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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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3673109145 · Jun 202019922001200920172026
48 results for flexible residuals

Extends Hawkes process for flexible residual modeling in point processes.

problem Modeling high-frequency financial data with complex residual distributions.
method Introduces self and mutually exciting point process with discretely Markovian dynamics.
result Flexible residual distributions improve intensity modeling and high-frequency data estimation.

Researchers relax the CVF's smoothness requirement to create more flexible flow models.

problem Challenges in constructing flexible density models due to the CVF's smoothness requirement.
method Introduce L\mathcal{L}-diffeomorphisms as generalized transformations that may violate smoothness on zero Lebesgue-measure sets.
result The relaxation allows for the use of non-smooth activation functions like ReLU in residual flows.

Paper proposes a deep hedging method for Bermudan swaptions to manage residual profit and loss.

problem Real-world market conditions differ from ideal assumptions in traditional hedging methods, leading to residual profit and loss.
method Deep hedging framework applied to Bermudan swaptions, allowing flexible risk measures and hedge strategies.
result Effective residual profit and loss management demonstrated through numerical analysis.

Develops efficient inference for noise heterogeneity in machine learning models.

problem Downstream procedures based on residuals can be biased in additive noise models.
method Semiparametrically efficient inference using a novel Hilbert-valued one-step estimator.
result Constructs tests and confidence intervals for residual independence and goodness of fit.

Flow-based generative models parameterize probability distributions through an invertible transformation and can be trained by maximum likelihood. Invertible residual networks provide a flexible family of transformations where only Lipschitz conditions rather than strict architectural constraints are needed for enforci…

2019-06-06abs ↗pdf ↗

A new method for pricing European options in changing market conditions.

problem Lack of closed-form solutions for pricing European options in regime-switching models.
method Physics-informed residual learning (PIRL) for efficient option pricing.
result PIRL eliminates the need for retraining and offers near-instantaneous pricing.

Paper forecasts financial trading durations using a new point process model.

problem Forecasting limit order book durations in high-frequency financial data.
method Self-exciting flexible residual point process incorporating empirical distributional features.
result The model achieves strong predictive performance compared to alternative approaches.

Statistical generative models for molecular graphs attract attention from many researchers from the fields of bio- and chemo-informatics. Among these models, invertible flow-based approaches are not fully explored yet. In this paper, we propose a powerful invertible flow for molecular graphs, called graph residual flow…

2019-09-30abs ↗pdf ↗

A new method, Residual-Permuted Sums, improves confidence region construction for linear regression models.

problem Constructing reliable confidence regions for linear regression models with non-symmetric noise.
method Residual-Permuted Sums (RPS) method, which permutes residuals instead of perturbing their signs.
result RPS provides exact finite sample coverage probabilities and is uniformly strongly consistent.

FactorGCL uses hypergraph learning to predict stock returns by mining hidden factors.

problem Mining effective factors in data-driven models is challenging due to low signal-to-noise ratio in market data.
method FactorGCL employs a hypergraph structure and temporal residual contrastive learning to extract hidden factors.
result FactorGCL outperforms existing methods and mines effective hidden factors for predicting stock returns.

Two ML frameworks predict antibody properties using structural data.

problem Predicting antibody properties using sequence and structural data.
method ANTIPASTI and INFUSSE models using graph representations and neural networks.
result ANTIPASTI predicts binding affinity; INFUSSE predicts residue flexibility.

Develops a new multivariate regression model for complex outcomes.

problem Flexible, heterogeneous, and residual-dependent multivariate regression problems.
method MultiVCBART framework with Graphical Horseshoe priors.
result Empirically outperforms existing models on sparse, high-dimensional datasets.

Proves small cancellation free products have geometric actions on CAT(0) cube complexes.

problem Proving small cancellation free products have geometric actions on CAT(0) cube complexes.
method Using a blown-up complex of groups and a boundary separation criterion, proving wall stabilizers form a rich family of subgroups.
result Proves $C'( rac16)$--small cancellation free products of residually finite groups are residually finite.

A major contributing factor to the recent advances in deep neural networks is structural units that let sensory information and gradients to propagate easily. Gating is one such structure that acts as a flow control. Gates are employed in many recent state-of-the-art recurrent models such as LSTM and GRU, and feedforwa…

2016-08-11abs ↗pdf ↗

We present a training system, which can provably defend significantly larger neural networks than previously possible, including ResNet-34 and DenseNet-100. Our approach is based on differentiable abstract interpretation and introduces two novel concepts: (i) abstract layers for fine-tuning the precision and scalabilit…

2019-03-29abs ↗pdf ↗

Residual neural networks improve collision prediction in planetary simulations.

problem Accurate prediction of planetary collisions in N-body simulations.
method Residual neural networks trained on collision data.
result Residual neural networks outperform existing methods in prediction accuracy and generalization.

AAS optimizes neural network PDE approximations by adaptively sampling.

problem Statistical errors from random samples in neural network PDE approximations.
method Minmax formulation to optimize neural network and training set samples.
result Reduces Monte Carlo approximation error for a given sample size.

Weather is a key production factor in agricultural crop production and at the same time the most significant and least controllable source of peril in agriculture. These effects of weather on agricultural crop production have triggered a widespread support for weather derivatives as a means of mitigating the risk assoc…

2018-08-13abs ↗pdf ↗

Mammographic breast density, a parameter used to describe the proportion of breast tissue fibrosis, is widely adopted as an evaluation characteristic of the likelihood of breast cancer incidence. In this study, we present a radiomics approach based on residual learning for the classification of mammographic breast dens…

2018-09-21abs ↗pdf ↗

Develops a flexible batched experimentation framework for limited adaptivity.

problem Challenges of continual reallocation in bandit algorithms with delayed feedback.
method Computational framework leveraging Gaussian sequential experiment and dynamic programming.
result Improves statistical power over standard methods, even compared to Bayesian bandit algorithms.

Flexible framework integrates machine learning and DRO for uncertain parameter prediction.

problem Limited joint observations of uncertain parameters and covariates.
method Wasserstein, sample robust optimization, and phi-divergence-based ambiguity sets.
result Validation of theoretical and practical benefits in limited data scenarios.

GBMixed boosts mixed models for clustered data, estimating mean and variance flexibly.

problem Flexible estimation of mean and variance components in clustered data.
method Gradient Boosting framework for linear mixed models with likelihood-based gradients.
result GBMixed accurately recovers complex nonlinear fixed effects and covariances.

New method combines randomization tests and flexible models for valid inference without splitting data.

problem Valid inference in randomized panel experiments with complex effect heterogeneity.
method Model-assisted randomization tests that estimate unsigned CATE from residualized outcomes.
result CATE-assisted tests control Type I error and achieve higher power than alternatives.

Gradient Boosted Mixed Models estimate mean and variance components for clustered data.

problem Limited flexibility in linear mixed models for complex settings.
method Gradient Boosting extended to mixed models with likelihood-based gradients and flexible base learners.
result Accurate recovery of variance components and improved predictive accuracy.

By chaining a sequence of differentiable invertible transformations, normalizing flows (NF) provide an expressive method of posterior approximation, exact density evaluation, and sampling. The trend in normalizing flow literature has been to devise deeper, more complex transformations to achieve greater flexibility. We…

2020-02-27abs ↗pdf ↗

Residual finiteness is known to be an important property of groups appearing in combinatorial group theory and low dimensional topology. In a recent work [2] residual finiteness of quandles was introduced, and it was proved that free quandles and knot quandles are residually finite. In this paper, we extend these resul…

2019-02-08abs ↗pdf ↗

In this note, residual finiteness of quandles is defined and investigated. It is proved that free quandles and knot quandles of tame knots are residually finite and Hopfian. Residual finiteness of quandles arising from residually finite groups (conjugation, core and Alexander quandles) is established. Further, residual…

2018-05-19abs ↗pdf ↗

sFML learns stochastic dynamical systems from data.

problem Learning unknown stochastic dynamical systems from measurement data.
method sFML extends FML for deterministic systems, using a stochastic flow map composed of deterministic and stochastic sub-maps.
result sFML constructs a stochastic evolution model approximating unknown stochastic systems.

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.

Automates debiasing for large language model evaluations through Fisher random walk.

problem Rigorous and scalable evaluation of large language models.
method Semiparametric efficient estimator using Fisher random walk for weighted residual balancing.
result Efficient estimation of contextual preference scores for large language models.

Combines BART and Gaussian process for spatial covariate prediction with uncertainty.

problem Improving spatial prediction models with nonlinear and interaction covariates.
method Bayesian Additive Regression Trees (BART) combined with Gaussian process for spatial dependence.
result Effective in reducing computational burden through INLA and MCMC.

Researchers identify critical protein residues using advanced graph theory.

problem Identifying essential residues in proteins for function.
method Learning Random Geometric Graphs (RGG) with Cramer's V correlation and organic thresholding.
result Advanced RGG methods accurately identify critical residues compared to existing techniques.

Defines Wodzicki residue using groupoids and fibered distributions.

problem Defining and understanding the Wodzicki residue in noncommutative geometry.
method Using groupoid language and filtered manifolds, defining the residue and showing its properties.
result The groupoidal residue is a trace on pseudodifferential operators and matches the usual residue in certain cases.

In this work we prove a Baum-Bott type residue theorem for flags of holomorphic foliations. We prove some relations between the residues of the flag and the residues of their correspondent foliations. We define the Nash residue for flags and we give a partial answer to the Baum-Bott type rationality conjecture in this …

2016-02-29abs ↗pdf ↗

We revisit residual algorithms in both model-free and model-based reinforcement learning settings. We propose the bidirectional target network technique to stabilize residual algorithms, yielding a residual version of DDPG that significantly outperforms vanilla DDPG in the DeepMind Control Suite benchmark. Moreover, we…

2019-05-03abs ↗pdf ↗