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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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0.4%0.9%1.3%1.7% · Dec 200019922001200920182026
48 results for graph-based IR

Myia compiler optimizes ML models with efficient AD for array programming.

problem Efficient automatic differentiation for array programming in ML.
method Introduces a new graph-based IR that supports function calls, higher-order functions, and recursion.
result Myia compiler enables efficient AD using source transformation without a tape, supporting higher-order derivatives.

There is a perceived trade-off between machine learning code that is easy to write, and machine learning code that is scalable or fast to execute. In machine learning, imperative style libraries like Autograd and PyTorch are easy to write, but suffer from high interpretive overhead and are not easily deployable in prod…

2018-10-16abs ↗pdf ↗

Turnover-adjusted IR is always lower than classic IR, suggesting managers can improve performance by limiting turnover.

problem The classic relationship between IR and its determinants does not account for turnover costs.
method Mathematical derivations and simulations considering volatility of information coefficient and portfolio turnover.
result Turnover-adjusted IR is lower and managers can improve performance by limiting turnover.

ProGraML uses graph-based machine learning to improve program optimization and analysis.

problem Improving program optimization and analysis with machine learning.
method Low-level, language agnostic graph representation and message passing neural networks.
result ProGraML achieves an average 94.0 F1 score on a benchmark dataset, significantly outperforming state-of-the-art approaches.

Enhances deep learning by boosting generalization and convergence.

problem Improving generalization and convergence in deep learning models.
method Implicit Regularization Enhancement (IRE) framework that decouples flat and sharp directions.
result IRE consistently improves generalization performance across various deep learning tasks and models.

In the past 20 years, momentum or trend following strategies have become an established part of the investor toolbox. We introduce a new way of analyzing momentum strategies by looking at the information ratio (IR, average return divided by standard deviation). We calculate the theoretical IR of a momentum strategy, an…

2014-02-13abs ↗pdf ↗

Consider the nonstandard embedding of SO(3) into SO(5) given by the 5-dimensional irreducible representation of SO(3), henceforth called SO(3)_\ir. In this note, we study the topology and the differential geometry of 5-dimensional Riemannian manifolds carrying such an SO(3)_\ir structure, i.\,e. with a reduction of the…

2010-10-01abs ↗pdf ↗

Study of IR phases in 3D class R theories linked to non-hyperbolic 3-manifolds.

problem Understanding IR phases of 3D class R theories associated with non-hyperbolic 3-manifolds.
method Analysis of IR phenomena through `exceptional' Dehn fillings and gauging of flavor symmetries.
result 3D class R theories associated with certain atoroidal non-hyperbolic 3-manifolds exhibit supersymmetry enhancement at low energy.

Model shows IRS procedure for health insurance tax credits can diverge, proposing a new bisection method.

problem IRS procedure for calculating health insurance tax credits diverges for some self-employed taxpayers.
method Proposed a bisection procedure to calculate appropriate premium tax credits for tax returns.
result The bisection procedure can calculate appropriate premium tax credits for a model of simple tax returns.

At present, there is an explosion of practical interest in the pricing of interest rate (IR) derivatives. Textbook pricing methods do not take into account the leptokurticity of the underlying IR process. In this paper, such a leptokurtic behaviour is illustrated using LIBOR data, and a possible martingale pricing sche…

2004-01-23abs ↗pdf ↗

Paper proposes a new framework to compare trading strategies by accounting for market conditions.

problem Lack of information on how trading strategy performance varies with market conditions.
method Uses a GAMLSS/ZAGA framework to model the Adjusted Information Ratio (IRIR^{\ast}) for a SVMP and BH strategy across 146 folds of the S&P 500.
result Dominance of SVMP over BH is conditional on market regime, as shown by differences in expected IRIR^{\ast} and its variance.

A new resampling strategy, Importance Resampling, improves sample efficiency and reduces variance in off-policy prediction.

problem High variance updates in importance sampling for off-policy prediction.
method Importance Resampling (IR) resamples experience from a replay buffer and applies standard on-policy updates, avoiding importance sampling ratios.
result Importance Resampling (IR) shows improved sample efficiency and lower variance updates compared to other methods.

Generative AI reduces IR evaluation costs but introduces errors; this work provides reliable CIs.

problem Generating relevance annotations using AI introduces errors that affect IR evaluation metrics.
method Proposes two methods: prediction-powered inference and conformal risk control to place reliable CIs around IR metrics.
result Proposed methods accurately capture both variance and bias in evaluation based on AI-generated annotations.

The paper studies symplectic structures on character varieties of Sasakian threefolds.

problem Character varieties of Sasakian threefolds and their symplectic structures.
method Constructing a natural algebraic 2-form and showing its properties.
result The restriction of the 2-form to the space of irreducible SU(r) homomorphisms is symplectic.

Investigate using LETFs to outperform benchmarks, finding them more likely to succeed.

problem The controversy and popularity of LETFs in constructing portfolios.
method Systematic investigation using IR-optimal strategies with LETFs and VETFs, including neural network-based approaches.
result IR-optimal strategies with LETFs outperform benchmarks and achieve partial stochastic dominance.

A new activation function improves credit scoring accuracy for imbalanced datasets.

problem Imbalanced datasets in credit scoring lead to underestimation of misclassification costs.
method Introduces ASIG, an asymmetric adjusted Sigmoid function.
result ASIG-embedded classifier outperforms traditional classifiers across various imbalance ratios.

Helfer in [Pacific J. Math. 164/2 (1994), p. 321--350] was the first to produce an example of a spacelike Lorentzian geodesic with a continuum of conjugate points. In this paper we show the following result: given an interval [a,b][a,b] of IRIR and any closed subset FF of IRIR contained in ]a,b]]a,b], then there exists a Lo…

2000-11-06abs ↗pdf ↗

In this paper we provide a principled approach to solve a transductive classification problem involving a similar graph (edges tend to connect nodes with same labels) and a dissimilar graph (edges tend to connect nodes with opposing labels). Most of the existing methods, e.g., Information Regularization (IR), Weighted …

2012-06-26abs ↗pdf ↗

Study of M{\cal M}-theory dual of thermal QCD-like theories at intermediate coupling.

problem Missing top-down holographic dual for thermal QCD-like theories at intermediate 't Hooft coupling.
method Analysis of O(R4){\cal O}(R^4) corrections and O(lp6){\cal O}(l_p^6) corrections in the MQGP background.
result Discovery of O(R4){\cal O}(R^4) corrections and GG-structure classification of underlying geometries.

In the eyes of a rationalist like Descartes or Spinoza, human reasoning is flawless, marching toward uncovering ultimate truth. A few centuries later, however, culminating in the work of Kahneman and Tversky, human reasoning was portrayed as anything but flawless, filled with numerous misjudgments, biases, and cognitiv…

2018-10-15abs ↗pdf ↗

Graph Convolutional Networks improve prosthetic sensation interpretation.

problem Improving neuroprosthetic performance and sensory information stability.
method Applied Graph Convolutional Networks (GCNs) to interpret neuronal spiking activity.
result GCN model achieved 73.5% performance on ordinal regression task.

New algorithm improves graph-based active learning by identifying unexplored regions.

problem Improving graph-based active learning by identifying unexplored regions.
method Poisson Reweighted Laplacian Uncertainty Sampling (PWLL) with a diagonal perturbation.
result PWLL effectively identifies unexplored regions in graph-based data.

Bayesian analysis shows unlabeled data improve graph-based semi-supervised learning.

problem Improving semi-supervised learning with limited labeled data.
method Bayesian nonparametric approach using unlabeled data for graph-based learning.
result Posterior contracts optimally around the truth with sufficient unlabeled data.

Paper introduces a new method to improve learning on imbalanced regression problems.

problem Imbalanced distribution learning in predictive modeling reduces standard algorithms' performance.
method The paper proposes a novel method using disentangled VAEs and Smoothed Bootstrap in the latent space.
result The method improves learning on tabular data within the Imbalanced Regression framework.

In this paper, we present a deep learning (DL) algorithm for channel estimation in communication systems. We consider the time-frequency response of a fast fading communication channel as a two-dimensional image. The aim is to find the unknown values of the channel response using some known values at the pilot location…

2018-10-13abs ↗pdf ↗

Graph-based methods for anomaly detection and semi-supervised learning.

problem Detecting unusual clinical actions and anomalies in hospital data.
method Label propagation, harmonic solution, regularization, graph connectivity analysis.
result Effective anomaly detection and semi-supervised learning methods for healthcare data.

In this paper, we study the timelike tubular Weingarten surfaces in 3-dimensional Minkowski space IR13IR_1^3 .We have obtained some conditions for being (KII,H)({K_{II},H}), (KII,K)({K_{II},K}), timelike tubular Weingarten surfaces where are the second Gaussian curvature the Gaussian curvature and the mean curvature, respectively.

2011-06-13abs ↗pdf ↗

Improves graph-based active learning for non-Gaussian models.

problem Efficiently selecting data points for labeling in graph-based semi-supervised learning.
method Approximates non-Gaussian distributions, introduces rank-one update and model change acquisition function.
result Enhanced active learning for graph-based SSL under non-Gaussian models.