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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.

169,341 papers · 148 categories

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48 results for doubly-exponential time

Paper establishes predictive performance and computational complexity of speed priors.

problem Estimating predictive performance and computational complexity of speed priors.
method Proposed a variant of speed prior and analyzed its computational and predictive properties.
result Our speed prior is computable in exponential time but not in polynomial time.

Efficient algorithm for identifying causal effects in linear models.

problem Determining causal effects from observational data under latent confounding.
method Symbolic computation and efficient algorithm for finding identifying formulas.
result Proves the existence of identifying formulas of a specified degree in quasi-polynomial time.

Improved private learning for Littlestone classes with a doubly-exponential mistake bound.

problem Private learning of Littlestone classes with approximate differential privacy constraints.
method Combines refined interpretation of irreducibility technique, improved sparse selection algorithm, and Exponential Mechanism.
result Achieved a mistake bound of \(\tilde{O}(d^{9.5} \cdot \log(T))\) for online learning of Littlestone classes.

New method identifies causal parameters in tree-shaped linear models using cycles.

problem Identifying causal parameters from correlations in tree-shaped linear models.
method Investigates tree-shaped linear models, uses missing cycles to identify causal parameters, solves quadratic equations.
result Shows how missing cycles can be combined to obtain a unique solution for causal parameters.

Let R\R be a real closed field, QR[Y1,...,Y,X1,...,Xk], {\mathcal Q} \subset \R[Y_1,...,Y_\ell,X_1,...,X_k], with $ °_{Y}(Q) \leq 2, °_{X}(Q) \leq d, Q \in {\mathcal Q}, #({\mathcal Q})=m$, and PR[X1,...,Xk] {\mathcal P} \subset \R[X_1,...,X_k] with $°_{X}(P) \leq d, P \in {\mathcal P}, #({\mathcal P})=s$. Let SR+kS \subset \R^{\ell+k} be a semi-alg…

2008-06-24abs ↗pdf ↗

Efficient algorithms improve learning of large-margin halfspaces.

problem Learning large-margin halfspaces efficiently and reproducibly.
method Design of efficient, dimension-independent, polynomial-time algorithms; SGD-based approach; DP-to-Replicability reduction.
result Improved sample complexity compared to previous algorithms, with optimal sample complexity for one algorithm.

The study bounds the growth of torsion in homology and counts non-commensurable hyperbolic manifolds.

problem Bounding the growth of torsion in homology of hyperbolic manifolds.
method Analyzes the growth of torsion subgroups in homology and counts non-commensurable manifolds.
result The number of non-commensurable closed hyperbolic manifolds grows exponentially with diameter.

New algorithm reduces regret in multi-agent bandits over undirected graphs.

problem Minimize regret in a multi-agent bandit setting with malicious agents.
method Proposed a new algorithm for undirected graphs, considering the number of malicious neighbors.
result The new algorithm achieves nearly linear regret improvement over existing methods.

Paper analyzes convergence of distributed inference using BP in linear Gaussian models.

problem Distributed inference convergence in linear Gaussian models.
method Factor graphs, Gaussian belief propagation, local computation, message passing.
result Message information matrix converges to a unique positive definite limit matrix at a doubly exponential rate.

Sharp asymptotic behavior of Kähler-Einstein metrics on complex hyperbolic cusps.

problem Understanding the asymptotic behavior of Kähler-Einstein metrics on complex hyperbolic cusps.
method Analyzing the curvature and metric properties of Kähler-Einstein metrics on complex hyperbolic cusps.
result Sharp doubly exponential rate of convergence of metrics to a limiting form.

Improves logistic regression performance by reducing dependence on predictor norm.

problem Improper learning in logistic regression with exponential dependence on predictor norm.
method Designing an efficient improper learning algorithm for online logistic regression with doubly-exponential improvement in predictor norm dependence.
result Improves regret bound for online logistic regression with doubly-exponential improvement in dependence on predictor norm.

Analyzes intrinsic time in financial markets, linking it to physical time.

problem Understanding the intrinsic nature of time in financial data.
method Presented an analytic relationship linking intrinsic and physical time, using empirical scaling laws.
result A novel empirical scaling law relating intrinsic time variability to overshoots.

New continuous-time optimization algorithms converge in finite time to local minima.

problem Finding local minima in optimization problems.
method Discontinuous dynamical systems with finite-time convergence via Lyapunov-based differential inequality.
result Finite-time convergence to strict local minima with provable settling time.

Proposes a method to allocate time budgets in mixed criticality systems.

problem Managing execution time variability in mixed criticality systems.
method Quantifies execution time variability using statistical dispersion parameters and proposes a heuristic to allocate time budgets.
result The proposed heuristic reduces the probability of exceeding allocated budgets.

Modeling regime shifts in co-evolving time series with interactions and time-dependency.

problem Discovering and modeling regime shifts in multiple time series with relationships and time-dependent behaviors.
method Modeling interactions and time-dependency in co-evolving time series using a mapping grid and dynamic network representation for regime identification and time-dependent Cox regression for regime transition probabilities.
result A principled approach for modeling interactions and time-dependency in co-evolving time series.

Logarithmic regret for continuous-time reinforcement learning.

problem Continuous-time Markov decision processes with unknown transition probabilities and holding times.
method Upper confidence reinforcement learning, mean holding time estimation, stochastic comparison of point processes.
result Logarithmic regret bound achieved in finite time.

TTW aligns time-series faster and more accurately than existing methods.

problem Efficiently aligning multiple time-series signals with varying lengths.
method TTW uses a sinc convolutional kernel and gradient-based optimization for linear time and sequence complexity.
result TTW outperforms existing methods in time-series averaging and classification tasks.

We apply the theory of continuous time random walks to study some aspects of the extreme value problem applied to financial time series. We focus our attention on extreme times, specifically the mean exit time and the mean first-passage time. We set the general equations for these extremes and evaluate the mean exit ti…

2004-06-23abs ↗pdf ↗

EMD reveals dynamic cross-correlations across financial indices at various time-scales.

problem Characterizing time-varying multidimensional cross-correlations in financial indices.
method Empirical Mode Decomposition applied to intraday time series of financial indices.
result Uncovered rich heterogeneity of interactions dependent on time-scale and led-lag relations.

We investigate the waiting-time distribution of the absolute return in the Korean stock-market index KOSPI. We define the waiting time as a time interval during which the normalized absolute return remains continuously below a threshold rcr_c. Through an exponential bin plot, we observe that the waiting-time distributi…

2005-08-30abs ↗pdf ↗

EDICT learns evidential distributions for irregular time series, improving predictions and uncertainty quantification.

problem Challenges in predicting and characterizing uncertainty for irregular time series data.
method EDICT (Evidential Distributions for Irregular Time Series) learns a continuous-time evidential distribution.
result EDICT achieves competitive performance on time series classification tasks and provides better uncertainty quantification.

Infinite rank groups found in 3-manifolds with infinite fundamental groups.

problem Understanding the structure of diffeomorphism and homeomorphism groups of 3-manifolds with infinite fundamental groups.
method Analyzing actions of barbell diffeomorphisms on spaces of embedded arcs and configuration spaces.
result Groups of diffeomorphisms and homeomorphisms have infinite rank.

Proposes a new model to optimize investment plans with varying terminal times.

problem Improving the classical mean-variance model for continuous time investments.
method Uses stochastic optimal control and varying terminal time to determine optimal strategies.
result Optimal strategies and terminal times can be determined to minimize portfolio variance.

Study space-like and time-like surfaces in Robertson-Walker space-times with positive nullity.

problem Characterize space-like and time-like surfaces in Robertson-Walker space-times with positive relative nullity.
method Provide necessary and sufficient conditions, local classification theorems, and analyze special spaces.
result Local classification theorems for space-like and time-like surfaces in L14(f,0)L^4_1(f,0) with positive relative nullity.

The paper examines properties of WW-curvature tensor in relativistic space-times.

problem Investigating the properties and implications of the WW-curvature tensor in relativistic space-times.
method Analyzing the semi-symmetry and divergence properties of the energy-momentum tensor in relation to the WW-curvature tensor.
result Space-times with specific properties of the WW-curvature tensor are classified as Einstein or Codazzi type.

OneShotSTL efficiently decomposes time series online, improving speed and accuracy.

problem Real-time analysis of time series data with low processing delay.
method Online seasonal-trend decomposition algorithm with O(1) update time complexity.
result 1,000 times faster than batch methods with comparable accuracy.

Study on time reversal and last passage time of diffusions for credit risk management.

problem Credit risk management using leverage process and alarming levels.
method Analysis of time reversal, last passage time, and hh-transform of linear diffusions.
result Developed a new risk management framework for companies.

The study uses Hidden Markov Models to analyze student enrollment patterns and academic performance.

problem Limited understanding of how enrollment patterns affect academic performance.
method Applied Hidden Markov Models to categorize enrollment strategies and compare academic outcomes.
result Mixed enrollment strategies lead to better academic performance, especially during part-time semesters.