New method solves quantile crossing problem in econometrics.
problem Quantile crossing problem in quantile regression.
method Flexible check function approach.
result Eliminates or greatly reduces quantile crossing problem.
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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.
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48 results for “crossing problem”
The paper solves problems related to curvature on a 3-sphere.
problem Prescribing positive cross curvature on the three-dimensional sphere.
method Existence results and a non-uniqueness example.
result Disproved a conjecture of Hamilton's about uniqueness.
Cross-manifold clustering is a hard topic and many traditional clustering methods fail because of the cross-manifold structures. In this paper, we propose a Multiple Flat Projections Clustering (MFPC) to deal with cross-manifold clustering problems. In our MFPC, the given samples are projected into multiple subspaces t…
We resolve parts (A) and (B) of Problem 1.100 from Kirby's list by showing that many nontrivial links arise as cross-sections of unknotted holomorphic disks in the four-ball. The techniques can be used to produce unknotted ribbon surfaces with prescribed cross-sections, including unknotted Lagrangian disks with nontriv…
Cross-validationmath.ST
This text is a survey on cross-validation. We define all classical cross-validation procedures, and we study their properties for two different goals: estimating the risk of a given estimator, and selecting the best estimator among a given family. For the risk estimation problem, we compute the bias (which can also be …
Solves time-optimal navigation on slippery slopes with cross gravitational wind.
problem Time-optimal navigation on a slippery cross slope under gravitational wind.
method New Finsler metric derived for the problem, considering both lateral and longitudinal gravitational effects.
result Conditions for strong convexity and purely geometric solution provided.
Optimal portfolio choice with cross-impact propagators, solving complex equations.
problem Maximizing revenue-risk in a continuous-time portfolio choice problem with cross-impact.
method Formulated as a maximization problem, solved explicitly using operator resolvents and stochastic Fredholm equations.
result Sufficient conditions for the absence of price manipulation, providing financial insights.
Multi-asset optimal trade execution with stochastic cross-effects: An Obizhaeva-Wang-type frameworkmath.OC
Study optimizes trading in multiple assets with cross-effects.
problem Optimizing trade execution in multiple assets with cross-impact effects.
method Formulated as a stochastic control problem, extended to progressively measurable controls, solved using linear-quadratic control theory.
result Cross-hedging effects can be optimal, e.g., trading in an asset without an initial position.
Cross-domain collaborative filtering (CF) aims to alleviate data sparsity in single-domain CF by leveraging knowledge transferred from related domains. Many traditional methods focus on enriching compared neighborhood relations in CF directly to address the sparsity problem. In this paper, we propose superhighway const…
Proposes a method to solve deep neural networks' local minimum problem.
problem Local minimum problem in deep neural networks training.
method Transforms cross-entropy loss into risk-averse error criterion, adjusts RSI, and uses convexity region.
result Trained deep learning machine is expected to be inside a global minimum's attraction basin.
Sparse coding has shown its power as an effective data representation method. However, up to now, all the sparse coding approaches are limited within the single domain learning problem. In this paper, we extend the sparse coding to cross domain learning problem, which tries to learn from a source domain to a target dom…
We address the question of detecting minimal virtual diagrams with respect to the number of virtual crossings. This problem is closely connected to the problem of detecting the minimal number of additional intersection points for a generic immersion of a singular link in . We tackle this problem by the so-called…
New cross-validation methods for Gaussian process regression with efficient gradient computation.
problem Estimating parameters of Gaussian process covariance functions.
method Derive new cross-validation criteria and efficient adjoint computation of gradients.
result Efficient method for evaluating cross-validation criteria and their gradients.
The paper tackles feature cross search for linear models, providing approximation algorithms and structural results.
problem Maximizing AUC of a linear model trained on feature crosses.
method Submodular optimization, greedy algorithm, and connections to total variation and kernel matrices.
result Simple greedy -approximation algorithm for maximizing AUC.
We provide explicit formulae for the first eigenvalue of the Laplace-Beltrami operator on a compact rank one symmetric space (CROSS) endowed with any homogeneous metric. As consequences, we prove that homogeneous metrics on CROSSes are isospectral if and only if they are isometric, and also discuss their stability (or …
A method for efficient CV estimates in Bayesian hierarchical models.
problem Computational infeasibility of cross-validation in Bayesian hierarchical regression models.
method Conditioning on variance-covariance parameters to transform CV into an optimization problem.
result Equivalent or improved predictive estimates compared to full cross-validation.
Optimal crypto order execution using cross-exchange signals.
problem Maximizing order execution efficiency in cryptocurrency markets.
method Reinforcement learning applied to cross-exchange data.
result Cross-exchange signals improve optimal execution outcomes.
Paper solves optimal portfolio deleveraging with cross asset impacts.
problem Maximize equity while meeting debt/equity requirement with cross asset price impacts.
method Developed successive convex optimization (SCO) and an effective global algorithm integrating SCO, convex relaxation, and branch-and-bound.
result Proposed algorithms find global optimal solutions efficiently.
Used to estimate the risk of an estimator or to perform model selection, cross-validation is a widespread strategy because of its simplicity and its apparent universality. Many results exist on the model selection performances of cross-validation procedures. This survey intends to relate these results to the most recen…
Estimates cross-impact on derivatives markets using E-Mini futures and options.
problem Empirical estimation of cross-impact on complex financial instruments like derivatives.
method Modeling derivatives prices as a function of stochastic factors and trades on both factors and derivatives.
result Simple framework successfully captures cross-impact on derivatives markets.
Nested cross-validation when selecting classifiers is overzealous for most practical applicationscs.LG
When selecting a classification algorithm to be applied to a particular problem, one has to simultaneously select the best algorithm for that dataset \emph{and} the best set of hyperparameters for the chosen model. The usual approach is to apply a nested cross-validation procedure; hyperparameter selection is performed…
We consider diagrams of links in obtained by projection from with the Hopf map and the minimal crossing number for such diagrams. Knots admitting diagrams with at most one crossing are classified. Some properties of these knots are exhibited. In particular, we establish which of these knots are algebraic an…
Cross-learning improves multi-task learning performance.
problem Improving multi-task learning across different domains.
method Coupling parameters across tasks with a stochastic projected gradient algorithm and primal-dual approach.
result Cross-learned functions outperform task-specific and consensus approaches in image classification.
Paper proposes a new unsupervised method for cross-modality data translation without requiring direct mappings.
problem Tackles the challenge of zero-shot cross-modality data translation with fidelity.
method Mutual Information guided Diffusion cross-modality data translation Model (MIDiffusion) using score-matching and stochastic diffusion.
result Empirically shows advanced performance compared to other generative models.
Study Transformer layers under cross-entropy training using mean field control.
problem Understanding the behavior of Transformer layers in cross-entropy training.
method Continuous-depth mean field control analysis, treating depth as time and layer parameters as controls.
result Derivation of a Pontryagin condition for the limiting population problem, involving the softmax residual.
In this paper, we use the DeTurck trick to study the short-time existence of solutions to the Dirichlet and Newmann boundary problems of the cross curvature flow on 3-manifolds with boundary.
No free lunch theorems show all algorithms perform equally under uniform distribution.
problem Analyzing scenarios involving non-uniform distributions and comparing algorithms.
method No Free Lunch theorems applied to analyze and compare algorithms without distribution assumptions.
result Anti-cross-validation performs as well as cross-validation under non-uniform distributions.
We study two instanton correction problems of Hitchin's moduli spaces along with their wall crossing formulas. The hyperkahler metric of a Hitchin's moduli space can be put into an instanton-corrected form according to physicists Gaiotto, Moore and Neitzke. The problem boils down to the construction of a set of special…
Unified interpretation of softmax cross-entropy and negative sampling for knowledge graph embedding.
problem Lack of theoretical relationship between softmax cross-entropy and negative sampling loss functions in knowledge graph embedding.
method Used Bregman divergence to provide a unified interpretation of the two loss functions.
result Theoretical findings for fair comparison of softmax cross-entropy and negative sampling are derived.
Cross-domain recommendation has been proposed to transfer user behavior pattern by pooling together the rating data from multiple domains to alleviate the sparsity problem appearing in single rating domains. However, previous models only assume that multiple domains share a latent common rating pattern based on the use…
In the classical contextual bandits problem, in each round , a learner observes some context , chooses some action to perform, and receives some reward . We consider the variant of this problem where in addition to receiving the reward , the learner also learns the values of $r_{i,t}(c…
Set-Sequence model learns cross-sectional dynamics directly from time series data.
problem Predicting large cross-sections of time series data with latent cross-sectional dynamics.
method A model that learns cross-sectional structure directly, enhancing expressivity and eliminating manual feature engineering.
result Significantly outperforms strong baselines in equity portfolio optimization and loan risk prediction.
Conditions for flat manifolds as cusp cross-sections in arithmetic hyperbolic manifolds.
problem Determining when a flat manifold can be a cusp cross-section in arithmetic hyperbolic manifolds.
method Analyzing rational representations of holonomy groups and quasi-arithmetic manifolds.
result Conditions for a flat manifold to appear as a cusp cross-section in every commensurability class of arithmetic hyperbolic manifolds.
Platform uses queries to elicit investor preferences for portfolio trades, improving allocation efficiency.
problem Hidden-information problem in institutional crossing markets where investors value trades as portfolios but liquidity discovery is organized by individual securities.
method Modeling portfolio crossing as preference elicitation, using price-directed demand queries and value queries to verify selected packages.
result Hybrid procedure using demand and value queries recovers 88-95% of full-information welfare with a limited query budget.
Improves test set performance and reduces out-of-sample disappointment for unstable models.
problem Ensuring strong test set performance via cross-validation for unstable models.
method Nested k-fold cross-validation with hyperparameter selection based on a weighted sum of cross-validation metric and model stability measure.
result Improves out-of-sample MSE for sparse ridge regression and CART by 4% and 2% respectively, compared to k-fold cross-validation.
We show that the genus problem for alternating knots with crossings has linear time complexity and is in Logspace. Almost all alternating knots of given genus possess additional combinatorial structure, we call them standard. We show that the genus problem for these knots belongs to circuit complexity c…
New method detects changes by maximizing cross-entropy, outperforming existing techniques.
problem Detecting abrupt changes in data streams without labeled examples.
method Maximizes cross-entropy between segments to find change points, using dynamic programming.
result Outperforms three state-of-the-art approaches on challenging datasets.
A graph G is called "minimalizable" if a diagram with minimal crossing number can be obtained from an arbitrary diagram of G by crossing changes. If, furthermore, the minimal diagram is unique up to crossing changes then G is called "strongly minimalizable". In this article, it is explained how minimalizability of a gr…
We study rerouting edges on surfaces without crossings.
problem Reconfiguring edge paths on surfaces without crossing.
method Rerouting one edge at a time, maintaining crossing-free intermediate embeddings.
result Reconfiguration is always possible on the torus and any orientable surface of genus at least one.
We consider moduli spaces of cyclic configurations of lines in a -dimensional symplectic vector space, such that every set of consecutive lines generates a Lagrangian subspace. We study geometric and combinatorial problems related to these moduli spaces, and prove that they are isomorphic to quotients of sp…
Researchers analyze inverse optimal transport, deriving theoretical and empirical insights.
problem Understanding the inverse problem of inferring cost matrices from optimal couplings.
method Formalized and analyzed using entropy-regularized optimal transport, with theoretical and empirical contributions.
result Characterization of the manifold of cross-ratio equivalent costs and derivation of an MCMC sampler.
Predicting Yield Performance of Parents in Plant Breeding: A Neural Collaborative Filtering Approachcs.LG
Experimental corn hybrids are created in plant breeding programs by crossing two parents, so-called inbred and tester, together. Identification of best parent combinations for crossing is challenging since the total number of possible cross combinations of parents is large and it is impractical to test all possible cro…
Optimizes hyperparameter tuning for models using approximate leave-one-out cross-validation.
problem Finding optimal hyperparameters for regularized models using approximate leave-one-out cross-validation.
method Derive efficient formulas for gradient and hessian of approximate leave-one-out cross-validation, apply second-order optimization.
result Demonstrates the effectiveness of the approach on real-world data sets.
Conformal predictive systems are a recent modification of conformal predictors that output, in regression problems, probability distributions for labels of test observations rather than set predictions. The extra information provided by conformal predictive systems may be useful, e.g., in decision making problems. Conf…
Hard diagrams of split linksmath.GT
Study shows that splitting links requires an arbitrarily large number of extra crossings.
problem The problem is to determine the minimum number of extra crossings needed to transform a diagram of a split link into a split diagram.
method The approach uses Reidemeister moves and the framework of bubble tangles, along with techniques from Riemannian geometry.
result There exist split links with diagrams requiring an arbitrarily large number of extra crossings.
Cross-domain recommendation can alleviate the data sparsity problem in recommender systems. To transfer the knowledge from one domain to another, one can either utilize the neighborhood information or learn a direct mapping function. However, all existing methods ignore the high-order connectivity information in cross-…
We study the following three fundamental problems about ridge regression: (1) what is the structure of the estimator? (2) how to correctly use cross-validation to choose the regularization parameter? and (3) how to accelerate computation without losing too much accuracy? We consider the three problems in a unified larg…
The paper addresses the -tangle enumeration problem. We introduce a notion of cascade diagram for -tangle projections. An effective enumeration algorithm for projections is proposed based on cascade representation. Tangles projections with up to 12 crossings are tabulated. We provide also pictures of alternating …