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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.

168,695 papers · 148 categories

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123247370493 · Jun 202019922001200920172026
48 results for large universe

NODEs can approximate a wide range of diffeomorphisms with strong guarantees.

problem The approximation power of NODEs under certain conditions.
method Leveraging a structure theorem of the diffeomorphism group.
result NODEs can approximate a large class of diffeomorphisms with a stronger guarantee.

For several instances of metric largeness like enlargeability or having hyperspherical universal covers, we construct non-large vector subspaces in the rational homology of finitely generated groups. The functorial properties of this construction imply that the corresponding largeness properties of closed manifolds dep…

2009-02-05abs ↗pdf ↗

We test the price momentum effect in the Korean stock markets under the momentum universe shrinkage to subuniverses of the KOSPI 200. Performance of the momentum strategy is not homogeneous with respect to change of the momentum universe. It is found that some submarkets generate the higher momentum returns than other …

2012-11-28abs ↗pdf ↗

The paper optimizes portfolios with transaction costs in a large asset universe.

problem Optimizing portfolios with transaction costs in a large asset universe.
method Mean-variance optimization with nonconvex penalty for proportional and quadratic transaction costs.
result The proposed models show satisfactory performance and highlight the importance of transaction costs.

MAT combines meta-learning and adversarial training to defend against universal patches.

problem Defending against universal patches that fool models in various contexts.
method Meta adversarial training (MAT) integrates meta-learning with adversarial training.
result MAT increases robustness against universal patch attacks on image classification and traffic-light detection.

This paper fine-tunes LLMs for stock return prediction using financial news.

problem Improving stock return forecasting accuracy using LLMs.
method Fine-tuning LLMs with text and forecasting modules, comparing encoder-only and decoder-only models, and integrating token-level representations.
result LLMs' aggregated token-level embeddings enhance return predictions for long-only and long-short portfolios.

New analysis shows halting time is predictable for large models, improving optimization efficiency.

problem Understanding the average-case complexity of optimization algorithms for large-scale models.
method Average-case analysis of first-order methods on random least squares and neural networks.
result Halting time is independent of input distribution, leading to tighter convergence rates.

The paper explores simple and relatively simple transformation groups and their universal coverings.

problem Understanding the structure of universal coverings of transformation groups.
method Study of relatively simple groups and generalization of Tsuboi's metric space.
result Tsuboi's metric space of Ham~(M,ω)\widetilde{\mathrm{Ham}}(M, ω) is not quasi-isometric to the half line.

In this paper we explore coarse properties of cusp-decomposable manifolds first defined by Nguyên Phan. We describe the large scale geometry of the universal cover of a cusp-decomposable manifold and of quasi-isometries between two such universal covers. This description will provide us the tools to prove quasi-isometr…

2017-04-21abs ↗pdf ↗

The study shows conditions for larger volumes in the universal cover of a manifold.

problem Conditions for larger volumes in the universal cover of a manifold.
method Analyzes the relationship between the volume of a manifold and the volume of its universal cover.
result Guarantees the existence of balls with greater-than-hyperbolic volumes in the universal cover.

Simple technique turns any adversarial attack into a universal one using few test examples.

problem Creating universal adversarial attacks with minimal data.
method Universalization technique using few adversarial test examples and spectral properties.
result Simple universalization technique achieves comparable fooling rates to state-of-the-art methods.

Study confirms the square-root law in price impact across Tokyo stocks.

problem The debate on the strict universality of the square-root law in price impact.
method Comprehensive survey of all trading accounts on the Tokyo Stock Exchange over 8 years.
result The exponent δ is equal to 1/2 for all stocks within statistical errors.

We present an algorithm for computing class-specific universal adversarial perturbations for deep neural networks. Such perturbations can induce misclassification in a large fraction of images of a specific class. Unlike previous methods that use iterative optimization for computing a universal perturbation, the propos…

2019-12-01abs ↗pdf ↗

We present evidence, that if a large enough set of high resolution stock market data is analyzed, certain analogies with physics -- such as scaling and universality -- fail to capture the full complexity of such data. Despite earlier expectations, the mean value per trade, the mean number of trades per minute and the m…

2005-12-21abs ↗pdf ↗

A grand challenge of the 21st century cosmology is to accurately estimate the cosmological parameters of our Universe. A major approach to estimating the cosmological parameters is to use the large-scale matter distribution of the Universe. Galaxy surveys provide the means to map out cosmic large-scale structure in thr…

2017-11-06abs ↗pdf ↗

ELF simplifies normalizing flows, making them more efficient and universal.

problem Computational inefficiency of normalizing flows.
method ELF introduces a simple, one-layer network with closed-form Lipschitz constants, combining the ease of residual flows with the performance of autoregressive flows.
result ELF is a provably universal density approximator, more efficient computationally and parameter-wise.

For each nn, we construct a separable metric space Un\mathbb{U}_n that is universal in the coarse category of separable metric spaces with asymptotic dimension (asdim\mathop{asdim}) at most nn and universal in the uniform category of separable metric spaces with uniform dimension (udim\mathop{udim}) at most nn. Thus, $\m…

2017-08-11abs ↗pdf ↗

Graph Neural Networks struggle on random graphs without node identifiers.

problem Graph Neural Networks' limitations on random graphs without node identifiers.
method Study of Graph Neural Networks and Structural Graph Neural Networks convergence on large random graphs.
result Structural Graph Neural Networks are more powerful and universal than Graph Neural Networks on random graphs.

Regularization is essential when training large neural networks. As deep neural networks can be mathematically interpreted as universal function approximators, they are effective at memorizing sampling noise in the training data. This results in poor generalization to unseen data. Therefore, it is no surprise that a ne…

2014-12-20abs ↗pdf ↗

Gradient descent dynamics in nonconvex models explained with universality.

problem Understanding long-time behavior of nonconvex gradient descent.
method Developed a state evolution system for tracking gradient descent iterates.
result Gradient descent iterates are approximately independent of data and strongly incoherent with feature vectors.

Algorithm tackles large-scale portfolio optimization with higher moments, improving computational efficiency.

problem Optimizing portfolios with higher moments (variance, skewness, kurtosis) for large asset universes is computationally infeasible.
method Developed a structure-exploiting algorithm based on Yau's affine-normal descent, working directly with return matrix.
result Algorithm avoids explicit higher-order tensors and exploits quartic structure for efficient computation.

Transformers enable in-context learning with guarantees for a wide range of tasks.

problem How to enable in-context learning with transformers for various tasks.
method Developed a universal approximation theory integrating Barron's function approximation with transformer capabilities.
result Transformers can approximate any target function with vanishingly small risk using a few in-context examples.

New findings show Gaussian universality breaks down in high-dimensional linear factor mixtures.

problem The limitations of Gaussian universality in high-dimensional classification.
method Characterization of empirical risk minimization for classification under linear factor mixture models.
result Gaussian universality breaks down under high-dimensional linear factor mixtures.

The goal of this paper is to characterize function distributions that deep learning can or cannot learn in poly-time. A universality result is proved for SGD-based deep learning and a non-universality result is proved for GD-based deep learning; this also gives a separation between SGD-based deep learning and statistic…

2020-01-07abs ↗pdf ↗

Consider a family of portfolio strategies with the aim of achieving the asymptotic growth rate of the best one. The idea behind Cover's universal portfolio is to build a wealth-weighted average which can be viewed as a buy-and-hold portfolio of portfolios. When an optimal portfolio exists, the wealth-weighted average c…

2015-10-09abs ↗pdf ↗

New findings show neural network training loss follows a power law over time.

problem Understanding the optimization process of neural networks during training.
method Spectral analysis of the integral operator representing the linearized evolution of a large network.
result The loss function in neural network training follows a power law behavior, L(t)tξL(t) \sim t^{-ξ}, with exponent ξξ determined by network parameters and data characteristics.

Semantic segmentation is a critical method in the field of autonomous driving. When performing semantic image segmentation, a wider field of view (FoV) helps to obtain more information about the surrounding environment, making automatic driving safer and more reliable, which could be offered by fisheye cameras. However…

2020-01-31abs ↗pdf ↗

Dimension reduction is the process of embedding high-dimensional data into a lower dimensional space to facilitate its analysis. In the Euclidean setting, one fundamental technique for dimension reduction is to apply a random linear map to the data. This dimension reduction procedure succeeds when it preserves certain …

2015-11-30abs ↗pdf ↗

Understanding large-scale patterns in student course enrollment is a problem of great interest to university administrators and educational researchers. Yet important decisions are often made without a good quantitative framework of the process underlying student choices. We propose a probabilistic approach to modellin…

2019-05-31abs ↗pdf ↗