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

18355370 · Jun 202619922001200920172026
48 results for coiling ratio

The paper studies Möbius energy gradient of helix pairs and finds limiting behavior as coiling ratio increases.

problem Characterizing the limiting behavior of Möbius energy gradient for symmetric helix pairs.
method Complex asymptotics
result The gradient diverges in opposing directions based on radius, approaching 1/2 as coiling ratio increases.

Study on helix curves and their Möbius energy asymptotics.

problem Understanding the asymptotic behavior of Möbius energy for helix curves.
method Investigation of helix curves with fixed radius, focusing on energy decay and blow-up.
result Proven asymptotics for both uncoiling and coiling helix curves, revealing distinct strategies for each.

Fast and accurate MRI image reconstruction from undersampled data is crucial in clinical practice. Deep learning based reconstruction methods have shown promising advances in recent years. However, recovering fine details from undersampled data is still challenging. In this paper, we introduce a novel deep learning bas…

2019-12-02abs ↗pdf ↗

In recent years, several families of hyperbolic knots have been shown to have both volume and λ1λ_1 (first eigenvalue of the Laplacian) bounded in terms of the twist number of a diagram, while other families of knots have volume bounded by a generalized twist number. We show that for general knots, neither the twist nu…

2009-01-02abs ↗pdf ↗

Algorithms for Magnetic Resonance (MR) image reconstruction from undersampled measurements exploit prior information to compensate for missing k-space data. Deep learning (DL) provides a powerful framework for extracting such information from existing image datasets, through learning, and then using it for reconstructi…

2017-11-30abs ↗pdf ↗

We introduce a new unsupervised representation learning and visualization using deep convolutional networks and self organizing maps called Deep Neural Maps (DNM). DNM jointly learns an embedding of the input data and a mapping from the embedding space to a two-dimensional lattice. We compare visualizations of DNM with…

2018-10-16abs ↗pdf ↗

Nyquist ghost artifacts in EPI are originated from phase mismatch between the even and odd echoes. However, conventional correction methods using reference scans often produce erroneous results especially in high-field MRI due to the non-linear and time-varying local magnetic field changes. Recently, it was shown that …

2018-06-01abs ↗pdf ↗

This study uses CNN-IOs to estimate MRI image reconstruction performance bounds.

problem Estimating task-based performance limits for MRI image reconstruction methods.
method Utilized stylized multi-coil SENSE MRI systems and deep-generated stochastic models to estimate IO performance.
result Estimation of IO performance provides guidance for designing under-sampled MRI systems.

We propose a novel end-to-end neural network architecture that, once trained, directly outputs a probabilistic clustering of a batch of input examples in one pass. It estimates a distribution over the number of clusters kk, and for each 1kkmax1 \leq k \leq k_\mathrm{max}, a distribution over the individual cluster assignm…

2018-07-11abs ↗pdf ↗

We present two graph-based algorithms for multiclass segmentation of high-dimensional data. The algorithms use a diffuse interface model based on the Ginzburg-Landau functional, related to total variation compressed sensing and image processing. A multiclass extension is introduced using the Gibbs simplex, with the fun…

2013-02-15abs ↗pdf ↗

We discuss - in what is intended to be a pedagogical fashion - generalized "mean-to-risk" ratios for portfolio optimization. The Sharpe ratio is only one example of such generalized "mean-to-risk" ratios. Another example is what we term the Fano ratio (which, unlike the Sharpe ratio, is independent of the time horizon)…

2017-11-29abs ↗pdf ↗

Optimal option portfolios under Sharpe Ratio maximization with skew-elliptical t-distributed returns

problem Optimal option portfolios under Sharpe Ratio maximization
method Formulation for explicit portfolio weights
result Different optimal portfolios for Sharpe Ratio and return-to-Value-at-Risk (VaR) ratio

Omega ratio, defined as the probability-weighted ratio of gains over losses at a given level of expected return, has been advocated as a better performance indicator compared to Sharpe and Sortino ratio as it depends on the full return distribution and hence encapsulates all information about risk and return. We comput…

2019-10-15abs ↗pdf ↗

We present a new methodology of computing incremental contribution for performance ratios for portfolio like Sharpe, Treynor, Calmar or Sterling ratios. Using Euler's homogeneous function theorem, we are able to decompose these performance ratios as a linear combination of individual modified performance ratios. This a…

2018-07-13abs ↗pdf ↗

The paper proposes an asset allocation strategy using the Sortino ratio for better performance.

problem Traditional asset allocation methods like the Sharpe ratio do not penalize negative returns adequately.
method The Sortino ratio is used to maximize asset allocation, penalizing only negative return variances.
result The Sortino ratio-based strategy outperforms traditional methods like the Kelly criterion.

Jointly correct bias fields and reconstruct undersampled MRI images.

problem Recovering fully sampled MRI images from undersampled data while accounting for bias field differences.
method An unsupervised learning-based reconstruction algorithm combined with a N4-based bias field estimation method in a joint optimization scheme.
result The proposed method improves reconstruction quality, both visually and in terms of RMSE.

Unified framework for OOD detection using class ratio estimation.

problem Density-based OOD detection is unreliable for OOD images.
method Unified framework that builds energy-based models and employs differing base distributions, directly estimating the density ratio through class ratio estimation.
result Competitive results on OOD image problems compared to recent work.

Paper shows how to embed Möbius bands with many twists and small aspect ratios.

problem Finding the smallest aspect ratio for Möbius bands with many twists.
method Constructs a folded paper ribbon knot to bound the aspect ratio.
result Paper Möbius bands and annuli with any number of half-twists can be embedded with aspect ratio less than 8.

Paper tackles unbounded density ratio estimation for covariate shift adaptation.

problem Understudied challenge in statistical learning: unbounded density ratios.
method Three-step estimation method: relative density ratio, truncation, and transformation.
result Established rigorous convergence guarantees for density ratio and regression estimators.

Study shows robust method for estimating density ratios even with heavy contamination.

problem Estimating density ratios in the presence of heavy contamination.
method Weighted density ratio estimation (DRE) with doubly strong robustness.
result Weighted DRE achieves sparse consistency under heavy contamination.

Meta-learning improves relative density-ratio estimation from limited data.

problem Estimating relative density-ratios from few instances.
method Meta-learning using neural networks to extract and embed dataset information for relative DRE.
result Meta-learning enables efficient and effective adaptation to few instances for relative DRE.

The paper describes a method to infer the signal-to-noise ratio in portfolio optimization.

problem Estimating the signal-to-noise ratio in portfolio optimization problems.
method A statistic similar to the Sharpe Ratio Information Criterion is used for inference.
result The method works well for reasonable sample and asset universe sizes.