Research
On-device research index

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

Trend · papers per month

111222332443 · Jun 202019922001200920172026
48 results for mathematical challenges

Recently, machine learning (ML) has established itself in various worldwide benchmarking competitions in computational biology, including Critical Assessment of Structure Prediction (CASP) and Drug Design Data Resource (D3R) Grand Challenges. However, the intricate structural complexity and high ML dimensionality of bi…

2019-12-03abs ↗pdf ↗

Mathematical reasoning---a core ability within human intelligence---presents some unique challenges as a domain: we do not come to understand and solve mathematical problems primarily on the back of experience and evidence, but on the basis of inferring, learning, and exploiting laws, axioms, and symbol manipulation ru…

2019-04-02abs ↗pdf ↗

New analysis shows transformer models can't learn effectively.

problem Transformer models learning in context can't achieve general predictive accuracy.
method Empirical evidence and mathematical analysis of transformer architecture limitations.
result Transformers cannot achieve general predictive accuracy due to architectural limitations.

Mathematical Reinforcement Learning faces a 'Two-Hump' problem due to sparse rewards and a scarcity of intermediate 'hard-but-solvable' instances.

problem Mathematical search problems in Reinforcement Learning
method Novel data generation techniques and algorithmic enhancements
result Substantial performance improvements over previous baselines

Benchmark for math reasoning models from human proofs.

problem Measuring and accelerating machine learning models in high-level mathematical reasoning.
method Built a non-synthetic dataset from theorem prover proofs, defined a task for model to fill in missing propositions, used hierarchical transformer to improve performance.
result Neural models can capture non-trivial mathematical reasoning, hierarchical transformer outperforms baseline.

Distance metric learning is a branch of machine learning that aims to learn distances from the data, which enhances the performance of similarity-based algorithms. This tutorial provides a theoretical background and foundations on this topic and a comprehensive experimental analysis of the most-known algorithms. We sta…

2018-12-14abs ↗pdf ↗

Special issue on understanding physical processes from unusual diffusion patterns.

problem Understanding physical processes from anomalous diffusion data.
method Not explicitly described in the abstract, but likely involves analysis of data from the Anomalous Diffusion Challenge.
result Not explicitly stated, but likely includes analysis of physical processes from anomalous diffusion data.

The modern data analyst must cope with data encoded in various forms, vectors, matrices, strings, graphs, or more. Consequently, statistical and machine learning models tailored to different data encodings are important. We focus on data encoded as normalized vectors, so that their "direction" is more important than th…

2016-05-01abs ↗pdf ↗

Extends Bayesian theory to handle complex interdependencies in multidimensional event spaces.

problem Complex interdependencies between events and hypotheses sets in real-world systems.
method Developed a mathematical formalism for modeling complex relationships through rigorous derivation and validated using analytical proofs, simulations, and case studies.
result MDSE theory improves prediction accuracy by 15-20% compared to standard Bayesian methods in high interdimensionality datasets.

Physical systems are modelled and investigated within simulation software in an increasing range of applications. In reality an investigation of the system is often performed by empirical test scenarios which are related to typical situations. Our aim is to derive a method which generates diverse test scenarios each re…

2018-10-04abs ↗pdf ↗

Calculation of an optimal tariff is a principal challenge for pricing actuaries. In this contribution we are concerned with the renewal insurance business discussing various mathematical aspects of calculation of an optimal renewal tariff. Our motivation comes from two important actuarial tasks, namely a) construction …

2016-05-19abs ↗pdf ↗

A very brief history of relative valuation in neoclassical finance since 1973 is presented, with attention to core currency issues for emerging economies. Price formation is considered in the context of hierarchical causality, with discussion focussed on identifying mathematical modelling challenges for robust and tran…

2016-02-26abs ↗pdf ↗

Deep neural networks (DNNs) have emerged as key enablers of machine learning. Applying larger DNNs to more diverse applications is an important challenge. The computations performed during DNN training and inference are dominated by operations on the weight matrices describing the DNN. As DNNs incorporate more layers a…

2018-07-06abs ↗pdf ↗

Researchers created a continuous Markov martingale that mimics Brownian motion but lacks the strong Markov property.

problem Constructing a continuous Markov martingale with Brownian marginals that misses the strong Markov property.
method Developed a new approach to create a continuous Markov martingale that differs from Brownian motion in terms of the strong Markov property.
result A continuous Markov martingale with Brownian marginals that lacks the strong Markov property was successfully constructed.

Mathematical advances needed for Digital Twins, differing from traditional models.

problem Foundational mathematical advances required for Digital Twins.
method Multi-scale, multi-physics modeling and coupling, different reliability criteria and uncertainty assessments.
result AI/ML methods can perform well in biomedical problems but fail in simple engineering systems.

Kolmogorov-Arnold Networks promise scalable performance in high dimensions.

problem Curse of dimensionality in multilayer perceptrons.
method Kolmogorov-Arnold representation theorem and interpolation methods.
result Kolmogorov-Arnold Networks achieve true freedom from the curse of dimensionality.

The challenge to fruitfully merge state-of-the-art techniques from mathematical finance and numerical analysis has inspired researchers to develop fast deterministic option pricing methods. As a result, highly efficient algorithms to compute option prices in Lévy models by solving partial integro differential equations…

2015-02-26abs ↗pdf ↗

Sparse DNNs face scalability issues; MIT/IEEE/Amazon challenge analyzes best solutions.

problem Scalability issues in Sparse Deep Neural Networks (DNNs).
method Mathematically defined DNN inference computation, community submissions from various fields.
result Sparse DNN execution time, TmDNNT_{ m DNN}, is strongly dependent on the number of operations, NmopN_{ m op}.

Experimental life sciences like biology or chemistry have seen in the recent decades an explosion of the data available from experiments. Laboratory instruments become more and more complex and report hundreds or thousands measurements for a single experiment and therefore the statistical methods face challenging tasks…

2014-03-12abs ↗pdf ↗

Adversarial deep hedging learns to hedge without specifying asset price models.

problem Lack of effective underlying asset models for deep hedging.
method Adversarial learning framework where a hedger and a generator compete to improve hedging performance.
result Adversarial deep hedging achieves competitive performance without explicit asset process modeling.

This paper explores how deep learning models can fit data exactly and why this is important.

problem Understanding why deep learning models can fit data exactly and generalize well.
method Interpolation and over-parameterization as key themes to understand deep learning.
result Interpolation and over-parameterization are crucial for deep learning models to fit data exactly and generalize well.

Paper addresses RLHF alignment challenges with novel algorithms.

problem Challenges in RLHF alignment, especially in strategic exploration.
method Develops a reverse-KL regularized contextual bandit formulation and proposes efficient algorithms with theoretical guarantees.
result Proposed methods significantly outperform existing RLHF algorithms in real-world experiments.

The study uncovers latent capabilities of language models via causal representation learning.

problem Rigorous causal evaluations of language model capabilities are challenging due to confounding effects and computational costs.
method Proposes a causal representation learning framework to identify latent capability factors as causally interrelated after controlling for a common confounder (base model).
result Identifies a three-node linear causal structure explaining performance variations across 1500 models and six benchmarks.

The need for new methods to deal with big data is a common theme in most scientific fields, although its definition tends to vary with the context. Statistical ideas are an essential part of this, and as a partial response, a thematic program on statistical inference, learning, and models in big data was held in 2015 i…

2015-09-09abs ↗pdf ↗

Perceptrons have been known for a long time as a promising tool within the neural networks theory. The analytical treatment for a special class of perceptrons started in seminal work of Gardner \cite{Gar88}. Techniques initially employed to characterize perceptrons relied on a statistical mechanics approach. Many of su…

2013-06-17abs ↗pdf ↗

We consider a class of participation rights, i.e. obligations issued by a company to investors who are interested in performance-based compensation. Albeit having desirable economic properties equity-based debt obligations (EbDO) pose challenges in accounting and contract pricing. We formulate and solve the associated …

2019-01-08abs ↗pdf ↗