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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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194388582776 · Jun 202019922001200920172026
48 results for complex conditional relationships

This work introduces a new model for complex stochastic processes.

problem Difficulties in representing non-stationary distributions with conventional models.
method Recurrent Autoregressive Flows using normalizing flows with recurrent neural connections.
result Demonstrates the effectiveness of the proposed model through experiments.

Method discovers local independence in systems with continuous variables.

problem Applying Context-Specific Independence (CSI) to continuous variables is impractical.
method Neural contextual decomposition (NCD) learns partition of joint outcome space.
result NCD successfully discovers local independence in synthetic and real-world systems.

On a Kahler manifold there is a clear connection between the complex geometry and underlying Riemannian geometry. In some ways, this can be used to characterize the Kahler condition. While such a link is not so obvious in the non-Kahler setting, one can seek to understand extensions of these characterizations to genera…

2015-09-01abs ↗pdf ↗

A new knockoff statistic using conditional prediction function improves variable selection in complex models.

problem Controlling false discovery rate in complex models with nonlinear relationships.
method Introducing a knockoff statistic based on the conditional prediction function for use with machine learning models.
result The CPF statistics provide superior power in detecting prognostic variables over existing knockoff statistics.

ENN method uses expectile regression for genetic data analysis of complex diseases.

problem Discover additional genetic variants contributing to complex diseases.
method Developed an expectile neural network (ENN) method integrating expectile regression and neural networks.
result ENN method outperforms existing expectile regression in discovering genetic variants predisposing to sub-populations.

In this paper we apply Donaldson's general moment map framework for the action of a symplectomorphism group on the corresponding space of compatible (almost) complex structures to the case of rational ruled surfaces. This gives a new approach to understanding the topology of their symplectomorphism groups, based on a r…

2005-07-19abs ↗pdf ↗

Proposes a new model for predicting chronic conditions over time.

problem Predicting complex relationships between multiple chronic conditions.
method Continuous time Bayesian network with adaptive regularization for structure and parameter learning.
result Proposed model provides sparse, intuitive representation of chronic condition relationships.

PolarBM models complex-valued audio signals in polar coordinates, improving over conventional methods.

problem Discarding structural information in complex-valued problems simplifies models but loses important amplitude-phase relationships.
method Proposes PolarBM, a novel Boltzmann machine for complex-valued variables in polar coordinates, and LogPolarBM for logarithmic amplitude.
result PolarBM and LogPolarBM achieve superior modeling accuracy compared to conventional models, including deep neural networks.

The paper connects two skein algebras and characterizes their representations.

problem Characterizing representations of Roger-Yang skein algebras.
method Calculating Roger-Yang skein algebra of an annulus, establishing a homomorphism to Kauffman bracket skein algebra of a torus, and using these to characterize representations.
result Characterization of irreducible, finite-dimensional representations of Roger-Yang skein algebra of an annulus with two interior punctures.

Combines MCTM and NF for flexible multivariate density regression with interpretable marginals.

problem Difficult interpretation of flexible NF models and limitations of MCTM in flexibility.
method Hybrid approach combining MCTM for interpretable marginals and NF for complex joint distributions.
result Demonstrates versatility and improved performance compared to MCTM and other NF models.

Proposes FOAGP for efficient orthogonal effect decomposition of black-box computer experiments.

problem Challenges in sensitivity analysis of black-box computer experiments with complex, nonlinear functional outputs.
method Functional-output orthogonal additive Gaussian process (FOAGP) with conditional orthogonality constraint.
result Demonstrates effectiveness in orthogonal effect decomposition and variance decomposition through simulations and real-world application.

Valid causal inference with invalid instruments using majority or modal valid relationships.

problem Estimating causal effects in the presence of unobserved confounding and invalid instruments.
method Ensemble of instrumental variable estimators to estimate the modal prediction, achieving accurate estimates of conditional average treatment effects.
result Valid causal inference can be achieved with a majority or modal valid instrument-response relationship.

Previous models for learning entity and relationship embeddings of knowledge graphs such as TransE, TransH, and TransR aim to explore new links based on learned representations. However, these models interpret relationships as simple translations on entity embeddings. In this paper, we try to learn more complex connect…

2017-10-23abs ↗pdf ↗

Characterizes complex Finsler metrics and their properties.

problem Characterize complex Finsler metrics and their geometric properties.
method Defined the canonical connection and investigated holomorphic sectional curvature tensors and Ricci curvatures.
result Characterizes balanced complex Finsler metrics and provides sufficient and necessary conditions.

We define a parabolic flow of pluriclosed metrics. This flow is of the same family introduced by the authors in \cite{ST}. We study the relationship of the existence of the flow and associated static metrics topological information on the underlying complex manifold. Solutions to the static equation are automatically H…

2009-03-25abs ↗pdf ↗

Defines a new metric to measure importance of predictors in complex machine learning models.

problem Measuring importance of predictors in black box machine learning models.
method Introduces a new metric, GVIM, based on true conditional expectation functions and causal interpretation.
result The GVIM can be represented as a function of Conditional Average Treatment Effect (CATE), providing a causal interpretation.

The discovery of causal relationships is a fundamental problem in science and medicine. In recent years, many elegant approaches to discovering causal relationships between two variables from observational data have been proposed. However, most of these deal only with purely directed causal relationships and cannot det…

2019-10-22abs ↗pdf ↗

Shapley value improves model interpretation but not causal inference.

problem Improving model interpretability without losing predictive power.
method Analyzed Shapley value in Bayesian networks, linking it to conditional independence.
result Eliminating high Shapley value variables does not harm predictive performance, but low Shapley value variables can.

Dual PC algorithm improves structure learning of Bayesian networks.

problem Learning the structure of Bayesian networks from observational data.
method Dual PC algorithm, leveraging covariance and precision matrices, and partial correlations.
result The dual PC algorithm outperforms the classic PC algorithm in structure recovery, even with non-Gaussian data.

Generates synthetic manufacturing data for causal discovery benchmarking.

problem Lack of suitable real data for validating causal discovery algorithms.
method Distributional random forests for estimating conditional distributions.
result Semisynthetic manufacturing data adheres to a causal model.

Paper uncovers causal structures in Hawkes processes with latent subprocesses.

problem Tackles latent subprocesses in Hawkes processes with complex event-driven interactions.
method Proposes a two-phase iterative algorithm that infers causal relationships and identifies latent subprocesses.
result Successfully recovers causal structures in datasets with latent subprocesses.

AI simplifies trading strategies, potentially making markets more efficient.

problem Efficient market hypothesis (EMH) relies on traders optimising trading strategies based on information.
method Generalised notion of market efficiency, distinguishing model complexity through investor beliefs and trading strategies.
result Increased availability of low-cost AI systems may push towards more advanced trading strategies, potentially harder for inefficient traders.

We determine the relationship between the contact structure induced by a fibered knot, K, in the three-sphere and the contact structures induced by its various cables. Understanding this relationship allows us to classify fibered cable knots which bound a properly embedded complex curve in the four-ball satisfying a ge…

2008-04-28abs ↗pdf ↗

The associator of a non-associative algebra is the curvature of the Hochschild quasi-complex. The relationship ``curvature-associator'' is investigated. Based on this generic example, we extend the geometric language of vector fields to a purely algebraic setting, similar to the context of Gerstenhaber algebras. We int…

1999-10-05abs ↗pdf ↗

Study examines stock price correlations between Indonesian holding companies and their subsidiaries.

problem Understanding stock price relationships between holding companies and their subsidiaries.
method Spearman correlation analysis over 2013-2022, focusing on MNC Group and Emtek Group.
result Varying degrees of correlation between holding companies and their subsidiaries, with some showing inverse relationships.

A Bayesian approach to multilabel classification using tree-based models.

problem Challenges in multilabel classification due to complex label relationships and correlations.
method Bayesian Additive Regression Trees (BART) framework for modeling multilabel classification.
result Improved predictive performance compared to other models, including an oracle model.

Proposes a method to generate realistic counterfactuals by learning relationships.

problem Counterfactual explanations often ignore intrinsic relationships between data attributes.
method Uses a variational auto-encoder to learn relationships and perturb the latent space.
result The model preserves relationships and generates realistic counterfactuals.

Extends Masur's divergence theorem to complex tori and Kummer surfaces.

problem Establishing uniquely ergodic horizontal foliations for geodesic flows on moduli spaces.
method Defined and calculated horizontal foliations and geodesic flows on moduli spaces of Kähler metrics.
result Proved that horizontal foliations are uniquely ergodic if geodesic flows are recurrent.

ASCEND discovers causal relationships in multi-omics data by leveraging known hierarchical structure.

problem Causal inference in high-dimensional multi-omics data, especially when ignoring the hierarchical structure.
method Two-tiered divide-and-conquer strategy with ancestral conditioning sets.
result Achieves polynomial-time complexity and accurately recovers ancestral relationships.

Study shows negative war news correlates with increased stock market volatility.

problem Understanding the impact of geopolitical events on financial markets.
method Used BERT model for sentiment analysis and GARCH model for volatility forecasting.
result Negative news sentiment during geopolitical crises is associated with increased stock market volatility.

Binary perceptron's instability linked to replica symmetry breaking.

problem Understanding the relationship between algorithmic instability and replica symmetry breaking in binary perceptron learning.
method Established the connection between algorithmic instability and replica symmetry breaking by comparing the instability condition around the fixed point to the instability for breaking the replica symmetric solution of the free energy function.
result The instability condition around the algorithmic fixed point is identical to the instability for breaking the replica symmetric saddle point solution of the free energy function.

We propose a class of intrinsic Gaussian processes (in-GPs) for interpolation, regression and classification on manifolds with a primary focus on complex constrained domains or irregular shaped spaces arising as subsets or submanifolds of R, R2, R3 and beyond. For example, in-GPs can accommodate spatial domains arising…

2018-01-03abs ↗pdf ↗

New classification for Vaisman manifolds with specific properties.

problem Classifying Vaisman manifolds with large first Betti number and vanishing first basic Chern class.
method Analyzing properties and using diffeomorphism and complex structure invariance.
result Every Vaisman manifold with large first Betti number and vanishing first basic Chern class is diffeomorphic to a Kodaira-Thurston manifold.

Detect anomalies in complex networks using topological subspace detectors.

problem Detect anomalies in complex networks defined by simplicial complexes.
method Formulate a hypothesis testing framework using Neyman-Pearson matched topological subspace detectors.
result Effective detection of anomalies in foreign currency exchange networks and other real-world data.

New algorithm groups variables by ancestral relationships to improve causal graph estimation accuracy.

problem Difficulty in estimating causal graphs with small sample sizes relative to variables.
method CAG algorithm groups variables based on ancestral relationships, reducing complexity and improving accuracy.
result CAG outperforms existing methods in estimation accuracy and computation time.