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.
New method reconstructs data subsets from limited published statistics.
Raising statistical hurdles may not be justified due to data bias.
Applying traditional collaborative filtering to digital publishing is challenging because user data is very sparse due to the high volume of documents relative to the number of users. Content based approaches, on the other hand, is attractive because textual content is often very informative. In this paper we describe …
Optimizes web publisher revenues from RTB auctions.
Publish a core-set of data to protect against adversarial use.
Much information available on the web is copied, reused or rephrased. The phenomenon that multiple web sources pick up certain information is often called trend. A central problem in the context of web data mining is to detect those web sources that are first to publish information which will give rise to a trend. We p…
DP-CDA generates synthetic data to enhance privacy in high-dimensional datasets.
The paper analyzes and proposes methods for privately sharing individual privacy losses using per-instance differential privacy.
Machine learning algorithms designed to characterize, monitor, and intervene on human health (ML4H) are expected to perform safely and reliably when operating at scale, potentially outside strict human supervision. This requirement warrants a stricter attention to issues of reproducibility than other fields of machine …
Estimates citation impact to recommend best publication venue.
This is the first in a series of papers showing that Haken manifolds have hyperbolic structures; this first was published, the second two have existed only in preprint form, and later preprints were never completed. This eprint is only an approximation to the published version, which is the definitive form for part I, …
State-of-the-art speaker recognition relays on models that need a large amount of training data. This models are successful in tasks like NIST SRE because there is sufficient data available. However, in real applications, we usually do not have so much data and, in many cases, the speaker labels are unknown. We present…
In the industry of video content providers such as VOD and IPTV, predicting the popularity of video contents in advance is critical not only from a marketing perspective but also from a network optimization perspective. By predicting whether the content will be successful or not in advance, the content file, which is l…
Matryoshka hides secret models in a carrier model, achieving high capacity and robustness.
We apply our statistically deterministic machine learning/clustering algorithm *K-means (recently developed in https://ssrn.com/abstract=2908286) to 10,656 published exome samples for 32 cancer types. A majority of cancer types exhibit mutation clustering structure. Our results are in-sample stable. They are also out-o…
A popular approach to selling online advertising is by a waterfall, where a publisher makes sequential price offers to ad networks for an inventory, and chooses the winner in that order. The publisher picks the order and prices to maximize her revenue. A traditional solution is to learn the demand model and then subseq…
We propose a new input perturbation mechanism for publishing a covariance matrix to achieve -differential privacy. Our mechanism uses a Wishart distribution to generate matrix noise. In particular, We apply this mechanism to principal component analysis. Our mechanism is able to keep the positive semi-definitene…
These are notes of a talk I gave in a seminar at the University of Pennsylvania summarizing results in the Habilitation by Jost Eschenburg on "Freie isometrische Aktionen auf kompakten Lie-Gruppen mit positiv gekruemmten Orbitraeumen". Due to the fact that it is published in a not easily accesible journal (and is writt…
In a context where most published articles are devoted to the development of "new methods", comparison studies are generally appreciated by readers but surprisingly given poor consideration by many scientific journals. In connection with recent articles on over-optimism and epistemology published in Bioinformatics, thi…
This study investigates the content of the published scientific literature in the fields of operations research and management science (OR/MS) since the early 1950s. Our study is based on 80,757 published journal abstracts from 37 of the leading OR/MS journals. We have developed a topic model, using Latent Dirichlet Al…
Short survey to be published at the Encyclopedia of Mathematical Physics.
Accurate forecasts of electricity spot prices are essential to the daily operational and planning decisions made by power producers and distributors. Typically, point forecasts of these quantities suffice, particularly in the Nord Pool market where the large quantity of hydro power leads to price stability. However, wh…
This study improves user segmentation for online news recommendation systems.
We give a possible generalization of Lutz twist to all dimensions. This reproves the fact that every contact manifold can be given a non-fillable contact structure and also shows great flexibility in the manifolds that can be realized as cores of overtwisted families. We moreover show that has at least three…
One of the central goals of Recurrent Neural Networks (RNNs) is to learn long-term dependencies in sequential data. Nevertheless, the most popular training method, Truncated Backpropagation through Time (TBPTT), categorically forbids learning dependencies beyond the truncation horizon. In contrast, the online training …
VR game data for P300 BCI with raccoon vs demon stimuli.
Margin maximization in the hard-margin sense, proposed as feature elimination criterion by the MFE-LO method, is combined here with data radius utilization to further aim to lower generalization error, as several published bounds and bound-related formulations pertaining to lowering misclassification risk (or error) pe…
Some online advertising offers pay only when an ad elicits a response. Randomness and uncertainty about response rates make showing those ads a risky investment for online publishers. Like financial investors, publishers can use portfolio allocation over multiple advertising offers to pursue revenue while controlling r…
This paper has been withdrawn by the author and it is published in AGAG
Machine learning methods may have the potential to significantly accelerate drug discovery. However, the increasing rate of new methodological approaches being published in the literature raises the fundamental question of how models should be benchmarked and validated. We reanalyze the data generated by a recently pub…
Paper tackles adaptive deletion of data points from trained models.
This paper has been withdrawn. Its new version has been published.
Recently, our group has published two papers that have received some attention in the finance community. One is about the profitability of trend following strategies over 200 years, the second is about the correlation between the profitability of "Risk Premia" and their skewness. In this short note, we present two addi…
We correct a mistake in the published version of our paper. Our new conclusion is that the "implied leverage effect" for single stocks is underestimated by option markets for short maturities and overestimated for long maturities, while it is always overestimated for OEX options, except for the shortest maturities wher…
This is an overview article on the Kontsevich integral written for the Encyclopedia of Mathematical Physics, to be published by Elsevier.
Special issue on understanding physical processes from unusual diffusion patterns.
The paper predicts and explains the decay of stock anomaly performance over time.
Before retiring, looking back to forty years of writing and publishing scientific papers, I decided to present to the scientific community a selection of my scientific works. I chose mostly articles published in prestigious journals or Proceedings that made a certain impact in the scientific world. I have selected thir…
New ESGM scores include a 'Missing' pillar to account for unpublished ESG data.
This survey treats the problem of ruin in a risk model when assets earn investment income. In addition to a general presentation of the problem, topics covered are a presentation of the relevant integro-differential equations, exact and numerical solutions, asymptotic results, bounds on the ruin probability and also th…
This paper tackles tweet classification by identifying purpose and position.
This is a survey article on finite type invariants of 3-manifolds written for the Encyclopedia of Mathematical Physics to be published by Elsevier.
Felix Klein's so-called Erlangen Program was published in 1872 as professoral dissertation. It proposed a new solution to the problem how to classify and characterize geometries on the basis of projective geometry and group theory. The given translation was made in 1892 by Dr. M. W. Haskell and transcribed by N. C. Rug…
GPU acceleration speeds up financial machine learning training time.
This note is the updated outline of the article "Interpolational properties of planar spiral curves", Fund. and Applied Math., 2001, Vol.7, N.2, 441-463, published in Russian. The main result establishes boundary regions for spiral and piecewise spiral splines, matching given data. The width of such region can serve as…
While the Machine Learning (ML) landscape is evolving rapidly, there has been a relative lag in the development of the "learning systems" needed to enable broad adoption. Furthermore, few such systems are designed to support the specialized requirements of scientific ML. Here we present the Data and Learning Hub for sc…
In their papers published in 1993 and 1994, by expressing certain physical quantity in two distinct ways, Bershadsky-Cecotti-Ooguri-Vafa discovered a remarkable equivalence between Ray-Singer analytic torsion and elliptic instanton numbers for Calabi-Yau threefolds. After their discovery, in a paper published in 2008, …
Study on TVL computation in DeFi protocols, proposing verifiable metrics.