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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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154308462616 · Jun 202019922001200920172026
48 results for different scenarios

Research in deep learning for multi-speaker source separation has received a boost in the last years. However, most studies are restricted to mixtures of a specific number of speakers, called a specific scenario. While some works included experiments for different scenarios, research towards combining data of different…

2018-08-24abs ↗pdf ↗

Standard artificial neural networks suffer from the well-known issue of catastrophic forgetting, making continual or lifelong learning difficult for machine learning. In recent years, numerous methods have been proposed for continual learning, but due to differences in evaluation protocols it is difficult to directly c…

2019-04-15abs ↗pdf ↗

Adaptive framework generates challenging adversarial scenarios for autonomous vehicles.

problem Lack of efficient and adaptable evaluation methods for autonomous vehicles.
method Adaptive evaluation framework using ensemble models and nonparametric Bayesian clustering.
result Adversarial scenarios significantly degrade tested autonomous vehicles' performance.

We present a method to generate renewable scenarios using Bayesian probabilities by implementing the Bayesian generative adversarial network~(Bayesian GAN), which is a variant of generative adversarial networks based on two interconnected deep neural networks. By using a Bayesian formulation, generators can be construc…

2018-02-02abs ↗pdf ↗

The paper explores how macroeconomic variables' correlation structure changes over time and under different scenarios.

problem Understanding the changing correlation structure of macroeconomic variables.
method The paper uses a principal component based algorithm to perform unsupervised clustering on macroeconomic variables.
result The correlation structure of macroeconomic variables changes significantly during financial crises and under hypothetical scenarios.

Algorithm reduces historical expected shortfall computation by focusing on worst-case scenarios.

problem Computing the historical expected shortfall efficiently and accurately.
method Multi-step algorithm using Monte Carlo simulations to identify and reduce the number of worst-case scenarios.
result Non-asymptotic bounds for the L p-error of the expected shortfall estimator are derived.

Deep learning for integrating diverse clinical measurements.

problem Combining data from different measurement instruments in longitudinal clinical registries.
method Domain adaptation using deep learning for mapping items from different instruments.
result Domain adaptation can recover latent trajectories even with limited data and misalignment.

There are a variety of Domain Adaptation (DA) scenarios subject to label sets and domain configurations, including closed-set and partial-set DA, as well as multi-source and multi-target DA. It is notable that existing DA methods are generally designed only for a specific scenario, and may underperform for scenarios th…

2019-12-08abs ↗pdf ↗

This study provides benchmarks for different implementations of LSTM units between the deep learning frameworks PyTorch, TensorFlow, Lasagne and Keras. The comparison includes cuDNN LSTMs, fused LSTM variants and less optimized, but more flexible LSTM implementations. The benchmarks reflect two typical scenarios for au…

2018-06-05abs ↗pdf ↗

The ability of deep learning models to generalize well across different scenarios depends primarily on the quality and quantity of annotated data. Labeling large amounts of data for all possible scenarios that a model may encounter would not be feasible; if even possible. We propose a framework to deal with limited lab…

2019-07-25abs ↗pdf ↗

Researchers validate ML scenario generators by checking dependencies and detecting memorization effects.

problem Validation of machine learning-based scenario generators differs from classical methods due to data-driven dependencies.
method Two novel validation aspects: checking dependencies and detecting memorization effects. Novel memorization ratio introduced.
result Validation methods successfully detect dependencies and memorization effects in ML-based scenario generators.

The study models and values CAT bonds across multiple regions.

problem Valuation of CAT bonds with dependencies across different regions.
method Developed models for independent, proportional, and arbitrary two-dimensional distribution cases of catastrophe losses in different areas. Applied normal approximation and Wang's transform for pricing.
result Illustrated differences in scenarios and performance of the approximation on real data.

We study the stochastic multi-armed bandit problem in the case when the arm samples are dependent over time and generated from so-called weak $\cC$-mixing processes. We establish a $\cC-$Mix Improved UCB agorithm and provide both problem-dependent and independent regret analysis in two different scenarios. In the first…

2019-06-25abs ↗pdf ↗

A Python tool generates synthetic data for cluster analysis from high-level descriptions.

problem Creating synthetic data for cluster analysis is laborious and requires detailed geometric parameters.
method Proposes natural language-based synthetic data generation and implements it in a Python package.
result Makes it easy to set up interpretable and reproducible benchmarks for cluster analysis.

Recursive KalmanNet generalizes well in noisy, out-of-distribution scenarios.

problem Generalization in noisy, out-of-distribution scenarios.
method Recurrent neural network guided by a Kalman filter.
result Recursive KalmanNet performs well in scenarios with different temporal dynamics from training data.

This paper describes the Speech Technology Center (STC) antispoofing systems submitted to the ASVspoof 2019 challenge. The ASVspoof2019 is the extended version of the previous challenges and includes 2 evaluation conditions: logical access use-case scenario with speech synthesis and voice conversion attack types and ph…

2019-04-11abs ↗pdf ↗

It has recently been found that Bell scenarios are only a small subclass of interesting setups for studying the non-classical features of quantum theory within spacetime. We find that it is possible to talk about classical correlations, quantum correlations and other kinds of correlations on any directed acyclic graph,…

2014-04-18abs ↗pdf ↗

Study on adversarial robustness in neural networks across initialization and training phases.

problem Understanding adversarial robustness in neural networks during different learning stages.
method Analyzes adversarial robustness in various scenarios of over-parameterized networks with quadratic targets and infinite samples.
result Robustness can worsen when test error improves, and vice versa, revealing new tradeoffs.

New method constrains CNN filter frequencies to improve robustness.

problem CNN bias towards low frequency components, leading to poor performance in scenario transformations.
method Frequency domain regularization by constraining filter spectra, training valid frequency range end-to-end.
result Demonstrated effectiveness in defending adversarial perturbations, reducing generalization gap, and improving transfer learning.

Paper presents adaptive minimax risk classifiers for multidimensional concept drift.

problem Multidimensional concept drift in supervised classification.
method Adaptive minimax risk classifiers (AMRCs) tracking multivariate and high-order distribution changes.
result AMRCs provide computable tight performance guarantees and improve classification.

LEMs extend transformer-based architectures for complex execution problems.

problem Handling flexible time boundaries and multiple execution constraints in deep learning.
method Decouples market information processing from execution allocation decisions using TKANs, VSNs, and multi-head attention mechanisms.
result LEMs achieve superior execution performance compared to traditional benchmarks.

Sparse regression models CMs from oscillatory shear data efficiently.

problem Discovering parsimonious constitutive models from oscillatory shear experiments.
method Sparse regression with tensor basis functions, l1 regularization, and greedy two-stage algorithm.
result Inferred CMs extrapolate well beyond training data and flow conditions.

Validates economic scenarios using statistical tests on stochastic processes.

problem Ensuring the accuracy of real-world economic scenario models.
method Applies Chevyrev and Oberhauser's (2022) signature and maximum mean distance test to various stochastic processes.
result Demonstrates the test's effectiveness across different path properties relevant to financial modeling.

In this paper, we propose a novel dynamic ensemble selection framework using meta-learning. The framework is divided into three steps. In the first step, the pool of classifiers is generated from the training data. The second phase is responsible to extract the meta-features and train the meta-classifier. Five distinct…

2018-11-01abs ↗pdf ↗

Fast, interpretable electricity consumption scenarios for individual consumers.

problem Estimating unknown electricity consumption time series for reinforcement planning.
method Predictive Clustering Trees (PCTs) for efficient and interpretable scenario generation.
result PCTs generate accurate electricity consumption scenarios at least 7 times faster than state-of-the-art methods.

We propose a modification of the classical Black-Derman-Toy (BDT) interest rate tree model, which includes the possibility of a jump with small probability at each step to a practically zero interest rate. The corresponding BDT algorithms are consequently modified to calibrate the tree containing the zero interest rate…

2019-08-12abs ↗pdf ↗

It was recently shown that architectural, regularization and rehearsal strategies can be used to train deep models sequentially on a number of disjoint tasks without forgetting previously acquired knowledge. However, these strategies are still unsatisfactory if the tasks are not disjoint but constitute a single increme…

2018-06-22abs ↗pdf ↗

Paper proposes a method for weather-informed probabilistic forecasting and scenario generation in power systems.

problem Challenges of integrating renewable energy sources into power grids due to their stochasticity and uncertainty.
method Combines probabilistic forecasting and Gaussian copula for day-ahead prediction and scenario generation of load, wind, and solar power.
result Demonstrates superior performance of the proposed weather-informed Temporal Fusion Transformer (WI-TFT) model.

Optimizes power systems with energy storage under uncertainty using scenario-based method.

problem Optimizing power systems with energy storage, intermittent renewable generation, and uncontrollable loads under uncertainty.
method Developed a novel solution method based on scenario optimization and strategic sampling to solve the chance-constrained optimal power system operation problem.
result The strategic sampling method significantly improves computational efficiency and data-driven convex approximation of power flow.

A framework for analyzing financial systems under scenario constraints.

problem Quantifying worst-case and best-case performance in financial systems.
method Quantitative automata-based framework integrating event history automata and weighted finance finite automata.
result Exact calculation of upper and lower payoff bounds with interpretable witness event histories.

Autonomous multiple tasks learning is a fundamental capability to develop versatile artificial agents that can act in complex environments. In real-world scenarios, tasks may be interrelated (or "hierarchical") so that a robot has to first learn to achieve some of them to set the preconditions for learning other ones. …

2019-06-04abs ↗pdf ↗

Modeling complex systems with multi-resolution data and causal dependencies.

problem Accurate prediction of complex systems with varying causal dependencies and multi-resolution data.
method Score-based Variational Graphical Diffusion Model (Temporal-SVGDM) that constructs individual SDEs for each variable at its native resolution and couples them through a causal score mechanism.
result Improved prediction accuracy and causal understanding compared to existing methods, especially in temporal scenarios.

In this paper we provide an integral representation of the fractional Laplace-Beltrami operator for general riemannian manifolds which has several interesting applications. We give two different proofs, in two different scenarios, of essentially the same result. One of them deals with compact manifolds with or without …

2017-04-20abs ↗pdf ↗

New model predicts energy prices under different scenarios.

problem Complex causal relationships in energy markets with continuous regime changes.
method Augmented Time Series Structural Causal Models (ATSCM) integrating neural causal discovery.
result Enables novel counterfactual queries in energy markets.