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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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100200300400 · Jun 202019922001200920172026
48 results for mean distorting transformation

We exhibit rigid rotations of spheres as distortion elements in groups of diffeomorphisms, thereby answering a question of J Franks and M Handel. We also show that every homeomorphism of a sphere is, in a suitable sense, as distorted as possible in the group Homeo(S^n), thought of as a discrete group. An appendix by Y …

2005-09-29abs ↗pdf ↗

Proposes a neural network method to correct residual distortions in coordinate transformations.

problem Nonlinear and spatially dependent distortions in coordinate transformation models.
method Residual-based neural network approach focusing on systematic distortions.
result The method improves accuracy and stability in challenging conditions.

This paper clarifies VAE's property through geometric and information-theoretic interpretations.

problem The transparency of VAE model is an underlying issue.
method Quantitative understanding of VAE through differential geometry and information theory.
result VAE can be mapped to an implicit isometric embedding with a scale factor derived from the posterior parameter.

We discuss boundedness and distortion in transformation groups. We show that the groups Diff0r(Rn)\mathrm{Diff}^r_0(\mathbb{R}^n) and Diffr(Rn)\mathrm{Diff}^r(\mathbb{R}^n) have the strong distortion property, whenever 0r,rn+10 \leq r \leq \infty, r \neq n+1. This implies in particular that every abstract length function on these groups i…

2016-10-21abs ↗pdf ↗

We discuss equivalent axiomatic characterizations of distortion risk measures, and give a novel and concise proof of the characterization of elicitable distortion risk measures. Elicitability has recently been discussed as a desirable criterion for risk measures, motivated by statistical considerations of forecasting. …

2014-05-15abs ↗pdf ↗

We study the statistical meaning of the minimization of distortion measure and the relation between the equilibrium points of the SOM algorithm and the minima of distortion measure. If we assume that the observations and the map lie in an compact Euclidean space, we prove the strong consistency of the map which almost …

2008-02-21abs ↗pdf ↗

A robust method for decomposing spectral peaks robust to distortion and interference.

problem Decomposing spectral peaks in the presence of distortion and interference.
method Optimizing a nonparametric approach using pseudo-symmetric functions with nonincreasing behavior.
result Decomposed spectral peaks show pseudo-orthogonal behavior and power preserving equality.

Study on costs of manipulating AMM-based price oracles.

problem Cost of manipulation in AMM-based on-chain price oracles.
method Analyzes the robustness of AMM-based oracles to strategic manipulation, considering different aggregation methods and market conditions.
result Manipulation costs depend on the total quote depth and can be minimized by optimal liquidity weights.

Develops a power-calibrated framework for LLM watermarking, optimizing tradeoffs between detectability and distortion.

problem The trade-off between detectability and semantic distortion in logit-based watermarking.
method Power-calibrated statistical framework for watermark hyperparameters, establishing explicit relationships.
result Derives practical parameter selection procedures achieving optimal tradeoffs under constraints.

High-dimensional diffusion models suffer from distorted samples due to CFG.

problem Distortions in high-dimensional guided diffusion models.
method Analytical tools from statistical physics, dynamic mean-field theory.
result Distortions arise in high-dimensional settings due to class separability issues.

Paper quantifies distortion risk measures' robustness to distributional uncertainty.

problem Quantifying risk measures' robustness to distributional uncertainty.
method Employing isotonic projections, the paper derives bounds on distortion risk measures' values.
result Sharp bounds on distortion risk measures' values are provided, especially for Value-at-Risk and Range-Value-at-Risk.

The paper analyzes worst-case distortion risk metrics and weighted entropy under partial information.

problem Analyzing worst-case distortion risk metrics and weighted entropy with limited information.
method General distributions, partial information (mean and variance), various entropies and risk measures.
result Provides worst-case results for distortion risk metrics and weighted entropy.

Most recent results in matrix completion assume that the matrix under consideration is low-rank or that the columns are in a union of low-rank subspaces. In real-world settings, however, the linear structure underlying these models is distorted by a (typically unknown) nonlinear transformation. This paper addresses the…

2015-12-29abs ↗pdf ↗

The paper integrates behavioral distortions into portfolio optimization using implied probability weighting functions.

problem Behavioral distortions in probability weighting affect portfolio optimization under different return distributions.
method Developed a unified framework to extract probability weighting functions from optimal portfolios modeled under Gaussian and NIG distributions.
result Increasing tail fatness amplifies behavioral distortions, and shifts in risk-free rates alter the curvature of these distortions.

K-Means and RBF networks are shown to be equivalent under certain conditions.

problem Discrete clustering vs. continuous optimization in machine learning.
method Established variational and gradient-based equivalence between K-Means and RBF networks.
result Gradient-based updates of RBF centers recover K-Means centroid update rule.

The paper calculates bounds for risk metrics and entropies under partial information constraints.

problem Analyzing risk metrics and entropies for unimodal, symmetric distributions with limited information.
method Develops lower and upper bounds for worst-case distortion riskmetrics and weighted entropy for unimodal, symmetric distributions with known mean and variance.
result Sharp upper bounds for distortion riskmetrics and weighted entropy for symmetric distributions.

Method determines asset prices in incomplete markets to optimize portfolios.

problem Optimizing portfolios in incomplete markets with price constraints.
method Maximum entropy in the mean to adjust distortion function from bid-ask data.
result Prices of assets comply with portfolio optimization constraints.

Using a trimming approach, we investigate a k-means type method based on Bregman divergences for clustering data possibly corrupted with clutter noise. The main interest of Bregman divergences is that the standard Lloyd algorithm adapts to these distortion measures, and they are well-suited for clustering data sampled …

2018-12-11abs ↗pdf ↗

Bayesian investor learns unknown asset drift, trades mean-variance optimal portfolio, but policy is robust to observation model distortion.

problem Bayesian portfolio selection with observation model distortion
method Robust Bayesian portfolio selection
result Robust policy and its price are closed form, with price of robustness half the variance of the non-robust investor's loss.

We solve the vector embedding problem by minimizing total distortion under constraints.

problem Assigning representative vectors to items with similarity and dissimilarity constraints.
method Projected quasi-Newton method for MDE problems, scalable to large data sets.
result Our method provides principled ways to validate embeddings and scales to millions of items.

Study models weather index insurance pricing by insurers and farmers, finding flexible pricing kernels boost profits.

problem Monopoly pricing of weather index insurance with risk and flexibility considerations.
method Bowley-type sequential game with insurer and farmer, using neural networks for farmer's payoff.
result Flexible pricing kernels increase insurer profits closer to indemnity insurance levels.

SISR improves feature attribution in complex payoff schemes.

problem Distorted feature attributions due to non-additive payoff functions and high-dimensional feature spaces.
method Sparse Isotonic Shapley Regression (SISR) learns a monotonic transformation to restore additivity and enforces L0 sparsity.
result SISR achieves strong support recovery and stable attributions across various payoff schemes.

Recent work has shown that additive threat models, which only permit the addition of bounded noise to the pixels of an image, are insufficient for fully capturing the space of imperceivable adversarial examples. For example, small rotations and spatial transformations can fool classifiers, remain imperceivable to human…

2019-02-21abs ↗pdf ↗

Suppose curves are moving by curvature in a plane, but one embeds the plane in R3R^3 and looks at the plane from an angle. Then circles shrinking to a round point would appear to be ellipses shrinking to an ``elliptical point,'' and the surface energy would appear to be anisotropic as would the mobility. The result of …

1997-07-01abs ↗pdf ↗

A new method for automatically aligning and clustering time series data.

problem Challenges in aligning and clustering time series data, especially without a template signal.
method TROUT (Temporal Registration using Optimal Unitary Transformations) method based on a novel dissimilarity measure.
result TROUT outperforms competitors in clustering time series data.

The notion of a generalized harmonic inverse mean curvature surface in the Euclidean four-space is introduced. A backward Bäcklund transform of a generalized harmonic inverse mean curvature surface is defined. A Darboux transform of a generalized harmonic inverse mean curvature surface is constructed by a backward Bäck…

2012-11-20abs ↗pdf ↗

The paper addresses risk sharing and variability measures among agents with general risk preferences.

problem Risk sharing and variability measures among agents with general risk preferences.
method Characterizes Pareto-optimal allocations using Gini deviation, mean-median deviation, and inter-quantile difference as variability measures.
result Optimal allocations are not comonotonic and feature a mixture of pairwise counter-monotonic structures.

New method calculates super-hedging prices with transaction costs.

problem Super-hedging European contingent claims under proportional transaction costs.
method Explicit recursive scheme based on convex duality and Legendre-Fenchel transform.
result Computes super-hedging price and optimal strategy without martingale arguments.

Bregman divergences play a central role in the design and analysis of a range of machine learning algorithms. This paper explores the use of Bregman divergences to establish reductions between such algorithms and their analyses. We present a new scaled isodistortion theorem involving Bregman divergences (scaled Bregman…

2016-07-01abs ↗pdf ↗