Research
On-device research index

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.

168,657 papers · 148 categories

Trend · papers per month

127254381508 · Jun 202019922001200920172026
48 results for cascading effects

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 introduce a probabilistic framework that represents stylized banking networks with the aim of predicting the size of contagion events. Most previous work on random financial networks assumes independent connections between banks, whereas our framework explicitly allows for (dis)assortative edge probabilities (e.g., …

2016-10-13abs ↗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.

Graph Cascades rewire graphs to improve structure-aware learning.

problem Improving graph neural networks and transformers for structure-aware learning.
method Graph Cascades uses contagion-based diffusion processes to construct an auxiliary graph with reinforced edges.
result Graph Cascades improves node-classification benchmarks across various graph types.

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.

Cascade classifiers are widely used in real-time object detection. Different from conventional classifiers that are designed for a low overall classification error rate, a classifier in each node of the cascade is required to achieve an extremely high detection rate and moderate false positive rate. Although there are …

2013-01-10abs ↗pdf ↗

CASCADE improves uncertainty communication in Parkinson's disease medication management.

problem Uncertainty in clinical decision-making for Parkinson's disease patients.
method CASCADE uses a novel conformal prediction framework to adaptively scale prediction intervals based on classification uncertainty.
result CASCADE produces more efficient and robust prediction intervals for Parkinson's disease patients.

In the 'Big Data' era, many real-world applications like search involve the ranking problem for a large number of items. It is important to obtain effective ranking results and at the same time obtain the results efficiently in a timely manner for providing good user experience and saving computational costs. Valuable …

2017-06-07abs ↗pdf ↗

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 ↗

A probabilistic framework is introduced that represents stylized banking networks and aims to predict the size of contagion events. In contrast to previous work on random financial networks, which assumes independent connections between banks, the possibility of disassortative edge probabilities (an above average tende…

2011-10-19abs ↗pdf ↗

We address the problem of influence maximization when the social network is accompanied by diffusion cascades. In prior works, such information is used to compute influence probabilities, which is utilized by stochastic diffusion models in influence maximization. Motivated by the recent criticism on the effectiveness o…

2019-04-18abs ↗pdf ↗

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.

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.

Can evolving networks be inferred and modeled without directly observing their nodes and edges? In many applications, the edges of a dynamic network might not be observed, but one can observe the dynamics of stochastic cascading processes (e.g., information diffusion, virus propagation) occurring over the unobserved ne…

2018-05-27abs ↗pdf ↗

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.

Efficient algorithm learns Independent Cascade model from partial network observations.

problem Learning accurate spreading models from limited network data.
method Scalable dynamic message-passing approach for parameter learning.
result Improved prediction of marginal probabilities compared to original model.

New model for personalized online advertising with multi-user interaction.

problem Realistic online advertising scenarios with multiple users interacting simultaneously.
method Introduces Multi-User Contextual Cascading Bandit (MCCB) model and proposes UCBBP and AUCBBP algorithms.
result Proves UCBBP and AUCBBP achieve optimal regret bounds for multi-user context.

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 ↗

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.

Motivated by the pressing need for efficient optimization in online recommender systems, we revisit the cascading bandit model proposed by Kveton et al. (2015). While Thompson sampling (TS) algorithms have been shown to be empirically superior to Upper Confidence Bound (UCB) algorithms for cascading bandits, theoretica…

2018-10-02abs ↗pdf ↗

Traditional works on community detection from observations of information cascade assume that a single adjacency matrix parametrizes all the observed cascades. However, in reality the connection structure usually does not stay the same across cascades. For example, different people have different topics of interest, th…

2018-06-14abs ↗pdf ↗

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 ↗

Cascades of information-sharing are a primary mechanism by which content reaches its audience on social media, and an active line of research has studied how such cascades, which form as content is reshared from person to person, develop and subside. In this paper, we perform a large-scale analysis of cascades on Faceb…

2016-02-02abs ↗pdf ↗

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.

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 ↗

We analyze the possibility of reduction of systemic risk in financial markets through Pigouvian taxation of financial institutions which is used to support the rescue fund. We introduce the concept of the cascade risk with a clear operational definition as a subclass and a network related measure of the systemic risk. …

2014-06-23abs ↗pdf ↗

In this paper, we present a general, multistage framework for graphical model approximation using a cascade of models such as trees. In particular, we look at the problem of covariance matrix approximation for Gaussian distributions as linear transformations of tree models. This is a new way to decompose the covariance…

2018-08-10abs ↗pdf ↗

Deep generative models are effective methods of modeling data. However, it is not easy for a single generative model to faithfully capture the distributions of complex data such as images. In this paper, we propose an approach for boosting generative models, which cascades meta-models together to produce a stronger mod…

2019-05-11abs ↗pdf ↗

A new approach reduces the size of prediction sets in CP, making it more efficient.

problem Large and costly prediction sets in standard CP.
method Expand correctness criterion to include inferred admissible answers, and use prediction cascades to prune implausible labels.
result Empirically effective in natural language processing and drug discovery.

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.