Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

70141211281 · Jun 202019922001200920172026
48 results for error resilience

We trained three Binarized Convolutional Neural Network architectures (LeNet-4, Network-In-Network, AlexNet) on a variety of datasets (MNIST, CIFAR-10, CIFAR-100, extended SVHN, ImageNet) using error-prone activations and tested them without errors to study the resilience of the training process. With the exception of …

2019-05-24abs ↗pdf ↗

TensorFI injects faults in TensorFlow programs to assess their reliability.

problem Ensuring reliability of machine learning systems in safety-critical domains.
method TensorFI is a flexible fault injection framework for TensorFlow applications.
result TensorFI evaluates the resilience of 12 ML programs, including autonomous vehicle DNNs.

Outlier detection is a fundamental task in data mining and has many applications including detecting errors in databases. While there has been extensive prior work on methods for outlier detection, modern datasets often have sizes that are beyond the ability of commonly used methods to process the data within a reasona…

2019-07-31abs ↗pdf ↗

This study proposes hidden state curiosity to enhance RL models' resilience against noise.

problem Curiosity traps in RL models distract agents from discovering novel experiences.
method Proposed hidden state curiosity based on the Free Energy Principle to reward agents for KL divergence between predictive priors and posteriors.
result Agents with hidden state curiosity are more resilient against curiosity traps compared to those with prediction error curiosity.

Paper introduces a new index to measure financial and workplace resilience of firms.

problem Corporate resilience and its types in turbulent markets.
method Quantitative analysis of earnings expectations and implied discount rates.
result Evidence of workplace resilience amplification by financial status in the COVID-19 era.

WAEs offer a statistical understanding of density estimation and error bounds.

problem Concurrent density estimation with neural network-induced transformations.
method Statistical analysis of WAEs focusing on upper bounds and error propagation.
result Established deterministic upper bounds on WAE errors and explored their resilience.

Machine learning has begun to play a central role in many applications. A multitude of these applications typically also involve datasets that are distributed across multiple computing devices/machines due to either design constraints (e.g., multiagent systems) or computational/privacy reasons (e.g., learning on smartp…

2019-08-21abs ↗pdf ↗

Measures financial resilience using BSDEs and their properties.

problem Measuring financial resilience in dynamic risk environments.
method Developed stochastic calculus for BSDEs with jumps, revealing resilience rate as expectation of generator.
result Resilience rate can be represented as expectation of BSDE generator, revealing properties of dynamic risk measures.

This paper measures financial market resilience in China and identifies key uncertainties.

problem Measuring financial market resilience in China.
method Quantitative analysis of total financial market and sub-markets, Diebold-Yilmaz connectedness approach.
result Financial market resilience in China is event-driven and influenced by geopolitical risks, economic and trade policy uncertainty, and U.S.-China tensions.

The resilience of low-degree Rademacher chaos is studied, providing probabilistic lower bounds.

problem Understanding how much a Rademacher chaos can withstand adversarial sign-flips without significant probability changes.
method Probabilistic lower-bound guarantees for the resilience of Rademacher chaos of arbitrary degree.
result Probabilistic lower-bound guarantees for the resilience of Rademacher chaos of arbitrary degree, especially meaningful for constant degree.

COMRADE is a communication-efficient, Byzantine-resilient second-order optimization algorithm.

problem Byzantine failures in distributed optimization.
method COMRADE is a communication-efficient, second-order optimization algorithm that uses a simple norm-based thresholding rule to filter out Byzantine workers.
result COMRADE achieves linear-quadratic convergence and is robust against Byzantine workers.

Proposes resilience metrics for large blackout costs with logarithmic resilience.

problem Large variations in blackout costs make estimating risk impractical.
method Uses mean of log of large blackout costs, tail slope index, and frequency.
result Solves problems of heavy tail and large variations in blackout costs.

Stocks of more resilient firms outperformed during the pandemic, reflecting disaster risk.

problem The impact of social distancing on firms' operations and stock performance.
method Cross-sectional analysis of firms' resilience and stock performance, controlling for risk factors.
result Stocks of more resilient firms are expected to yield significantly lower returns than less resilient ones, reflecting disaster risk.

Robust statistics traditionally focuses on outliers, or perturbations in total variation distance. However, a dataset could be corrupted in many other ways, such as systematic measurement errors and missing covariates. We generalize the robust statistics approach to consider perturbations under any Wasserstein distance…

2019-09-19abs ↗pdf ↗

New method quantifies resilience of electric distribution systems from historical data.

problem Large blackouts caused by extreme winds have significant costs and impacts.
method Formulate large event risk from utility outage data, quantify resilience improvements through investments.
result Investments in wind hardening and faster restoration can reduce the probability of large cost events.

New framework for resilient bi-criteria optimization under noisy feedback.

problem Bi-criteria combinatorial optimization with noisy function evaluations.
method Introducing (α,β,δ,extttN)(α,β,δ, exttt{N})-resilience and developing a black-box framework.
result Achieves sublinear regret and constraint violation for bi-criteria bandit problems.

Federated Learning aims to train distributed deep models without sharing the raw data with the centralized server. Similarly, in distributed inference of neural networks, by partitioning the network and distributing it across several physical nodes, activations and gradients are exchanged between physical nodes, rather…

2020-02-18abs ↗pdf ↗

In many applications, different populations are compared using data that are sampled in a biased manner. Under sampling biases, standard methods that estimate the difference between the population means yield unreliable inferences. Here we develop an inference method that is resilient to sampling biases and is able to …

2019-02-26abs ↗pdf ↗

This paper uses robust optimization to analyze supply chain resilience.

problem Supply chain resilience analysis of multi-modal logistics networks.
method Robust optimization with budget-of-uncertainty.
result Interactive effects of network size, disruption scale, and degree on resilience.

CyBeR-0 optimizes federated learning with Byzantine resilience and reduced communication costs.

problem Byzantine attacks and communication inefficiency in federated learning.
method Transformed robust aggregation for zero-order optimization under client heterogeneity.
result CyBeR-0 achieves stable performance with minimal communication costs and reduced memory usage.

We present a large-scale study of commonality in liquidity and resilience across assets in an ultra high-frequency (millisecond-timestamped) Limit Order Book (LOB) dataset from a pan-European electronic equity trading facility. We first show that extant work in quantifying liquidity commonality through the degree of ex…

2014-06-20abs ↗pdf ↗

Study reveals clusters of resilient and vulnerable Spanish agri-food firms post-Ukraine-Russia war.

problem Financial resilience of agri-food companies in Spain during the Ukraine-Russia conflict.
method Cluster analysis using centred log-ratios for compositional data of financial ratios.
result Increase in resilient firms by 2023, highlighting sectoral adaptation to economic challenges.

New framework boosts neural network performance and resilience.

problem Susceptibility of compact neural network implementations to system disturbances.
method Realistic crossbar simulations and Mosaics framework to re-use synaptic connections.
result Compact neural networks are noise-immune and perform well under disturbances.

We show that wealth processes in the block-shaped order book model of Obizhaeva/Wang converge to their counterparts in the reduced-form model proposed by Almgren/Chriss, as the resilience of the order book tends to infinity. As an application of this limit theorem, we explain how to reduce portfolio choice in highly-re…

2014-09-25abs ↗pdf ↗

This paper defines resilience in knowledge graph embeddings and surveys existing works.

problem Challenges in knowledge graph embedding models, including noise, missing information, distribution shift, and adversarial attacks.
method Unified definition of resilience, formalization in the context of knowledge graphs, systematic survey of existing works.
result Most existing works focus on robustness, leaving other aspects of resilience unexplored.

Study finds ESG investments more resilient than traditional equity indices during market turmoil.

problem Resilience of ESG investments during financial instability.
method Daily returns analysis using MGND and EGARCH-in-mean models.
result ESG investments show higher resilience compared to traditional equity indices during crises.

Global catastrophe risk pools increase financial resilience by diversifying risk and including more countries.

problem Low- to middle-income countries rely heavily on foreign aid for recovery from extreme weather events, which is slow and uncertain.
method Developed a method to form global catastrophe risk pools that maximize risk diversification and select countries with low bilateral correlations or low shares in the pool risk.
result Global pooling increases risk diversification, lowers countries' shares in the pool risk, and increases the number of countries benefiting from risk pooling.

Build accurate DNN models requires training on large labeled, context specific datasets, especially those matching the target scenario. We believe advances in wireless localization, working in unison with cameras, can produce automated annotation of targets on images and videos captured in the wild. Using pedestrian an…

2018-09-22abs ↗pdf ↗

Boosting is known to be sensitive to label noise. We studied two approaches to improve AdaBoost's robustness against labelling errors. One is to employ a label-noise robust classifier as a base learner, while the other is to modify the AdaBoost algorithm to be more robust. Empirical evaluation shows that a committee of…

2013-09-26abs ↗pdf ↗

Predictive Q-learning algorithm for IoT networks with human operators.

problem Resilient and predictive actions for IoT networks with faulty components.
method Predictive and resilient Q-learning algorithm considering historical data and human operator feedback.
result Optimal scheduling policies avoiding attacked locations and faults.

One of the most defining features of the global financial network is its inherent complex and intertwined structure. From the perspective of systemic risk it is important to understand the influence of this network structure on default contagion. Using sparse random graphs to model the financial network, asymptotic met…

2018-03-21abs ↗pdf ↗

Proposes Stochastic-Sign SGD for federated learning with theoretical guarantees.

problem Developing efficient, private, and resilient parameter estimation methods for federated learning.
method Introduces Stochastic-Sign SGD, a novel method based on SIGNSGD, which addresses convergence and communication efficiency.
result Demonstrates the effectiveness of Stochastic-Sign SGD through experiments on MNIST and CIFAR-10 datasets.