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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.

169,051 papers · 148 categories

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3557101,0641,419 · Jun 202019922001200920182026
48 results for descriptive models

This paper reviews three types of probabilistic models: discriminative, descriptive, and generative.

problem None explicitly stated, but the review aims to unify these models under a common framework.
method Review and comparison of discriminative, descriptive, and generative models.
result Unified framework for understanding discriminative, descriptive, and generative models.

Study develops time-continuous models and probabilistic descriptions for agent-based economic market models.

problem Formulating and describing agent-based economic market models in a time-continuous and probabilistic manner.
method Derived time-continuous formulations, discussed impact of time-scaling, proved stability, presented probabilistic descriptions using kinetic theory.
result Time-continuous formulations and probabilistic descriptions for agent-based economic market models.

The paper introduces DDL, a method for predicting generalization error from training data alone.

problem Model selection and hyperparameter tuning in machine learning.
method Differential Description Length (DDL) method for predicting generalization error.
result DDL leads to smaller generalization error than cross-validation and traditional MDL and Bayes methods.

Paper introduces Ddim, a new measure of model complexity, for MDL-based learning and change detection.

problem Characterizing the complexity of probabilistic models for efficient learning and change detection.
method Introduces descriptive dimension (Ddim) as a measure of model complexity. Derives convergence rates and error probabilities for MDL-based learning and change detection.
result Ddim characterizes the performance of MDL-based learning and change detection.

This paper studies fixed sets in ribbon complexes using descriptive proximity spaces.

problem Understanding fixed sets in ribbon complexes within descriptive proximity spaces.
method Introduces descriptive fixed sets and their properties in ribbon complexes, using descriptive proximally continuous maps.
result Establishes that proximal descriptive conjugacy preserves fixed sets in ribbon complexes.

Classifies CAD model descriptions and names from product websites.

problem Distinguishing product descriptions from other text and identifying product names.
method Paragraph vectors, character-level LSTM, word embeddings LSTM tagger.
result Promising results for distinguishing product descriptions and names.

A new multiagent model of the stock market is formulated that contains four states in which the agents may be located. Next, the model is reformulated in the language of the functional integral containing fluctuations of prices and quantities of cash flows. It is shown that in the functional integral of that type descr…

2013-10-31abs ↗pdf ↗

FedSLIM optimizes compact pattern models across distributed databases without sharing raw data.

problem Privacy-preserving federated descriptive analytics for data silos.
method Federated MDL-based framework using SLIM principle.
result FedSLIM variants preserve high-quality compression structure and recover globally informative patterns.

Investigates the long-only minimum variance portfolio in factor models.

problem Understanding the long-only minimum variance portfolio in factor models.
method Investigates the long-only global minimum variance portfolio in a factor model of returns, providing explicit and geometric descriptions for different factor models.
result Provides rigorous and explicit descriptions of the long-only solution in terms of covariance matrix parameters and geometric descriptions for multiple factors.

Study shows LLC correlates with neural network compressibility.

problem Evaluating limits of neural network compression.
method Extended minimum description length principle using singular learning theory.
result Complexity estimates based on LLC are linearly correlated with compressibility.

Recent progress in using recurrent neural networks (RNNs) for image description has motivated the exploration of their application for video description. However, while images are static, working with videos requires modeling their dynamic temporal structure and then properly integrating that information into a natural…

2015-02-27abs ↗pdf ↗

Improved satellite image captions enhance descriptiveness without large models.

problem Extracting meaningful text from satellite imagery.
method Evaluated seven models on a large benchmark, extended vocabulary, and introduced a novel confusion matrix.
result Reduced model size by 100x without sacrificing accuracy, offering new deployment opportunities.

DRAGON improves learning for rare classes in unbalanced datasets using class descriptions.

problem Learning rare classes in unbalanced datasets with deep models.
method DRAGON is a late-fusion architecture that corrects bias towards frequent classes and fuses class-descriptions to improve tail-class accuracy.
result DRAGON outperforms state-of-the-art models on new benchmarks for long-tail learning with class descriptors.

Paper uses BERT to assess P2P borrowers' credit risk from loan descriptions.

problem Information asymmetry in P2P lending due to lack of borrower data.
method Fine-tunes BERT on Lending Club dataset to generate risk scores from loan descriptions.
result BERT-generated risk scores improve XGBoost classifier's performance in loan granting.

In (Phys. Rev. D 62, 081501, 2000) we proposed a unified approach to description of continuous and discrete spacetime based on nonassociative geometry and described nonassociative smooth and discrete de Sitter models. In our paper we give the description of nonassociative Friedmann-Robertson-Walker spacetime.

2004-06-24abs ↗pdf ↗

This paper proposes a new method for inferring the latent dimension of linear dynamical systems.

problem Manual specification of latent dimension is impractical and leads to model limitations.
method The paper introduces a minimum description length criterion to infer latent dimension.
result The proposed method effectively infers latent dimension and improves model performance.

FIA misleads in small samples; lower-bound sample size NN' prevents errors.

problem Misleading model selection by FIA in small samples.
method Proposes a lower-bound sample size NN' to prevent FIA's misleadingness.
result Prevents inversion of model complexity ranks in FIA.

Probabilistic programming languages represent complex data with intermingled models in a few lines of code. Efficient inference algorithms in probabilistic programming languages make possible to build unified frameworks to compute interesting probabilities of various large, real-world problems. When the structure of mo…

2016-07-04abs ↗pdf ↗

Support Vector Data Description (SVDD) is a popular outlier detection technique which constructs a flexible description of the input data. SVDD computation time is high for large training datasets which limits its use in big-data process-monitoring applications. We propose a new iterative sampling-based method for SVDD…

2016-06-16abs ↗pdf ↗

SeqAttnGAN generates interactive images based on multi-turn text descriptions.

problem Interactive image editing with multi-turn textual commands.
method SeqAttnGAN uses a neural state tracker and GAN framework for sequential image generation and refinement.
result SeqAttnGAN outperforms state-of-the-art models on interactive image editing tasks.

Unique surgery descriptions found for knots in 3-manifolds.

problem Characterizing and understanding unique surgery descriptions for knots in 3-manifolds.
method Analyzing infinitely many surgeries along knots and hyperbolic L-space knots, proving unique descriptions.
result Infinitely many surgeries along knots have unique descriptions, generalizing the concept of characterizing slopes.

We give an infinite dimensional description of the differential K-theory of a manifold MM. The generators are triples [H,A,ω][H, A, ω] where HH is a Z2{\bf Z}_2-graded Hilbert bundle on MM, AA is a superconnection on HH and ωω is a differential form on MM. The relations involve eta forms. We show that the ensuing gro…

2015-12-22abs ↗pdf ↗

Model predicts price polarity of real estate properties using website information.

problem Predicting price polarity of real estate properties.
method Uses doc2vec and xgboost to learn correlations between price and text descriptions of properties.
result Text descriptions provide slightly higher accuracy than features alone.

New method improves bivariate causal discovery by accurately estimating cause variable complexity.

problem Improper estimation of cause variable complexity in current MDL-based methods.
method Rate-distortion MDL (RDMDL) using information dimension for cause variable complexity estimation.
result RDMDL achieves competitive performance on Tübingen dataset.

This article introduces descriptive cellular homology on cell complexes, which is an extension of J.H.C. Whitehead's CW topology. A main result is that a descriptive cellular complex is a topology on fibres in a fibre bundle. An application of two forms of cellular homology is given in terms of the persistence of shape…

2018-01-05abs ↗pdf ↗

Generates garden paintings from text descriptions using deep learning.

problem Lack of firsthand material for traditional Chinese garden reconstruction.
method Deep learning model trained on text and paintings of Ming Dynasty gardens.
result Model generates garden paintings in Ming Dynasty style based on textual descriptions.

In this paper we continue our descriptions of stock markets in terms of some non abelian operators which are used to describe the portfolio of the various traders and other {\em observable} quantities. After a first prototype model with only two traders, we discuss a more realistic model of market with an arbitrary num…

2009-04-21abs ↗pdf ↗

This paper uses a path integral approach to model complex economic systems with many agents.

problem Modeling economic systems with a large number of interacting agents.
method Develops a path integral formalism to describe the behavior of a large number of agents in an economic system.
result The method provides an analytical treatment of business cycle models with many agents, revealing various phases and interactions.

New description of (1,1)(1,1) L-space knots leads to non-left-orderable surgeries.

problem Characterizing and understanding (1,1)(1,1) L-space knots.
method Analyzing coherent reduced (1,1)(1,1)-diagrams to describe (1,1)(1,1) L-space knots and proving non-left-orderable fundamental groups.
result Any L-space obtained by Dehn surgery on a (1,1)(1,1)-knot in S3S^3 has a non-left-orderable fundamental group.

The Goresky-Hingston coproduct was first introduced by D. Sullivan and later extended by M. Goresky and N. Hingston. In this article we give a Morse theoretic description of the coproduct. Using the description we prove homotopy invariance property of the coproduct. We describe a connection between our Morse theoretic …

2017-11-19abs ↗pdf ↗