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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 extra information

Joint training improves model accuracy by selectively using privileged information.

problem Two-stage training can lead to model failure with noisy privileged information.
method Joint training of two models to use privileged information selectively.
result Joint training outperforms two-stage baselines on synthetic and real-world tasks.

In a typical online learning scenario, a learner is required to process a large data stream using a small memory buffer. Such a requirement is usually in conflict with a learner's primary pursuit of prediction accuracy. To address this dilemma, we introduce a novel Bayesian online classi cation algorithm, called the Vi…

2012-05-09abs ↗pdf ↗

Propagation-regularization improves GNN performance by infusing extra graph information.

problem The effectiveness of graph Laplacian regularization in GNNs is questioned and improved upon.
method Introducing Propagation-regularization (P-reg) to enhance GNN performance.
result P-reg boosts GNN performance on various tasks across multiple datasets.

An extra large metric is a spherical cone metric with all cone angles greater than 2 pi and every closed geodesic longer than 2pi. We show that every two-dimensional extra large metric can be triangulated with vertices at cone points only. The argument implies the same result for Euclidean and hyperbolic cone metrics, …

2005-09-14abs ↗pdf ↗

New singularity theorems for warped products help analyze extra dimensions stability.

problem Stability of extra dimensions in warped product spacetimes.
method Derived new singularity theorems for warped-product spacetimes, analyzed conditions for geodesic incompleteness, and solved conditions for parallel transportation.
result Explicit conditions on the warping function that lead to geodesic incompleteness, providing insights into the intrinsic geometry of extra dimensions.

Optimizes information acquisition to reduce estimation risk and maximize utility.

problem Estimation risk in investor decision-making.
method Derives closed-form value functions using CARA and CRRA utility functions, employs variational methods to explore optimal acquisition.
result Acquiring information earlier is more valuable in reducing estimation risk and achieving higher utility.

Improved bounds on the copula of a bivariate random vector are computed when partial information is available, such as the values of the copula on a given subset of [0,1]2[0,1]^2, or the value of a functional of the copula, monotone with respect to the concordance order. These results are then used to compute model-free bo…

2010-04-23abs ↗pdf ↗

We extend the Yang-Baxter cocycle invariants for virtual knots by augmenting Yang-Baxter 2-cocycles with cocycles from a cohomology theory associated to a virtual biquandle structure. These invariants coincide with the classical Yang-Baxter cocycle invariants for classical knots but provide extra information about virt…

2007-08-31abs ↗pdf ↗

Extends martingale transport for robust finance problems.

problem Addressing specific robust finance problems not covered by standard martingale transport.
method Introduces an additional parameter to the weak martingale optimal transport problem and proves stability.
result Stability of the extended problem with respect to risk-neutral marginal distributions.

New methods use machine learning to constrain particle physics parameters.

problem Constraining effective field theory parameters in collider experiments.
method Inference techniques using latent-space structure and neural networks trained on augmented data.
result Significantly stronger bounds on effective dimension-six operators.

We derive asset pricing formula for markets with incomplete information and subjective views.

problem Asset pricing in markets with informational imperfections and subjective investor beliefs.
method Closed-form market equilibrium formula based on Merton's model, non-linear system of equations, conditional posterior distribution.
result Derivation of market reference model for excess returns under random shadow-costs.

The paper proposes a new recommender system combining ratings and textual reviews.

problem Lack of using textual reviews in recommender systems.
method Combines Latent Factor Model with Latent Dirichlet Allocation for textual reviews.
result Combining textual reviews with ratings improves recommendation quality.

ADGAN improves risk tolerance prediction by aligning cross-domain data.

problem Lack of professional knowledge and domain-specific models in risk tolerance studies.
method Asymmetric cross-Domain Generative Adversarial Network (ADGAN) for domain scale inequality.
result ADGAN better handles class imbalance and unqualified data than state-of-the-art methods.

FGN improves Chinese NER by integrating glyph information and interactive context.

problem Chinese named entity recognition is challenging due to the complexity of characters and their glyphs.
method FGN uses a novel CGS-CNN structure to capture glyph and interactive information, and a sliding window method to fuse BERT and glyph representations.
result FGN achieves state-of-the-art performance on four NER datasets, improving over previous methods.

Study analyzes how timely information affects market efficiency and profit allocation.

problem Effects of differential information and mutual learning on market efficiency and price discovery.
method Interactive market setup with sequential auctions, differential signals, and dynamic programming.
result Evidence supports exploiting new information and market efficiency, with risk-adjusted gains and risk-averse agents.

Spatial information is not always necessary for spatio-temporal models.

problem The necessity of including spatial information in spatio-temporal models.
method Comparison of spatial agnostic neural networks with state-of-the-art models on ten datasets.
result Spatial information is not always needed in most spatio-temporal models.

OMWU shows last iterate convergence in convex-concave games.

problem Optimizing in constrained min-max optimization landscapes.
method OMWU (Optimistic Multiplicative-Weights Update) in the no-regret online learning framework.
result OMWU exhibits last iterate convergence for convex-concave games, generalizing previous results.

We introduce a learning framework called learning using privileged information (LUPI) to the computer vision field. We focus on the prototypical computer vision problem of teaching computers to recognize objects in images. We want the computers to be able to learn faster at the expense of providing extra information du…

2014-10-01abs ↗pdf ↗

A new method uses column generation to compute practical semiparametric bounds on insurance payments.

problem Computing numerical semiparametric bounds on insurance payments using practical methods.
method Column generation technique applied to semidefinite programming limitations.
result Practical univariate semiparametric bounds can be found by solving linear programs.

Different variants of MFDFA technique are applied in order to investigate various (artificial and real-world) time series. Our analysis shows that the calculated singularity spectra are very sensitive to the order of the detrending polynomial used within the MFDFA method. The relation between the width of the multifrac…

2012-12-03abs ↗pdf ↗

New research suggests privileged information doesn't improve model performance.

problem Challenges in transferring knowledge using privileged information in machine learning.
method Critical examination of existing theoretical and empirical analyses of LUPI methods.
result LUPI methods often fail to effectively transfer knowledge from privileged information.

Two non-communicating players minimize regret in a multi-armed bandit game.

problem Optimal regret in non-communicating multi-armed bandit players.
method Proposed a strategy with no collisions, achieving near-optimal regret.
result Near-optimal regret of O(Tlog(T))O(\sqrt{T \log(T)}) with very high probability.

Study extra-special quotients of surface braid groups and construct double Kodaira fibrations.

problem Investigate non-abelian finite quotients of surface braid groups and double Kodaira fibrations with small signature.
method Introduced diagonal double Kodaira structures to study finite quotients of pure braid groups and constructed double Kodaira fibrations.
result Proved that if a finite group admits a diagonal double Kodaira structure, then its order is at least 32, with equality if and only if the group is extra-special.

Researchers describe a new Thom form for mapping cones.

problem Developing a new Thom form for mapping cones.
method Using the mapping cone covariant derivative and Berezin integral, they explicitly write down the Thom form.
result The Thom form is closed with respect to the mapping cone differentiation, integrates to 1 along the fiber, and satisfies the transgression formula.