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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.

168,657 papers · 148 categories

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2815618421,122 · Jun 202019922001200920172026
48 results for conjunction data

Space debris warnings follow a predictable pattern, allowing timely satellite maneuvers.

problem Estimating when fresh information about space debris will arrive.
method Statistical learning model of the message arrival process, specifically a Bayesian Poisson process.
result The average prediction error for the next message arrival time is smaller than baseline predictions.

We consider a Black-Scholes market in which a number of stocks and an index are traded. The simplified Capital Asset Pricing Model is the conjunction of the usual Capital Asset Pricing Model, or CAPM, and the statement that the appreciation rate of the index is equal to its squared volatility plus the interest rate. (T…

2011-11-11abs ↗pdf ↗

A Bayesian network is a graphical model that encodes probabilistic relationships among variables of interest. When used in conjunction with statistical techniques, the graphical model has several advantages for data analysis. One, because the model encodes dependencies among all variables, it readily handles situations…

2020-02-01abs ↗pdf ↗

Develops a new GLM framework for claims reserving with adaptive estimation.

problem Accurate assessment of claims reserves with dynamic and dependent claim activity.
method Multivariate evolutionary GLM framework with adaptive particle filtering algorithm.
result Adaptive estimation of evolving factors improves claims reserve accuracy.

The paper introduces closed-form expressions for interpreting Tsetlin Machines.

problem Interpreting complex Tsetlin Machines with a large number of clauses.
method Developed closed-form expressions for local and global interpretability of Tsetlin Machines.
result The expressions enable real-time feature importance assessment and data clustering.

Study on list learning with noisy data, showing limits and some learnable cases.

problem Learning from noisy data in a list learning context.
method Inspired by coding theory, extends list learning model to study sparse conjunctions and parities/majors.
result Sparse conjunctions can be efficiently list learned under certain conditions, but parities and majors cannot be efficiently learned.

New estimator improves off-policy evaluation for large action spaces.

problem Conventional importance-weighting approaches suffer from excessive variance in off-policy evaluation for large discrete action spaces.
method Proposes OffCEM estimator based on conjunct effect model (CEM), applying importance weighting only to action clusters and using model-based reward estimation for residual effects.
result Proposed estimator is unbiased under local correctness condition, providing substantial improvements in OPE especially with many actions.

There is a need for the development of models that are able to account for discreteness in data, along with its time series properties and correlation. Our focus falls on INteger-valued AutoRegressive (INAR) type models. The INAR type models can be used in conjunction with existing model-based clustering techniques to …

2019-01-26abs ↗pdf ↗

In this article, the logic rule ensembles approach to supervised learning is applied to the unsupervised or semi-supervised clustering. Logic rules which were obtained by combining simple conjunctive rules are used to partition the input space and an ensemble of these rules is used to define a similarity matrix. Simila…

2012-07-17abs ↗pdf ↗

We obtain an expression for the curvature of the Lie group SDiffM\cal M and use it to derive Lukatskii's formula for the case where M\cal M is locally Euclidean. We discuss qualitatively some previous findings for SDiffS2S^{2} in conjunction with our result.

1994-03-16abs ↗pdf ↗

Our team won the second prize of the Safe Aging with SPHERE Challenge organized by SPHERE, in conjunction with ECML-PKDD and Driven Data. The goal of the competition was to recognize activities performed by humans, using sensor data. This paper presents our solution. It is based on a rich pre-processing and state of th…

2016-10-10abs ↗pdf ↗

We develop an online learning method for prediction, which is important in problems with large and/or streaming data sets. We formulate the learning approach using a covariance-fitting methodology, and show that the resulting predictor has desirable computational and distribution-free properties: It is implemented onli…

2017-03-15abs ↗pdf ↗

Ranked data appear in many different applications, including voting and consumer surveys. There often exhibits a situation in which data are partially ranked. Partially ranked data is thought of as missing data. This paper addresses parameter estimation for partially ranked data under a (possibly) non-ignorable missing…

2019-02-28abs ↗pdf ↗

In this paper, we propose and study random maxout features, which are constructed by first projecting the input data onto sets of randomly generated vectors with Gaussian elements, and then outputing the maximum projection value for each set. We show that the resulting random feature map, when used in conjunction with …

2015-06-11abs ↗pdf ↗

We propose a general-purpose approach to discovering active learning (AL) strategies from data. These strategies are transferable from one domain to another and can be used in conjunction with many machine learning models. To this end, we formalize the annotation process as a Markov decision process, design universal s…

2018-10-09abs ↗pdf ↗

This paper, to be regularly updated, lists those prime knots with the fewest possible number of crossings for which values of basic knot invariants, such as the unknotting number or the smooth 4-genus, are unknown. This list is being developed in conjunction with "KnotInfo" (www.indiana.edu/~knotinfo), a web-based tabl…

2005-03-07abs ↗pdf ↗

We prove the equality of the analytic torsion and the value at zero of a Ruelle dynamical zeta function associated with an acyclic unitarily flat vector bundle on a closed locally symmetric reductive manifold. This solves a conjecture of Fried. This article should be read in conjunction with an earlier paper by Moscovi…

2016-02-01abs ↗pdf ↗

We construct two knot invariants. The first knot invariant is a sum constructed using linking numbers. The second is an invariant of flat knots and is a formal sum of flat knots obtained by smoothing pairs of crossings. This invariant can be used in conjunction with other flat invariants, forming a family of invariants…

2011-09-14abs ↗pdf ↗

Recent years have seen rapid advances in the data-driven analysis of dynamical systems based on Koopman operator theory and related approaches. On the other hand, low-rank tensor product approximations -- in particular the tensor train (TT) format -- have become a valuable tool for the solution of large-scale problems …

2019-08-12abs ↗pdf ↗

This paper introduces the combinatorial Boolean model (CBM), which is defined as the class of linear combinations of conjunctions of Boolean attributes. This paper addresses the issue of learning CBM from labeled data. CBM is of high knowledge interpretability but naïve learning of it requires exponentially large compu…

2017-11-07abs ↗pdf ↗

Can textual data be compressed intelligently without losing accuracy in evaluating sentiment? In this study, we propose a novel evolutionary compression algorithm, PARSEC (PARts-of-Speech for sEntiment Compression), which makes use of Parts-of-Speech tags to compress text in a way that sacrifices minimal classification…

2017-09-20abs ↗pdf ↗

Two sets of high quality income data are analysed in detail, one set from the UK, one from the USA. It is firstly demonstrated that both a log-normal distribution and a Boltzmann distribution can give very accurate fits to both these data sets. The absence of a power tail in the US data set is then discussed. Taken in …

2004-06-28abs ↗pdf ↗

We establish continuous maximal regularity results for parabolic differential operators acting on sections of tensor bundles on Riemannian manifolds. As an application, we show that solutions to the Yamabe flow instantaneously regularize and become real analytic in space and time. The regularity result is obtained by i…

2013-09-09abs ↗pdf ↗

We apply machine learning to the problem of finding numerical Calabi-Yau metrics. Building on Donaldson's algorithm for calculating balanced metrics on Kähler manifolds, we combine conventional curve fitting and machine-learning techniques to numerically approximate Ricci-flat metrics. We show that machine learning is …

2019-10-18abs ↗pdf ↗

It is becoming increasingly important to understand the vulnerability of machine learning models to adversarial attacks. In this paper we study the feasibility of robust learning from the perspective of computational learning theory, considering both sample and computational complexity. In particular, our definition of…

2019-09-12abs ↗pdf ↗

For certain problems involving vector fields, it is possible to find an associated imaginary field that, in conjunction with the first, forms a complex field for which the equation can be solved. This result is generalized to arbitrary Clifford algebras, followed by quaternionic vectors as a special case. All results a…

2002-09-28abs ↗pdf ↗

Applying machine learning techniques to the quickly growing data in science and industry requires highly-scalable algorithms. Large datasets are most commonly processed "data parallel" distributed across many nodes. Each node's contribution to the overall gradient is summed using a global allreduce. This allreduce is t…

2018-02-22abs ↗pdf ↗

Trivial links are unique up to number of link components, but they can be hard to recognize from arbitrary diagrams. We define a new measure of the complexity of a link embedding, the crumple, and show how this may be used to measure progress toward a trivial embedding. In conjunction with a modified form of arc presen…

2011-10-13abs ↗pdf ↗

Cross-sectional signatures of market panic were recently discussed on daily time scales in [1], extended here to a study of cross-sectional properties of stocks on intra-day time scales. We confirm specific intra-day patterns of dispersion and kurtosis, and find that the correlation across stocks increases in times of …

2010-10-23abs ↗pdf ↗