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.

168,695 papers · 148 categories

Trend · papers per month

22436586 · Jun 202019922001200920172026
48 results for characteristic axes

The paper diagnoses factor models using characteristic axes and zero-curve restrictions.

problem Tackles systematic sign reversals and overcorrections in factor model pricing errors.
method Extends cap-axis integral diagnostic to general characteristic axes, measuring pricing errors as bridge-alpha curves.
result Axis-level pricing errors are nearly orthogonal to maximum-Sharpe gains, showing systematic sign reversals and overcorrections.

The paper diagnoses factor-model pricing errors using characteristic axes and bridge-alpha curves.

problem Tackles systematic sign reversals and overcorrections in factor-model pricing errors.
method Extends cap-axis integral diagnostic to characteristic axes, measures pricing errors as bridge-alpha curves, and uses a predetermined characteristic order to generate zero-curve restrictions.
result Axis-level pricing errors are nearly orthogonal to maximum-Sharpe gains, showing significant sign reversals and overcorrections.

This paper diagnoses factor-model pricing errors using a new method.

problem Measuring pricing errors in factor models with general characteristic axes.
method Developed a method to measure factor-model pricing errors as bridge-alpha curves, using a predetermined characteristic order and prefix portfolios.
result Adding a counterpart factor flips the curve's sign on every axis, but only HML and CMA overcorrect enough to be rejected.

The Conclusive Theorem has been established to determine the dependence of the three-axes positive-definite Finsleroid metric functions FF on the Finsleroid azimuthal angle θθ in the three-dimensional case N=3N=3, provided that the condition of the angle-separation in the involved characteristic functions is implied. …

2018-07-26abs ↗pdf ↗

A new knot invariant measures crossings in three orthogonal directions.

problem Defining a new knot invariant for certain knot diagrams.
method Defining the simultaneous crossing number for knots with doubly transvergent diagrams.
result The limit of the ratio of the new invariant to the usual crossing number is at most 8.

Method evaluates disentanglement in DLVMs, including those not aligned with latent axes.

problem Evaluate disentanglement in DLVMs, especially those not aligned with latent axes.
method Proposes a statistical method to discover generative factors of a dataset.
result Empirically demonstrates the advantage of the method on two datasets.

Paper proposes AXE loss for non-autoregressive machine translation, improving performance.

problem Challenges in training non-autoregressive models due to lack of autoregressive factors and cross entropy loss penalties.
method Proposes aligned cross entropy (AXE) loss function using a differentiable dynamic program for better word order alignment.
result AXE-based training improves performance on major WMT benchmarks and sets a new state of the art for non-autoregressive models.

Deep learning models are full of hyperparameters, which are set manually before the learning process can start. To find the best configuration for these hyperparameters in such a high dimensional space, with time-consuming and expensive model training / validation, is not a trivial challenge. Bayesian optimization is a…

2019-12-11abs ↗pdf ↗

New method flattens decision boundary by targeting shortcut-aligned axes in disentangled latent space.

problem Shortcut learning in neural networks, leading to poor out-of-distribution generalization.
method Injects targeted anisotropic noise to regularize classifier sensitivity along shortcut-aligned axes.
result Achieves state-of-the-art OOD performance without shortcut labels or conflicting samples.

The paper classifies hypersurfaces in Riemannian manifolds with constant inner product and torse-forming axes.

problem Understanding hypersurfaces in Riemannian manifolds with specific geometric properties.
method Analyzing hypersurfaces with constant inner product and torse-forming axes.
result Classification of hypersurfaces with torse-forming axes.

We study the Lipschitz metric on Outer Space and prove that fully irreducible elements of Out(F_n) act by hyperbolic isometries with axes which are strongly contracting. As a corollary, we prove that the axes of fully irreducible automorphisms in the Cayley graph of Out(F_n) are stable, meaning that a quasi-geodesic wi…

2008-12-08abs ↗pdf ↗

Self-focal points on ellipsoids of dimension 3 or higher are rare.

problem Existence of self-focal points on Riemannian manifolds of dimension 3 or higher.
method Analyzing geodesics and umbilic points on ellipsoids of various dimensions.
result Ellipsoids of dimension 3 or higher with at least 4 distinct axes have no self-focal points.

Study inverse curve shortening flow on hyperbolic plane, classifying solitons.

problem Understanding the behavior of curves in hyperbolic geometry under a specific flow.
method Classifying solitons with respect to vector fields and studying their properties.
result Parabolic solitons are graphs on the y-axis, conformal solitons on the x-axis.

Proposes σσ-PCA to learn identifiable linear transformations without whitening.

problem Cannot identify axes with equal variances in PCA.
method Unified model for linear and nonlinear PCA, introducing a missing piece to eliminate rotational indeterminacy.
result Eliminates subspace rotational indeterminacy in PCA.

Recent results using inverse scattering techniques interpret every solution φ(x,y)φ(x,y) of the sine-Gordon equation as a non-linear superposition of solutions along the axes x=0x=0 and y=0y=0. Here we provide a geometric method of integration, as well as a geometric interpretation. Specifically, every weakly regular surface…

2003-07-20abs ↗pdf ↗

This paper consists of two parts. In the first one we study the behaviour of medial axes (skeletons) of closed sets in a connected complete Riemannian manifold M\mathcal{M} under deformations. The second one is devoted to a similar study of conflict sets. We apply a new approach to the deformation process. Instead of …

2016-02-17abs ↗pdf ↗

We construct helicoid-like embedded minimal disks with axes along self-similar curves modeled on logarithmic spirals. The surfaces have a self-similarity inherited from the curves and the nature of the construction. Moreover, inside of a "logarithmic cone", the surfaces are embedded.

2014-04-28abs ↗pdf ↗

We consider the problem of estimating an unknown signal x0x_0 from noisy linear observations y=Ax0+zRmy = Ax_0 + z\in R^m. In many practical instances, x0x_0 has a certain structure that can be captured by a structure inducing convex function f()f(\cdot). For example, 1\ell_1 norm can be used to encourage a sparse solution. T…

2013-11-04abs ↗pdf ↗

New approach classifies rotational Weingarten surfaces in Lorentz-Minkowski space.

problem Classifying rotational Weingarten surfaces in Lorentz-Minkowski space.
method Using geometric linear momentum of generatrix curves with respect to axes of revolution.
result Unified framework for three causal types of rotation axes.

PRUDEX-Compass evaluates FinRL methods on 6 axes for financial market investments.

problem Insufficient evaluation of FinRL methods in financial markets.
method Introduces PRUDEX-Compass with 6 axes and 17 measures for evaluation.
result Demonstrates the effectiveness of PRUDEX-Compass on 4 real-world datasets.

Developable ruled surfaces generated by curvature axes of curves.

problem Creating simple and understandable ruled surfaces for practical design.
method Investigating a straightforward method to generate developable ruled surfaces using curvature axes of curves.
result Developable ruled surfaces are generated by the curvature axes of curves, and these surfaces are developable.

We study hypersurfaces either in the sphere \s{n+1} or in the hyperbolic space \h{n+1} whose position vector xx satisfies the condition Lkx=Ax+bL_kx=Ax+b, where LkL_k is the linearized operator of the (k+1)(k+1)-th mean curvature of the hypersurface for a fixed k=0,...,n1k=0,...,n-1, AR(n+2)×(n+2)A\in\R{(n+2)\times (n+2)} is a constant matrix an…

2009-08-25abs ↗pdf ↗

We study optimal double helices with straight axes (or the fattest tubes around them) computationally using three kinds of functionals; ideal ones using ropelength, best volume packing ones, and energy minimizers using two one-parameter families of interaction energies between two strands of types rαr^{-α} and $\frac1r…

2011-04-04abs ↗pdf ↗

Stochastic gradient descent regularizes least squares problems by smoothing large singular values.

problem Regularization of least squares problems using stochastic gradient descent.
method Analysis of stochastic gradient descent applied to least squares problems, showing a regularization effect.
result Stochastic gradient descent leads to a quick regularization effect, smoothing large singular values.

New findings challenge the traditional U-shaped curve of model complexity and error, revealing a second descent in error as model size increases.

problem The traditional U-shaped curve of model complexity and prediction error is incomplete, with recent work suggesting a second descent in error as model size increases.
method Careful consideration of multiple complexity axes and a nonparametric statistics perspective were used to interpret the observed double descent curves.
result The observed double descent curves in classical statistical machine learning methods fold back into traditional convex shapes, resolving tensions with statistical intuition.

We show that there is no triangulation of the infinite real Grassmannian of k-planes in R^\infty which is nicely situated with respect to the coordinate axes. In terms of matroid theory, this says there is no triangulation of the Grassmannian subdividing the matroid stratification. This is proved by an argument in proj…

2000-04-27abs ↗pdf ↗

We prove optimal subspace embedding conjecture up to sub-polylogarithmic factors.

problem Optimal dimension and sparsity of subspace embeddings.
method Iterative decoupling technique to analyze higher-order trace moment bounds.
result Sub-polylogarithmic factors in dimension and sparsity of subspace embeddings.

The set of axes of hyperbolic elements in a Fuchsian group depends on the commensurability class of the group. In fact, it has been conjectured that it determines the commensurability class and this has been verified in for groups of the second kind by G. Mess and for arithemetic groups by by D. Long and A. Reid. Here …

2017-09-26abs ↗pdf ↗

This paper evaluates how well neural models can solve complex tasks by breaking them into simpler ones.

problem Measuring neural models' ability to solve complex tasks by breaking them into simpler subtasks.
method Characterized axes of compositional generalization, introduced a benchmark suite of tasks, and improved Transformer models' attention mechanisms.
result Modified Transformer models generally perform better than natural baselines in solving complex tasks, but challenges remain.

Clarifies challenges in machine learning uncertainty quantification.

problem Inconsistent terminology and diverse technical requirements for trustworthy uncertainties.
method Examines estimation targets, uncertainty constructs, and problematic mappings.
result Advocates for alignment between intent and implementation in UQ.