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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.

168,742 papers · 148 categories

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48 results for chromosome segregation

Phase segregation, the process by which the components of a binary mixture spontaneously separate, is a key process in the evolution and design of many chemical, mechanical, and biological systems. In this work, we present a data-driven approach for the learning, modeling, and prediction of phase segregation. A direct …

2018-03-23abs ↗pdf ↗

Controversies around race and machine learning have sparked debate among computer scientists over how to design machine learning systems that guarantee fairness. These debates rarely engage with how racial identity is embedded in our social experience, making for sociological and psychological complexity. This complexi…

2018-11-28abs ↗pdf ↗

Genetic sequence data are well described by hidden Markov models (HMMs) in which latent states correspond to clusters of similar mutation patterns. Theory from statistical genetics suggests that these HMMs are nonhomogeneous (their transition probabilities vary along the chromosome) and have large support for self tran…

2016-11-02abs ↗pdf ↗

Bayesian MS-VAR model for pricing equity-linked life insurance products.

problem Pricing and hedging equity-linked life insurance products on maximum of several assets.
method Introduces Bayesian Markov-Switching Vector Autoregressive (MS-VAR) process to model economic variables and insured's lifetime.
result Obtains net single premiums and hedging formulas for equity-linked life insurance products.

Study explores how wealth dynamics change with preferential interactions in kinetic exchange models.

problem Investigate how preferential interactions affect wealth dynamics and distributions in kinetic exchange models.
method Conducted Monte Carlo simulations to explore two types of preferential interactions: one with random selection and another with wealth difference constraint.
result Emergence of quasi-oligarchic societies and segregation into economic classes observed in preferential interactions.

A method for estimating the cross-correlation Cxy(τ)C_{xy}(τ) of long-range correlated series x(t)x(t) and y(t)y(t), at varying lags ττ and scales nn, is proposed. For fractional Brownian motions with Hurst exponents H1H_1 and H2H_2, the asymptotic expression of Cxy(τ)C_{xy}(τ) depends only on the lag ττ (wide-sense stationarit…

2008-04-13abs ↗pdf ↗

We introduce the Genetic-Gated Networks (G2Ns), simple neural networks that combine a gate vector composed of binary genetic genes in the hidden layer(s) of networks. Our method can take both advantages of gradient-free optimization and gradient-based optimization methods, of which the former is effective for problems …

2018-11-26abs ↗pdf ↗

Unsupervised two-view learning, or detection of dependencies between two paired data sets, is typically done by some variant of canonical correlation analysis (CCA). CCA searches for a linear projection for each view, such that the correlations between the projections are maximized. The solution is invariant to any lin…

2011-01-31abs ↗pdf ↗

Cash collateral is perfect in that it provides simultaneous counterparty credit risk protection and derivatives funding. Securities are imperfect collateral, because of collateral segregation or differences in CSA haircuts and repo haircuts. Moreover, the collateral rate term structure is not observable in the repo mar…

2017-02-14abs ↗pdf ↗

Bayesian optimization has recently attracted the attention of the automatic machine learning community for its excellent results in hyperparameter tuning. BO is characterized by the sample efficiency with which it can optimize expensive black-box functions. The efficiency is achieved in a similar fashion to the learnin…

2017-07-18abs ↗pdf ↗

We describe a novel non-parametric statistical hypothesis test of relative dependence between a source variable and two candidate target variables. Such a test enables us to determine whether one source variable is significantly more dependent on a first target variable or a second. Dependence is measured via the Hilbe…

2014-06-15abs ↗pdf ↗

Proposes a novel SAM operator for separate item and relational memories.

problem Limited memory interactions in neural networks.
method Introduces a Self-attentive Associative Memory (SAM) operator to separate item and relational memories.
result Achieves competitive results in various tasks, including geometry, graph, reinforcement learning, and question answering.

Study on optimal fees in hedge funds with first-loss compensation.

problem Determining the best fee structure for hedge funds with first-loss compensation.
method Solved the manager's non-concave utility maximization problem, calculated Pareto optimal first-loss schemes, and maximized a decision criterion on this set.
result Traditional fees are not Pareto optimal, and the preferred first-loss coverage guarantee varies with investor and market factors.

Model shows how confidence feedback can lead to different crisis outcomes.

problem Characterizing the impact of economic recessions on different social strata.
method A self-reflexive DSGE model with heterogeneous households, varying parameters to analyze crisis typologies.
result Crisis propagation can be confined to high or low income households, depending on social network structure and income inequality.

Novel CNN array for sign language recognition using wearable IMUs.

problem Efficiently recognizing sign language from wearable IMU signals.
method Two-dimensional Convolutional Neural Network array architecture for Indian sign language recognition.
result Peak classification accuracies of 94.20% for general sentences and 95.00% for interrogative sentences achieved.

Study uses TV news to measure climate risks affecting clean energy firms.

problem Understanding how climate risks impact clean energy firms' financial stability.
method Developed climate risk measures from TV news coverage and analyzed their effects on clean energy firms' risks.
result Increased TV news coverage of climate risks correlates with higher systematic risk and lower idiosyncratic risk for clean energy firms.

The paper characterizes brain states and transitions using functional MRI data.

problem Characterizing the dynamic reconfiguration of neural systems in brain states.
method Bayesian model-based characterization of latent brain states and posterior predictive discrepancy using the latent block model.
result The model detects transitions between latent brain states and identifies distinctive community patterns in task-fMRI data.

Bayesian framework for model uncertainty identifies complex heterogeneity without strong assumptions.

problem Identifying complex heterogeneity in factorial data with varying covariates.
method Rashomon Partition Sets (RPS) using l0 prior for robust model uncertainty.
result RPS provides a robust set of models capturing complex heterogeneity without strong assumptions.

Estimates network causal effects considering contagion and latent confounding.

problem Determining if correlations in network studies are due to contagion or latent confounding.
method Segregated graph representation, likelihood ratio tests, network causal effect estimation strategies.
result Proposes methods to estimate network causal effects under full interference scenarios.

Study multi-currency markets with multiple interest rates and collateral.

problem Characterize absence of arbitrage in a multi-currency market.
method Generalize results from Bielecki and Rutkowski (2015) to a multi-currency framework, linking with Piterbarg (2012), Moreni and Pallavicini (2017), and Fujii et al. (2010b). Characterize absence of arbitrage without collateral, then study collateralization schemes under various conventions.
result Complete study of absence of arbitrage and pricing in multi-currency markets with multiple interest rates and collateral.

Study of urban lifestyles from mobility data of 1.2M people in 11 U.S. cities.

problem Lack of interpretability in digital mobility data for understanding urban lifestyles.
method Privacy-enhanced dataset of mobility visitation patterns, latent activity behavior decomposition.
result Detected 12 latent activity behaviors that describe urban lifestyles, not single lifestyles.

The paper tackles interpreting DCM with image data by addressing data isomorphism.

problem Interpreting DCM with image data due to isomorphic information.
method Proposes and benchmarks two methodologies: architectural adjustments and data source mitigation.
result Direct data source mitigation is more effective for maintaining DCM's interpretability.