Bayesian VI copula models capture asymmetric intraday equity dependence.
problem Modeling asymmetric and extreme tail dependence in financial data.
method Bayesian variational inference for skew-t copula models in high dimensions.
result The copula captures substantial heterogeneity in asymmetric dependence over equity pairs and time.
Accumulated stock returns exhibit tempered skew t-distribution.
problem Analyzing the distribution of stock returns over multiple days.
method Employing a tempered skew t-distribution model.
result Tempered skew t-distribution fits the distribution of accumulated stock returns well.
Modified Jones-Faddy skew t-distribution captures asymmetry in stock returns.
problem Negative skew and positive mean in stock returns due to broken symmetry of stochastic volatility.
method Modified Jones-Faddy skew t-distribution applied to split gains and losses, using stochastic differential equations for stock returns and volatility.
result The modified distribution effectively captures the asymmetry in daily S&P500 returns, including its tails.
Analyzes multi-day stock returns, showing linear volatility and mean dependence.
problem Linear dependence of volatility and mean in accumulated stock returns.
method Modified Jones-Faddy skew t-distribution analysis.
result Linear dependence of volatility and mean on the number of days of accumulation.
A mixture of common skew-t factor analyzers model is introduced for model-based clustering of high-dimensional data. By assuming common component factor loadings, this model allows clustering to be performed in the presence of a large number of mixture components or when the number of dimensions is too large to be well…
New method models asymmetric data with improved tail dependence.
problem Asymmetric data and tail dependence modeling.
method Generalized Skew-t Probabilistic Principal Component Analysis.
result Improved modeling of asymmetric data with tail effects.
A parsimonious model reduces over-parameterization in skewed matrix variate mixtures.
problem Over-parameterization in skewed matrix variate mixtures.
method Parsimonious family of 256 models using bilinear factor analyzers constrained over clusters, with AECM algorithm for estimation.
result Extensive simulations and real-world datasets (MNIST, Olivetti faces) demonstrate the method's effectiveness.
Mixture of Experts (MoE) is a popular framework in the fields of statistics and machine learning for modeling heterogeneity in data for regression, classification and clustering. MoE for continuous data are usually based on the normal distribution. However, it is known that for data with asymmetric behavior, heavy tail…
Optimizes option portfolios for skewed-t returns using VaR and variance measures.
problem Optimizing portfolios for skewed-t returns with heavy tails and skewness.
method Uses variance and VaR measures, departing from normal returns, and provides explicit portfolio weights.
result Optimal portfolio weights differ significantly from variance optimal weights due to skewness.
Flow cytometry is a high-throughput technology used to quantify multiple surface and intracellular markers at the level of a single cell. This enables to identify cell sub-types, and to determine their relative proportions. Improvements of this technology allow to describe millions of individual cells from a blood samp…
The paper defines MTCov for skewed elliptical distributions.
problem No specific problem stated, but dealing with skewed elliptical distributions.
method Defined MTCov for generalized skew-elliptical distributions and compared with skewed and non-skewed normal distributions.
result Special formula for MTCov of generalized skew-elliptical distributions.
Study shows increased VRE penetration reduces electricity prices and volatility.
problem Impact of increased variable renewable energy on electricity prices and volatility.
method Hourly, real-time data from six ISOs, quantile and skew t-distribution regressions.
result Increased VRE penetration is associated with decreased system electricity price and volatility in most ISOs.
Bayesian framework predicts post-disruption travel times in metro networks.
problem Uncertainty in post-disruption travel times in metro networks.
method Bayesian spatiotemporal modeling framework capturing train interactions and non-Gaussian distributional characteristics.
result The proposed models consistently outperform baseline specifications in point prediction and uncertainty quantification.
Develops Schouten-Nijenhuis bracket on infinite-dimensional manifolds.
problem Defining the Schouten-Nijenhuis bracket on smooth infinite-dimensional manifolds.
method Two-step approach: first for summable multivector fields, then for sections of a specific sheaf.
result Formalizes Schouten-Nijenhuis bracket on infinite-dimensional manifolds.
In recent years, data have become increasingly higher dimensional and, therefore, an increased need has arisen for dimension reduction techniques for clustering. Although such techniques are firmly established in the literature for multivariate data, there is a relative paucity in the area of matrix variate, or three-w…
Intra-day price spreads are of interest to electricity traders, storage and electric vehicle operators. This paper formulates dynamic density functions, based upon skewed-t and similar representations, to model and forecast the German electricity price spreads between different hours of the day, as revealed in the day-…
A new clustering method for functional data using skewed distributions.
problem Clustering functional data with skewed distributions.
method Mixtures of functional linear regression models and three skewed multivariate distributions (variance-gamma, skew-t, normal-inverse Gaussian).
result The proposed method funWeightClustSkew performs well on simulated and real data.
Model-based clustering imposes a finite mixture modelling structure on data for clustering. Finite mixture models assume that the population is a convex combination of a finite number of densities, the distribution within each population is a basic assumption of each particular model. Among all distributions that have …
Several well-established benchmark predictors exist for Value-at-Risk (VaR), a major instrument for financial risk management. Hybrid methods combining AR-GARCH filtering with skewed-t residuals and the extreme value theory-based approach are particularly recommended. This study introduces yet another VaR predictor, …
This paper formulates dynamic density functions, based upon skewed-t and similar representations, to model and forecast electricity price spreads between different hours of the day. This supports an optimal day ahead storage and discharge schedule, and thereby facilitates a bidding strategy for a merchant arbitrage fac…
The paper analyzes skewness and kurtosis measures for skew-elliptical distributions.
problem Examining skewness and kurtosis measures for skew-elliptical distributions.
method Deriving exact expressions for skewness and kurtosis measures for skew-elliptical distributions, constructing test statistics, and comparing measures through simulations and real data analysis.
result Exact expressions and test statistics for skewness and kurtosis measures for various skew-elliptical distributions.
Proposes a new clustering method based on expectiles for non-spherical clusters.
problem Inability of K-means to handle non-spherical clusters. method Uses expectiles to define cluster centers and searches for clusters via a greedy algorithm.
result Outperforms K-means and spectral clustering on asymmetric shaped clusters. Mixture of Experts (MoE) is a popular framework for modeling heterogeneity in data for regression, classification and clustering. For continuous data which we consider here in the context of regression and cluster analysis, MoE usually use normal experts, that is, expert components following the Gaussian distribution. …
The study analyzes how covariance estimation errors affect the global minimum-variance portfolio under heavy-tailed distributions.
problem The impact of covariance estimation errors on the global minimum-variance portfolio under heavy-tailed distributions.
method Characterization of covariance-estimation error's effect on GMVP suboptimality, derivation of regret identity and bound, application to heavy-tailed returns.
result The decision geometry of GMVP regret is invariant to a (p-1)-dimensional projection of the error matrix, with invariance to the covariance-scale direction as an exact special case.
Paper defines generalized braids and proves their subgroup status.
problem Understanding the structure of generalized braids and knots.
method Defined generalized braid theories and computed their generating sets.
result Quasitoric normal generalized braids form a subgroup of normal generalized braid group.
Defines a new Poisson structure for generalized Sasakian spaces.
problem No specific problem stated; focuses on new structure definition.
method Defines a canonical Poisson structure on generalized contact metric spaces.
result Shows distinction between generalized Sasakian and coKähler structures.
Improved image generation through iterative flow matching to reduce hallucinations.
problem Hallucinations in image generation models.
method Iterative flow matching to refine and correct paths in generative models.
result Enhanced generative modeling with reduced unrealistic images.
Framework generates personalized insulin treatment strategies using deep models.
problem Developing optimal personalized treatment strategies for diabetes patients.
method Combines deep generative time series models with decision theory.
result Demonstrated improved personalized insulin treatment strategies for diabetes patients.
OptiGAN uses GAN and RL to optimize sequence generation for specific goals.
problem Challenging in sequence generation tasks to generate sequences with specific desired goals.
method Integrates GAN and RL to optimize desired goal scores using policy gradients.
result Achieves higher desired scores in text and real-valued sequence generation.
Survey on deep models for graph generation.
problem Improving fidelity of generated graphs.
method Taxonomy and comparison of deep generative models.
result Advances in deep generative models for graph generation.
Improves deep generative models to generate images of any size.
problem Fixed-sized output images from deep generative models.
method Integrates spatial noise vectors into fully convolutional neural networks.
result Theoretical interpretation of infinite spatial generation using spatial stochastic processes.
Develops a unified theory of Yang-Mills and GR using generalized principal bundles.
problem Combining Yang-Mills theories and General Relativity into a single framework.
method Using generalized principal bundle theory, the authors develop a new approach to field theories.
result Recover General Relativity within the framework of generalized principal connections.
Meta-CoTGAN improves adversarial text generation by preventing mode collapse.
problem Mode collapse in adversarial text generation.
method Meta-Cooperative Training Paradigm with a language model.
result Meta-CoTGAN effectively slows down mode collapse and improves generation quality and diversity.
Generative models can still learn from contaminated data, but with limitations.
problem How much contamination can generative models tolerate?
method Characterized robustness under contaminated enumerations, proving generation is achievable for all countable collections if contamination fraction converges to zero.
result Generation under contamination is achievable for all countable collections if contamination fraction converges to zero, but dense generation is strictly less robust.
Generative AI tasks analyzed for text, images, audio, video, code, and molecules.
problem What is the core question when using generative AI?
method Survey of generative model families, probabilistic framework, game-theoretic setup, post-training modifications, socially responsible considerations.
result Generative AI is a distinct machine learning task with connections to prediction, compression, and decision-making.
Defines Kahler angle for a broader context.
problem Generalizing results about Kahler angle.
method Provides a general definition of Kahler angle.
result Generalized results about Kahler angle.
Established a generalized Boothby-Wang theorem in contact geometry.
problem Generalized contact structures and their properties.
method Courant reduction methods and construction of principal bundles.
result Induced symplectic foliation on leaf space under certain conditions.
The twistor construction for Riemannian manifolds is extended to the case of manifolds endowed with generalized metrics (in the sense of generalized geometry à la Hitchin). The generalized twistor space associated to such a manifold is defined as the bundle of generalized complex structures on the tangent spaces of the…
We present a characterization, in terms of torsion-free generalized connections, for the integrability of various generalized structures (generalized almost complex structures, generalized almost hypercomplex structures, generalized almost Hermitian structures and generalized almost hyper-Hermitian structures) defined …
This research proves guarantees on sequence models' generalization to longer and novel sequences.
problem Generalization to longer sequences and novel token combinations in sequence models.
method Provable guarantees on length and compositional generalization for various sequence models.
result Limited capacity models achieve both length and compositional generalization with diverse training distributions.
SHADOWCAST generates graphs with user-specified attributes.
problem Controlling graph generation with understandable structures.
method Conditional generative adversarial network guided by Markov model.
result Competitive performance in generating desired graphs.
In this paper we define the notion of a generalized coKähler structure and prove that the product M1×M2 of generalized contact metric manifolds (Mi,Φi,E±,i,Gi), i=1,2, where M1×M2 is endowed with the product generalized complex structure induced from Φ1 and Φ2, is gener…
We define the generalized connected sum for generic closed plane curves, generalizing the strange sum defined by Arnold, and completely describe how the Arnold invariants J± and St behave under the generalized connected sums.
In this communication, we describe some interrelations between generalized q-entropies and a generalized version of Fisher information. In information theory, the de Bruijn identity links the Fisher information and the derivative of the entropy. We show that this identity can be extended to generalized versions of en…
A new method generates graphs with hierarchical structures.
problem Generating graphs with natural hierarchical structures.
method Recursively generates community structures at multiple resolutions, parallel generation of all sub-structures.
result Improves generative performance on multiple graph datasets.
The paper extends symplectic techniques to generalized complex geometry.
problem Creating stable generalized complex structures on high-dimensional manifolds.
method Introducing generalized Luttinger surgery and generalized Gluck twist.
result Produced stable generalized complex structures with non-homotopy-equivalent components.
We study the problem of generating interesting endings for stories. Neural generative models have shown promising results for various text generation problems. Sequence to Sequence (Seq2Seq) models are typically trained to generate a single output sequence for a given input sequence. However, in the context of a story,…
A new method for generating sets and graphs without requiring exchangeability.
problem Generating exchangeable distributions for sets and graphs is challenging.
method Top-n creation, a differentiable generation mechanism that selects relevant points from a latent vector.
result Top-n method outperforms i.i.d. generation in various tasks.