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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.

168,657 papers · 148 categories

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19375674 · May 202619922001200920172026
48 results for infinite dilution

Hybridizes physical and data-driven methods for predicting physicochemical properties.

problem Predicting physicochemical properties accurately using limited data.
method Distills physical method predictions into a prior model and combines with sparse experimental data using Bayesian inference.
result Significant improvements in predicting activity coefficients at infinite dilution compared to baselines and ensemble methods.

EP algorithm for efficient feature selection in binary classification.

problem Sparse feature selection in binary classification.
method Statistical mechanics inspired expectation propagation (EP) on a diluted Bayesian classifier.
result EP is a robust and competitive algorithm in terms of variable selection, estimation accuracy, and computational complexity.

Machine learning predicts phase behavior in active matter suspensions.

problem Predicting phase behavior in active matter systems using machine learning.
method Used deep learning techniques, including fully connected networks and graph neural networks, to predict motility-induced phase separation (MIPS) in ABP suspensions.
result Strong agreement between machine learning predictions and MIPS binodal from simulations, suggesting machine learning as an effective method for phase behavior determination.

Power-law portfolios improve diversification by scaling weights sub-linearly.

problem Optimization methods struggle with unstable pair correlations and non-Gaussian risk measures.
method Construct portfolios with penalty proportional to arbitrary order moment of returns, leading to sub-linear weight scaling.
result Infinite order power-law portfolios are perfectly diversified, improving diversification over Kelly portfolios.

NN-GPR improves climate model predictions by preserving fine-scale spatial information.

problem Dilution of fine-scale spatial information and bias in model averaging.
method Gaussian process regression with an infinitely wide deep neural network.
result NN-GPR produces more accurate and detailed climate projections.

The performance of EM in learning mixtures of product distributions often depends on the initialization. This can be problematic in crowdsourcing and other applications, e.g. when a small number of 'experts' are diluted by a large number of noisy, unreliable participants. We develop a new EM algorithm that is driven by…

2015-06-09abs ↗pdf ↗

Progress in machine learning is measured by careful evaluation on problems of outstanding common interest. However, the proliferation of benchmark suites and environments, adversarial attacks, and other complications has diluted the basic evaluation model by overwhelming researchers with choices. Deliberate or accident…

2018-06-07abs ↗pdf ↗

ZeroS improves Transformers by adding negative weights, matching or beating softmax attention.

problem Limited performance of linear attention methods, especially in long context sequences.
method Proposes Zero-Sum Linear Attention (ZeroS) that removes the zero-order term and reweights zero-sum softmax residuals.
result ZeroS matches or exceeds standard softmax attention across various benchmarks, theoretically expanding representable functions.

New method targets relative risk heterogeneity in clinical trials.

problem Identifying treatment effects across subgroups with absolute risk differences.
method Modified causal forests using a novel node-splitting procedure based on relative risk.
result Relative risk causal forests can capture heterogeneity not detected by absolute risk methods.

A complementary label (CL) simply indicates an incorrect class of an example, but learning with CLs results in multi-class classifiers that can predict the correct class. Unfortunately, the problem setting only allows a single CL for each example, which notably limits its potential since our labelers may easily identif…

2019-12-30abs ↗pdf ↗

Study finds short-term trading signals can enhance alpha in U.S. S&P 500 portfolios.

problem Traditional factor investing misses real-time market dislocations.
method Double-selection LASSO framework to control for fundamental factors and isolate trading signals.
result 17 distinct trading signals capture significant risk premiums and enhance portfolio diversification.

Theoretical analysis of data quality and synergies in LLMs.

problem Understanding why different training methods require different amounts of data.
method Theoretical analysis of transformers trained on a weight prediction task for linear regression.
result SFT excels on smaller datasets challenging for the pretrained model, while RL benefits from large, not overly difficult data.

Cyber security has grown up to be a hot issue in recent years. How to identify potential malware becomes a challenging task. To tackle this challenge, we adopt deep learning approaches and perform flow detection on real data. However, real data often encounters an issue of imbalanced data distribution which will lead t…

2018-02-09abs ↗pdf ↗

3D Convolutional Neural Networks are sensitive to transformations applied to their input. This is a problem because a voxelized version of a 3D object, and its rotated clone, will look unrelated to each other after passing through to the last layer of a network. Instead, an idealized model would preserve a meaningful r…

2018-04-12abs ↗pdf ↗

Survey on principles and challenges of interpretable machine learning.

problem Improving machine learning models' interpretability for high-stakes decisions.
method Identification and analysis of 10 technical challenges in interpretable machine learning.
result Identification of 10 technical challenges in interpretable machine learning.

This paper shows RBMs can maintain strong performance even after extreme pruning, but only if done early in training.

problem The computational and environmental costs of large neural networks.
method Investigating the performance of RBMs under extreme pruning conditions, inspired by the Lottery Ticket Hypothesis.
result RBMs can achieve high-quality generative performance even after 80% pruning, but performance degrades sharply above a critical point.

GNN-CL model improves financial fraud detection using graph neural networks and reinforcement learning.

problem Complex financial fraud detection with high false positive rates.
method Combines GNN, CNN, LSTM, and MLPS to analyze transaction patterns and uses reinforcement learning to filter out noise.
result GNN-CL outperforms existing methods in financial fraud detection, reducing false positives.

A new framework evaluates deep learning vs classical forecasting methods for time series predictions.

problem Current forecasting model evaluation metrics fail to capture model performance differences.
method Proposes a novel framework for evaluating univariate time series forecasting models from multiple perspectives.
result Deep learning models like NHITS outperform classical methods in multi-step ahead forecasting but not in anomaly handling.

ModelRadar evaluates forecasting models across multiple aspects.

problem Evaluating forecasting models using single scores hides relevant performance variations.
method ModelRadar, a framework for aspect-based evaluation of univariate time series forecasting models.
result NHITS performs best overall but its superiority varies with forecasting conditions.

New metrics CWSA and CWSA+ improve model evaluation under confidence thresholds.

problem Lack of metrics capturing model reliability under confidence thresholds.
method Introducing CWSA and CWSA+ metrics that reward confident accuracy and penalize overconfident mistakes.
result CWSA and CWSA+ outperform classical metrics in trust-sensitive tests.

FPPI selectively uses predictions to improve inference efficiency.

problem Improving statistical inference with limited labeled data and heterogeneous prediction quality.
method Filtered Prediction-Powered Inference (FPPI) framework.
result FPPI achieves strictly improved asymptotic efficiency compared to existing methods.

This work optimizes signal estimation for sparse MRA with collision-free signals.

problem Recovering an unknown signal from repeated observations under cyclic isometries with high noise.
method Investigates minimax optimality for collision-free signals in the MRA model.
result The minimax optimal rate of estimation is \( \sigma^2/\sqrt{n} \) for sparse MRA.

Veech groups uniformize Teichmüller geodesic curves in Riemann moduli space. Recently, examples of infinitely generated Veech groups have been given. We show that these can even have infinitely many cusps and infinitely many infinite ends. We further show that examples exist for which each direction of an infinite end …

2004-10-06abs ↗pdf ↗

We generalise surface cluster algebras to the case of infinite surfaces where the surface contains finitely many accumulation points of boundary marked points. To connect different triangulations of an infinite surface, we consider infinite mutation sequences. We show transitivity of infinite mutation sequences on tria…

2017-04-06abs ↗pdf ↗

This paper is one step toward infinite energy gauge theory and the geometry of infinite dimensional moduli spaces. We generalize a gluing construction in the usual Yang-Mills gauge theory to an ``infinite energy'' situation. We show that we can glue an infinite number of instantons, and that the resulting instantons ha…

2005-08-01abs ↗pdf ↗

AI predicts stock winners with 2.43 Sharpe ratio, but returns are highly concentrated.

problem Predicting stock returns with AI, focusing on identifying top winners.
method Deployed a state-of-the-art LLM to autonomously search the web for stock attractiveness, avoiding look-ahead bias.
result AI can generate alpha by identifying top winners, but returns are highly concentrated.

Study examines infinite limits of transformer dynamics, identifying key parameterizations.

problem Understanding the training dynamics of transformer models in the feature learning regime.
method Analysis of infinite scaling limits using dynamical mean field theory.
result Identified parameterizations that admit well-defined infinite width and depth limits.

Study infinite superelliptic curves and their Veech groups, providing geometric and algebraic insights.

problem Characterize Veech groups of infinite superelliptic curves.
method Analyzing geometric properties, differential equations, and group theory.
result Veech groups of infinite superelliptic curves are all matrices permuting branched points.

Study on infinite-dimensional Heisenberg groups using hypoelliptic heat kernels.

problem Properties of hypoelliptic heat kernels on infinite-dimensional reduced Heisenberg groups.
method Construction and study of hypoelliptic heat kernels on infinite-dimensional reduced Heisenberg groups.
result Hypoelliptic logarithmic Sobolev inequalities on the space.

Study infinite-depth limits of neural networks with fixed width.

problem Understanding the behavior of neural networks as depth increases with fixed width.
method Analyzing finite-width residual networks with random Gaussian weights, focusing on the infinite-depth limit.
result The pre-activations converge to a zero-drift diffusion process, differing from the infinite-width limit.

We define and study analogs of curve graphs for infinite type surfaces. Our definitions use the geometry of a fixed surface and vertices of our graphs are infinite multicurves which are bounded in both a geometric and a topological sense. We show that the graphs we construct are generally connected, infinite diameter a…

2014-10-12abs ↗pdf ↗

Study infinite genus surfaces and Schottky groups for uniformization.

problem Investigate infinite genus surfaces and Schottky groups for uniformization.
method Definitions and proofs for infinite genus surfaces and Schottky groups, showing uniformization by Schottky groups.
result Infinite genus surfaces and handlebodies can be topologically and quasiconformally uniformized by Schottky groups.

Infinite-genus surfaces have many isospectral hyperbolic structures.

problem Finding many isospectral hyperbolic structures on infinite-genus surfaces.
method Constructing families of isospectral hyperbolic structures on infinite-type surfaces without planar ends.
result Uncountable families of isospectral and quasiconformally distinct hyperbolic structures on infinite-genus surfaces with self-similar end spaces.