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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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4118231,2341,645 · Jun 202019922001200920172026
48 results for continuous index learning

Paper tackles continual learning with single-index models, proving regret bounds.

problem Continual learning with single-index models across multiple tasks.
method Proposes a randomized strategy to learn a common single-index and task-specific link functions.
result Proves regret bounds for the proposed strategy under various loss function assumptions.

Local EGOP learns functions varying along a few directions.

problem Efficient estimation of functions varying along a few directions in high-dimensional space.
method Local EGOP learning, a recursive algorithm using EGOP quadratic form as metric and inverse-covariance.
result Local EGOP learning achieves intrinsic dimensional learning rates under noisy manifold hypothesis.

Researchers prove an equivariant index theorem on Euclidean space.

problem Calculating the equivariant index of the Bott-Dirac operator on R2n\mathbb{R}^{2n}.
method Continuous field of CC^*-algebras and equivariant index theorem.
result Explicit calculation of the equivariant index of the Bott-Dirac operator on R2n\mathbb{R}^{2n}.

Training a neural network for a classification task typically assumes that the data to train are given from the beginning. However, in the real world, additional data accumulate gradually and the model requires additional training without accessing the old training data. This usually leads to the catastrophic forgettin…

2018-09-07abs ↗pdf ↗

The paper proves continuity of Morse index for Ricci shrinkers.

problem Lower and upper semi-continuity of the Morse index for gradient Ricci shrinkers.
method Adapting and refining recent arguments on CMC hypersurfaces and polynomially weighted Sobolev spaces, with techniques for non-compact shrinkers.
result Identifies a condition ensuring the Morse index of asymptotically conical shrinkers is bounded below by the f-index of their asymptotic cone.

We recall the Chernoff-Marsden definition of weak symplectic structure and give a rigorous treatment of the functional analysis and geometry of weak symplectic Banach spaces. We define the Maslov index of a continuous path of Fredholm pairs of Lagrangian subspaces in continuously varying Banach spaces. We derive basic …

2013-01-30abs ↗pdf ↗

Paper tackles missing data in irregularly-sampled time series.

problem Modeling irregularly-sampled time series data.
method Encoder-decoder framework based on variational autoencoders and generative adversarial networks.
result Models achieve competitive or better classification results on irregularly-sampled multivariate time series.

Study improves policy search in continuous control by using heavy-tailed distributions.

problem Challenges in continuous space policy search due to non-convexity and myopic-farsighted incentives.
method Introduced heavy-tailed policy parameterizations and analyzed convergence rates and stability.
result Convergence rate to stationarity depends on policy's tail index and exploration tolerance.

FunBaT extends Tucker decomposition to handle continuous-indexed tensor data.

problem Handling continuous-indexed tensor data that doesn't fit traditional Tucker decomposition.
method FunBaT treats continuous-indexed data as interactions between a core tensor and a group of latent functions modeled by Gaussian processes (GP). It converts each GP into a state-space prior and uses advanced message-passing techniques for scalable inference.
result FunBaT effectively handles real-world data with continuous indexes, demonstrating its advantage in synthetic and real-world applications.

We find various lower and upper bounds for the index of Wente tori that contain a continuous family of planar principal curves. We then prove a result that gives an algorithm for computing the index sharply.

2008-04-26abs ↗pdf ↗

We consider a curve of Fredholm pairs of Lagrangian subspaces in a fixed Banach space with continuously varying (weak) symplectic structures. Assuming vanishing index, we obtain intrinsically a continuously varying splitting of the total Banach space into pairs of symplectic subspaces. Using such decompositions we defi…

2014-06-03abs ↗pdf ↗

A new mutual information lower bound for multimodal regression active learning.

problem Lack of effective acquisition functions for multimodal regression active learning.
method Introduces a Two-Index framework for separating epistemic and aleatoric sources of uncertainty, deriving MI-LB as a closed-form approximation.
result MI-LB consistently outperforms baselines on multimodal regression tasks.

We give here a self contained and elementary introduction to the Conley-Zehnder index for a path of symplectic matrices. We start from the definition of the index as the degree of a map into the circle for a path starting at the identity and ending at a matrix for which 1 is not an eigenvalue. We prove some properties …

2012-01-18abs ↗pdf ↗

In this paper, we study the family index of a family of spin manifolds. In particular, we discuss to which extend the real index (of the Dirac operator of the real spinor bundle if the fiber dimension is divisible by 8) which can be defined in this case contains extra information over the complex index (the index of it…

2003-09-25abs ↗pdf ↗

For a continuous curve of families of Dirac type operators we define a higher spectral flow as a KK-group element. We show that this higher spectral flow can be computed analytically by $\heta$-forms, and is related to the family index in the same way as the spectral flow is related to the index. We introduce a notion…

1996-08-08abs ↗pdf ↗

In this paper, we are interested in continuous time models in which the index level induces some feedback on the dynamics of its composing stocks. More precisely, we propose a model in which the log-returns of each stock may be decomposed into a systemic part proportional to the log-returns of the index plus an idiosyn…

2009-11-15abs ↗pdf ↗

Model A outperforms passive investment in stock index prediction with less exposure.

problem Predicting short-term stock index movements with high accuracy.
method Dynamic Deep Neural Networks (DNN) for trading decisions.
result Model A outperforms passive investment and conventional ML methods.

Statistical analysis of regularization in continual learning tasks.

problem Understanding how regularization affects model performance in sequential learning.
method Derivation of convergence rates, iterative update formula, and optimal hyperparameters for generalized ℓ2-regularization.
result Optimal hyperparameters balance forward and backward knowledge transfer, improving model performance.

Meta-learning neural networks for better clustering representations.

problem Improving clustering performance with appropriate representations.
method Meta-learning method that trains neural networks for representations using VB inference with an infinite Gaussian mixture model.
result The method achieves higher clustering performance than existing methods.

Develops a continuous compliance index for Islamic equity screening.

problem Binary rulebooks lead to inconsistent compliance assessment of firms.
method Integrates six leading financial and business activity standards into a single continuous index.
result Firms with the same pass/fail label can differ significantly in compliance strength.

Counterexample disproves Borde-Sorkin conjecture on causal continuity of Morse spacetimes.

problem Disproving the Borde-Sorkin conjecture on causal continuity of Morse spacetimes.
method Provided a counterexample with low regularity causal structure and causal bubbling.
result Borde-Sorkin conjecture does not hold for Morse spacetimes with large anisotropy.

The equivariant coarse index is well-understood and widely used for actions by discrete groups. We extend the definition of this index to general locally compact groups. We use a suitable notion of admissible modules over CC^*-algebras of continuous functions to obtain a meaningful index. Inspired by work by Roe, we t…

2019-02-20abs ↗pdf ↗

This paper considers possible price paths of a financial security in an idealized market. Its main result is that the variation index of typical price paths is at most 2, in this sense, typical price paths are not rougher than typical paths of Brownian motion. We do not make any stochastic assumptions and only assume t…

2010-05-03abs ↗pdf ↗

We consider the question of learning in general topological vector spaces. By exploiting known (or parametrized) covariance structures, our Main Theorem demonstrates that any continuous linear map corresponds to a certain isomorphism of embedded Hilbert spaces. By inverting this isomorphism and extending continuously, …

2014-05-01abs ↗pdf ↗

In this paper we study the cohomological Conley index of arbitrary isolated invariant continua for continuous maps f ⁣:URdRdf \colon U \subseteq \mathbb{R}^d \to \mathbb{R}^d by analyzing the topological structure of their unstable manifold. We provide a simple dynamical interpretation for the first cohomological Conley index…

2018-02-07abs ↗pdf ↗

Proposes a new tensor decomposition method for functional temporal data with adaptive complexity.

problem Challenges in temporal tensor decomposition for general tensor data with continuous indexes.
method Encodes continuous spatial indexes as learnable Fourier features and uses neural ODEs for temporal trajectories. Introduces a sparsity-inducing prior for complexity adaptation.
result Significantly outperforms existing methods in prediction performance and robustness against noise.