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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.

168,695 papers · 148 categories

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62123185246 · Jun 202019922001200920172026
48 results for global insight

GAMLA learns manifold structures with auto-encoding for global insights.

problem Limited global insight and lack of interpretable analytical descriptions in manifold learning.
method Two-round auto-encoding process to derive character and complementary representations.
result GAMLA provides global and analytical descriptions of smooth manifolds.

DEDACT breaks down feature importance into direct and associative components.

problem Lack of clear distinction between direct and associative feature importance.
method DEDACT framework to decompose direct and associative importance measures.
result Provides insight into sources of prediction-relevant information and feature pathways.

New DR algorithm preserves both local and global structure.

problem Trade-off between preserving local and global structure in DR methods.
method Analysis of existing DR methods and design principles for loss functions.
result Design of PaCMAP algorithm that preserves both local and global structure.

A new deep generative model captures global dependencies without supervision.

problem Global modeling in deep generative models.
method Non-i.i.d. variational autoencoders with mixture model and global Gaussian latent variable.
result Captures interpretable disentangled representations and domain alignment.

Study optimal transport on globally hyperbolic spacetimes, focusing on weak Kantorovich potentials' regularity.

problem Investigate regularity of weak Kantorovich potentials on globally hyperbolic spacetimes.
method Apply insights from Riemannian and Lorentzian cases to study ππ-solutions.
result Conclude existence, uniqueness, and structure of optimal transport maps.

CBO interprets as SGD, leading to global convergence for nonconvex functions.

problem Understanding and improving gradient-based learning algorithms.
method Interpreting CBO as a stochastic relaxation of SGD.
result CBO provably converges globally to minimizers for nonsmooth nonconvex functions.

Global convergence of multilayer neural networks proven for any depth.

problem Global convergence of multilayer neural networks in the mean field regime.
method Mean field limit framework, neuronal embedding, bidirectional diversity condition.
result Global convergence for multilayer networks of any depths, including correlated initializations.

Proposes a differentially private bandit algorithm reducing noise over time.

problem Privacy concerns in interactive recommendation systems.
method Tree-based mechanism to add Laplace or Gaussian noise to model parameters, focusing on dynamic global sensitivity.
result Demonstrates (ε,δ)(ε, δ)-differential privacy with reduced noise and improved regret.

New local MDI variable importances derived from global scores match Shapley values.

problem Local feature relevance in tree-based models.
method Deriving local MDI importance measure from global scores and linking it to Shapley values.
result Local MDI importances have a natural connection with Shapley values.

The paper studies how neural networks evolve representations, finding a unique fixed point for nonlinear activations.

problem Understanding how neural networks transform input data across layers.
method Theoretical framework for the evolution of the kernel sequence, using mean-field regime and Hermite polynomials.
result For nonlinear activations, the kernel sequence converges globally to a unique fixed point.

Study analyzes Airbnb booking lead times during global crises using a new metric.

problem Disruptions in booking behaviors during global crises affect forecasting accuracy.
method Normalized L1 (Manhattan) distance to assess lead time divergences.
result Identified two-phase disruption: abrupt change at pandemic onset followed by partial recovery.

Paper tackles federated learning with personalised bandit algorithms.

problem Optimizing local and global objectives in a heterogeneous environment.
method Surrogate objective function combining client preferences and global knowledge; phase-based elimination algorithm.
result Achieves sublinear regret with logarithmic communication overhead.

Learning new representations of input observations in machine learning is often tackled using a factorization of the data. For many such problems, including sparse coding and matrix completion, learning these factorizations can be difficult, in terms of efficiency and to guarantee that the solution is a global minimum.…

2016-04-17abs ↗pdf ↗

Global singularities propagate in magnetic mechanical systems on Riemannian manifolds.

problem Propagation of singularities in magnetic mechanical systems.
method Combines reduction from magnetic to Riemannian systems, analysis of reparameterized flows, and regularization techniques.
result Invariant singular set under generalized gradient flow dynamics.

Neural networks solve copositive programs, revealing insights into training problems.

problem Training two-layer vector-output ReLU neural networks.
method Convex analysis and copositive programming.
result Neural networks solve copositive programs, providing insights into training problems.

Proposes a tool to contrast global vs personalized models in clinical prediction.

problem Balancing global vs personalized models in clinical prediction.
method Localized regression approach using autoencoder for dimension reduction.
result Identification of patient subgroups where global models fall short.

We briefly recall a fundamental exterior differential system introduced by the author and then apply it to the case of three dimensions. Here we find new global tensors and intrinsic invariants of oriented Riemaniann 3-manifolds. The system leads to a remarkable Weingarten type equation for surfaces on hyperbolic 3-spa…

2015-04-17abs ↗pdf ↗

Develops transparent global models consistent with local explanations.

problem Creating globally interpretable models that align with local explanations from black-box models.
method Custom boolean features from sparse local contrastive explanations are used to train a globally transparent model.
result Custom transparent models have higher local consistency compared to other strategies.

Study examines new financial metrics and their implications for trading and risk management.

problem Liquidity and price dynamics in financial markets.
method High-frequency trading data, ARMA(1,1)-GARCH(1,1) model, normal inverse Gaussian distribution, option pricing model, Rachev ratio.
result New financial metrics (TMOBBAS, GMP) have heavy-tailed distributions and significant deviations from normality.

The article resolves complex structures in transport twistor spaces, proving a Newlander-Nirenberg theorem.

problem Degenerate complex structures in transport twistor spaces.
method Holomorphic blow-down structure maps to resolve degeneracy and gain insight into complex geometry.
result Global and local β-maps for various metrics, proving a Newlander-Nirenberg theorem for degenerate complex structures.

The paper breaks down AUC into cluster-level components for better model diagnostics.

problem Global AUC masks weaknesses in specific subpopulations, leading to financial or operational risks.
method Formal decomposition of AUC into intra- and inter-cluster components, comparing with other performance metrics.
result Allows practitioners to evaluate and diagnose model performance within and across clusters.

Learning algorithms for implicit generative models can optimize a variety of criteria that measure how the data distribution differs from the implicit model distribution, including the Wasserstein distance, the Energy distance, and the Maximum Mean Discrepancy criterion. A careful look at the geometries induced by thes…

2017-12-21abs ↗pdf ↗

One of the mysteries in the success of neural networks is randomly initialized first order methods like gradient descent can achieve zero training loss even though the objective function is non-convex and non-smooth. This paper demystifies this surprising phenomenon for two-layer fully connected ReLU activated neural n…

2018-10-04abs ↗pdf ↗

In this article we propose a novel measure of systemic risk in the context of financial networks. To this aim, we provide a definition of systemic risk which is based on the structure, developed at different levels, of clustered neighbours around the nodes of the network. The proposed measure incorporates the generaliz…

2018-10-31abs ↗pdf ↗

New insights into CE dynamics reveal how Hadamard initialization simplifies softmax.

problem Understanding the dynamics of cross-entropy training loss in deep learning.
method Analyzing a two-layer linear neural network with standard-basis vectors as inputs.
result Gradient flow on cross-entropy converges to neural collapse geometry, proving global convergence.

The paper proposes a new model for predicting and analyzing economic variables.

problem Predicting and analyzing economic variables in developed regions.
method Time-varying parameter global vector autoregressive (TVP-GVAR) framework combined with machine learning models.
result The proposed model provides high precision out-of-sample predictions and novel insights into economic variable connectedness.

Theoretical analysis of vision transformers' performance with MAE and CL objectives.

problem Understanding the distinct representations learned by vision transformers with MAE and CL objectives.
method Modeling visual data distribution and analyzing ViTs training dynamics with gradient descent.
result ViTs trained with MAE objectives learn both global and local features, while CL-trained ViTs favor global features.

We show that the driving force behind the regularizing effect of Laplacian smoothing on surface elements is the popular mean ratio quality measure. We use these insights to provide natural generalizations to polygons and polyhedra. The corresponding functions measuring the quality of meshes are easily seen to be convex…

2014-06-17abs ↗pdf ↗

This paper introduces DCE for better counterfactual explanations using optimal transport.

problem Lack of nuanced distributional characteristics in existing counterfactual explanations.
method Formulates a chance-constrained optimization problem using optimal transport to derive counterfactual distributions.
result DCE provides deeper insights into decision-making models by aligning counterfactual distributions with factual ones.

This paper shows how deep neural networks can learn rich, independent features that significantly deviate from initialization.

problem Understanding how deep neural networks achieve meaningful feature learning and global convergence.
method Investigation of infinitely wide, LL-layer neural networks using the tensor program framework under Maximal Update parametrization.
result SGD enables these networks to learn linearly independent features that substantially deviate from their initial values, capturing relevant data information.

When society maintains a competitive system to promote an abstract goal, competition by necessity relies on imperfect proxy measures. For instance profit is used to measure value to consumers, patient volumes to measure hospital performance, or the Journal Impact Factor to measure scientific value. Here we note that \t…

2018-03-01abs ↗pdf ↗

Study analyzes crude oil futures markets using visibility graphs to understand their structure and dynamics.

problem Understanding the structure and dynamics of crude oil futures markets during global challenges.
method Visibility graph analysis of daily and high-frequency data.
result Crude oil futures markets exhibit small-world properties and assortative mixing, with unique sensitivities to global disruptions.

Paper studies optimal federated learning for nonparametric regression with privacy constraints.

problem Federated learning for nonparametric regression with heterogeneous differential privacy constraints.
method Proposes distributed privacy-preserving estimators and investigates their risk properties.
result Establishes matching minimax lower bounds for global and pointwise estimation.

LIM enhances investment performance and efficiency at scale.

problem Diminishing returns and rising labor/time costs in traditional quantitative investment research.
method End-to-end learning and universal modeling to create a global patterns foundation model.
result Optimized performance for specific tasks through transfer learning of global patterns.

Introduces joint Shapley values to measure feature importance in models.

problem Measuring the importance of feature sets in machine learning models.
method Extends Shapley's axioms to measure a set of features' average contribution to a model's prediction.
result Joint Shapley values provide unique insights and are more consistent with local intuitions.