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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.

168,742 papers · 148 categories

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12.5%25.0%37.5%50.0% · May 199419922001200920172026
48 results for log odds

Improved estimation for imbalanced data using log odds correction and optimal sampling.

problem Parameter estimation with nonuniform negative sampling for imbalanced data.
method Derive asymptotic distribution of IPW estimator, derive optimal sampling probability, propose likelihood-based estimator.
result Improved estimator has the smallest asymptotic variance.

The paper explores how Shapley value for a feature can vary based on model outcomes and feature distribution.

problem The uniqueness of Shapley value in explaining model predictions.
method Analyzes the relationship between feature distribution and Shapley value, and compares Shapley values for different model outcomes.
result Shapley value for a feature depends on more than just its mean and can vary significantly based on model outcome.

Proposes MCLLO for assessing and recalibrating multiclass probability predictions.

problem Limited multicategory recalibration methods for assessing and comparing model calibration.
method MCLLO recalibration method that assesses calibration without model access and is easy to interpret.
result MCLLO outperforms other methods in simulations and real-world case studies.

Let M be a closed compact n-dimensional manifold with n odd. We calculate the first and second variations of the zeta-regularized determinants det^\primeΛand det L as the metric on M varies, where Δdenotes the Laplacian on functions and L denotes the conformal Laplacian. We see that the behavior of these functionals de…

2001-03-01abs ↗pdf ↗

Bayesian models predict Collatz stopping times with high accuracy.

problem Predicting the total stopping time of Collatz sequences.
method Developed two complementary models: a hierarchical Negative Binomial regression and a mechanistic generative approximation.
result Bayesian models outperform generative approximations in predicting Collatz stopping times.

The paper finds minimum Dehn colors for knots and defines useful graphs for coloring.

problem Finding the minimum number of colors for Dehn colorings of knots.
method Analyzes Dehn colorings for knots and defines R\R-palette graphs.
result For Dehn pp-colorable knots, the minimum number of colors is at least log2pfloor+2\lfloor \log_2 p floor +2.

This work improves neural network calibration using explicit regularization.

problem Improving predictive uncertainty in neural networks.
method Introducing a probabilistic calibration measure and exploring explicit regularization techniques.
result Explicit regularization improves log-likelihood and predictive uncertainty.

Study on martingale property and moment explosions in signature volatility models.

problem Analyzing the martingale property and moment explosions in signature volatility models.
method Fine analysis of the explosion time of a signature stochastic differential equation.
result The price process is a true martingale if and only if the order of the linear form is odd and a correlation parameter is negative.

This article presents a new definition of Branson's Q-curvature in even-dimensional conformal geometry. We derive the Q-curvature as a coefficient in the asymptotic expansion of the formal solution of a boundary problem at infinity for the Laplacian in the Poincare metric associated to the conformal structure. This giv…

2001-10-24abs ↗pdf ↗

The conformal anomalies and functional determinants of the Branson--GJMS operators, P_{2k}, on the d-dimensional sphere are evaluated in explicit terms for any d and k such that k < d/2+1 (if d is even). The determinants are given in terms of multiple gamma functions and a rational multiplicative anomaly, which vanishe…

2010-10-04abs ↗pdf ↗

Odd connections on supermanifolds are defined and their properties studied.

problem Defining and understanding odd quasi-connections on supermanifolds.
method Examined odd quasi-connections, defined torsion and curvature, and identified special classes.
result Odd connections on supermanifolds are shown to have torsion and curvature tensors.

Algorithm learns expert weights to minimize regret in adversarial setting.

problem Learning to aggregate expert forecasts with no-regret guarantee in adversarial conditions.
method Online mirror descent algorithm for logarithmic pooling of expert forecasts.
result Achieves O(TlogT)O(\sqrt{T} \log T) expected regret compared to best weights.

We consider odd Laplace operators arising in odd symplectic geometry. Approach based on semidensities (densities of weight 1/2) is developed. The role of semidensities in the Batalin--Vilkovisky formalism is explained. In particular, we study the relations between semidensities on an odd symplectic supermanifold and di…

2002-12-27abs ↗pdf ↗

This paper extends NCFI to odd codimension and computes examples.

problem Extending NCFI to foliations of odd codimension.
method Computing NCFI for various foliated manifolds in both even and odd codimensions.
result NCFI is an invariant of foliations in odd codimension, requiring an odd \(K_1\)-class.

We establish several Witten type rigidity and vanishing theorems for twisted Toeplitz operators on odd dimensional manifolds. We obtain our results by combining the modular method, modular transgression and some careful analysis of odd Chern classes for cocycles in odd KK-theory. Moreover we discover that in odd dimen…

2015-04-12abs ↗pdf ↗

This paper refines previous work by the first author. We study the question of which links in the 3-sphere can be obtained as closures of a given 1-manifold in an unknotted solid torus in the 3-sphere (or genus-1 tangle) by adjoining another 1-manifold in the complementary solid torus. We distinguish between even and o…

2014-07-30abs ↗pdf ↗

Study proposes new methods to convert betting odds into accurate probabilities for sports forecasting.

problem Convert betting odds to accurate outcome probabilities for sports forecasting and market efficiency analysis.
method Proposes two methods: Odds-Only-Equal-Profitability-Confidence (OO-EPC) and Favourite-Longshot-Bias-Adjusted Generalised Linear Model (FL-GLM).
result Proposed methods outperform existing methods in empirical tests and real-world applications.

We consider odd Laplace operators acting on densities of various weight on an odd Poisson (= Schouten) manifold MM. We prove that the case of densities of weight 1/2 (half-densities) is distinguished by the existence of a unique odd Laplace operator depending only on a point of an ``orbit space'' of volume forms. This…

2002-05-18abs ↗pdf ↗

We prove that an odd pretzel knot is doubly slice if it has 2n+12n+1 twist parameters consisting of n+1n+1 copies of aa and nn copies of a-a for some odd integer aa. Combined with the work of Issa and McCoy, it follows that these are the only doubly slice odd pretzel knots.

2019-04-29abs ↗pdf ↗

The moduli space of genus 3 translation surfaces with a single zero has two connected components. We show that in the odd connected component H^{odd}(4) the only GL^+(2,R) orbit closures are closed orbits, the Prym locus Q(3,-1^3), and H^{odd}(4). Together with work of Matheus-Wright, this implies that there are only f…

2013-08-27abs ↗pdf ↗

An elliptic theory is constructed for operators acting in subspaces defined via odd pseudodifferential projections. Subspaces of this type arise as Calderon subspaces for first order elliptic differential operators on manifolds with boundary, or as spectral subspaces for self-adjoint elliptic differential operators of …

1999-07-07abs ↗pdf ↗

We observe that an anti-symplectic manifold locally always admits a parity structure. The parity structure can be viewed as a complex-like structure on the manifold. This induces an odd metric and its Levi-Civita connection, and thereby a new notion of an odd Kaehler geometry. Oversimplified, just to capture the idea, …

1997-11-12abs ↗pdf ↗

Odd KK-theory has the interesting property that it admits an infinite number of inequivalent differential refinements. In this paper we provide a bundle theoretic model for odd differential KK-theory using the caloron correspondence and prove that this refinement is unique up to a unique natural isomorphism. We chara…

2013-09-11abs ↗pdf ↗