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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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48 results for fallacy zoo

This paper improves model generalization by integrating diverse pretrained models.

problem Leveraging diverse pretrained models for robust out-of-distribution generalization.
method Characterize and integrate diverse pretrained models based on diversity and correlation shifts.
result Demonstrates state-of-the-art out-of-distribution generalization performance.

Value-at-Risk is a flawed substitute for non-ruin capital, leading to misleading financial standards.

problem Misuse of Value-at-Risk as a risk measure, replacing non-ruin capital, leads to flawed financial standards.
method Mathematical analysis of risk measures and their implications on financial standards.
result Non-ruin capital is a more accurate risk measure than Value-at-Risk, necessitating its adoption over the former.

Examines parallels between human subjects and texts for causal inference.

problem Ambiguity and fallacies in causal inference using textual data.
method Two strategies: shifting from traits to perceptions and from concepts to parts.
result Highlights the importance of clarifying fundamental concepts.

We study del Pezzo surfaces that are quasismooth and well-formed weighted hypersurfaces. In particular, we find all such surfaces whose alpha-invariant of Tian is greater than 2/3.

2009-04-01abs ↗pdf ↗

Since the discovery of differential calculus by Newton and Leibniz and the subsequent continuous growth of its applications to physics, mechanics, geometry, etc, it was observed that partial derivatives in the study of various natural problems are (self-)organized in certain structures usually called geometric. Tensors…

2015-11-21abs ↗pdf ↗

Cost-benefit analysis often assumes accurate estimates, but this study finds significant inaccuracies.

problem Inaccurate cost and benefit estimates in public investments.
method Largest dataset of public investments, statistical analysis of cost overruns and benefit shortfalls.
result Significant inaccuracies in cost and benefit estimates of public investments.

Dan Lovallo and Daniel Kahneman must be commended for their clear identification of causes and cures to the planning fallacy in "Delusions of Success: How Optimism Undermines Executives' Decisions" (HBR July 2003). Their look at overoptimism, anchoring, competitor neglect, and the outside view in forecasting is highly …

2013-04-19abs ↗pdf ↗

This report reviews the Edinburgh tram project's risk management. Projects frequently overrun their cost and timelines and fall short on intended benefits. Cost, schedule, and benefit risk of projects need to be carefully considered to avoid this. The report describes and evaluates risk assessment and management for th…

2018-04-02abs ↗pdf ↗

We consider the groups DiffB(Rn)\operatorname{Diff}_{\mathcal B}(\mathbb R^n), DiffH(Rn)\operatorname{Diff}_{H^\infty}(\mathbb R^n), and DiffS(Rn)\operatorname{Diff}_{\mathcal S}(\mathbb R^n) of smooth diffeomorphisms on Rn\mathbb R^n which differ from the identity by a function which is in either B\mathcal B (bounded in all derivatives),…

2012-11-24abs ↗pdf ↗

New methods solve complex optimization problems with fewer function queries.

problem Solving nonconvex optimization problems with multiple penalties and constraints.
method ZO-SPIDER-ADMM and ZOO-ADMM+ methods for nonconvex finite-sum and online problems.
result Achieved lower function query complexity for finding ε-stationary points.

HotNAS reduces AI search time from hundreds of GPU hours to less than 3 GPU hours.

problem High time required for AI solution generation from scratch.
method HotNAS starts from a 'hot' state using pre-trained models and integrates compression during co-search.
result Reduces search time from 200 GPU hours to less than 3 GPU hours.

Study classifies translating solitons in Minkowski 3-space, revealing singularities.

problem Classifying translating solitons in Minkowski 3-space.
method Introduced the concept of translating solitons on a light-like direction, classified them into graphical and invariant families.
result All time-like examples are incomplete and some have singularities.

Corporate bond factor research is flawed due to measurement errors and ex-post filtering.

problem Replication crisis in corporate bond factor research.
method Analysis of 108 signals across nine thematic clusters, correction of transaction prices and return filtering.
result Majority of previously documented factors do not produce statistically significant alphas after correction.

Datasets are growing not just in size but in complexity, creating a demand for rich models and quantification of uncertainty. Bayesian methods are an excellent fit for this demand, but scaling Bayesian inference is a challenge. In response to this challenge, there has been considerable recent work based on varying assu…

2016-02-16abs ↗pdf ↗

This is an invited article for the Discussion and Debate special issue of The European Physical Journal Special Topics on the subject "Can Economics Be a Physical Science?" The first part of the paper traces the personal path of the author from theoretical physics to economics. It briefly summarizes applications of sta…

2016-08-17abs ↗pdf ↗

Suppose XX and YY are finite complexes, with YY simply connected. Gromov conjectured that the number of mapping classes in [X,Y][X,Y] which can be realized by LL-Lipschitz maps grows asymptotically as LαL^α, where αα is an integer determined by the rational homotopy type of YY and the rational cohomology of XX. Thi…

2018-05-31abs ↗pdf ↗

The paper tackles model selection for unseen tasks by capturing relationships among checkpoints.

problem Deciding which model combinations are likely to be effective for a new task is difficult.
method The paper models the task space as a Gaussian process and identifies representative checkpoints using mutual information and a greedy algorithm.
result Representative checkpoints generalize to new tasks with superior performance.

We provide a detailed description of solutions of Curve Shortening in Rn\R^n that are invariant under some one-parameter symmetry group of the equation, paying particular attention to geometric properties of the curves, and the asymptotic properties of their ends. We find generalized helices, and a connection with curv…

2012-07-17abs ↗pdf ↗

Critiques causal reductionism in financial studies, suggesting alternative approaches.

problem Limitations of unidirectional causation in self-referencing systems like finance.
method Critical assessment of causal inference in empirical finance, using ecological models.
result Current financial tools may be limited to ex post inference, especially in reflexive contexts.

Knowledge flow transfers knowledge from multiple teachers to a student net.

problem Choosing and initializing deep nets for new tasks is unclear and inefficient.
method Develops a method to move 'knowledge' from multiple deep nets (teachers) to a new net (student) without dependency on teachers.
result The student net outperforms fine-tuning and other methods on various tasks.

PyDEns framework uses neural nets to solve PDEs.

problem Lack of flexible framework for solving PDEs with neural networks.
method PyDEns-module coupled with BatchFlow, allowing to solve PDEs, search for neural network architectures, and control model training.
result Ready-to-use and open-source numerical solver of PDEs based on neural networks.

Automates galaxy morphology classification with less human labelling.

problem Insufficient human-labeled galaxy images for accurate classification.
method Developed a VAE with equivariant transformer layers and a classifier network.
result Improves accuracy with fewer labels and unlabelled data.

BOAT optimizes multiple antibody properties efficiently.

problem Balancing multiple drug-like properties in antibody design.
method Bayesian optimization framework coupling surrogate modeling and genetic algorithm.
result Competitive performance with state-of-the-art multi-objective protein optimization methods.

Let C[M]C^{[M]} be a (local) Denjoy-Carleman class of Beurling or Roumieu type, where the weight sequence M=(Mk)M=(M_k) is log-convex and has moderate growth. We prove that the groups DiffB[M](Rn){\operatorname{Diff}}\mathcal{B}^{[M]}(\mathbb{R}^n), DiffW[M],p(Rn){\operatorname{Diff}}W^{[M],p}(\mathbb{R}^n), ${\operatorname{Diff}}{\mathcal{S}}{}_…

2014-04-28abs ↗pdf ↗

A study finds that only a few factors explain corporate bond risk, rendering extensive bond factor literature redundant.

problem The redundancy of extensive bond factor literature in explaining corporate bond risk premia.
method Bayesian Model Averaging Stochastic Discount Factor analysis of 18 quadrillion models.
result A Bayesian Model Averaging SDF explains risk premia better than low-dimensional models, with an out-of-sample Sharpe ratio of 1.5 to 1.8.

The paper introduces a framework to assess nonlinear causality in financial markets.

problem Identifying and quantifying co-dependence between financial instruments.
method Transfer entropy and convergent cross-mapping methods to assess linear and nonlinear causality.
result Stock indices exhibit significant nonlinear causality, and correlation underestimates causality.

New findings show increased exploration needed in non-stationary RL tasks.

problem Task non-stationarity leads to conflicting goals in RL.
method Analyzes the trade-off between cumulative and simple regret in non-stationary environments.
result Increased exploration is necessary to balance CR and SR in non-stationary tasks.

KEEN Universe provides reproducible and transferable knowledge graph embeddings.

problem Lack of reproducibility and transferability in KGE experiments.
method Developed an ecosystem with Python packages for reproducible and transferable KGEs.
result KEEN Universe facilitates sharing of trained KGE models across different fields.

Topic models have been extensively used to organize and interpret the contents of large, unstructured corpora of text documents. Although topic models often perform well on traditional training vs. test set evaluations, it is often the case that the results of a topic model do not align with human interpretation. This …

2017-06-12abs ↗pdf ↗