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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.

168,657 papers · 148 categories

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187373560746 · Jun 202019922001200920172026
48 results for flexible check function

Proposes a new method to improve Bayesian computation accuracy using flexible classification.

problem Bayesian computations accuracy check using rank-based simulation-based calibration has limitations.
method Replaces marginal rank test with a flexible classification approach that learns from data.
result Improves statistical power and provides an interpretable divergence measure of miscalibration.

Scalable model checking for stochastic systems using Gaussian Processes and Bayesian Neural Networks.

problem Efficiently verifying properties of stochastic systems with high-dimensional parameter spaces.
method Stochastic Variational Smoothed Model Checking (SV-smMC) using Gaussian Processes and Bayesian Neural Networks.
result SV-smMC scales to larger datasets and enables application to high-dimensional parameter spaces.

We give a definition of an integer-valued function iαixi\sum_i α_i x ^*_i derived from arrow diagrams for the ambient isotopy classes of oriented spherical curves. Then, we introduce certain elements of the free Z\mathbb{Z}-module generated by the arrow diagrams with at most ll arrows, called relators of Type~($\check{…

2019-08-16abs ↗pdf ↗

Improves neural network estimates using IFs without needing more data.

problem Bias and lack of flexibility in neural network models.
method MultiNet and MultiStep methods using Influence Functions.
result Improves model robustness and facilitates statistical inference without additional data.

IQ-BART models conditional quantiles using a non-parametric Bayesian approach.

problem Capturing multimodal predictive distributions in time series forecasting.
method Implicit Quantile BART (IQ-BART) augments data with quantile values for non-parametric quantile function estimation.
result IQ-BART provides flexible distribution-free regression with theoretical guarantees.

Time-aware fact-checking improves veracity predictions for time-sensitive claims.

problem Fact-checking decisions should consider temporal information of claims and evidence.
method Investigated four temporal ranking methods to optimize evidence ranking for fact-checking models.
result Time-aware evidence ranking surpasses relevance assumptions and improves veracity predictions for time-sensitive claims.

Proposes flexible spatial models for better understanding spatial heterogeneity.

problem Poor characterisation of spatial heterogeneity in conventional models.
method Spatial Bayesian Neural Networks (SBNNs) incorporating a spatial embedding layer and possibly spatially-varying parameters.
result SBNNs better match the finite-dimensional distribution of target spatial processes.

Paper formalizes Simon's satisficing through FFSD, proving its equivalence to expected utility theory.

problem Formalizing Herbert Simon's bounded rationality concept in economic decision-making.
method Developed FFSD framework using Lean 4 theorem prover, proving equivalence to expected utility theory.
result Equivalence theorem linking FFSD to expected utility maximization for approximate indicator functions.

By the SYZ construction, a mirror pair (X,Xˇ)(X,\check{X}) of a complex torus XX and a mirror partner Xˇ\check{X} of the complex torus XX is described as the special Lagrangian torus fibrations XBX \rightarrow B and XˇB\check{X} \rightarrow B on the same base space BB. Then, by the SYZ transform, we can construct a simpl…

2019-05-02abs ↗pdf ↗

Study combines SEM, OLS, and DML for robustness checks in survey-based research.

problem Stability of SEM findings under alternative estimation frameworks.
method Staged robustness analysis framework connecting SEM, OLS, and DML.
result Identifies stable and unstable relationships across SEM, OLS, and DML checks.

Modeling structure in complex networks using Bayesian non-parametrics makes it possible to specify flexible model structures and infer the adequate model complexity from the observed data. This paper provides a gentle introduction to non-parametric Bayesian modeling of complex networks: Using an infinite mixture model …

2013-12-20abs ↗pdf ↗

The chapter improves deep learning models by interpreting and improving their performance.

problem Deep learning models often lack interpretability, leading to poor understanding of their predictions.
method The approach involves attributing importance to features and feature groups, including interactions, to improve model performance.
result The proposed attributions provide insights across various domains and can be used to improve model generalization.

This paper deforms complex tori and their mirrors using gerbes.

problem Deforming complex tori and their mirror partners.
method Using flat gerbes to deform complex tori and their mirrors, constructing holomorphic line bundles over deformed objects.
result Deformed complex tori and their mirrors can be studied using flat gerbes.

Study how past radiation determines present matter in Penrose's cyclic cosmology.

problem Determining matter content in the present eon from past radiation in Penrose's cyclic cosmology.
method Solve Einstein's equations for a spherical wave in the past eon, then apply reciprocity to find the present eon's matter content.
result The present eon is filled with three types of radiation: a damped wave, an in-going wave, and randomly scattered waves.

Statistical model checking for PCTL on MDPs using reinforcement learning.

problem Model checking PCTL specifications on MDPs with statistical methods.
method Reinforcement learning for policy search, statistical model checking with UCB-based Q-learning.
result Provably guaranteed statistical model checking method for PCTL specifications on MDPs.

Safe imitation learning with a safety layer for flexible training.

problem Flexible yet safe imitation learning for complex tasks.
method Theory and modular method with a safety layer for continuous policy, adversarial training, and worst-case safety guarantees.
result Robustness advantage of safety layer during training compared to test time.

In this paper, we define, from a finite set E of functions, a family of holomorphic webs W(n;E){\cal W}(n;E) of codimension one in any dimension n n . We prove that it is sufficient to check a finite number of conditions for these webs to be all ordinary and to have all maximal rank. Moreover, these conditions may be prac…

2014-11-04abs ↗pdf ↗

Assume that MM is a smooth manifold with a symplectic structure ωω. Then Weyl manifolds on the symplectic manifold MM are Weyl algebra bundles endowed with suitable transition functions. From the geometrical point of view, Weyl manifolds can be regarded as geometrizations of star products attached to (M,ω)(M,ω). In the…

2017-11-10abs ↗pdf ↗

We study the (2+2)(2+2)-Einstein warped product manifolds, where the scalar curvature of the Base is a multiple of the warping function, and we called this condition (inside a warped product manifold) ff-curvature-Base (RfBR_{f_B}).The aim of this paper is to check if there are Base-manifolds with non-flat metrics that sa…

2019-05-04abs ↗pdf ↗

In a recent paper in this journal [J. Stat. Mech. (2009) P02037] we proposed a new, physically motivated, distribution function for modeling individual incomes having its roots in the framework of the k-generalized statistical mechanics. The performance of the k-generalized distribution was checked against real data on…

2012-09-21abs ↗pdf ↗

The paper improves SBI for BHMs by diagnosing misspecification and inferring parameters.

problem Model misspecification in Bayesian hierarchical models.
method Two-step framework: latent function diagnosis followed by SBI of target parameters.
result Improved simulation-based inference for complex models without explicit model checking.

FinReflectKG builds a comprehensive financial knowledge graph from SEC filings, improving extraction quality.

problem Lack of large-scale, open-source financial knowledge graph datasets.
method Intelligent document parsing, table-aware chunking, schema-guided iterative extraction, reflection-driven feedback loop.
result Reflection-agent-based mode achieves best balance of efficiency, accuracy, and reliability.

Proves SYZ mirror symmetry for del Pezzo and rational elliptic surfaces.

problem Proving mirror symmetry for specific Calabi-Yau surfaces.
method Adapting Hein's work, constructing asymptotically semi-flat Calabi-Yau metrics, and defining a mirror map.
result Existence and uniqueness of Calabi-Yau metrics on YDY\setminus D.

This paper describes a new method of bond portfolio optimization based on stochastic string models of correlation structure in bond returns. The paper shows how to approximate correlation function of bond returns, compute the optimal portfolio allocation using Wiener-Hopf factorization, and check whether a collection o…

2002-08-17abs ↗pdf ↗

We describe the infinitesimal moduli space of pairs (Y,V)(Y, V) where YY is a manifold with G2G_2 holonomy, and VV is a vector bundle on YY with an instanton connection. These structures arise in connection to the moduli space of heterotic string compactifications on compact and non-compact seven dimensional spaces, e.…

2016-07-12abs ↗pdf ↗

We prove that a real-valued function (that is not assumed to be continuous) on a real analytic manifold is analytic whenever all its restrictions to analytic submanifolds homeomorphic to the 2-sphere are analytic. This is a real analog for the classical theorem of Hartogs that a function on a complex manifold is comple…

2018-12-03abs ↗pdf ↗

We prove the following result announced in Todorov and Valov: Any homogeneous, metric ANRANR-continuum is a VGnV^n_G-continuum provided dimGX=n1\dim_GX=n\geq 1 and Hˇn(X;G)0\check{H}^n(X;G)\neq 0, where GG is a principal ideal domain. This implies that any homogeneous nn-dimensional metric ANRANR-continuum with $\check{H}^n(X;G)\neq…

2012-08-31abs ↗pdf ↗

We specify a result of Yokoi \cite{yo} by proving that if GG is an abelian group and XX is a homogeneous metric ANRANR compactum with dimGX=n\dim_GX=n and Hˇn(X;G)0\check{H}^n(X;G)\neq 0, then XX is an (n,G)(n,G)-bubble. This implies that any such space XX has the following properties: Hˇn1(A;G)0\check{H}^{n-1}(A;G)\neq 0 for every closed…

2014-03-18abs ↗pdf ↗

Study robust learning of Lipschitz functions under corrupted binary signals.

problem Learning a Lipschitz function with corrupted binary signals in a context of unknown corruption rounds.
method Introduced agnostic checking and new analysis techniques to design algorithms for symmetric and pricing losses.
result Achieved small cumulative loss for both symmetric and pricing losses.

New method evaluates language model forecasters by checking consistency of predictions.

problem Evaluating the performance of language model forecasters is difficult due to lack of ground truth.
method Developed a consistency check framework based on arbitrage to evaluate forecasters.
result Consistency metrics correlate with ground truth performance of LLM forecasters.

In this paper we extend the notion of Futaki invariant to big and nef classes in such a way that it defines a continuous function on the \K\ cone up to the boundary. We apply this concept to prove that reduced normal crossing singularities are sufficient to check KK-semistability. A similar improvement on Donaldson's …

2009-06-13abs ↗pdf ↗