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.

168,982 papers · 148 categories

Trend · papers per month

8.3%16.5%24.8%33.1% · Mar 202619922001200920172026
48 results for multi-path framework

A new method for efficient option pricing using AR and MCS.

problem Infeasibility of pricing financial derivatives due to computational limitations.
method Multi-path option pricing approach via autoregression and Monte Carlo Simulations.
result Our approach is comparable to prior models in pricing weekly TAIEX options.

Paper tackles NAS problem by modeling it as a sparse supernet.

problem Neural Architecture Search (NAS) problem, particularly Mixed-Path Search.
method Model NAS as a sparse supernet with sparsity constraints. Use hierarchical accelerated proximal gradient algorithm for optimization.
result Proposed method finds compact, general, and powerful neural architectures.

Capsule network (CapsNet) was introduced as an enhancement over convolutional neural networks, supplementing the latter's invariance properties with equivariance through pose estimation. CapsNet achieved a very decent performance with a shallow architecture and a significant reduction in parameters count. However, the …

2019-02-11abs ↗pdf ↗

The study compares different game-theoretic attribution methods and finds that interventional Shapley values yield less consistent results than Aumann-Shapley due to path symmetry.

problem Investigating the influence of path choice on game-theoretic attribution algorithms.
method Comparative analysis of interventional Shapley values and Generalized Integrated Gradients (GIG) methods.
result Interventional Shapley values yield less consistent attributions than Aumann-Shapley due to path symmetry and extended away from the training data manifold.

This paper presents a locally decoupled network parameter learning with local propagation. Three elements are taken into account: (i) sets of nonlinear transforms that describe the representations at all nodes, (ii) a local objective at each node related to the corresponding local representation goal, and (iii) a local…

2018-05-20abs ↗pdf ↗

This research develops a new model for cyber risk and insurance pricing.

problem Accurate calculation of aggregate losses in cyber insurance pricing.
method A path-based k-generation risk contagion model in a tree-shaped network structure.
result Explicit expressions for mean and variance of local loss on a single path.

One-shot path planning for multiple agents using neural networks.

problem Efficiently generating optimal or near-optimal paths for multiple agents in robotics.
method Utilizes fully convolutional neural networks for one-shot multi-agent path planning.
result Demonstrates successful generation of optimal or near-optimal paths in over 85% of cases for multi-path planning.

EikoNet uses deep learning to solve the Eikonal equation quickly and efficiently.

problem Solving the Eikonal equation for first-arrival-time fields in complex 3D structures.
method Grid-free deep learning approach that optimizes network parameters to minimize equation violations.
result EikoNet provides accurate travel time solutions without violating the Eikonal equation.

User intended actions are widely seen in many areas. Forecasting these actions and taking proactive measures to optimize business outcome is a crucial step towards sustaining the steady business growth. In this work, we focus on pre- dicting attrition, which is one of typical user intended actions. Conventional attriti…

2018-10-11abs ↗pdf ↗

OBSER framework infers sub-environments from objects, outperforming scene-based methods.

problem Zero-shot recognition of environments from object distributions.
method Bayesian framework using metric and self-supervised learning models to estimate object distributions in latent space.
result OBSER framework reliably performs inference in open-world and photorealistic environments, outperforming scene-based methods.

A new forecasting framework uses suboptimal embeddings to improve multivariate time series prediction.

problem Randomly selecting embeddings or brute force methods often lead to suboptimal forecasts.
method Develops a framework that uses various suboptimal embeddings obtained via combinatorial optimization.
result Achieves the best results among existing frameworks for various datasets.

Extends DeTEcT framework for token economies with dynamic and probabilistic parameters.

problem Modeling wealth distribution in token economies with dynamic and probabilistic parameters.
method Introduces four parametrization techniques: dynamic vs static, probabilistic vs non-probabilistic.
result Derives existing wealth distribution models from DeTEcT framework with added restrictions.

New framework assesses and benchmarks ML methods for multivariate time series.

problem Benchmarking and explaining performance of machine learning methods.
method Proposes a new framework with systematized performance-explainability characteristics.
result Illustrates application to multivariate time series classifiers.

A modular framework for knowledge distillation simplifies experiments and reproducibility.

problem Difficulty in reproducing knowledge distillation studies due to lack of generalized frameworks.
method A configuration-driven PyTorch framework for knowledge distillation studies.
result Demonstrates efficient training strategies and various knowledge distillation methods.

We give a combinatorial characterization of generic minimally rigid reflection frameworks. The main new idea is to study a pair of direction networks on the same graph such that one admits faithful realizations and the other has only collapsed realizations. In terms of infinitesimal rigidity, realizations of the former…

2012-03-10abs ↗pdf ↗

A new clustering framework using fixed points for data analysis.

problem Lack of unified understanding and application of clustering algorithms in data analysis.
method Restated model-based clustering using fixed point theory, iteratively constructing contraction maps to find cluster centers.
result Unified clustering framework reveals convergence mechanisms and interconnections among clustering algorithms.

The paper analyzes frameworks for integrating sustainability into investment decisions.

problem Understanding how ESG factors influence investment choices.
method Examined and analyzed various theoretical frameworks including Behavioral Finance, Modern Portfolio, and Risk Management.
result Investors increasingly integrate ESG factors to optimize financial outcomes and societal goals.

We explore a framework called boosted Markov networks to combine the learning capacity of boosting and the rich modeling semantics of Markov networks and applying the framework for video-based activity recognition. Importantly, we extend the framework to incorporate hidden variables. We show how the framework can be ap…

2014-08-06abs ↗pdf ↗

PySAD offers a unified Python framework for efficient streaming anomaly detection.

problem Efficient anomaly detection in streaming data with strict constraints.
method Unified architecture with 17+ streaming algorithms, specialized components, and support for multiple learning paradigms.
result PySAD enables real-time processing with bounded memory and is compatible with other Python frameworks.

DIVA clusters dynamic data without needing cluster count, outperforming baselines.

problem Clustering complex, dynamic data without prior knowledge of cluster count.
method Nonparametric Dirichlet Process Mixtures with memoized online variational inference.
result DIVA outperforms state-of-the-art in classifying complex data with changing features.

This paper introduces a new scalable multi-objective deep reinforcement learning (MODRL) framework based on deep Q-networks. We develop a high-performance MODRL framework that supports both single-policy and multi-policy strategies, as well as both linear and non-linear approaches to action selection. The experimental …

2018-03-08abs ↗pdf ↗

Unified framework for analyzing machine learning model attributions.

problem Lack of a general and theoretical framework for understanding attribution methods.
method Proposes a Taylor attribution framework to unify and analyze seven mainstream attribution methods.
result Established three principles for good attribution and empirically validated the Taylor reformulations.

The new framework for finance is proposed. This framework based on three known approaches in econophysics. Assumptions of the framework are the following: 1. For the majority of situations market follows non-arbitrage condition. 2. For the small number of situations market influenced by the actions of big firms. 3. If …

2013-07-26abs ↗pdf ↗

We study the tracking problem, namely, estimating the hidden state of an object over time, from unreliable and noisy measurements. The standard framework for the tracking problem is the generative framework, which is the basis of solutions such as the Bayesian algorithm and its approximation, the particle filters. Howe…

2012-03-15abs ↗pdf ↗

A game-theoretic framework identifies influential hyperparameters for neural networks.

problem Understanding which hyperparameters are most important for neural network performance.
method Employing Shapley Effects for global sensitivity analysis and Pareto front sets for identifying effective configurations.
result Reveals which hyperparameters are most influential for different objectives in neural networks.

Graph-based methods provide a powerful tool set for many non-parametric frameworks in Machine Learning. In general, the memory and computational complexity of these methods is quadratic in the number of examples in the data which makes them quickly infeasible for moderate to large scale datasets. A significant effort t…

2013-09-26abs ↗pdf ↗