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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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12.5%25.0%37.5%50.0% · May 199419922001200920172026
48 results for interaction strength

This paper calculates interaction strength for translation surfaces with multiple singularities.

problem Computing the interaction strength of translation surfaces with multiple singularities is challenging.
method The authors study interaction strength of specific families of translation surfaces, including regular polygons and Bouw-Möller surfaces.
result The paper provides exact computations of KVol on translation surfaces with multiple singularities.

We present a simple model of firm rating evolution. We consider two sources of defaults: individual dynamics of economic development and Potts-like interactions between firms. We show that such a defined model leads to phase transition, which results in collective defaults. The existence of the collective phase depends…

2009-04-28abs ↗pdf ↗

A new method detects interactions in machine learning models.

problem Interpreting non-linear and interaction effects in machine learning models.
method Regional effect plots with implicit interaction detection.
result The method quantifies and interprets feature effects reliably, less confounded by interactions.

Two methods improve tensor recovery in Ising models, revealing gene interactions.

problem Improving tensor recovery in Ising models for complex data structures.
method Pseudolikelihood and interaction screening approaches for tensor learning.
result Both methods achieve tensor recovery with sample size logarithmic in nodes, exponential in strength and degree.

We consider a system of diffusion processes that interact through their empirical mean and have a stabilizing force acting on each of them, corresponding to a bistable potential. There are three parameters that characterize the system: the strength of the intrinsic stabilization, the strength of the external random per…

2012-04-16abs ↗pdf ↗

Novel method uses information theory to measure causal influences during transient neural events.

problem Characterizing network interactions during transient neural events.
method Structural Causal Models, Information Theory, Transfer Entropy, Dynamic Causal Strength, Relative Dynamic Causal Strength.
result Introduced a novel measure, relative Dynamic Causal Strength, with theoretical and empirical support.

A new method detects interactions in neural networks using topological analysis.

problem Detecting interactions between input features in neural networks.
method Topological analysis of neural network connectivity to quantify interaction strength.
result The PID algorithm outperforms state-of-the-art baselines in interaction detection tasks.

Investigate the evolving structure of cryptocurrency interactions using high-frequency returns.

problem Evolution of cryptocurrency interactions
method Construct directed and weighted networks from Granger causal relationships between cryptocurrency log-returns.
result Normalized returns exhibit heavy-tailed distributions.

Inference in general Ising models is difficult, due to high treewidth making tree-based algorithms intractable. Moreover, when interactions are strong, Gibbs sampling may take exponential time to converge to the stationary distribution. We present an algorithm to project Ising model parameters onto a parameter set that…

2014-07-03abs ↗pdf ↗

We formulate and analyze a multi-agent model for the evolution of individual and systemic risk in which the local agents interact with each other through a central agent who, in turn, is influenced by the mean field of the local agents. The central agent is stabilized by a bistable potential, the only stabilizing force…

2015-07-29abs ↗pdf ↗

In this work the system of agents is applied to establish a model of the nonlinear distributed signal processing. The evolution of the system of the agents - by the prediction time scale diversified trend followers, has been studied for the stochastic time-varying environments represented by the real currency-exchange …

2011-10-12abs ↗pdf ↗

When performing regression on a dataset with pp variables, it is often of interest to go beyond using main linear effects and include interactions as products between individual variables. For small-scale problems, these interactions can be computed explicitly but this leads to a computational complexity of at least $…

2016-10-17abs ↗pdf ↗

A new model clusters network nodes based on relative edge weights.

problem Clustering networks ignores node capacities, leading to biased results.
method Proposes a Dirichlet stochastic block model for composition-weighted networks.
result Validated on simulated and real-world networks, showing improved clustering accuracy.

Graphs can model interactions between vertices, but how well depends on graph structure.

problem Lack of formal characterization of GNNs' ability to model interactions between vertices.
method Formalized interaction strength using separation rank and quantified it for different partitions of vertices.
result GNNs' ability to model interactions is primarily determined by the partition's walk index.

AdaEnsemble learns adaptive feature interactions for CTR prediction.

problem Learning feature interactions for CTR prediction in recommender systems and Ads ranking.
method AdaEnsemble is a Sparsely-Gated Mixture-of-Experts (SparseMoE) architecture that dynamically selects feature interaction depth.
result AdaEnsemble achieves better prediction accuracy and inference efficiency compared to state-of-the-art models.

Networks provide a powerful formalism for modeling complex systems by using a model of pairwise interactions. But much of the structure within these systems involves interactions that take place among more than two nodes at once; for example, communication within a group rather than person-to person, collaboration amon…

2018-02-20abs ↗pdf ↗

We consider few-body bound state systems and provide precise definitions of Borromean and Brunnian systems. The initial concepts are more than a hundred years old and originated in mathematical knot-theory as purely geometric considerations. About thirty years ago they were generalized and applied to the binding of sys…

2012-05-03abs ↗pdf ↗

We consider a network of interacting agents and we model the process of choice on the adoption of a given innovative product by means of statistical-mechanics tools. The modelization allows us to focus on the effects of direct interactions among agents in establishing the success or failure of the product itself. Mimic…

2014-09-12abs ↗pdf ↗

HYVINT generates hypergraphs with intensity-driven incidence formation and variational learning.

problem Challenges in generating hypergraphs with mechanistic interpretation and limited latent space.
method HYVINT uses intensity-driven incidence formation and a lower-bound variational estimator for latent representations.
result HYVINT achieves strong fidelity and novelty on synthetic and real-world hypergraphs.

Ensembles of neural networks learn better by sharing information.

problem Improving performance of neural networks through collective learning.
method Modeling neural networks as socially interacting agents aiming to maximize their own performance and functional relations to others.
result Optimal collective performance emerges from local interactions between networks, leading to specialization and higher confidence.

The worldwide trade network has been widely studied through different data sets and network representations with a view to better understanding interactions among countries and products. Here we investigate international trade through the lenses of the single-layer, multiplex, and multi-layer networks. We discuss diffe…

2018-09-19abs ↗pdf ↗

In this paper we investigate the computational complexity of learning the graph structure underlying a discrete undirected graphical model from i.i.d. samples. We first observe that the notoriously difficult problem of learning parities with noise can be captured as a special case of learning graphical models. This lea…

2014-12-03abs ↗pdf ↗

Stochastic blockmodels allow us to represent networks in terms of a latent community structure, often yielding intuitions about the underlying social structure. Typically, this structure is inferred based only on a binary network representing the presence or absence of interactions between nodes, which limits the amoun…

2019-04-03abs ↗pdf ↗

Financial markets are a classical example of complex systems as they comprise many interacting stocks. As such, we can obtain a surprisingly good description of their structure by making the rough simplification of binary daily returns. Spin glass models have been applied and gave some valuable results but at the price…

2012-06-20abs ↗pdf ↗

We studied the Bouchaud-Mézard(BM) model, which was introduced to explain Pareto's law in a real economy, on a random network. Using "adiabatic and independent" assumptions, we analytically obtained the stationary probability distribution function of wealth. The results shows that wealth-condensation, indicated by the …

2012-09-12abs ↗pdf ↗

We are concerned with modeling the strength of links in networks by taking into account how often those links are used. Link usage is a strong indicator of how closely two nodes are related, but existing network models in Bayesian Statistics and Machine Learning are able to predict only wether a link exists at all. As …

2014-02-18abs ↗pdf ↗

The identification of novel drug-target (DT) interactions is a substantial part of the drug discovery process. Most of the computational methods that have been proposed to predict DT interactions have focused on binary classification, where the goal is to determine whether a DT pair interacts or not. However, protein-l…

2018-01-30abs ↗pdf ↗

New algorithms for interactive learning match minimax bounds efficiently.

problem Interactive learning in the realizable setting with computational efficiency.
method General framework, computationally efficient algorithms, Monte Carlo hit-and-run sampling.
result Sample complexities quantifiable in terms of combinatorial quantities, computationally efficient.

Introduces a new system for modeling bank solvency contagion with heterogeneous impacts and exposures.

problem Modeling bank solvency contagion with asymmetric interactions and heterogeneous exposures.
method Develops a heterogeneous McKean-Vlasov system to characterize solvency contagion in interbank markets.
result Derives a unique solution for the system under certain conditions, resolving instability issues.

New method models aptamer libraries as Boltzmann-weighted graph ensembles for better affinity predictions.

problem Anomalous candidates in SELEX datasets obscure true aptamer-ligand affinity.
method Boltzmann graph ensemble embeddings for thermodynamically parameterized exponential-family random graphs.
result Proposed embedding enables robust community detection and subgraph-level explanations for aptamer ligand affinity.