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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.

168,742 papers · 148 categories

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3.2%6.4%9.5%12.7% · May 202619922001200920172026
48 results for multi-scale adaptive

EvoMSN tackles time series forecasting under distribution shifts by evolving multi-scale normalization.

problem Accurate long-term time series forecasting under complex distribution shifts.
method EvoMSN framework with multi-scale statistics prediction and adaptive ensembling for collaborative updating.
result Improves forecasting performance of five mainstream methods on benchmark datasets.

Neural HMM with AGA captures multi-scale dynamics in financial markets.

problem Capturing multi-scale temporal dynamics in financial markets.
method Parallel multi-resolution encoders, adaptive gating, and multi-head attention.
result Outperforms fixed-resolution baselines in predicting price movements and liquidity shocks.

This work bridges two views of feature learning in neural networks.

problem The relationship between kernel scale changes and data-adaptive feature learning in neural networks remains unresolved.
method Using statistical mechanics, the work derives analytical expressions for network output statistics across scaling regimes.
result Kernel adaptation can be reduced to an effective kernel rescaling, but multi-scale adaptive approach provides richer insights.

CAST improves spectral clustering for multi-scale data by integrating reachability similarity.

problem Applying spectral clustering to multi-scale data where clusters vary in size and density.
method CAST integrates reachability similarity with distance-based similarity to derive a coefficient matrix, then applies trace Lasso regularization.
result CAST provides excellent performance and robustness across various multi-scale data test cases.

WALNUTS improves sampling efficiency and robustness for multi-scale distributions.

problem Adapting leapfrog step size for multi-scale posterior distributions.
method Adapts leapfrog step size at fixed intervals of simulated time, selecting the largest step size to keep energy error below a threshold.
result Substantial improvements in sampling efficiency and robustness compared to standard NUTS.

This study presents a new lossy image compression method that utilizes the multi-scale features of natural images. Our model consists of two networks: multi-scale lossy autoencoder and parallel multi-scale lossless coder. The multi-scale lossy autoencoder extracts the multi-scale image features to quantized variables a…

2018-05-16abs ↗pdf ↗

Tensor network architecture for classification and regression using wavelet transformations.

problem Efficiently performing classification and regression tasks on complex data.
method Tensor network layers based on MERA and MPS, with adaptive fine-graining.
result Adaptive fine-graining improves model performance without loss in accuracy.

Paper introduces multi-scale methods to improve CATE estimation from EO data.

problem Challenges in balancing fine-grained and contextual information in EO-based causal inference.
method Multi-Scale Representation Concatenation, combining Vision Transformer and Causal Forests.
result Multi-scale approach captures effect heterogeneity better than single-scale models.

Develops deep jump learning for continuous treatment OPE.

problem Estimating mean outcomes under new treatment rules using historical data from different rules.
method Adaptive deep discretization of continuous treatment space using deep learning and multi-scale change point detection.
result Validated method through theoretical results, simulations, and real application to Warfarin Dosing.

While Generative Adversarial Networks (GANs) have seen huge successes in image synthesis tasks, they are notoriously difficult to adapt to different datasets, in part due to instability during training and sensitivity to hyperparameters. One commonly accepted reason for this instability is that gradients passing from t…

2019-03-14abs ↗pdf ↗

New PINN architectures learn high-frequency features using Fourier features.

problem PINNs struggle with high-frequency or multi-scale features.
method Employ spatio-temporal and multi-scale random Fourier features.
result Effective PINN models for multi-scale PDEs.

Compactifies moduli spaces of abelian differentials with specific zeroes and poles.

problem Constructing a compactification of moduli spaces of abelian differentials.
method Using a blowup of the incidence variety compactification, defining families of projectivized multi-scale differentials, and performing a real oriented blowup.
result The moduli space of multi-scale differentials is a complex orbifold with normal crossing boundary.

Proposes OC4Seq for detecting anomalies in discrete event sequences.

problem Challenges in detecting anomalies in discrete event sequences, including data imbalance, discrete events, and sequential nature.
method Integrates anomaly detection with recurrent neural networks (RNNs) to embed sequences into latent spaces and designs a multi-scale RNN framework to capture multi-scale sequential patterns.
result OC4Seq consistently outperforms various baselines on three benchmark datasets.

Paper tackles leverage effect estimation from noisy data.

problem Estimating leverage effect from high-frequency data with microstructure noise.
method Holistic multi-scale framework operating directly on leverage effect, using Subsampling-and-Averaging Leverage Effect (SALE) and Multi-Scale Leverage Effect (MSLE) estimators.
result Holistic multi-scale framework achieves substantial efficiency gains over existing benchmarks.

New method improves robustness of large models without sacrificing accuracy.

problem Improving robustness of large pre-trained models without accuracy loss.
method Multi-scale diffusion denoised smoothing, selectively applying smoothing at multiple noise scales.
result Strong certified robustness at high noise levels with accuracy close to non-smoothed classifiers.

DRFormer uses dynamic tokenization and multi-scale transformer to forecast long time series.

problem Forecasting long-term time series data across diverse scales.
method Dynamic tokenizer, multi-scale transformer, dynamic sparse learning, rotary position encoding.
result DRFormer outperforms existing methods in forecasting accuracy.

CrossAD detects anomalies in time series data by considering cross-scale associations and cross-window modeling.

problem Anomaly detection in time series data is challenging due to varying patterns at different scales and fixed window sizes.
method CrossAD incorporates cross-scale reconstruction and a query library to capture dynamic cross-scale associations and comprehensive context.
result CrossAD achieves state-of-the-art performance in anomaly detection across multiple real-world datasets.

Novel framework for systemic risk analysis in financial markets.

problem Systemic risk in financial markets.
method Multi-scale network dynamics, transfer entropy networks, agent-based modeling, wavelet decomposition, Model Context Protocol (MCP).
result Multi-scale approach reveals hidden systemic risk patterns.

This paper reviews some of the phenomenological models which have been introduced to incorporate the scaling properties of financial data. It also illustrates a microscopic model, based on heterogeneous interacting agents, which provides a possible explanation for the complex dynamics of markets' returns. Scaling and m…

2000-07-25abs ↗pdf ↗

Space2Vec learns multi-scale spatial representations from grid cell insights.

problem Encoding spatial features with varying scales from GIS data.
method Proposes Space2Vec, a multi-scale representation learning model using grid cell insights.
result Space2Vec outperforms baselines in predicting POI types and image classification with geo-locations.

Inspired by coarse-graining approaches used in physics, we show how similar algorithms can be adapted for data. The resulting algorithms are based on layered tree tensor networks and scale linearly with both the dimension of the input and the training set size. Computing most of the layers with an unsupervised algorith…

2017-12-31abs ↗pdf ↗

MCFNet recovers spatial detail and fuses it with semantic information for real-time segmentation.

problem Recovering spatial detail information and fusing it with semantic information in real-time.
method Proposes a new architecture (MCFNet) with feature refinement and fusion modules, and a gating unit.
result Achieves competitive performance with high speed (75.5% mIOU, 151.3 FPS on Cityscapes).

CViT learns complex physical systems using vision transformer techniques.

problem Learning maps between infinite-dimensional function spaces in scientific machine learning.
method Combines vision transformer encoder, grid-based coordinate embedding, and cross-attention mechanism.
result Achieves state-of-the-art performance on multiple benchmarks, often surpassing larger models.

Langevin Dynamics speeds up mixing time with manifold hypothesis and multi-scale approach.

problem Langevin Dynamics struggles in high dimensions and nonconvex landscapes.
method Utilizes manifold hypothesis to reduce mixing time and employs multi-scale approach to improve image generation quality.
result Mixing time depends on intrinsic dimension rather than ambient dimension, significantly reducing computational complexity.

CRAUM-Net improves salient object detection with context and uncertainty modeling.

problem Accurate salient object detection with precise boundary delineation.
method Contextual Recursive Attention with Uncertainty Modeling, multi-scale context aggregation, attention mechanisms, edge-aware decoder, Monte Carlo Dropout.
result Superior performance in producing accurate and reliable saliency maps.

Improves speaker verification for variable-duration utterances using a feature pyramid module.

problem Improving robustness for variable-duration utterances in speaker verification.
method Integrates a feature pyramid module into multi-scale aggregation to enhance speaker-discriminative information from multiple layers.
result Improves performance for both short and long utterances compared to state-of-the-art approaches.

Model for directed synthesis of audio textures using multi-scale RNNs.

problem Challenges in modeling complex audio textures with traditional methods.
method Combining multi-scale RNNs with a conditioning strategy for user-directed synthesis.
result Demonstrated improved performance on various audio texture datasets.

Improved recurrent neural networks learn long-term dependencies through multi-scale memory.

problem Capturing long-term dependencies in recurrent neural networks.
method Incremental training of a modular RNN architecture with multi-scale hidden states.
result Incremental training and multi-scale memory enhance RNNs' ability to learn long-term dependencies.

Proposes MSTD-RCNN for improved financial time-series classification.

problem Combining Multi-Scale and Temporal Dependency for better financial time-series classification.
method Multi-Scale Temporal Dependent Recurrent Convolutional Neural Network (MSTD-RCNN).
result Achieves state-of-the-art performance in trend classification and simulated trading.