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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.

168,982 papers · 148 categories

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4488131175 · Jun 202019922001200920172026
48 results for hybrid vectors

Hybrid model combines VAR and neural network for OFI prediction.

problem Accurate prediction of Order Flow Imbalance (OFI) in high frequency trading.
method Combines Vector Auto Regression (VAR) and a simple feedforward neural network (FNN).
result Hybrid model achieves superior predictive accuracy compared to standalone models.

We consider the problem of learning a measure of distance among vectors in a feature space and propose a hybrid method that simultaneously learns from similarity ratings assigned to pairs of vectors and class labels assigned to individual vectors. Our method is based on a generative model in which class labels can prov…

2012-06-29abs ↗pdf ↗

New method optimizes 3D training data generation for deep networks.

problem Challenges in generating realistic 3D training data for deep networks.
method Hybrid gradient optimization of design decisions in graphics-based generation pipelines.
result Our approach outperforms prior methods in computational efficiency and performance.

MES-LSTM hybrid method improves multivariate time series forecasting and mortality modeling.

problem Challenges in applying hybrid forecast methods to multivariate data.
method Generalized multivariate extension of ES-RNN, utilizing vectorized implementation.
result MES-LSTM shows significant improvement over pure statistical and deep learning methods in forecast accuracy and prediction interval construction.

The problem of estimating a high-dimensional sparse vector θRn\boldsymbolθ \in \mathbb{R}^n from an observation in i.i.d. Gaussian noise is considered. The performance is measured using squared-error loss. An empirical Bayes shrinkage estimator, derived using a Bernoulli-Gaussian prior, is analyzed and compared with the…

2017-07-28abs ↗pdf ↗

Hybrid models improve groundwater level prediction and uncertainty analysis.

problem Predicting and analyzing uncertainty of monthly groundwater levels.
method Six evolutionary optimization algorithms (GOA, CSO, WA, GA, KA, PSO) hybridized with ANFIS, ANN, and SVM.
result ANFIS-GOA outperformed other models in predicting groundwater levels.

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 ↗

Study proposes a hybrid method for medium-term load forecasting.

problem Accurate medium-term load forecasting for power system operation and planning.
method Support Vector Regression (SVR) combined with Symbiotic Organism Search Optimization (SOSO) for parameter optimization and feature selection.
result The proposed method outperformed previous methods in the EUNITE competition dataset.

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.

A novel double-space tensor-product RKHS framework for hybrid uncertainty sensitivity analysis.

problem Quantifying the influence of hybrid aleatory and epistemic uncertainties on high-dimensional system responses.
method A novel double-space tensor-product RKHS framework for sensitivity analysis under hybrid uncertainty.
result Concurrent double Möbius inversion orthogonally decomposes global dependence measure into pure aleatory effects, pure epistemic effects, and their interaction contributions.

Paper introduces \ell-DER for regression tasks using morphological operators and convex-concave procedure.

problem Developing a universal approximator for regression tasks.
method Introduces \ell-DER model, trains it using a convex-concave procedure (CCP) to minimize least-squares.
result Outperforms other hybrid morphological models and state-of-the-art approaches.

Hybrid subgroups found in non-arithmetic PU(2,1) lattices.

problem Exploring hybrid subgroups in non-arithmetic PU(2,1) lattices.
method Exploring hybrid subgroups of certain non-arithmetic lattices in PU(2,1). Showing that Mostow's lattices are virtually hybrids and some are hybrids of two non-commensurable arithmetic lattices in PU(1,1).
result Mostow's lattices are virtually hybrids and some are hybrids of two non-commensurable arithmetic lattices in PU(1,1).

This paper speeds up simulations of hypersonic reentry by combining traditional and neural methods.

problem Accurately simulating hypersonic reentry with chemical reactions is computationally expensive.
method A hybrid simulation code combining a traditional fluid dynamics solver with a neural network approximating chemical reactions.
result Achieved significant acceleration factors (imes10 imes 10 to imes18.6 imes 18.6) while maintaining accuracy.

Paper proposes a hybrid model for VaR forecasting using SVR, GARCH, and KDE.

problem Inaccurate VaR estimates due to time-varying volatility and distributional characteristics.
method SVR-GARCH-KDE hybrid model combining nonlinear and nonparametric approaches.
result The SVR-GARCH-KDE hybrid outperforms benchmark models in VaR forecasting, especially for longer horizons.

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 ↗

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.

New method sparsifies hybrid neural ODEs for better performance and stability.

problem Excessive latent states and interactions from mechanistic models lead to training inefficiency and over-fitting.
method Automatic state selection and structure optimization combining domain-informed graph modifications with data-driven regularization.
result Improved predictive performance and robustness with desired sparsity.

Hybrid models combine interpretable and complex models for better performance and control.

problem Improving model performance and user transparency in machine learning.
method Investigates hybrid models from theory, taxonomy, and methodological perspectives.
result Hybrid models can outperform standalone black boxes and provide precise control over transparency.

Hybrid pipeline detects spike-and-wave discharges in long-term EEG recordings.

problem Manual identification of spike-and-wave discharges in long-term EEG recordings is labour-intensive and error-prone.
method A hybrid pipeline that combines analytical features with a shallow ANN for SWD detection.
result The method correctly detected 384 out of 392 annotated SWD events, achieving high sensitivity and specificity.

AuON is a linear-time optimizer that improves upon Muon's performance without approximate orthogonal matrices.

problem High memory and computational costs of orthogonal momentum updates.
method AuON uses normalized nonlinear scaling and a 'emergency brake' to handle exploding attention logits.
result AuON achieves strong performance without approximate orthogonal matrices, preserving structural alignment and reconditioning.

The paper investigates non-linear and heavy-tailed predictability in transition-energy financial markets.

problem Incomplete representation of dependence structure in Gaussian-linear forecasting frameworks.
method Develops a hybrid forecasting framework combining Student-t Vector Autoregressions with nonlinear recurrent residual learning architectures.
result The proposed framework consistently improves predictive accuracy relative to conventional models, especially during macro-financial stress.

A hybrid ASR system using conformer architecture improves word-error-rate and training speed.

problem Improving word-error-rate and training efficiency for hybrid ASR systems.
method Used conformer architecture, applied time downsampling, and transposed convolutions.
result Conformer-based hybrid model achieves competitive results and significantly outperforms BLSTM-based hybrid model.

Paper predicts Indian stocks using news psycholinguistic features.

problem Predicting Indian stock market performance using financial news.
method Hybrid intelligent models using psycholinguistic variables (LIWC and TAALES) from news articles.
result GMDH and GRNN are statistically the best techniques for prediction.

Hybrid Deep Embedding for aspect-level explanations in recommendations.

problem Challenges in personalization, dynamic explanations, and aspect-level granularity in recommendation systems.
method Proposes Hybrid Deep Embedding (HDE) to learn dynamic embeddings for user and item preferences, and aspect-level quality vectors.
result Demonstrates improved recommending performance and dynamic aspect-level explanations.