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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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93186279372 · Jun 202019922001200920172026
48 results for direction-dependent accuracy

Proposes a copula-based model for multi-view clustering with directional dependency.

problem Challenges in integrating multi-source datasets with directional dependency.
method Copula-based multi-view clustering model accounting for directional dependence.
result Ignoring directional dependence negatively impacts clustering performance.

Estimates mean of random vector with near-optimal error in all directions.

problem Estimating the mean of a random vector with direction-dependent accuracy.
method Proves existence of an estimator with near-optimal error in all directions under certain conditions.
result The estimator satisfies the error bound for all directions, with probability 1-δ.

New approach uses Gaussian processes to learn and track complex systems with guaranteed accuracy.

problem Inaccurate first principle models for complex systems due to data complexity.
method Bayesian prediction error bound for Gaussian process regression, derived from kernel-based data density.
result Achieves vanishing tracking error with increasing data density, providing time-varying accuracy guarantees.

Anisotropy of a space naturally leads to direction dependent electromagnetic tensors and electromagnetic potentials. Starting from this idea and using variational approaches and exterior derivative formalism, we extend some of the classical equations of electromagnetism to anisotropic (Finslerian) spaces. The results d…

2009-05-28abs ↗pdf ↗

This paper presents a new open source Python framework for causal discovery from observational data and domain background knowledge, aimed at causal graph and causal mechanism modeling. The 'cdt' package implements the end-to-end approach, recovering the direct dependencies (the skeleton of the causal graph) and the ca…

2019-03-06abs ↗pdf ↗

Recent work on adversarial attack has shown that Projected Gradient Descent (PGD) Adversary is a universal first-order adversary, and the classifier adversarially trained by PGD is robust against a wide range of first-order attacks. It is worth noting that the original objective of an attack/defense model relies on a d…

2018-08-16abs ↗pdf ↗

We briefly review some basic concepts of parallel displacement in Finsler geometry. In general relativity, the parallel translation of objects along the congruence of the fundamental observer corresponds to the evolution in time. By dropping the quadratic restriction on the measurement of an infinitesimal distance, the…

2013-01-31abs ↗pdf ↗

Paper uses relaxation techniques to find optimal brokerage fees with private signals.

problem Finding optimal brokerage fees for clients with private trading signals.
method Relaxation techniques to establish contract existence in asymmetric information settings.
result Existence of optimal brokerage fees established in a market model with private signals.

We investigate approaches to regularisation during fine-tuning of deep neural networks. First we provide a neural network generalisation bound based on Rademacher complexity that uses the distance the weights have moved from their initial values. This bound has no direct dependence on the number of weights and compares…

2020-02-19abs ↗pdf ↗

The paper examines how market trade values and volumes affect price autocorrelation.

problem Understanding the impact of market trade values and volumes on price autocorrelation.
method Derives the dependence of price statistical moments and volatility on trade values and volumes, and assesses statistical moments and correlations by conventional frequency-based probabilities.
result Highlights the impact of market trade randomness on price statistical moments and autocorrelation.

Improved confidence bounds for linear logistic model with applications to bandits.

problem Improving confidence bounds for linear logistic model.
method Self-concordant analysis of the logistic loss to avoid dependence on worst-case variance.
result Significant improvement in confidence bounds, avoiding dependence on 1/κ1/κ.

The paper studies Möbius energy gradient of helix pairs and finds limiting behavior as coiling ratio increases.

problem Characterizing the limiting behavior of Möbius energy gradient for symmetric helix pairs.
method Complex asymptotics
result The gradient diverges in opposing directions based on radius, approaching 1/2 as coiling ratio increases.

Anisotropic obstacle problems and Stefan problem studied with evolving surfaces.

problem Anisotropic parabolic obstacle problems and Stefan problem.
method Cahn-Hoffman transform and anisotropic mean curvature flow.
result Optimal regularity of the solution and C1,αC^{1,α}-regularity of the evolving free boundary.

The conventional formal tool to detect effects of the financial persistence is in terms of the Hurst exponent. A typical corresponding result is that its value comes out close to 0.5, as characteristic for geometric Brownian motion, with at most small departures from this value in either direction depending on the mark…

2005-04-22abs ↗pdf ↗

"Mixed Data" comprising a large number of heterogeneous variables (e.g. count, binary, continuous, skewed continuous, among other data types) are prevalent in varied areas such as genomics and proteomics, imaging genetics, national security, social networking, and Internet advertising. There have been limited efforts a…

2014-11-02abs ↗pdf ↗

We introduce a new approach to functional causal modeling from observational data, called Causal Generative Neural Networks (CGNN). CGNN leverages the power of neural networks to learn a generative model of the joint distribution of the observed variables, by minimizing the Maximum Mean Discrepancy between generated an…

2017-09-15abs ↗pdf ↗

The paper analyzes convergence of Langevin dynamics with time-dependent metrics.

problem Analyzing convergence of Langevin dynamics with time-dependent metrics.
method Formulated a modified gradient flow of the Kullback-Leibler divergence, selected a time-dependent relative Fisher information functional, and developed a time-dependent Hessian matrix condition.
result Proved convergence conditions for various Langevin dynamics.

Direct approach for handling contextual bandits with latent state dynamics.

problem Handling contextual bandits with latent state dynamics, especially when rewards depend on posterior probabilities of hidden states.
method Direct reduction to standard linear contextual bandits, extended analysis of HMM parameters, periodic update of reward-model parameters.
result Periodic update of reward-model parameters allows handling complex dependencies in hidden states.

The geometry of causal diamonds or Alexandrov open sets whose initial and final events pp and qq respectively have a proper-time separation ττ small compared with the curvature scale is a universal. The corrections from flat space are given as a power series in ττ whose coefficients involve the curvature at the cen…

2007-03-09abs ↗pdf ↗

ManifoldFlow relaxes fixed-spectrum Stiefel layers to learn a positive spectrum.

problem Fixed-spectrum Stiefel layers impose rigid spectral constraints.
method Introduces ManifoldFlow, a relaxation that learns a positive spectrum while keeping the basis on the Stiefel manifold.
result Learnable SPD spectrum improves performance in various settings.

Regulating causal effects through averaged constraints fails to enforce conditional independence.

problem Enforcing conditional independence in regulatory and analytic settings.
method Formulated causal masking as a linear program and analyzed the resulting enforcement problem from both regulator and optimizer perspectives.
result Averaged-constraint optimization often violates stratum-wise requirements while satisfying the averaged one exactly, and detection requires conditional-independence tests.

EPSTE: A geometric token and deep learning approach to estimating transfer entropy in neuroimaging time series

problem Inferring directed interactions between neural systems from EEG and MEG
method Reframing TE estimation as a learnable problem operating on structured symbolic representations
result EPSTE achieves near-perfect recovery of ground-truth directed structure and significantly lower absolute error than the baseline

New method for robust financial portfolio analysis.

problem Challenges in modeling financial portfolio dependence structure.
method Nonparametric Angles-based Correlation (NAbC) method.
result Valid inferences and flexible scenarios for portfolio analysis.

Neural architecture search (NAS) relies on a good controller to generate better architectures or predict the accuracy of given architectures. However, training the controller requires both abundant and high-quality pairs of architectures and their accuracy, while it is costly to evaluate an architecture and obtain its …

2020-02-24abs ↗pdf ↗

Proposes a new adversarial model to avoid accuracy vs. adversarial accuracy tradeoff.

problem Inherent tradeoff between accuracy and adversarial accuracy in existing adversarial robustness definitions.
method Introduces Voronoi-epsilon adversary that balances perturbation constraints.
result Voronoi-epsilon adversary avoids accuracy vs. adversarial accuracy tradeoff even with large εε.

Selective classification can worsen accuracy disparities between groups.

problem Selective classification can magnify existing accuracy disparities between various groups.
method Study of margin distribution and distributionally-robust models.
result Selective classification can uniformly improve each group on distributionally-robust models.

Calibrated ensembles improve both ID and OOD accuracy in distribution shift.

problem Desired balance between in-distribution and out-of-distribution accuracy.
method Ensemble standard and robust models, calibrating on ID data only.
result ID-calibrated ensembles outperform state-of-the-art methods on multiple datasets.

Optimizes glmnet configuration for better accuracy and efficiency.

problem Inappropriate glmnet configuration leads to inaccurate solutions and increased computation time.
method Data-driven framework using neural networks to predict accuracy and computation time from dataset characteristics and configuration.
result Automatic selection of optimal configuration maximizing accuracy under a time constraint.

TRUST improves tree models' accuracy while maintaining interpretability.

problem Piecewise-constant regression trees lack in predictive accuracy compared to black-box models.
method Combines Random Forest accuracy with interpretability of shallow trees and sparsity of linear models, using LLMs for explanations.
result TRUST outperforms other interpretable models in predictive accuracy and matches Random Forest's accuracy.

FADE framework improves fairness and accuracy in ensemble learning.

problem Improving fairness in existing models without sacrificing accuracy.
method Flexible fair ensemble learning framework targeting multiple fairness criteria.
result Multiple unfairness measures can be minimized simultaneously with little impact on accuracy.

Paper explores tradeoff between standard and robust accuracy for latent models.

problem Tradeoff between standard accuracy and robust accuracy in adversarial training.
method Revisits adversarial training for latent models, considering Gaussian mixture and generalized linear models.
result Low-dimensional manifold structure mitigates the tradeoff between standard and robust accuracy.

New methods show robustness and accuracy can coexist.

problem Inevitability of robustness-accuracy tradeoff in deep learning.
method Prove robustness and accuracy achievable through locally Lipschitz functions; explore combining dropout with robust training methods.
result Achieving robustness and accuracy requires methods imposing local Lipschitzness and deep learning generalization techniques.

Proposes an accuracy-preserving calibration method for DNNs.

problem Calibration of deep neural networks (DNNs) to measure prediction reliability.
method Uses Concrete distribution on the probability simplex to calibrate DNNs without accuracy loss.
result The proposed method outperforms previous methods in accuracy-preserving calibration tasks.

The paper studies and mitigates accuracy disparity in regression models.

problem Accuracy disparity between different demographic subgroups in high-stakes domains.
method Error decomposition theorem and distribution alignment algorithm.
result The proposed algorithm effectively mitigates accuracy disparity while maintaining predictive power.