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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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3672107143 · Jun 202019922001200920172026
48 results for hybrid scenario

Paper improves SVaR estimation for stress testing under macro scenarios using a hybrid GPR-HS framework.

problem Numerical instability in traditional SVaR estimation under extreme shocks.
method Extends GPR-HS framework to forward-looking stress scenarios with SACS for stable covariance.
result Stable SVaR ranges from -2.1020% to -2.2231%, preserving coherence property.

A new hybrid federated learning algorithm for combining clinical and omics data.

problem Combining clinical and omics data in federated learning settings.
method Reformulated Kernel Regularized Least Squares algorithm for hybrid federated learning.
result Validation of two variants of the hybrid algorithm on well-established datasets.

Hybrid approach combines transformer and Bayesian filtering for robust multiple particle tracking.

problem Challenges in tracking multiple particles in noisy scenes due to combinatorial explosion of hypotheses.
method Attention-Bayesian hybrid framework using transformer for association and Bayesian filtering for pruning hypotheses.
result Improved tracking accuracy and robustness against spurious detections.

Existing imitation learning approaches often require that the complete demonstration data, including sequences of actions and states, are available. In this paper, we consider a more realistic and difficult scenario where a reinforcement learning agent only has access to the state sequences of an expert, while the expe…

2019-03-11abs ↗pdf ↗

Hybrid framework optimizes reinsurance using generative models and reinforcement learning.

problem Traditional reinsurance optimization relies on restrictive assumptions and static designs.
method Combines VAEs for joint distribution learning and PPO for dynamic treaty parameter adaptation.
result Hybrid method produces more resilient outcomes with higher surpluses and lower tail risk.

Many emerging use cases of data mining and machine learning operate on large datasets with data from heterogeneous sources, specifically with both sparse and dense components. For example, dense deep neural network embedding vectors are often used in conjunction with sparse textual features to provide high dimensional …

2019-03-20abs ↗pdf ↗

A common practice in most of deep convolutional neural architectures is to employ fully-connected layers followed by Softmax activation to minimize cross-entropy loss for the sake of classification. Recent studies show that substitution or addition of the Softmax objective to the cost functions of support vector machin…

2017-10-20abs ↗pdf ↗

A hybrid model combines machine learning with a land surface model to improve soil moisture predictions.

problem Improving soil moisture predictions in climatological situations.
method Noah land-surface model integrated with Gaussian Processes, using autoregressive model for out-of-sample results.
result 3-fold reduction in RMSE using one-year leave-one-out cross-validation.

New algorithm fills gaps in offline data for hybrid RL, achieving similar gains without coverage assumptions.

problem Lack of provable benefits in hybrid RL with coverage assumptions.
method Warm-starting optimistic online algorithms with offline data in experience replay buffer.
result Hybrid RL gains similar to offline-only RL without coverage assumptions, demonstrating efficient exploration.

Hybrid framework predicts Arctic permafrost decline, risks infrastructure, and provides tools.

problem Tackles permafrost decline and infrastructure risk assessment in Arctic territories.
method Hybrid physics-machine learning framework integrating 2.9 million observations.
result Projects mean permafrost fraction decline of -20.3 pp under RCP8.5 forcing, with high-risk zones identified.

SHARC explains machine learning risk models for regulatory capital, linking outputs to scenarios.

problem Inability to explain machine learning model outputs to regulatory bodies.
method SHAP-based explainability framework for Hybrid GPR-HS architecture and SVaR stress-testing.
result SHARC links SVaR outputs to scenario inputs, providing auditable traceability.

Hybrid framework merges data and domain knowledge for better spatial interpolation.

problem Spatial interpolation overlooks domain knowledge and limits to spatial coordinates.
method Integrates data-driven features with rule-assisted spatial dependency function mapping.
result Superior performance in two application scenarios, capturing localized features.

New algorithm reduces online learning error for unknown feature distributions.

problem Oracle-efficient hybrid online learning with unknown feature and label distributions.
method Computational efficient online predictor using ERM oracle for finite-VC and fat-shattering classes.
result Oracle-efficient sublinear regret bounds for hybrid online learning with unknown feature generation.

Hybrid approach combines Markowitz's theory with reinforcement learning for optimal portfolio management.

problem Optimizing investment portfolios while balancing returns and risks.
method Knowledge distillation for training reinforcement learning agents.
result Achieves highest yield and Sharpe ratio of 2.03, ensuring top profitability with low risk.

We propose a new hybrid algorithm that allows incorporating both user and item side information within the standard collaborative filtering technique. One of its key features is that it naturally extends a simple PureSVD approach and inherits its unique advantages, such as highly efficient Lanczos-based optimization pr…

2018-02-18abs ↗pdf ↗

LLM generates coherent macroeconomic stress scenarios for portfolio risk assessment.

problem Macro-financial stress testing and portfolio risk assessment using traditional methods.
method Hybrid prompt-RAG pipeline combining structured prompting and retrieval of country fundamentals and news.
result LLM-generated scenarios yield stable tail-risk amplification with limited sensitivity to retrieval choices.

A machine learning environment for detecting autonomous vehicle corner cases.

problem Testing autonomous driving software in the real world is difficult.
method Connecting CARLA simulation software to TensorFlow and custom AI client software.
result The system can identify situations where AI software fails to understand the scenario.

A hybrid model combines Q-learning and PID controller for continuous vehicle control.

problem Learning unsatisfactory results with discrete action space in autonomous driving.
method Combining Q-learning and PID controller, using Quadratic Q-function approximation and action network.
result Autonomous vehicle successfully learns smooth and efficient driving behavior.

Proposes EDESH-SA for better inventory management under uncertainty.

problem Inventory management under uncertainty.
method Ensemble Differential Evolution with simulation-based hybridization and self-adaptation.
result Improves financial performance and optimizes search spaces.

Hybrid model combines neural networks and fluid dynamics for efficient, generalized simulations.

problem Inefficient and poor generalization of deep learning approximations of fluid dynamics.
method Combines graph neural networks with a differentiable PDE solver inside a neural network.
result Hybrid model generalizes well to new scenarios and outperforms both neural network and traditional methods.

Paper develops MMOT framework for financial applications with neural acceleration.

problem Financial optimization and calibration under multi-period martingale constraints.
method Theoretical analysis, incremental updates, adaptive sparse grids, hybrid neural-projection solver.
result Neural solver achieves 1597x speedup for real-time applications.

We propose a one-class neural network (OC-NN) model to detect anomalies in complex data sets. OC-NN combines the ability of deep networks to extract a progressively rich representation of data with the one-class objective of creating a tight envelope around normal data. The OC-NN approach breaks new ground for the foll…

2018-02-18abs ↗pdf ↗

Hybrid Bayesian MOT uses neural networks to improve model aspects, achieving state-of-the-art performance.

problem Improving multiobject tracking performance across various scenarios.
method Hybrid approach combining neural network enhancements with Bayesian estimation and belief propagation.
result State-of-the-art performance in autonomous driving dataset evaluation.

In this paper, we propose a novel dynamic ensemble selection framework using meta-learning. The framework is divided into three steps. In the first step, the pool of classifiers is generated from the training data. The second phase is responsible to extract the meta-features and train the meta-classifier. Five distinct…

2018-11-01abs ↗pdf ↗

Hybrid model improves synthetic equity data generation.

problem Generating realistic synthetic financial time series.
method Discretized excess growth rates into states with Poisson jumps, estimating parameters directly.
result Framework achieved high pass rates for distributional and volatility clustering tests.

Defines non-parabolic curves in spatial hybrid space with applications.

problem Defining and analyzing non-parabolic spatial hybrid framed curves.
method Definition and proof of existence and uniqueness theorem for non-parabolic spatial hybrid framed curves.
result Existence and uniqueness theorem for non-parabolic spatial hybrid framed curves.

Hybrid model uses LLM to build transparent Bayesian networks for trading decisions.

problem Rigorous and transparent reasoning required in financial trading, especially for options strategies.
method Combines LLM strengths with Bayesian Networks, using LLM to construct context-specific networks and select relevant data.
result Empirically, the hybrid system outperforms market benchmarks with superior risk-adjusted performance.

BRAID fine-tunes diffusion models to optimize reward models in offline scenarios.

problem Combining generative modeling and model-based optimization in offline scenarios.
method Conservative fine-tuning of diffusion models using RL to optimize reward models.
result BRAID outperforms existing methods in offline data, avoiding invalid designs.

UCFE benchmarks LLMs in financial tasks with human feedback.

problem Evaluating LLMs' financial task performance and user satisfaction.
method Hybrid approach combining human expert evaluations and dynamic interactions.
result Significant alignment between benchmark scores and human preferences (Pearson correlation coefficient of 0.78).

Breaks down complex nonlinear dynamics into simpler components.

problem Control of nonlinear dynamical systems remains challenging.
method Inspired by hybrid switching systems, decomposes dynamics into simpler stochastic switching linear dynamical systems.
result Extracts hierarchies of Markovian and auto-regressive locally linear controllers from nonlinear experts.

Combines ML and DA to infer unresolved scale parametrisation from noisy data.

problem Training ML-based parametrisations from realistic, noisy and sparse observations.
method Two-step process: DA for state estimation, ML for model error prediction.
result Hybrid model produces better forecasts and attractor representation.

In this work we present a new approach on studying dynamical systems. Combining the two ways of expressing the uncertainty, using probabilistic theory and credibility theory, we have research the generalized fractional hybrid equations. We have introduced the concepts of generalized fractional Wiener process, generaliz…

2009-09-15abs ↗pdf ↗

We explore hybrid subgroups of certain non-arithmetic lattices in PU(2,1)\mathrm{PU}(2,1). We show that all of Mostow's lattices are virtually hybrids; moreover, we show that some of these non-arithmetic lattices are hybrids of two non-commensurable arithmetic lattices in PU(1,1)\mathrm{PU}(1,1).

2019-05-29abs ↗pdf ↗

Defines hybrid systems on principal bundles and studies impact effects.

problem Understanding impact effects in hybrid mechanical systems.
method Defines hybrid systems on principal bundles, studies underlying geometry, and finds conditions for impact preservation.
result Conditions for preservation of both exterior and interior impacts by mechanical connections.