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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.

169,341 papers · 148 categories

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3.8%7.6%11.4%15.2% · Mar 199719922001200920182026
48 results for cascaded mechanism

The paper examines clearing payments in financial networks to prevent cascaded defaults.

problem Cascaded defaults in financial networks under the proportionality rule.
method Analysis of clearing model under pro-rated payments, derivation of necessary and sufficient conditions for clearing payments, convex optimization problems for computation.
result Clearing payments can be computed by solving convex optimization problems, reducing overall system loss by lifting the proportionality rule.

The study finds that many social media content cascades recur with bursts of popularity over time.

problem Understanding the recurrence of content cascades on social media.
method Large-scale analysis of cascades on Facebook over extended time periods, using a simple model to simulate recurrence.
result Content virality drives recurrence, but beyond a certain popularity, the rate of recurrence decreases.

Modeling social network activity through user and topic interaction.

problem Understanding complex dynamics of opinion formation in social networks.
method Mixture of Interacting Cascades (MIC) model of marked multidimensional Hawkes processes.
result MIC achieves superior performance in modeling information cascade spread.

The scope of financial systemic risk research encompasses a wide range of interbank channels and effects, including asset correlation shocks, default contagion, illiquidity contagion, and asset fire sales. This paper introduces a financial network model that combines the default and liquidity stress mechanisms into a "…

2013-10-25abs ↗pdf ↗

Crypto crashes show no consistent early warning signal, suggesting they are abrupt shocks rather than critical transitions.

problem Identifying early warning signals for crypto crashes.
method Analysis of seven major BTC liquidation cascades using minute-level price and leverage/order-flow data.
result No variable is event-invariant, and the critical-slowing-down signature is present in only five out of seven events.

Modeling financial networks to predict systemic crises.

problem Predicting systemic financial crises in complex networks.
method Developed inhomogeneous random financial networks (IRFNs) to model bank interactions.
result Found a condition for a locally tree-like independence (LTI) property, leading to fixed point equations for system equilibrium.

Develops a complexity measure for neural networks based on quantum statistical mechanics.

problem Understanding the relationship between neural network structure and generalization ability.
method Introduces Periodic Spectral Ergodicity (PSE) and cascading PSE (cPSE) to quantify neural network complexity.
result Demonstrates the effectiveness of cPSE in quantifying complexity and guiding NAS.

Algorithm recommends trades based on crypto asset prices and market conditions.

problem Optimizing trades in volatile crypto markets to minimize gas fees and slippage.
method Cascading Waterfall Round Robin Mechanism considering gas fees and slippage.
result Algorithmic approach reduces market noise and ensures sound trade execution.

Study measures subcritical branching in crypto liquidation cascades.

problem Understanding the mechanism of crypto liquidation cascades.
method Analyzed seven major crypto liquidation events, measured branching ratio, and compared with theoretical models.
result Found the cascades to be subcritical, with branching ratio around 0.1-0.2.

PredRNN++ improves video predictive learning by alleviating gradient issues.

problem Gradient vanishing problem in deep spatiotemporal models.
method Causal LSTM and Gradient Highway architecture to manage gradients.
result PredRNN++ yields state-of-the-art prediction results even in occlusion scenarios.

On many social networking web sites such as Facebook and Twitter, resharing or reposting functionality allows users to share others' content with their own friends or followers. As content is reshared from user to user, large cascades of reshares can form. While a growing body of research has focused on analyzing and c…

2014-03-18abs ↗pdf ↗

This paper optimizes power grid protection settings to maximize network degradation due to cascading attacks.

problem Cascading attacks on power grids and their undetected nature.
method Constrained Bayesian Optimization applied to transmission line protection settings.
result Even limited misconfiguration of protection settings can cause severe cascading attacks.

New insights into cascade feedback linearization of control systems.

problem Obtaining a cascade feedback linearization for invariant control systems.
method Introducing truncated versions of operators from the calculus of variations to prove new theorems.
result Established new geometry and foundational theorems for future work.

The paper improves theoretical guarantees for Thompson Sampling in cascading bandits.

problem Optimizing online recommender systems with cascading bandits.
method Develops and analyzes new Thompson Sampling algorithms for cascading bandits.
result Establishes the first theoretical guarantees on Thompson Sampling for cascading bandits.

New research reveals diverse cascade sizes in finite networks, challenging traditional risk assessments.

problem Predicting the size of cascades in finite networks is difficult due to uncertain parameters and missing information.
method Derived explicit closed-form solutions for cascade size distributions in complete and star networks.
result Broad and even bimodal cascade size distributions in finite networks, not centered around the average.

Modeling cascading behavior in complex systems using CTBNs.

problem Understanding which states trigger cascading events in complex systems.
method Continuous-time Bayesian networks (CTBNs) for modeling and identifying likely sentry states.
result Identification of likely sentry states that may lead to cascading behavior.

New approach to learning cascaded classifiers for heterogeneous embedded devices.

problem Real-time monitoring and adaptive interventions in mobile health.
method Generalized tree-structured cascades, joint learning of classifiers, novel output combination during training.
result Joint learning of all detectors for tree-structured cascades in resource-constrained environments.

Study on information cascade fragility under mismatched revealing probabilities.

problem Analyzing the fragility of information cascades in decision-making processes with imperfect knowledge of revealing probabilities.
method Examined sequential decision-making models with players having private information and imitating previous decisions. Studied the effect of a mismatch between players' beliefs and actual revealing probabilities.
result Derived closed-form expressions for optimal learning rates and identified phase transitions in the behavior of asymptotic learning rates.

A search engine usually outputs a list of KK web pages. The user examines this list, from the first web page to the last, and chooses the first attractive page. This model of user behavior is known as the cascade model. In this paper, we propose cascading bandits, a learning variant of the cascade model where the obje…

2015-02-10abs ↗pdf ↗

Structured prediction tasks pose a fundamental trade-off between the need for model complexity to increase predictive power and the limited computational resources for inference in the exponentially-sized output spaces such models require. We formulate and develop the Structured Prediction Cascade architecture: a seque…

2012-08-06abs ↗pdf ↗

Bayesian optimization tackles expensive cascade processes.

problem Optimizing multistage decision-making processes with expensive costs.
method Formulated as Bayesian optimization framework with two types of acquisition functions.
result Demonstrated effectiveness through numerical experiments and a solar cell simulator application.

New method disentangles shock diffusion on complex networks using graph planarity.

problem Difficult to identify shock sources and destinations in complex network dynamics.
method Combines vector autoregression with graph planarity to uniquely characterize shock propagation.
result Planarity of network allows statistical estimation of shock propagation paths.

Model shows financial turbulence similar to turbulence, with wealth cascading from large to small entities.

problem Understanding wealth distribution and dynamics in financial systems.
method Constructed a multiscale model for hierarchical financial structures.
result Found wealth distribution exhibits power law at large scales and Maxwellian at small scales.

The paper addresses the kk-tangle enumeration problem. We introduce a notion of cascade diagram for kk-tangle projections. An effective enumeration algorithm for projections is proposed based on cascade representation. Tangles projections with up to 12 crossings are tabulated. We provide also pictures of alternating …

2007-12-22abs ↗pdf ↗

We consider the problem of finding the graph on which an epidemic cascade spreads, given only the times when each node gets infected. While this is a problem of importance in several contexts -- offline and online social networks, e-commerce, epidemiology, vulnerabilities in infrastructure networks -- there has been ve…

2012-02-08abs ↗pdf ↗

Unified approach for influence maximization using diffusion cascade representations.

problem Influence maximization on networks with diffusion cascades.
method Multi-task neural network learning influencer and susceptible vectors; greedy algorithm for influence maximization.
result IMINFECTOR outperforms other methods in efficiency and seed set quality.

Improves information cascade models using contrastive training and DSTs.

problem Improving models of information cascades using limited labeled data.
method Proposes a contrastive training procedure for models of information cascades as directed spanning trees (DSTs).
result Unsupervised training with additional content features achieves significantly better results, reaching half the accuracy of a fully supervised model.

A model infers dynamic networks from partial observation of cascading processes.

problem Inferring evolving networks from partial observation of node and edge data.
method A novel framework based on a mixture of coupled hierarchical Dirichlet processes.
result Explicit predictive distribution over edges of the underlying network, including future edges.

A real-time adaptive background subtraction framework using a rejection cascade of Gaussians.

problem Real-time background subtraction with pixel-wise modeling trade-offs.
method Decompose Gaussian Mixture Model into an adaptive cascade of Gaussians (CoG).
result 4-5x speed-up and 17% accuracy improvement over baseline.

Cascading flows improve variational inference in structured programs.

problem Challenges in variational inference for complex probabilistic programs.
method Integrates normalizing flows and ASVI to create cascading flows, which embed the forward-pass of probabilistic programs.
result Cascading flows outperform normalizing flows and ASVI in structured inference problems.