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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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306089119 · May 202619922001200920182026
48 results for market saturation

DeepCausalMMM models marketing impacts using deep learning and causal inference.

problem Traditional MMM approaches struggle with non-linear dynamics and temporal patterns.
method Combines deep learning, causal inference, and marketing science. Uses GRUs for temporal patterns and DAG structure for channel dependencies.
result Captures non-linear dynamics and temporal patterns in marketing impacts.

We study the inter-stock correlations for the largest companies listed on Warsaw Stock Exchange and included in the WIG20 index. Our results from the correlation matrix analysis indicate that the Polish stock market can be well described by a one factor model. We also show that the stock-stock correlations tend to incr…

2008-03-01abs ↗pdf ↗

The paper finds that faster technological improvement leads to faster diffusion of products.

problem The relationship between technological improvement and innovation diffusion is not well understood.
method Empirical tests across multiple products and technologies.
result Faster diffusion for products based on more rapidly improving technological domains.

Novel SVDD framework classifies water saturation from seismic attributes.

problem Difficult classification of water saturation from diverse and non-linear seismic attributes.
method Support Vector Data Description (SVDD) framework with G-metric performance quantification.
result Proposed framework outperforms existing classifiers.

New method recovers signals from saturated data using linear loss and nonconvex penalties.

problem Signal recovery from saturated measurements with sign information loss.
method Linear loss and nonconvex penalties (e.g., minimax concave penalty, sorted ℓ1 norm).
result Estimation error is bounded and recovery performance improved.

A new recurrent unit alleviates vanishing gradients for long-term dependencies.

problem Vanishing gradients in recurrent neural networks make long-term dependencies hard to model.
method Proposes a new NRU architecture that avoids saturating activation functions and gates.
result Demonstrates superior performance across various tasks with and without long-term dependencies.

A homogeneously saturated equation for the time development of the price of a financial asset is presented and investigated for the pricing of European call options using noise that is distributed as a Student's t-distribution. In the limit that the saturation parameter of the equation equals zero, the standard model o…

2013-01-24abs ↗pdf ↗

Contextual PDA improves explanation of image classifications for saturated models.

problem Difficulty in explaining decisions of saturated classifiers.
method Proposes Contextual PDA, a faster method for explaining image classifications.
result Contextual PDA outperforms PDA in explaining image classifications of state-of-the-art deep networks.

This paper explores saturation effects in spectral algorithms over large dimensions.

problem Saturation effects in spectral algorithms over large dimensions.
method Improved minimax lower bound and gradient flow with early stopping strategy.
result Exact convergence rates of spectral algorithms in large dimensional settings.

New model uses symmetries and scaling laws to predict consumer advertising response.

problem Understanding consumer response to advertising efforts.
method Introduces a physics-based mathematical model to describe consumer response dynamics.
result The model better captures nonlinearities in advertising effects and provides new parameters for audience engagement.

Exact minimization of saturated loss functions for robust regression and subspace estimation.

problem Minimizing saturated loss functions for robust regression and subspace estimation.
method Developed an exact algorithm with polynomial time-complexity for robust regression and subspace estimation, relating the problems to linear model approximation.
result Exact minimization of saturated loss functions for robust regression and subspace estimation is possible with polynomial time-complexity.

The paper computes presentations of cluster modular groups and verifies their generation by Dehn twists.

problem Computing presentations and verifying generation of cluster modular groups.
method A method to compute presentations of saturated cluster modular groups and verification of generation by cluster Dehn twists.
result The cluster modular groups of specified types are virtually generated by cluster Dehn twists.

Recent deep network protection fails due to numerical limitations in gradient computations.

problem Numerical limitations in gradient computations weaken deep network protection from adversarial attacks.
method Analyzed saturated networks and showed attacks fail due to numerical limitations. Suggested stabilisation of gradient estimates for successful attacks.
result Numerical limitations in gradient computations are a key factor in the observed robustness of deep networks against adversarial attacks.

A new method detects and compacts saturated entries in antisparse coding.

problem Efficiently solving antisparse coding problems with \ell_\infty-norm penalties.
method Safe squeezing methodology to detect and compact saturated entries, reducing problem dimensionality.
result The method accelerates the computation of antisparse representation by detecting and compacting saturated entries.

Hybrid system uses SVM, ANFIS, and expert knowledge for oil saturation prediction.

problem Predicting oil saturation from well logs in a noisy dataset.
method Two-stage DKFIS: SVM for classification, ANFIS for prediction, expert knowledge refinement.
result DKFIS improves prediction accuracy compared to ANFIS alone.

Entrocraft addresses RL performance saturation in LLMs by customizing entropy curves.

problem Performance saturation in RL algorithms for LLMs.
method Entrocraft uses rejection sampling to bias advantage distributions for customized entropy schedules.
result Entrocraft significantly improves generalization, output diversity, and long-term training in 4B models.

New insights explain speedup saturation in distributed learning with large batches and delays.

problem Understanding and optimizing speedup in distributed learning with large batches and delays.
method Theoretical analysis of strongly convex, convex, and non-convex settings, considering data sparsity.
result Identification of a data-dependent parameter explaining speedup saturation in both batch size and gradient staleness.

A general nonlinear logistic equation has been proposed to model long-time saturation in industrial growth. An integral solution of this equation has been derived for any arbitrary degree of nonlinearity. A time scale for the onset of nonlinear saturation in industrial growth can be estimated from an equipartition cond…

2009-03-02abs ↗pdf ↗

Common nonlinear activation functions used in neural networks can cause training difficulties due to the saturation behavior of the activation function, which may hide dependencies that are not visible to vanilla-SGD (using first order gradients only). Gating mechanisms that use softly saturating activation functions t…

2016-03-01abs ↗pdf ↗

New examples show deletion type admissible pairs can be rigid under rational saturation.

problem Rigidity of admissible pairs of rational homogeneous spaces of Picard number one.
method Application of Mok's general criterion for non-subdiagram type admissible pairs.
result Examples of deletion type admissible pairs are rigid under rational saturation.

Study network equilibria in saturated systems, revealing how small shocks can trigger major losses.

problem Understanding how small shocks can lead to major losses in financial networks and games.
method Derived explicit expressions for network equilibria, proved conditions for their uniqueness, and analyzed discontinuities.
result Bifurcation phenomenon in network equilibria, showing sensitivity to small shocks.

Model predicts three market regimes: Good, Bad, and Ugly.

problem Understanding market dynamics and predicting different market states.
method Developed a nonlinear diffusion model of price formation with feedback from money flows and memory of past flows.
result The model predicts three distinct market regimes: Good, Bad, and Ugly.

Study shows scaling up models doesn't always improve downstream tasks.

problem Understanding why scaling up models doesn't always improve downstream performance.
method Systematic study of 4800 experiments on various models, analyzing performance on 20 downstream tasks.
result Performance on downstream tasks saturates as model size increases, revealing a nonlinear relationship.

Soft-Radial Projection solves gradient saturation in constrained deep learning.

problem Gradient saturation in deep learning models when integrating hard constraints.
method Introduces Soft-Radial Projection, a differentiable layer that maps predictions onto constraint boundaries without rank-deficient Jacobians.
result Improves convergence and solution quality over state-of-the-art methods.

We establish the existence of anomalous excess returns based on trend following strategies across four asset classes (commodities, currencies, stock indices, bonds) and over very long time scales. We use for our studies both futures time series, that exist since 1960, and spot time series that allow us to go back to 18…

2014-04-12abs ↗pdf ↗

The paper extends kernel ridge regression to product kernels and reveals new convergence behaviors.

problem Understanding kernel ridge regression in large dimensions with various kernels.
method Established a broad family of large dimensional kernels and derived convergence rates.
result Revealed new phenomena including minimax optimality, saturation effect, and multiple descent behavior.

Study proposes SVDD framework for classifying water saturation in imbalanced geological datasets.

problem Classification of petrophysical properties from imbalanced datasets with nonlinear and heterogeneous subsurface properties.
method Support Vector Data Description (SVDD) for one class classification of water saturation.
result Proposed SVDD framework outperforms other classifiers in terms of g metric means and execution time.

Open, connected, saturated sets W without holonomy in codimension one foliations play key roles as fundamental building blocks. Here, for the case of foliated 3-manifolds, we produce a finite system of closed, convex, non-overlapping polyhedral cones in the first cohomology of W with real coefficients such that the iso…

2011-08-03abs ↗pdf ↗

Noiseless KRR achieves optimal rates and exhibits saturation effects.

problem Understanding optimal rates and saturation phenomena in noiseless kernel ridge regression.
method Comprehensive study of noiseless KRR, establishing minimax optimal rates and uncovering phenomena of extra-smoothness and saturation.
result Noiseless KRR achieves minimax optimal rates and exhibits saturation effects.

Investigates optimal parameter allocation in Transformers for efficiency and expressivity.

problem Balancing expressivity and efficiency in Transformer model parameters.
method Mathematical analysis and theoretical characterization of attention heads and head dimensions.
result Later layers can operate more efficiently with reduced parameters due to saturation of softmax activations.