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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.

169,051 papers · 148 categories

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0.6%1.3%1.9%2.5% · Dec 201819922001200920172026
48 results for dispersive channels

End-to-end deep learning boosts IM/DD fiber communication over dispersive channels.

problem Improving data transmission over dispersive IM/DD channels with memory.
method Bidirectional recurrent neural network (BRNN) for end-to-end deep learning of the communication system.
result End-to-end SBRNN achieves significant bit-error-rate reduction compared to FFNNs.

Skewness dispersion predicts future stock market returns, especially in months with monetary policy announcements.

problem Predicting future stock market returns using skewness dispersion.
method Cross-sectional analysis of firm-level realized skewness and stock market returns.
result Skewness dispersion is a significant predictor of future stock market returns, robust to various estimation methods.

New dispersion indices based on inaccuracy and divergence introduced for information measures.

problem Measuring variability in uncertainty measures.
method Introducing new dispersion indices based on Kerridge inaccuracy and Kullback-Leibler divergence.
result Properties, bounds, and examples of new dispersion indices presented.

Paper predicts urban dispersal events using deep survival analysis on mobility data.

problem Predicting abnormal dispersal events in urban areas to mitigate congestion and safety risks.
method Formulated as a survival analysis problem, developed a two-stage deep learning framework (DILSA).
result DILSA predicts dispersal events with F1-score of 0.7 and average time error of 18 minutes.

Geometric focusing affects dispersive estimates for Schrödinger and wave equations.

problem Long-time decay rate in dispersive estimates for Schrödinger and wave equations on non-trapping asymptotically conic manifolds and exact metric cones.
method Classifying the long-time decay rate in dispersive estimates for the Schrödinger and wave equations on non-trapping asymptotically conic manifolds and exact metric cones in terms of the intensity of geometric focusing.
result Each multiplicity of conjugate points within distance π on Y = ∂X0 leads to a |t|1/2-loss in the long-time decay order and a half-order shift in the regularity index in the dispersive estimate for the Schrödinger equation.

Study on stock market volatility and return dispersion during COVID-19.

problem Impact of COVID-19 on stock market volatility and return dispersion.
method Used Google index to proxy epidemic impact, modeled volatility, and analyzed influencing factors of log-return.
result Volatility significantly affected by epidemic and cross-sectional return dispersion, with positive coefficients.

In this paper, we implement an optical fiber communication system as an end-to-end deep neural network, including the complete chain of transmitter, channel model, and receiver. This approach enables the optimization of the transceiver in a single end-to-end process. We illustrate the benefits of this method by applyin…

2018-04-11abs ↗pdf ↗

In the recent years, banks have sold structured products such as worst-of options, Everest and Himalayas, resulting in a short correlation exposure. They have hence become interested in offsetting part of this exposure, namely buying back correlation. Two ways have been proposed for such a strategy : either pure correl…

2010-04-01abs ↗pdf ↗

The study examines Hawkes processes and their long-term behavior.

problem Understanding the long-term behavior of Hawkes processes.
method Proving functional limit theorems under various conditions on the dispersion of child events.
result Functional limit theorems hold for Hawkes processes with different levels of child event dispersion.

New framework controls statistical dispersion for high-stakes applications.

problem Understanding and controlling the dispersion of loss distributions in high-stakes applications.
method Simple yet flexible framework for distribution-free control of statistical dispersion measures.
result Proposed methods control statistical dispersion measures with societal implications.

Bayesian model tackles spatial count data issues with flexible non-parametric techniques.

problem Challenges in traditional parametric models for spatial count data with unbalanced distributions and complex dependencies.
method Bayesian semi-parametric spatial dispersed count model combining non-parametric techniques and adapted count models.
result Demonstrates superior performance in managing dispersion and capturing intricate spatial patterns.

Bayesian Quadrature improves ensembling for neural networks with dispersed likelihood peaks.

problem Ensembling neural networks struggles with dispersed, narrow peaks in likelihood surfaces.
method Uses Bayesian Quadrature to construct weighted ensembles of architectures.
result Empirically outperforms state-of-the-art baselines in test likelihood, accuracy, and expected calibration error.

Paper transforms a complex equation into simpler forms for analysis.

problem Analyzing a fourth-order dispersive flow equation on Kähler manifolds.
method Developed the generalized Hasimoto transformation to simplify the equation.
result Explicit expressions derived for three examples of compact Kähler manifolds.

A new model relaxes constraints on exponential dispersion models.

problem Tight conditions on cumulant function limit the class of exponential dispersion models.
method Introduces K-LED model with Legendre cumulant function and Bregman divergence guidance.
result The model allows for easier computation of mean parameter and includes various distributions.

Probabilistic modeling is cyclical: we specify a model, infer its posterior, and evaluate its performance. Evaluation drives the cycle, as we revise our model based on how it performs. This requires a metric. Traditionally, predictive accuracy prevails. Yet, predictive accuracy does not tell the whole story. We propose…

2016-05-24abs ↗pdf ↗

We explore a decomposition in which returns on a large class of portfolios relative to the market depend on a smooth non-negative drift and changes in the asset price distribution. This decomposition is obtained using general continuous semimartingale price representations, and is thus consistent with virtually any ass…

2018-10-30abs ↗pdf ↗

Dropout improves regularization in flexible models for rare features.

problem Understanding theoretical properties of dropout in generalized linear models.
method Theoretical analysis and application to adaptive smoothing with B-splines.
result Dropout prefers rare features in mean and dispersion parameters.

The standard deviation and Gini mean difference order based on tail behavior.

problem Ordering between standard deviation and Gini mean difference for real-valued risks.
method Analysis of the mean excess function of the pairwise difference XX|X - X'|.
result Dominance regimes of SD and GMD are determined by tail behavior of the distribution.

Study dispersive estimates for Schrödinger and wave equations on a cone with specific metric.

problem Pointwise decay estimates for Schrödinger and wave equations on a product cone.
method Modified Hadamard parametrix on YY with ε>πε > π to prove dispersive estimates.
result Threshold of conjugate radius ε>πε > π for pointwise dispersive estimates.

Proposes a new portfolio optimization method considering reward, dispersion, and asymmetry.

problem Capturing fat-tails and asymmetry in asset return distributions.
method Market model with tempered stable distribution; extended mean-variance optimization.
result Closed-form solutions for VaR and CVaR; efficient frontier extended to three dimensions.

Neural networks improve wave-equation simulation accuracy.

problem Inaccurate discretization of Laplacian in wave-equation simulation leads to numerical dispersion.
method Intersperse CNNs between low-fidelity timesteps to correct wavefield and limit numerical dispersion.
result Neural network augmentation reduces numerical dispersion artifacts in wave-equation simulation.

The paper examines stochastic ordering of Gini indexes for multivariate elliptical risks.

problem Stochastic ordering of Gini indexes for multivariate elliptical risks.
method Established conditions for monotonicity of Gini index in usual stochastic order.
result Suitable conditions for multivariate elliptical risks generalize those for multivariate normal risks.

We study productivity dispersions across workers, firms and industrial sectors. Empirical study of the Japanese data shows that they all obey the Pareto law, and also that the Pareto index decreases with the level of aggregation. In order to explain these two stylized facts, we propose a theoretical framework built upo…

2008-05-19abs ↗pdf ↗

A new channel locality block improves CNN performance.

problem Improving the performance of convolutional neural networks.
method Proposed a variant of Squeeze-and-Excitation block using convolutional layers to learn nearby channel correlation.
result Our C-Local block achieved higher accuracy than the standard SE block on the cifar-10 dataset.

Paper proves vanishing terms in a second Poisson bracket for a specific system.

problem Proving polynomiality of coefficients in the dispersion parameter expansion of the second Poisson bracket.
method Bi-Hamiltonian recursion and Liu-Pandharipande relations.
result Proves vanishing terms in the second Poisson bracket expansion.

Study shows how to reduce variational inference bias by concentrating likelihood ratio distribution.

problem Bias and variance issues in variational inference.
method Upper bound variational gap using dispersion measure of likelihood ratio, suggesting methods to reduce bias.
result Reducing bias in variational inference can be achieved by making likelihood ratio distribution more concentrated.

Proposes dynamic channel pruning during neural network training.

problem Pruning neural networks during training to reduce computational cost and improve efficiency.
method Dynamic channel propagation to update channel utility values and selectively prune channels.
result Our scheme trains and prunes neural networks simultaneously, achieving superior performance.

A new DVAE architecture improves channel estimation by incorporating temporal correlations.

problem Improving the estimation of time-varying channels.
method Introducing k-MemoryMarkovVAE (k-MMVAE) architecture to learn temporal correlations.
result The k-MMVAE aided channel estimator outperforms other ML aided estimators.

Generative diffusion models improve channel sampling from limited data.

problem Challenges in channel modelling and data collection for wireless systems.
method Diffusion model with U-Net architecture for frequency domain synthesis.
result Stable training and diverse high-fidelity samples generated from true channel distribution.

New method uses VAEs for blind channel equalization and decoding.

problem Blind channel equalization and decoding without pilot symbols.
method Variational autoencoders (VAEs) for blind channel equalization and decoding.
result Significant improvement in error rate compared to existing methods.

BestChanID identifies the channel with maximal capacity using training sequences.

problem Identifying the channel with maximal capacity among several discrete memoryless channels.
method Formulated as a multi-armed bandit problem, proposed a capacity estimator, and developed gap-elimination algorithms.
result Guaranteed to output the DMC with the largest capacity with a desired confidence.

Wasserstein Discriminant Analysis (WDA) is a new supervised method that can improve classification of high-dimensional data by computing a suitable linear map onto a lower dimensional subspace. Following the blueprint of classical Linear Discriminant Analysis (LDA), WDA selects the projection matrix that maximizes the …

2016-08-29abs ↗pdf ↗

A privacy-preserving method for transmitting data over a wiretap channel using generative networks.

problem Privacy protection in communication over a wiretap channel.
method Data-driven approach using variational autoencoder (VAE)-based joint source channel coding (JSCC).
result The approach provides high reconstruction quality at the receiver while confusing the eavesdropper about the latent sensitive attribute.

New adaptive SGD algorithms for federated learning over physical channels.

problem Reducing communication cost in federated learning over physical channels.
method Proposed adaptive federated SGD algorithms considering channel noise and hardware constraints.
result Demonstrated convergence rates adaptive to stochastic gradient noise level.