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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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8162331 · Jul 202019922001200920172026
48 results for historical manuscripts

Machine learning identifies types of alterations in historical manuscripts.

problem Understanding and categorizing alterations in historical manuscripts.
method Alteration Latent Dirichlet Allocation (alterLDA) model.
result High performance in recognizing alterations on labelled data, and interesting insights on unlabelled data.

The thesis examines stochastic calculus in option pricing with logistic models and numerical methods.

problem Exploring the application of stochastic calculus in option pricing.
method Monte-Carlo Simulation and machine learning algorithms.
result Insights from Peter Carr and Lorenzo Torricelli's convex duality in continuous models.

Online leading has disrupted the traditional consumer banking sector with more effective loan processing. Risk prediction and monitoring is critical for the success of the business model. Traditional credit score models fall short in applying big data technology in building risk model. In this manuscript, data with var…

2017-07-16abs ↗pdf ↗

Proposes a new method for efficient manifold denoising robust to high dimensional noise.

problem Efficiently denoise manifolds in high dimensional spaces with complicated noise.
method Landmark diffusion and optimal shrinkage under high dimensional noise and compact manifold setup.
result Systematic comparison with other algorithms on simulated and real datasets shows superior performance.

Principal component analysis (PCA) is a mainstay of modern data analysis - a black box that is widely used but (sometimes) poorly understood. The goal of this paper is to dispel the magic behind this black box. This manuscript focuses on building a solid intuition for how and why principal component analysis works. Thi…

2014-04-03abs ↗pdf ↗

Recent research connects Hörmander's old work to modern boundary Laplacian analysis.

problem How close is the Dirichlet-to-Neumann map to the boundary Laplacian?
method Investigates techniques from Hörmander's 1950s manuscript to solve modern boundary Laplacian problems.
result Obtained results for DtN maps on non-smooth boundaries, Helmholtz equation, and differential forms.

Domain-general semantic parsing is a long-standing goal in natural language processing, where the semantic parser is capable of robustly parsing sentences from domains outside of which it was trained. Current approaches largely rely on additional supervision from new domains in order to generalize to those domains. We …

2016-06-20abs ↗pdf ↗

This brief manuscript provides an introduction to Lévy processes and their applications in finance as the random process that drives asset models. Characteristic functions and random variable generators of popular Lévy processes are presented in R.

2015-03-12abs ↗pdf ↗

This manuscript develops the theory of agglomerative clustering with Bregman divergences. Geometric smoothing techniques are developed to deal with degenerate clusters. To allow for cluster models based on exponential families with overcomplete representations, Bregman divergences are developed for nondifferentiable co…

2012-06-27abs ↗pdf ↗

This manuscript presents some new impossibility results on adversarial robustness in machine learning, a very important yet largely open problem. We show that if conditioned on a class label the data distribution satisfies the W2W_2 Talagrand transportation-cost inequality (for example, this condition is satisfied if t…

2018-10-08abs ↗pdf ↗

This paper introduces Bayes Hilbert spaces for efficient posterior approximation.

problem Efficient posterior approximation in Bayesian models for large datasets.
method Develops Bayes Hilbert spaces for posterior approximation and connects them to Bayesian coresets and kernel-based distances.
result Bayes Hilbert spaces provide a novel framework for posterior approximation that is computationally efficient.

Develops a new framework for temporal anchoring in deep embedding spaces.

problem Temporal anchoring in deep embedding spaces, especially drift and convergence issues.
method Operator-theoretic framework with drift maps and event-indexed blocks, proving convergence theorems and equivalence theorems.
result Proves convergence theorems and equivalence theorems for the proposed framework.

ArtificialReplay improves data efficiency in bandits using historical data.

problem Data inefficiency in warm-starting bandit algorithms.
method ArtificialReplay, a meta-algorithm for incorporating historical data into any bandit algorithm.
result ArtificialReplay uses only a fraction of historical data compared to a full warm-start approach, achieving identical regret.

Survey of weak form's role in equation learning, parameter estimation, and coarse graining.

problem Noise robustness, accuracy, and computational efficiency in weak form applications.
method Survey and recent developments in weak form versions of equation learning, parameter estimation, and coarse graining.
result Surprising noise robustness, accuracy, and computational efficiency in weak form applications.

ADR helps LLMs find and use historical analogies for foresight analysis.

problem LLMs struggle to find relevant historical analogies due to surface-level matching.
method Proposes CANA framework with mechanism alignment and cross-analogy confirmation.
result CANA improves historical analogy generation by up to 10%.

Proposes dynamic borrowing method for historical data in clinical trials.

problem Insufficient statistical power in rare and pediatric disease clinical trials.
method Dynamic borrowing method based on frequentist approach using similarity measures.
result Demonstrates usefulness of dynamic borrowing in reanalyzing clinical trial data.

In this manuscript we review the construction of the Teichmüller TQFT in [AK1], upgrading it to a theory dependent on an extra odd integer NN using results developed in [AK3]. We also describe how this theory is related with quantum Chern--Simons Theory at level NN with gauge group PSL(2,C)\rm{PSL}(2,\mathbb{C}).

2016-12-21abs ↗pdf ↗

This manuscript contains a detailed proof of the Poincare Conjecture. The arguments we present here are expanded versions of the ones given by Perelman in his three preprints posted in 2002 and 2003. This is a revised version taking in account the comments of the referees and others. It has been reformatted in the AMS …

2006-07-25abs ↗pdf ↗

Data describing historical economic growth are analysed. Included in the analysis is the world and regional economic growth. The analysis demonstrates that historical economic growth had a natural tendency to follow hyperbolic distributions. Parameters describing hyperbolic distributions have been determined. A search …

2015-09-09abs ↗pdf ↗

The study characterizes symmetries in Kaehler manifolds.

problem Understanding symmetries in Kaehler manifolds.
method Analyzing specific types of Kaehler manifolds: constant holomorphic sectional curvature, semisymmetric, and holomorphically pseudosymmetric.
result Characterization results and geometric interpretation of the complex Tachibana tensor.

Simplicial, piecewise-flat discretizations of manifolds provide a clear path towards curvature analysis on discrete geometries and for solutions of PDE's on manifolds of complex topologies. In this manuscript we review and expand on discrete exterior calculus methods using hybrid domains. We then analyze the geometric …

2012-12-05abs ↗pdf ↗

We give a new proof of Markov's classical theorem relating any two closed braid representations of the same knot or link. The proof is based upon ideas in a forthcoming paper by the authors, "Stabilization in the braid groups". The new proof of the classical Markov theorem is used by Nancy Wrinkle in her forthcoming ma…

2002-02-18abs ↗pdf ↗

This manuscript surveys reinforcement learning from the perspective of optimization and control with a focus on continuous control applications. It surveys the general formulation, terminology, and typical experimental implementations of reinforcement learning and reviews competing solution paradigms. In order to compa…

2018-06-25abs ↗pdf ↗

Extends gradient estimates for heat equation under Finsler geometric flows.

problem Global gradient estimates for positive solutions to heat equation.
method General compact Finsler CD(K,N)CD(-K,N) geometric flow.
result Derives Harnack inequality for positive solutions.

Improved Bayesian inference using power priors with historical data.

problem Improving Bayesian inference with historical data.
method Generalized power priors that adapt to the α\alpha parameter of Amari's α\alpha-divergence.
result Improved performance through appropriate choices of the α\alpha parameter.

This is a facsimile of the circa 1990 unpublished manuscript with the same title. All the original text, figures and tables are included; although text has been reset in \TeX, the original hand-drawn figures have been redrawn digitally, and the parameter kk in the original table of lens spaces has been replaced with t…

2018-02-27abs ↗pdf ↗

In this manuscript we analyse the leading statistical properties of fluctuations of (log) 3-month US Treasury bill quotation in the secondary market, namely: probability density function, autocorrelation, absolute values autocorrelation, and absolute values persistency. We verify that this financial instrument, in spit…

2007-06-08abs ↗pdf ↗

We study simple branched coverings of degree d of the 2- and 3- dimensional sphere branched over oriented links. We demonstrate how to use braid charts to develop embeddings of these into Sk×D2S^k \times D^2 for k=2,3whenk=2,3 when d=2,3$. This is an initial part of our study and represents the manuscript submitted to the RIMS w…

2012-06-21abs ↗pdf ↗

Develops a machine learning framework for identifying authorship in texts.

problem Identifying the author of texts, especially when authors are unknown or multiple.
method Formulates authorship identification as a text categorization problem, uses supervised machine learning with stylometric features.
result A model accurately predicts authorship with high accuracy, especially with linguistic stylometric features.

Combines experimental and historical data for robust policy evaluation.

problem Policy evaluation with mixed data sources, especially experimental vs historical.
method Linear integration of estimators from experimental and historical data, optimized for MSE minimization.
result Proposed estimators outperform traditional methods in ridesharing company data.