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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.

169,291 papers · 148 categories

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48 results for legacy systems

The Midwest Geometry Conference 2007 was devoted to the substantial mathematical legacy of Thomas P. Branson who passed away unexpectedly the previous year. This contribution to the Proceedings briefly introduces this legacy. We also take the opportunity of recording his bibliography. Thomas Branson was on the Editoria…

2008-04-02abs ↗pdf ↗

This paper maps the insurability of AI risks across various insurance products.

problem Emerging AI risks and their implications for insurance coverage.
method Coding 55 AI threat classes against 26 insurance products using public carrier materials and threat catalogs.
result Identification of a four-tier insurability frontier: affirmatively insured, silent-AI exposures, actively excluded, and unstructured perils.

A technique called 'prior laundering' uses legacy reconstructions to create uncertainty in Bayesian inverse problems.

problem Uncertainty in Bayesian inverse problems when data is uninformative.
method Using an archive of legacy reconstructions to create uncertainty in the posterior distribution, averaging the legacy posterior over measurements.
result The uncertainty reported in the posterior is inherited from the legacy reconstructions, not from the data itself.

This note summarizes in an informal way some geometric properties of Anosov representations into the symplectic group, which were presented in a talk at the conference What is Next. The mathematical legacy of Bill Thurston, held in June 2014 in Cornell.

2016-02-10abs ↗pdf ↗

New methods combine matrix elements and machine learning for more accurate LHC measurements.

problem High-dimensional data and complex detector response make likelihood function estimation difficult.
method Review and application of traditional histogram, Matrix Element Method, Optimal Observables, and neural density estimation techniques. Use of MadMiner for automation.
result New techniques have the potential to substantially improve LHC measurement sensitivity.

We briefly review results on nonlinear kinetic equation of Boltzmann type which describe the evolution of wealth in a simple agents market. The mathematical structure of the underlying kinetic equations allows to use well-known techniques of wide use in kinetic theory of rarefied gases to obtain information on the proc…

2010-05-27abs ↗pdf ↗

Article explores Thurston's circle packing theorem in 3-manifold geometry.

problem Understanding Thurston's circle packing theorem in 3-manifold geometry.
method Analyzes the Koebe-Andre'ev-Thurston Theorem and its relation to Thurston's circle packing theorem.
result Illustrates the significance of Thurston's circle packing theorem in 3-manifold geometry.

GenAI improves actuarial practices through case studies.

problem Improving actuarial practices using AI.
method Four case studies using LLMs, Retrieval-Augmented Generation, and vision-enabled LLMs.
result GenAI enhances claim cost prediction, market comparisons, and car damage classification.

The paper extends gradient flow and relaxation studies to non-flat Riemannian manifolds.

problem Understanding gradient flows and relaxation in non-flat Riemannian manifolds.
method Developed a criterion for comparing relaxation along gradient descent curves using non-metricity tensor.
result Revealed a universal asymmetry: warming up is faster than cooling down.

ReQuestNet simplifies 5G channel estimation with a unified model.

problem Complex channel estimation in 5G systems with varying conditions.
method Unified neural architecture that handles dynamic resource blocks and transmit layers.
result Significantly outperforms legacy methods, achieving up to 10dB gain at high SNRs.

In this paper, we introduce the first method that (1) can complete kernel matrices with completely missing rows and columns as opposed to individual missing kernel values, (2) does not require any of the kernels to be complete a priori, and (3) can tackle non-linear kernels. These aspects are necessary in practical app…

2016-02-08abs ↗pdf ↗

The paper proposes a data-driven method for optimal power flow and voltage regulation in distribution grids.

problem Optimal power flow and voltage regulation in decentralized power grids.
method The approach uses a network model, historic data, and regression to find functions approximating optimal reactive power injections for inverters.
result The method achieves near-optimal results in voltage- and capacity-constrained loss minimization and voltage flattening.

New methods use machine learning to tighten constraints on particle physics theories.

problem Improving precision of LHC legacy constraints on particle physics theories.
method Machine learning techniques applied to Monte-Carlo simulations of particle physics processes.
result Significantly stronger bounds on dimension-six operators achieved.

Audited Conformal Prediction improves conditional coverage in pretrained models under distribution shift.

problem Uncertainty quantification for pretrained models under unknown distribution shift
method Leverages a small labeled dataset to train an audit model for marginal coverage, integrates outputs into conformal prediction framework
result Significantly higher conditional coverage than existing approaches

In his pioneering work from 1969, Jerry Levine introduced a complete set of invariants of algebraic concordance of knots. The evaluation of these invariants requires a factorization of the Alexander polynomial of the knot, and is therefore in practice often hard to realize. We thus propose the study of an alternative s…

2008-06-19abs ↗pdf ↗

Paper solves investment, consumption, and life insurance problem with stochastic volatility.

problem Investment, consumption, and life insurance selection with stochastic volatility.
method Stochastic optimal control with maximum principle.
result Proves sufficient and necessary conditions for optimal strategy.

Scaling relations, such as the IPAT equation and the Kaya identity, are useful for quickly gauging the scale of economic, technological, and demographic changes required to reduce environmental impacts and pressures; in the case of the Kaya identity, the environmental pressure is greenhouse gas emissions. However, when…

2011-12-04abs ↗pdf ↗

aweSOM accelerates SOM clustering for large datasets.

problem Scalability issues in existing SOM implementations for large, multidimensional data.
method CPU/GPU-accelerated Self-organizing Maps (SOM) with ensemble stacking.
result 10-100x speed up and improved memory efficiency for large datasets.

New methods use machine learning to constrain particle physics parameters.

problem Constraining effective field theory parameters in collider experiments.
method Inference techniques using latent-space structure and neural networks trained on augmented data.
result Significantly stronger bounds on effective dimension-six operators.

Solves challenges of drone communication in cellular networks.

problem Interference from drones to base stations in cellular networks.
method Derived analytical models, formulated optimization problem, transformed into machine learning problem, solved using deep reinforcement learning.
result Optimal handover and resource management policies for drones in cellular networks.

Polylab is a MATLAB toolbox for multivariate polynomial modeling.

problem Efficiently modeling and manipulating multivariate polynomials across CPU and GPU.
method Unified symbolic-numeric interface, three aligned classes (MPOLY, MPOLY_GPU, MPOLY_HP), polynomial operations, differentiation, matrix computations.
result Advantages of MPOLY-HP for reduction-heavy simplification and large-scale computations, and the stochastic log-determinant variant for sparse regimes.

A quantum framework optimizes collateral allocation for derivatives.

problem Legal constraints and operational rules in collateral allocation for derivatives.
method Certified higher-order quantum framework that normalizes margin requirements and builds a bounded neighborhood of actions.
result Quantum framework improves certified sample quality compared to classical methods.

Study improves tongue contour recognition in ultrasound images using transfer learning.

problem Difficulty in recognizing tongue gestures due to low-contrast and noisy ultrasound images.
method Transfer learning with U-net and fine-tuning on different ultrasound datasets.
result Fine-tuned U-net models perform well on images from different ultrasound devices.

PICZL improves photometric redshifts for AGN in all-sky surveys.

problem Challenges in accurately computing photo-z for AGN due to interplay of SMBH and host galaxy emissions.
method PICZL uses an ensemble of CNNs with cross-channel integration of image and catalog data, leveraging Gaussian mixture models.
result PICZL achieves a photo-z variance of 4.5% and outlier fraction of 5.6% on a validation sample of 8098 AGN, outperforming previous methods.

A method to simplify deep neural networks for specific tasks.

problem Reducing deep neural networks to a smaller size while maintaining functionality.
method Advanced Supervised Principal Component Analysis-based shallowing algorithm.
result The method can reduce network depth without significant performance loss.

Overview of integrable systems with symmetries, focusing on toric and semitoric systems.

problem Classifying and understanding integrable systems with symmetries.
method Using decorated polygons and controlled bifurcations in one-parameter families of systems.
result Construction of explicit semitoric systems with prescribed invariants.

Learning to control linear systems is statistically hard, especially for underactuated systems.

problem Statistical difficulty of learning to control linear systems, especially underactuated ones.
method Utilized minimax lower bounds and structural assumptions to prove learning complexity can be exponential.
result Learning complexity can be at most exponential with the controllability index of the system.

Discrete-time systems can be characterized by simple flat coordinates and their shifts.

problem Characterizing flatness of discrete-time systems.
method Developed a map from flat coordinates and their shifts to system state and input, fulfilling system equations identically.
result Derived necessary conditions for a system to be flat, without requiring differential geometry methods.

The paper explores when linear system identification is hard or easy, especially for under-actuated systems.

problem Statistical hardness of learning linear systems, especially under-actuated or under-excited systems.
method Using tools from minimax theory and recent statistical tools for finite sample analysis of system identification.
result The controllability index of linear systems affects the sample complexity of identification, making some systems hard to learn.

This paper improves system identification by reducing sample complexity for high-dimensional linear dynamical systems.

problem High sample complexity for learning partially observed linear dynamical systems in high dimensions.
method Introduces an 1\ell_1-regularized estimation method that reduces sample complexity from linear to logarithmic with system dimension.
result Markov parameters can be learned with logarithmic number of samples relative to system dimension, improving sample complexity.