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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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481115 · Jun 202019922001200920172026
48 results for conjunctions

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 ↗

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.

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 ↗

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 ↗

Query2box embeds complex queries as boxes to handle logical operations in large KGs.

problem Handling complex logical queries on large-scale incomplete knowledge graphs.
method Embed KG entities and queries into a vector space as boxes, handling conjunctions as intersections and disjunctions through Disjunctive Normal Form.
result Query2box achieves up to 25% relative improvement over state-of-the-art methods.

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 ↗

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.

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 ↗

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.

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 ↗

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 ↗

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 ↗

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.

We develop methodology for visualization of labeled mixed-featured datasets. We first investigate datasets with continuous features where our Max-Ratio Projection (MRP) method utilizes the group information in high dimensions to provide distinctive lower-dimensional projections that are then displayed using Radviz3D. O…

2019-04-06abs ↗pdf ↗

Traders and investors involved in an option contract having the underlying stock in range bound are likely to lose their initial investment. Timing in buying an option contract is of capital importance. In a recent article [1] the hypothesis of range bound market is used in conjunction to Black-Scholes equation to find…

2013-07-23abs ↗pdf ↗

We show that there exist smooth, simply connected, four-dimensional spin manifolds which do not admit Einstein metrics, but nonetheless satisfy the strict Hitchin-Thorpe inequality. Our construction makes use of the Bauer/Furuta cohomotopy refinement of the Seiberg-Witten invariant, in conjunction with curvature estima…

2001-07-16abs ↗pdf ↗

Mondino and Naber recently proved that finite dimensional RCD\sf RCD spaces are rectifiable. Here we show that the push-forward of the reference measure under the charts built by them is absolutely continuous with respect to the Lebesgue measure. This result, read in conjunction with another recent work of us, has relev…

2016-07-18abs ↗pdf ↗

New algorithm finds optimal policy with polynomial trajectories in deterministic systems.

problem Finding optimal policy in deterministic systems with function approximation.
method Novel recursion-based algorithm with tight bounds on error and sample complexity.
result Optimal policy found using O(dimE)O(\dim_E) trajectories with $δ= O\left(ρ/\sqrt{\dim_E} ight)$.

This paper studies cobordism and concordance for virtual knots. We define the affine index polynomial, prove that it is a concordance invariant for knots and links (explaining when it is defined for links), show that it is also invariant under certain forms of labeled cobordism and study a number of examples in relatio…

2018-04-07abs ↗pdf ↗

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 ↗

Typical spoken language understanding systems provide narrow semantic parses using a domain-specific ontology. The parses contain intents and slots that are directly consumed by downstream domain applications. In this work we discuss expanding such systems to handle compound entities and intents by introducing a domain…

2018-10-26abs ↗pdf ↗

In his stimulating article on the reasons for two puzzling observations about the behaviour of interest rates, exchange rates and the rate of inflation, Charles Engel (2016) puts forward an explanation that rests on the concept of a non-pecuniary liquidity return on assets. Albeit intriguing the analysis struggles to a…

2016-04-29abs ↗pdf ↗

We classify all torsion-free derived arithmetic Fuchsian groups of genus two by commensurability class. In particular, we show that there exist no such groups arising from quaternion algebras over number fields of degree greater than 5. We also prove some results on the existence and form of maximal orders for a class …

2008-03-11abs ↗pdf ↗

As a contribution to interpretable machine learning research, we develop a novel optimization framework for learning accurate and sparse two-level Boolean rules. We consider rules in both conjunctive normal form (AND-of-ORs) and disjunctive normal form (OR-of-ANDs). A principled objective function is proposed to trade …

2016-06-18abs ↗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 ↗