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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.

168,742 papers · 148 categories

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48 results for folding score

Establishes a link between risk measures and uniform integrability in finance.

problem Understanding uniform integrability in the context of financial risk measures.
method Introduces the folding score of distortion risk measures to study uniform integrability directly with gains and losses.
result Obtains three sets of equivalent conditions for uniform integrability involving coherent risk measures.

The most important part of model selection and hyperparameter tuning is the evaluation of model performance. The most popular measures, such as AUC, F1, ACC for binary classification, or RMSE, MAD for regression, or cross-entropy for multilabel classification share two common weaknesses. First is, that they are not on …

2019-08-24abs ↗pdf ↗

Study uses machine learning to detect early COVID-19 from CT images.

problem Early detection of COVID-19 from CT images.
method Machine learning methods applied to patches of CT images, feature extraction (GLCM, LDP, GLRLM, GLSZM, DWT), SVM classification.
result Best classification accuracy of 99.68% with 10-fold cross-validation and GLSZM feature extraction.

In the recent years, we have witnessed the development of multi-label classification methods which utilize the structure of the label space in a divide and conquer approach to improve classification performance and allow large data sets to be classified efficiently. Yet most of the available data sets have been provide…

2017-04-27abs ↗pdf ↗

New model improves histopathology classification across magnifications.

problem Robust histopathology classification is difficult due to magnification shift.
method Domain-general model using stable sparse embedding signatures.
result Domain-general model outperformed baseline and GAN augmentation.

Non-coding RNA (ncRNA) are RNA sequences which don't code for a gene but instead carry important biological functions. The task of ncRNA classification consists in classifying a given ncRNA sequence into its family. While it has been shown that the graph structure of an ncRNA sequence folding is of great importance for…

2019-05-16abs ↗pdf ↗

A new method for analyzing adaptive experiments using kernel treatment effects.

problem Efficiently analyzing adaptive experiments that adjust treatment assignments based on outcomes.
method Kernel Treatment Effects (KTE) framework combining RKHS scores and witness functions.
result Effective for both mean shifts and higher-moment differences, outperforming adaptive baselines.

Copula-based fusion improves breast cancer risk stratification.

problem Combining clinical and genomic risk scores using simple rules fails to capture their joint relationship.
method Used copulas to model the joint relationship between clinical and genomic risk scores.
result Copula-based fusion improves risk stratification, identifying subgroups with the worst prognosis.

Study compares various calibration methods for binary classification tasks.

problem Improving probabilistic predictions in binary classification models.
method Benchmarked 21 classifiers using 5 calibration methods on real data.
result Venn-Abers predictors and Beta calibration show the largest log-loss reductions.

Model analyzes RFQ markets using stochastic control to optimize dealer performance and inventory.

problem Optimizing market making in aggregator-routed RFQ markets with varying dealer performance scores.
method Two-tier stochastic control model that separates RFQ-level price competition from macro routing.
result Optimal controls can be expressed through derivatives of reduced Hamiltonians, leading to interpretable mappings from optimal win probabilities to optimal offsets.

This study compares neural networks, SVM, and decision trees for corporate credit rating predictions.

problem Predicting corporate credit ratings using machine learning methods.
method Applied four machine learning techniques (Bagged Decision Trees, Random Forest, SVM, MLP) to credit rating datasets.
result Decision tree-based models outperformed other techniques in terms of 'Notch Distance' measure.

We prove the existence of asymptotically cylindrical (ACyl) Calabi-Yau 3-folds starting with (almost) any deformation family of smooth weak Fano 3-folds. This allow us to exhibit hundreds of thousands of new ACyl Calabi-Yau 3-folds; previously only a few hundred ACyl Calabi-Yau 3-folds were known. We pay particular att…

2012-06-11abs ↗pdf ↗

Study examines how different time series cross-validation methods affect anomaly detection in multivariate time series.

problem Evaluating anomaly detection in multivariate time series requires preserving temporal dependencies, especially for subsequence anomalies.
method Systematically investigates walk-forward and sliding window methods across various validation configurations and classifier types.
result Sliding window method consistently yields higher precision-recall scores and reduced fold-to-fold performance variance, particularly for deep learning models.

This is a survey paper of author's results on cobordism groups and semigroups of fold maps and simple fold maps. The results include: establishing a relation between fold maps and immersions through geometrical invariants of cobordism classes of fold maps and simple fold maps in terms of immersions with prescribed norm…

2007-09-04abs ↗pdf ↗

The paper proves the existence of a folded annulus with multiple creases.

problem Existence of a folded annulus with multiple creases.
method Analyze developable surfaces, use normal curvature and relative torsion, compute geometric descriptors, prove propagation of folds.
result Proves the existence of a folded annulus with multiple creases.

In Bayesian statistics, the marginal likelihood, also known as the evidence, is used to evaluate model fit as it quantifies the joint probability of the data under the prior. In contrast, non-Bayesian models are typically compared using cross-validation on held-out data, either through kk-fold partitioning or leave-$p…

2019-05-21abs ↗pdf ↗

First steps towards a classification of irreducible symplectic 4-folds whose integral 2-cohomology with 4-tuple cup product is isomorphic to that of Hilb^2(K3). We prove that any such 4-fold deforms to an irreducible symplectic 4-fold of Type A or Type B. A 4-fold of Type A is a double cover of a (singular) sextic hype…

2005-04-21abs ↗pdf ↗

Upper bounds on ribbonlength of various knots, showing linear and sub-linear behavior.

problem Estimating the ribbonlength of different types of knots.
method Using Kauffman's model of folded ribbon knots, we derive upper bounds on ribbonlength for specific knot types.
result Upper bounds on ribbonlength are linear in crossing number for some knots and sub-linear for others.

New contact structures on folded sums of contact mapping tori are tight under certain conditions.

problem Understanding tight contact structures on folded sums of contact mapping tori.
method Alternative bundle-theoretical construction and gluing process near the fold.
result Folded contact structures on folded sums of contact mapping tori are tight under specific conditions.

Every oriented 4-manifold admits a folded symplectic structure, which in turn determines a homotopy class of compatible almost complex structures that are discontinuous across the folding hypersurface ("fold") in a controlled fashion. We define folded holomorphic maps, i.e. pseudo-holomorphic maps that are discontinuou…

2005-11-24abs ↗pdf ↗

A smooth map having only fold singularities is called a fold-map. We will give effective conditions for a continuous map to be homotopic to a fold-map from the viewpoint of the homotopy principle.

2003-09-08abs ↗pdf ↗

This paper explores non-periodic folding of Spidron units, revealing nonlinear dynamics.

problem Understanding the kinematics and nonlinear phenomena of Spidron units.
method Analysis of single unit cell kinematics and recursive construction of multiple cells.
result Non-periodic folding restricts isotropic folding as the number of unit cells increases.

A generic smooth map of a closed 2k2k-manifold into (3k1)(3k-1)-space has a finite number of cusps (Σ1,1Σ^{1,1}-singularities). We determine the possible numbers of cusps of such maps. A fold map is a map with singular set consisting of only fold singularities (Σ1,0Σ^{1,0}-singularities). Two fold maps are fold bordant if the…

2007-01-16abs ↗pdf ↗

The study examines K-polystability on Fano 4-folds with specific Lefschetz defects.

problem Investigating K-polystability on Fano 4-folds with Lefschetz defect at least 2.
method Examining 19 families of Fano 4-folds with Lefschetz defect 3 and 175 families with Lefschetz defect 2, proving K-polystability and instability.
result Exactly 5 out of 19 families of Fano 4-folds with Lefschetz defect 3 are K-polystable, and 5 out of 175 Casagrande-Druel Fano 4-folds with Lefschetz defect 2 are K-polystable.

Paper explores folding patterns of curved creases preserving their geometric properties.

problem Investigating rigid-ruling folding motions of curved crease-rule patterns.
method Deriving conditions for rigid-ruling foldability and analyzing combinations of creases.
result Constant fold-angle creases are only compatible with other constant fold-angle creases.

Better methods to detect insider threats need new anticipatory analytics to capture risky behavior prior to losing data. In search of the best overall classifier, this work empirically scores 88 machine learning algorithms in 16 major families. We extract risk features from the large CERT dataset, which blends real net…

2019-01-30abs ↗pdf ↗

Study submersions with definite folds on manifolds with boundary into Euclidean spaces.

problem Understanding differential-topological properties of manifolds with boundary under submersions with definite folds.
method Analyzing submersions with definite folds on manifolds with boundary into Euclidean spaces, focusing on restrictions to the boundary and using results for m-functions.
result Obtained restrictions on the diffeomorphism types of the source manifolds and studied the diffeomorphism types and Euler characteristics of manifolds admitting such maps.

This is the second in a series of papers constructing explicit examples of special Lagrangian submanifolds in C^m. The first paper was math.DG/0008021, which studied special Lagrangian m-folds with large symmetry groups. The third is math.DG/0010036, which uses ideas from this paper to construct families of special Lag…

2000-08-21abs ↗pdf ↗

Sharp lower bound on fold singularities self-intersections.

problem Finding a lower bound on the number of self-intersections of fold singularities.
method Established a sharp lower bound on the number of self-intersections of the boundary of an immersed surface, then applied this to fold singularities.
result Sharp lower bound on the number of self-intersections of fold singularities.

Fold singular points play important roles in the theory of maximal surfaces. For example, if a maximal surface admits fold singular points, it can be extended to a timelike minimal surface analytically. Moreover, there is a duality between conelike singular points and folds. In this paper, we investigate fold singular …

2015-09-10abs ↗pdf ↗