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.
Singapore's cooling measures did not increase housing wealth overall.
The study optimizes simulated annealing's cooling schedule for better performance.
In this paper, we investigate the cooling-off effect (opposite to the magnet effect) from two aspects. Firstly, from the viewpoint of dynamics, we study the existence of the cooling-off effect by following the dynamical evolution of some financial variables over a period of time before the stock price hits its limit. S…
L-Cool improves image and language translation by cooling low-density samples.
Methane is considered being a good choice as a propellant for future reusable launch systems. However, the heat transfer prediction for supercritical methane flowing in cooling channels of a regeneratively cooled combustion chamber is challenging. Because accurate heat transfer predictions are essential to design relia…
Cost-aware BO minimizes function evaluations with varying costs.
Study local sensitivity of HDD and CDD temperature derivatives prices.
New method reduces Gibbs partition function estimation complexity.
One of the most pressing questions in climate science is that of the effect of anthropogenic aerosol on the Earth's energy balance. Aerosols provide the `seeds' on which cloud droplets form, and changes in the amount of aerosol available to a cloud can change its brightness and other physical properties such as optical…
We study an online multi-task learning setting, in which instances of related tasks arrive sequentially, and are handled by task-specific online learners. We consider an algorithmic framework to model the relationship of these tasks via a set of convex constraints. To exploit this relationship, we design a novel algori…
In this paper, we propose an information-theoretic exploration strategy for stochastic, discrete multi-armed bandits that achieves optimal regret. Our strategy is based on the value of information criterion. This criterion measures the trade-off between policy information and obtainable rewards. High amounts of policy …
New priors improve Bayesian neural networks without cooling.
Microstructures of a material form the bridge linking processing conditions - which can be controlled, to the material property - which is the primary interest in engineering applications. Thus a critical task in material design is establishing the processing-structure relationship, which requires domain expertise and …
In industrial systems, certain process variables that need to be monitored for detecting faults are often difficult or impossible to measure. Soft sensor techniques are widely used to estimate such difficult-to-measure process variables from easy-to-measure ones. Soft sensor modeling requires training datasets includin…
C3 compresses images and videos with low complexity and high performance.
We demonstrate that graphs embedded on surfaces are a powerful and practical tool to generate, characterize and simulate networks with a broad range of properties. Remarkably, the study of topologically embedded graphs is non-restrictive because any network can be embedded on a surface with sufficiently high genus. The…
We introduce a novel Entropy-driven Monte Carlo (EdMC) strategy to efficiently sample solutions of random Constraint Satisfaction Problems (CSPs). First, we extend a recent result that, using a large-deviation analysis, shows that the geometry of the space of solutions of the Binary Perceptron Learning Problem (a proto…
Liouville domains have become central objects in symplectic and contact geometry. However, the auxiliary data they involve --- namely, Liouville forms --- and the non-compactness of their completions generate some inconvenience. The notion of ideal Liouville domains is designed to suppress these awkward aspects and to …
Price limit trading rules are adopted in some stock markets (especially emerging markets) trying to cool off traders' short-term trading mania on individual stocks and increase market efficiency. Under such a microstructure, stocks may hit their up-limits and down-limits from time to time. However, the behaviors of pri…
New framework for 3D spatial topology enumeration and identification.
Using ultra-high-frequency data extracted from the order flows of 23 stocks traded on the Shenzhen Stock Exchange, we study the empirical regularities of order placement in the opening call auction, cool period and continuous auction. The distributions of relative logarithmic prices against reference prices in the thre…
CityTFT models urban building energy using a data-driven approach.
Bayesian Optimization (BO) has become a core method for solving expensive black-box optimization problems. While much research focussed on the choice of the acquisition function, we focus on online length-scale adaption and the choice of kernel function. Instead of choosing hyperparameters in view of maximum likelihood…
We give the first rigorous proof of the convergence of Riemannian Hamiltonian Monte Carlo, a general (and practical) method for sampling Gibbs distributions. Our analysis shows that the rate of convergence is bounded in terms of natural smoothness parameters of an associated Riemannian manifold. We then apply the metho…
Variational inference (VI) combined with data subsampling enables approximate posterior inference over large data sets, but suffers from poor local optima. We first formulate a deterministic annealing approach for the generic class of conditionally conjugate exponential family models. This approach uses a decreasing te…
Improved loss functions adapt to weight-space anisotropy, outperforming isotropic counterparts.
Novel probabilistic models forecast residential heating and electricity demand at hourly resolution.
I introduce a general, Bayesian method for modelling univariate time series data assumed to be drawn from a continuous, stochastic process. The method accommodates arbitrary temporal sampling, and takes into account measurement uncertainties for arbitrary error models (not just Gaussian) on both the time and signal var…
We consider dynamics of financial markets as dynamics of expectations and discuss such a dynamics from the point of view of phenomenological thermodynamics. We describe a financial Carnot cycle and the financial analogue of a heat machine. We see, that while in physics a perpetuum mobile is absolutely impossible, in ec…
Two new regularization methods improve neural network performance and complexity control.
SGD converges almost surely in non-convex problems, avoiding saddle points and accelerating convergence.
We study platforms in the sharing economy and discuss the need for incentivizing users to explore options that otherwise would not be chosen. For instance, rental platforms such as Airbnb typically rely on customer reviews to provide users with relevant information about different options. Yet, often a large fraction o…
Stochastic model prices weather derivatives for Indian states, highlighting temperature volatility impacts.
CoolMomentum combines momentum and Simulated Annealing for deep learning optimization.
The paper extends gradient flow and relaxation studies to non-flat Riemannian manifolds.
Gibbs sampling is a workhorse for Bayesian inference but has several limitations when used for parameter estimation, and is often much slower than non-sampling inference methods. SAME (State Augmentation for Marginal Estimation) \cite{Doucet99,Doucet02} is an approach to MAP parameter estimation which gives improved pa…
New method solves supercooled Stefan problem, proving minimal solutions are physical.
It is difficult to quantify structure-property relationships and to identify structural features of complex materials. The characterization of amorphous materials is especially challenging because their lack of long-range order makes it difficult to define structural metrics. In this work, we apply deep learning algori…
Young isolated neutron stars (INS) most commonly manifest themselves as rotationally powered pulsars (RPPs) which involve conventional radio pulsars as well as gamma-ray pulsars (GRPs) and rotating radio transients (RRATs). Some other young INS families manifest themselves as anomalous X-ray pulsars (AXPs) and soft gam…
We recapitulate the Bayesian formulation of neural network based classifiers and show that, while sampling from the posterior does indeed lead to better generalisation than is obtained by standard optimisation of the cost function, even better performance can in general be achieved by sampling finite temperature () …
Paper proposes PI-DAE for missing data imputation in buildings using physics constraints.
Improved MMWU algorithm achieves instance-optimal regret bound for matrix LEA.
Study invariant measures on measured laminations for subgroups of mapping class group.
New set-valued star-shaped risk measures introduced for better risk assessment.
The Bergman measure converges to the Zhang measure on a hybrid space.
Bayesian approach to robust risk measures under model uncertainty.
Introduces Star-Shaped deviation measures for risk analysis.
The paper studies dynamic star-shaped risk measures and their representation.