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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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2795588361,115 · Jun 202019922001200920172026
48 results for data fragmentation

FIRE method improves model performance in federated learning by penalizing fragmentation-induced covariate shifts.

problem Performance degradation in federated learning due to data fragmentation and covariate shift.
method FIRE method accumulates fragmentation-induced covariate shift divergences via approximate Fisher information and uses it as a per-fragment loss penalty.
result FIRE outperforms importance weighting and federated learning benchmarks by up to 5.3% on shifted validation sets.

We present a lower bound for a fragmentation norm and construct a bi-Lipschitz embedding I ⁣:RnHam(M)I\colon \mathbb{R}^n\to\mathrm{Ham}(M) with respect to the fragmentation norm on the group Ham(M)\mathrm{Ham}(M) of Hamiltonian diffeomorphisms of a symplectic manifold (M,ω)(M,ω). As an application, we provide an answer to Brandenbursk…

2019-01-07abs ↗pdf ↗

Tree structures are ubiquitous in data across many domains, and many datasets are naturally modelled by unobserved tree structures. In this paper, first we review the theory of random fragmentation processes [Bertoin, 2006], and a number of existing methods for modelling trees, including the popular nested Chinese rest…

2015-09-16abs ↗pdf ↗

FluxLayer solves cross-chain liquidity fragmentation for better MEV capture.

problem Cross-chain fragmented liquidity and MEV optimization.
method Three-layer framework integrating settlement, intent, and leverage mechanisms.
result FluxLayer enhances cross-chain MEV by capturing more arbitrage opportunities.

Molecule generation is a challenging open problem in cheminformatics. Currently, deep generative approaches addressing the challenge belong to two broad categories, differing in how molecules are represented. One approach encodes molecular graphs as strings of text, and learns their corresponding character-based langua…

2020-02-28abs ↗pdf ↗

High-fee pools attract more liquidity but execute less volume; low-fee pools have more stable LPs.

problem Optimal liquidity supply and execution on decentralized exchanges with fixed gas costs.
method Analysis of Uniswap data to compare high- and low-fee pools.
result Fragmented liquidity leads to more LPs and competition, improving overall market efficiency.

Paper introduces a method to predict molecule properties from diverse data sources.

problem Limited ability to accommodate scarce or fragmented training data.
method Adaptive Invariance using invariant risk minimization to generalize beyond heterogeneous data.
result Predictor outperforms state-of-the-art transfer learning methods by significant margin.

Automated rock fragmentation assessment using deep learning and spatial statistics.

problem Assessing post-blast rock fragmentation in real-time.
method Fine-tuned YOLO12l-seg model for instance segmentation, followed by spatial statistics.
result Framework accurately assesses rock fragmentation patterns in real-time.

The paper shows how Hamiltonian diffeomorphisms and homeomorphisms can be broken down into smaller, manageable pieces.

problem Fragmenting Hamiltonian diffeomorphisms and homeomorphisms on surfaces.
method Develops a C0C^0-fragmentation property for Hamiltonian diffeomorphisms and homeomorphisms on surfaces, proving it with a Lipschitz estimate.
result Hamiltonian diffeomorphisms and homeomorphisms can be decomposed into smaller, compactly supported pieces with a Lipschitz estimate on the C0C^0-norm.

The Mixed-Membership Stochastic Blockmodel~(MMSB) is proposed as one of the state-of-the-art Bayesian relational methods suitable for learning the complex hidden structure underlying the network data. However, the current formulation of MMSB suffers from the following two issues: (1), the prior information~(e.g. entiti…

2020-01-17abs ↗pdf ↗

Generating music medleys is about finding an optimal permutation of a given set of music clips. Toward this goal, we propose a self-supervised learning task, called the music puzzle game, to train neural network models to learn the sequential patterns in music. In essence, such a game requires machines to correctly sor…

2017-09-13abs ↗pdf ↗

Model shows how multiple markets can coexist or fragment based on trader behavior.

problem Understanding market competition and coexistence among multiple trading venues.
method Stylized model of traders making repeated decisions at three markets, analyzed numerically and analytically.
result Parameters like memory length and choice intensity determine whether markets coexist or fragment.

Study replicates market model, finds replication hindered by missing details.

problem Replicating a market model with missing details and limited quantitative reporting.
method Increased simulation runs, bootstrap confidence intervals, and code analysis.
result Achieved relational equivalence for most metrics but rejected quantitative alignment.

Study examines Bitcoin market fragmentation and price formation, revealing market leader-lagger dynamics and trading strategies.

problem Understanding price formation in fragmented Bitcoin markets at sub-second time scales.
method Utilized granular orderbook and trades data, constructed features, and trained linear models to explain market returns.
result Fee regime determines market leadership and profitability of taker strategies, maker strategies tested in real-world trading.

The paper analyzes security issues in blockchain ecosystems with multiple SSPs and proposes two models for better stake management.

problem Security issues in blockchain ecosystems with multiple SSPs and stake fragmentation.
method Formalized the Multiple SSP Problem and analyzed two architectures: Model M\mathbb{M} and Model S\mathbb{S} through convex optimization and game-theoretic lens.
result Model S\mathbb{S} achieves tighter security guarantees through single validator sets and aggregated slashing logic.

This paper extends quasimorphism results to nonorientable surfaces.

problem Understanding quasimorphisms on nonorientable surface diffeomorphism groups.
method Constructing infinitely many quasimorphisms on the identity component of nonorientable surface diffeomorphism groups.
result The space of nontrivial quasimorphisms on the identity component of the diffeomorphism group of a closed nonorientable surface is infinite-dimensional.

Regression is widely used by practioners across many disciplines. We reformulate the underlying optimisation problem as a second-order conic program providing the flexibility often needed in applications. Using examples from portfolio management and quantitative trading we solve regression problems with and without con…

2013-10-12abs ↗pdf ↗

We relate generalized Lebesgue decompositions of measures in terms of curve fragments (Alberti representations) and Weaver derivations. This correspondence leads to a geometric characterization of the local norm on the Weaver cotangent bundle of a metric measure space (X,μ)(X,μ): the local norm of a form dfdf sees how fas…

2013-11-11abs ↗pdf ↗

We suggest an analytical approach for Pareto-Zipf law, where we assume random multiplicative noise and fragmentation processes for the growth of the number of citizens of each city and the number of the cities, respectively.

2008-02-27abs ↗pdf ↗

A big challenge in algorithmic composition is to devise a model that is both easily trainable and able to reproduce the long-range temporal dependencies typical of music. Here we investigate how artificial neural networks can be trained on a large corpus of melodies and turned into automated music composers able to gen…

2016-06-23abs ↗pdf ↗

It is shown that the compactly supported identity component of the diffeomorphism group of the 2-dimensional punctured torus Tp2\mathbb T^2_p is an unbounded group. It follows that the fragmentation norm of Tp2\mathbb T^2_p is unbounded.

2011-03-18abs ↗pdf ↗

The paper extends Thurston's method to new variants of Mather-Thurston theorem.

problem Proving new variants of Mather-Thurston theorem for PL homeomorphisms and contactomorphisms.
method Generalizing Thurston's technique to prove new variants of Mather-Thurston theorem for PL homeomorphisms and contactomorphisms.
result The paper answers questions posed by Gelfand-Fuks and Greenberg on PL foliations and Rybicki on contactomorphisms.

Distributed securities exchanges may become de facto fragmented if they span geographical regions with asymmetric computer infrastructure. First, we build an economic model of a decentralized exchange with two miner clusters, standing in for compact areas of economic activity (e.g., cities). "Local" miners in the area …

2019-10-24abs ↗pdf ↗

This study aims to improve communication between fragmented blockchain systems in finance.

problem Inefficient and insecure communication in fragmented blockchain systems.
method Analysis of cross-chain interoperability protocols and their properties.
result Comparison and evaluation of cross-chain interoperability protocols.

Paper improves Tm prediction of protein fragments using sparsity and probabilistic models.

problem Improving accuracy of melting temperature prediction for protein fragments.
method Promoting sparsity in pre-trained transformer models and adopting probabilistic frameworks.
result Mean absolute error of 0.23C for predicting melting temperature.

SVH-PSL uses Stein Variational Gradient Descent and Hypernetworks to improve Pareto set learning for expensive MOO.

problem Fragmented surrogate models and pseudo-local optima in expensive multi-objective optimization problems.
method SVH-PSL integrates Stein Variational Gradient Descent (SVGD) with Hypernetworks to address fragmentation and pseudo-local optima.
result SVH-PSL significantly improves the quality of the learned Pareto set, offering a promising solution for expensive MOO.

FinMaster benchmarks LLMs in financial tasks, revealing gaps in reasoning.

problem Challenges in financial tasks, including labor-intensive processes and low error tolerance.
method Developed a comprehensive financial benchmark (FinMaster) with three modules: FinSim, FinSuite, and FinEval.
result LLMs struggle with complex financial reasoning, showing significant accuracy drops.