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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.

169,051 papers · 148 categories

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12.5%25.0%37.5%50.0% · May 199319922001200920182026
48 results for foundational properties

Time series foundation models are well-calibrated, improving over baseline models.

problem Calibration of time series foundation models for practical applications.
method Systematic evaluations of five time series foundation models and two baselines, assessing calibration, prediction heads, and long-term forecasting.
result Time series foundation models are consistently better calibrated than baseline models and do not show over- or under-confidence.

A property, or statistical functional, is said to be elicitable if it minimizes expected loss for some loss function. The study of which properties are elicitable sheds light on the capabilities and limitations of point estimation and empirical risk minimization. While recent work asks which properties are elicitable, …

2015-06-23abs ↗pdf ↗

Foundation for robust finance using rough path theory.

problem Mathematical models of financial markets under Knightian uncertainty.
method Introducing Property (RIE) for càdlàg paths, proving existence of rough integrals, verifying admissibility of trading strategies.
result Existence and stability of rough path integrals for non-gradient integrands.

New graph foundation models respect symmetries for broader applicability.

problem Tailored graph machine learning architectures limit broader applicability.
method Investigates symmetries for label and feature permutations, proving network universal approximator.
result Universal approximator on multisets respecting node and feature permutations.

This article gives the foundations of the colored Jones polynomial for singular knots. We extend Masbum and Vogel's algorithm to compute the colored Jones polynomial for any singular knot. We also introduce the tail of the colored Jones polynomial of singular knots and use its stability properties to prove a false thet…

2017-05-06abs ↗pdf ↗

Paper proposes a method to use in silico experiments with foundation models to reduce sample size.

problem Costly and uncertain randomized experiments.
method Integrates predictions from multiple foundation models with experimental data.
result Estimator offers substantial precision gains, equivalent to a 20% reduction in sample size.

Study uses simulation-based inference to decode brain activity from synthetic stimuli.

problem Reversing the process of brain activity emulation to recover stimuli or their properties.
method Pairing brain emulator with LLMs to learn a probabilistic mapping from brain maps to stimulus parameters.
result LLMs can serve as controllable stimulus generators and parameters can be recovered from brain maps.

We show that typical behaviors of market participants at the high frequency scale generate leverage effect and rough volatility. To do so, we build a simple microscopic model for the price of an asset based on Hawkes processes. We encode in this model some of the main features of market microstructure in the context of…

2016-09-16abs ↗pdf ↗

Moirai-MoE improves time series forecasting by automatically specializing tokens without human-defined frequency.

problem Unified training on time series data remains challenging due to heterogeneity and non-stationarity.
method Uses sparse mixture of experts (MoE) within Transformers to automatically specialize tokens for diverse time series patterns.
result Moirai-MoE outperforms existing foundation models in both in-distribution and zero-shot scenarios.

New framework explains leading digit patterns without probabilistic assumptions.

problem Explaining leading digit distributions without relying on probabilistic models.
method Shift-invariant functional equation and affine-plus-periodic formulas.
result Unified mathematical foundation for understanding digit distributions.

Contrastive learning adapts to data intrinsic dimensions, learning low-dimensional representations.

problem Learning high-dimensional representations from multi-modal data.
method Multi-modal contrastive learning with temperature optimization.
result Contrastive learning adapts to intrinsic dimensions of data, not specified dimensions.

Introduces foundation priors for using model-generated data in empirical research.

problem Using model-generated data as real observations in empirical research.
method Introduces foundation priors as an exponential-tilted, generalized Bayesian update of the user's primitive prior.
result Synthetic data reflects both model patterns and user's priors, enabling principled use in empirical work.

Revises Bayesian model averaging for foundation models.

problem Ensemble pre-trained and lightly-finetuned foundation models for improved classification performance.
method Introduces trainable linear classifiers and computationally cheaper model averaging scheme (OMA).
result Ensembled models can better predict on various datasets.

Combines foundation models with weak supervision to improve NLP and video tasks.

problem Leveraging weak supervision with foundation models without labeled data.
method Liger, a combination of foundation model embeddings and weak supervision techniques.
result Liger outperforms existing weak supervision methods by 14.1 points on benchmark NLP and video tasks.

New measure assesses time series pre-training data quality without labels.

problem Challenges in collecting diverse pre-training datasets for time series classification.
method Contrastive-learning-based foundation model and contrastive accuracy measure.
result Contrastive accuracy correlates with model performance on downstream tasks.

We give a simple sufficient condition for Quinn's "bordism-type spectra" to be weakly equivalent to strictly associative ring spectra. We also show that Poincare bordism and symmetric L-theory are naturally weakly equivalent to monoidal functors. Part of the proof of these statements involves showing that Quinn's funct…

2009-07-14abs ↗pdf ↗

GAMformer bridges tabular models and interpretability, offering a single-pass approach.

problem Lack of interpretability in tabular foundation models like TabPFN.
method In-context learning for GAM shape functions, training on synthetic data.
result GAMformer performs comparably to other leading GAMs across various classification benchmarks.

The aim of this chapter is twofold. In the first part we will provide a brief overview of the mathematical and statistical foundations of graphical models, along with their fundamental properties, estimation and basic inference procedures. In particular we will develop Markov networks (also known as Markov random field…

2010-05-06abs ↗pdf ↗

This paper adresses the valuation of the Paris barrier options proposed by Yor, Jeanblanc-Picque, and Chesnay (Advances in Applied Probability, 29(1997), 165-184) using the Laplace transform approach. Based on suggestions by Pliska the notion of Paris options is extended such that their valuation is possible at any poi…

2000-04-04abs ↗pdf ↗

Tabular in-context learners perform well on biomolecular tasks, but performance depends on the representation used.

problem Predicting biomolecular properties from limited labeled data.
method Evaluating tabular in-context learners on protein fitness regression and small-molecule classification tasks.
result Tabular in-context learners are competitive for protein fitness regression but not for small-molecule classification.

We lay the foundations for a theory of divergence-measure fields in noncommutative stratified nilpotent Lie groups. Such vector fields form a new family of function spaces, which generalize in a sense the BVBV fields. They provide the most general setting to establish Gauss-Green formulas for vector fields of low regul…

2018-06-08abs ↗pdf ↗

New method reduces fine-tuning cost for reused models.

problem Repeating fine-tuning costs with outdated foundation models.
method Portable Reward Tuning (PRT) trains a reward model to maximize the same loss function as fine-tuning.
result PRT achieves comparable accuracy to inference-time tuning with less inference cost.

Foundation models outperform supervised methods in time series forecasting across various operational regimes.

problem Lack of domain-specific training and ongoing maintenance in supervised learning for time series forecasting.
method Evaluation of foundation models against standard supervised approaches across four operational regimes: periodic, physically constrained, stochastic, and demand forecasting.
result Foundation models are optimal for cold-start or long-tail scenarios and perform well in domains with transferable periodic structures.

Foundation models improve wage gap decomposition by capturing omitted career history factors.

problem Estimating wage disparities using incomplete career history data.
method Fine-tuning foundation models to mitigate omitted variable bias and estimate wage gaps.
result Foundation models can decompose gender wage gaps more accurately than traditional econometric methods.

Risk measures such as Expected Shortfall (ES) and Value-at-Risk (VaR) have been prominent in banking regulation and financial risk management. Motivated by practical considerations in the assessment and management of risks, including tractability, scenario relevance and robustness, we consider theoretical properties of…

2018-08-22abs ↗pdf ↗

Paper proposes verifier engineering for improving foundation models.

problem Challenges in providing effective supervision signals for foundation models.
method Leverages automated verifiers to perform verification tasks and deliver feedback.
result Verifier engineering can enhance foundation models' capabilities.

Foundation models improve time series prediction reliability, especially with limited data.

problem Improving time series prediction reliability with limited data.
method Comparison of Time Series Foundation Models (TSFMs) with traditional methods in conformal prediction.
result TSFMs provide more reliable conformalized prediction intervals and more stable calibration with limited data.