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.
For a number of reasons, computational intelligence and machine learning methods have been largely dismissed by the professional community. The reasons for this are numerous and varied, but inevitably amongst the reasons given is that the systems designed often do not perform as expected by their designers. The reasons…
Machine learning models are vulnerable to adversarial examples: small changes to images can cause computer vision models to make mistakes such as identifying a school bus as an ostrich. However, it is still an open question whether humans are prone to similar mistakes. Here, we address this question by leveraging recen…
Using Jeff Holman's comments in Quantitative Finance to illustrate 4 critical errors students should learn to avoid: 1) Mistaking tails (4th moment) for volatility (2nd moment), 2) Missing Jensen's Inequality, 3) Analyzing the hedging wihout the underlying, 4) The necessity of a numeraire in finance.
We investigate the problem of active learning on a given tree whose nodes are assigned binary labels in an adversarial way. Inspired by recent results by Guillory and Bilmes, we characterize (up to constant factors) the optimal placement of queries so to minimize the mistakes made on the non-queried nodes. Our query se…
Online learning makes sequence of decisions with partial data arrival where next movement of data is unknown. In this paper, we have presented a new technique as multiple times weight updating that update the weight iteratively forsame instance. The proposed technique analyzed with popular state-of-art algorithms from …
This note corrects the mistakes in the splicing formulas of the paper "Floer homology and splicing knot complements". The mistakes are the result of the incorrect assumption that for a knot K inside a homology sphere Y, the involution on the knot Floer homology of K which corresponds to moving the basepoints by o…
We propose a voted dual averaging method for online classification problems with explicit regularization. This method employs the update rule of the regularized dual averaging (RDA) method, but only on the subsequence of training examples where a classification error is made. We derive a bound on the number of mistakes…
John Morgan and G,Tian pointed out a mistake in the concluding argument for our paper entitled "C1 in [2] is zero", which was recently published in arXiv:1512.02098. We hereby acknowledge this mistake and correct the computation, leading to the conclusion that C1 is non-zero and that their reference [2] does inde…
We study the problem of efficient online multiclass linear classification with bandit feedback, where all examples belong to one of K classes and lie in the d-dimensional Euclidean space. Previous works have left open the challenge of designing efficient algorithms with finite mistake bounds when the data is linear…
We study the multiclass online learning problem where a forecaster makes a sequence of predictions using the advice of n experts. Our main contribution is to analyze the regime where the best expert makes at most b mistakes and to show that when b=o(log4n), the expected number of mistakes made by the optima…
This paper has some inconsistent results, i.e., we made some failed claims because we did some mistakes for using the test criterion for a series. Precisely, our claims on the convergence rate of O(1/t) of SGD presented in Theorem 1, Corollary 1, Theorem 2 and Corollary 2 are wrongly derived because they ar…