Develops a new volatility model for prediction markets.
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.
Trend · papers per month
Paper evaluates deadline-ILS on insider trading contracts, finding it distinguishes signals from noise.
Develops a new volatility model for prediction markets.
Study optimal portfolio for households with two goals: random and fixed deadlines.
TIP-Search optimizes market prediction accuracy and timeliness under uncertain load.
New method controls false discoveries in online testing with deadlines.
ForesightFlow detects informed trading on prediction markets using an information leakage score.
We study the optimal timing strategies for trading a mean-reverting price process with afinite deadline to enter and a separate finite deadline to exit the market. The price process is modeled by a diffusion with an affine drift that encapsulates a number of well-known models,including the Ornstein-Uhlenbeck (OU) model…
PAC best arm identification with a deadline, improving efficiency over sequential methods.
In today's economy, selling a new zero-marginal cost product is a real challenge, as it is difficult to determine a product's "correct" sales price based on its profit and dissemination. As an example, think of the price of a new app or video game. New sales mechanisms for selling this type of product need to be design…
Study evaluates information leakage in Polymarket markets, finding limited applicability and resolution ambiguity.
Asymmetry PRISM outperforms CPU and GPU solvers for institutional rebalancing.
Investor aims to meet financial goals with deadlines and target amounts, considering stock trading costs.
New framework for fair online allocation in continuous time with deadlines.
Paper introduces TtT, market-implied transition time, from greenium term structure.
Optimizes angular velocity transfers for rigid bodies under deadline constraints.
New algorithm tackles resource allocation in multi-armed bandits to balance speed and throughput.
Labeling data (e.g., labeling the people, objects, actions and scene in images) comprehensively and efficiently is a widely needed but challenging task. Numerous models were proposed to label various data and many approaches were designed to enhance the ability of deep learning models or accelerate them. Unfortunately,…
SR-NAM maps low-res images to multiple high-res images realistically.
Background: Three-dimensional, whole heart, balanced steady state free precession (WH-bSSFP) sequences provide delineation of intra-cardiac and vascular anatomy. However, they have long acquisition times. Here, we propose significant speed ups using a deep learning single volume super resolution reconstruction, to reco…
This study prioritizes temporal resolution over spatial in energy systems models due to higher influence.
Deep learning improves 3D microscopy resolution without matched target images.
There are 2^n possible resolutions of a smooth pseudodiagram with n precrossings. If we consider piecewise-linear (PL) pseudodiagrams and resolutions that themselves are PL, certain resolutions of the pseudodiagram may not exist in three-space. We investigate this situation and its impact on the weighted resolution set…
Many real-world phenomena are observed at multiple resolutions. Predictive models designed to predict these phenomena typically consider different resolutions separately. This approach might be limiting in applications where predictions are desired at fine resolutions but available training data is scarce. In this pape…
Recently M. Kreck introduced a class of stratified spaces called p-stratifolds [M. Kreck, Stratifolds, Preprint]. He defined and investigated resolutions of p-stratifolds analogously to resolutions of algebraic varieties. In this note we study a very special case of resolutions, so called optimal resolutions, for p-str…
Efficient algorithm approximates discrete random variables with minimal Kolmogorov distance.
A resolution of the St. Petersburg paradox is presented. In contrast to the standard resolution, utility is not required. Instead, the time-average performance of the lottery is computed. The final result can be phrased mathematically identically to Daniel Bernoulli's resolution, which uses logarithmic utility, but is …
The `Folk Theorem' that a smooth action by a compact Lie group can be (canonically) resolved, by iterated blow up, to have unique isotropy type is proved in the context of manifolds with corners. This procedure is shown to capture the simultaneous resolution of all isotropy types in a `resolution tower' which projects …
Study contact resolutions for Jacobi structures, providing examples and impossibility results.
Running high-resolution physical models is computationally expensive and essential for many disciplines. Agriculture, transportation, and energy are sectors that depend on high-resolution weather models, which typically consume many hours of large High Performance Computing (HPC) systems to deliver timely results. Many…
WrapNet optimizes inference for low-resolution neural networks by using 8-bit additions.
This paper simplifies diffusion models for high resolution images.
A refined form of the `Folk Theorem' that a smooth action by a compact Lie group can be (canonically) resolved, by iterated blow up, to have unique isotropy type was established by the authors in the context of manifolds with corners; the canonical construction induces fibrations on the boundary faces of the resolution…
Some Poisson structures do admit resolutions by symplectic manifolds of the same dimension. We give examples and simple conditions under which such resolutions can not exist.
The shortage of high-resolution urban digital elevation model (DEM) datasets has been a challenge for modelling urban flood and managing its risk. A solution is to develop effective approaches to reconstruct high-resolution DEMs from their low-resolution equivalents that are more widely available. However, the current …
New deep learning method improves 4D Flow MRI super-resolution under domain shift.
Training a deep neural network for classification constitutes a major problem in remote sensing due to the lack of adequate field data. Acquiring high-resolution ground truth (GT) by human interpretation is both cost-ineffective and inconsistent. We propose, instead, to utilize high-resolution, hyperspectral images for…
Obtaining magnetic resonance images (MRI) with high resolution and generating quantitative image-based biomarkers for assessing tissue biochemistry is crucial in clinical and research applications. How- ever, acquiring quantitative biomarkers requires high signal-to-noise ratio (SNR), which is at odds with high-resolut…
Generates high-resolution images from low-resolution inputs.
A refined form of the `Folk Theorem' that a smooth action by a compact Lie group can be (canonically) resolved, by iterated blow up, to have unique isotropy type is proved in the context of manifolds with corners. This procedure is shown to capture the simultaneous resolution of all isotropy types in a `resolution stru…
In the paper titled "Bockstein basis and resolution theorems in extension theory" (arXiv:0907.0491v2), we stated a theorem that we claimed to be a generalization of the Edwards-Walsh resolution theorem. The goal of this note is to show that the main theorem from (arXiv:0907.0491v2) is in fact equivalent to the Edwards-…
MeshfreeFlowNet generates high-resolution spatio-temporal solutions from low-resolution inputs.
New metrics found on orbifold resolutions with specific curvature.
A Monte Carlo k-nearest neighbours (KNN) and a multi-resolution convolutional neural network (CNN) were developed to detect the presences of multiple gasses in near infrared (IR) spectrums. High Resolution Transmission database was used to synthesize the near IR spectrums. Monte Carlo KNN determined the optimal kernel …
Method fuses low and high-resolution data for better health estimates.
Generative adversarial networks generate realistic, time-evolving high-resolution atmospheric fields.
Paper proposes combining GAM and DNN for accurate peak demand estimation from lower-resolution data.
In this paper, we introduce a computational framework for recovering a high-resolution approximation of an unknown function from its low-resolution indirect measurements as well as high-resolution training observations by merging the frameworks of generalized sampling and functional principal component analysis. In par…