBO optimizes modular systems with switching costs, achieving better results than existing methods.

problem Optimizing systems with costly variable updates in a sequence of modules.
method Lazy Modular Bayesian Optimization (LaMBO) that minimizes switching costs.
result LaMBO achieves vanishing regret and improves over existing cost-aware Bayesian optimization algorithms.

The main object of our study is a four dimensional Lie algebra which describes the symmetry properties of a nonlinear Black-Scholes model. This model implements a feedback effect which is typical for an illiquid market. The structure of the Lie algebra depends on one parameter, i.e. we have to do with a one-parametric …

2009-01-19abs ↗pdf ↗

Regularizes black-box models to improve interpretability.

problem Improving interpretability of black-box models without sacrificing accuracy.
method Regularizes a black-box model at training time to connect model explainability, explanation system, and quality metrics.
result Substantial improvement in explanation fidelity and stability across various datasets and explanation systems, with slight accuracy trade-off.

The paper proves extremal black holes form at a critical point of gravitational collapse.

problem Formation of extremal black holes in gravitational collapse.
method Constructing smooth families of spherically symmetric solutions to the Einstein-Maxwell-Vlasov system.
result Extremal Reissner-Nordström black holes form at the critical collapse threshold.

The paper certifies AI reliability via sampling and calibration, providing exact guarantees.

problem Ensuring trust in black-box AI systems' outputs.
method Self-consistency sampling and conformal calibration.
result Reliability levels derived from these methods offer finite-sample guarantees.

Society's drive toward ever faster socio-technical systems, means that there is an urgent need to understand the threat from 'black swan' extreme events that might emerge. On 6 May 2010, it took just five minutes for a spontaneous mix of human and machine interactions in the global trading cyberspace to generate an unp…

2012-02-07abs ↗pdf ↗

This paper describes the black hole threshold in a moduli space of spherically symmetric spacetimes.

problem Understanding the black hole threshold in a moduli space of spherically symmetric spacetimes.
method Complete description and analysis of the black hole threshold in the moduli space M\mathfrak M.
result The black hole threshold is the extremal leaf of a C1C^1 foliation of the moduli space, separating black hole solutions from non-collapsing solutions.

In X-ray binary star systems consisting of a compact object that accretes material from an orbiting secondary star, there is no straightforward means to decide if the compact object is a black hole or a neutron star. To assist this classification, we develop a Bayesian statistical model that makes use of the fact that …

2015-07-13abs ↗pdf ↗

New algorithm scales model-based policy search for robotics to high-dimensional systems.

problem Inefficient scaling of model-based policy search algorithms in high-dimensional state/action spaces.
method Introduces parameterized black-box priors to scale up model learning and improve robustness to prior inaccuracies.
result Significantly more data-efficient than previous algorithms, learning gaits in 16-30 seconds.

Interprets feature interactions in ad-click prediction models.

problem Improving interpretability of black-box recommender systems.
method Interprets feature interactions from a source model and encodes them in a target model.
result Interpretations significantly outperform existing recommender models.

HyperFair integrates fairness in recommender systems using probabilistic soft logic.

problem Ensuring fairness in recommender systems across diverse domains.
method Soft fairness constraints integrated as regularization in a joint inference objective function.
result HyperFair improves fairness of predictions from black-box models and hybrid systems.

We provide a geometric framework for the construction of non-vacuum black holes whose metrics are stationary and axisymmetric. Under suitable assumptions we show that the Einstein equations reduce to an Einstein-harmonic map type system and analyze the compatibility of the resulting equations. This framework will be fu…

2015-10-27abs ↗pdf ↗

New method optimizes sensor placement for stochastic systems efficiently.

problem Optimizing sensor placements for black-box stochastic systems with computational constraints.
method Trains a joint energy-based model on simulation data to learn parameter and solution distributions, allowing efficient sensor placement.
result Demonstrates lower computational cost and more informative sensor locations compared to conventional approaches.

New framework tests AVs as a black box, prioritizing rare failure modes.

problem Lack of rigorous and scalable testing methods for AVs.
method Developed a simulation testing framework that learns to identify and rank failure scenarios via adaptive importance-sampling methods.
result First independent evaluation of a full-stack commercial AV system (Comma AI's OpenPilot).

Paper links quantum processes to nonlocal diffusions and introduces a market fear factor.

problem Modeling market volatility and turbulence using quantum effects.
method Established link between quantum stochastic processes and nonlocal diffusions, demonstrated how non-commutative Black-Scholes equation can be written in integral form, applied Monte-Carlo methods to simulate solutions, introduced unitary transformations to classical systems.
result Introduced a market fear factor that increases volatility due to recent market turbulence, not linked to local volatility or additional stochastic variables.

Essay combines thermodynamics, economics, and geobiodynamics to model complex systems.

problem Understanding complex evolutionary systems in economics and geobiodynamics.
method Defines Roegenian Economy, links thermodynamics and economics, analyzes phase equilibrium, and discusses economic black holes.
result Roegenian economic systems are described as Carnot groups with phase equilibrium analysis.

Constructs initial data for multiple black holes with specified ADM parameters.

problem Forming multiple black holes with specific ADM parameters.
method Smooth, asymptotically flat vacuum initial data with prescribed ADM energy, momentum, and angular momentum.
result Maximal development of data results in spacetimes containing multiple black holes.

Researchers create black holes isometric to extremal Reissner-Nordström.

problem Third law of black hole thermodynamics.
method Novel CkC^k characteristic gluing procedure and scalar field pulses.
result Definitive disproof of the third law of black hole thermodynamics.

Method extracts understandable explanations for black-box models using matrix factorization.

problem Lack of human-understandable explanations for black-box classification models.
method Introduces contribution matrix and explanation embedding using matrix factorization.
result Extracts rule-like model explanations from contribution matrix.

This work proves Kerr black holes are dynamically stable under certain perturbations.

problem Dynamical stability of Kerr black holes under axially symmetric perturbations.
method Dimensional reduction to 2+1 Einstein-wave map system, construction of positive-definite energy functional, proving boundary terms vanish.
result Strictly conserved positive energy for axially symmetric linear perturbations of Kerr black holes.

Deep neural network predicts black hole merger remnants with high accuracy.

problem Estimating the properties of black hole merger remnants.
method Trained on a dataset of binary black hole simulations, a deep neural network predicts mass and spin with high precision.
result The network predicts remnant black hole mass and spin with errors less than 0.04% and 0.3% respectively, and reduces errors in precessing cases to half.

A new method for optimizing black-box problems with constraints.

problem Optimizing black-box systems with multiple performance criteria and constraints.
method Developed a novel constrained Bayesian optimization approach based on the knowledge gradient method.
result A new acquisition function that balances optimality and feasibility.