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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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115230344459 · Jun 202019922001200920172026
48 results for multi-scale complexity

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.

This paper tackles denoising of complex measures using optimal transport and curvature analysis.

problem Denoising of complex, possibly non-log-concave measures.
method Score function and optimal transport theory to revert Langevin diffusion chains.
result The difficulty of denoising depends on the curvature complexity of the initial measure at specific SNR scales.

We construct a compactification of the moduli spaces of abelian differentials on Riemann surfaces with prescribed zeroes and poles. This compactification, called the moduli space of multi-scale differentials, is a complex orbifold with normal crossing boundary. Locally, our compactification can be described as the norm…

2019-10-29abs ↗pdf ↗

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 ↗

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.

This paper classifies components of meromorphic differential strata.

problem Understanding the boundary of multi-scale compactification of meromorphic differentials.
method Classifying connected components of residueless meromorphic differentials.
result Classification of connected components of strata of residueless meromorphic differentials.

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 ↗

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.

SHAKE-GNN scales GNNs for large graphs with multi-scale representations.

problem Scaling Graph Neural Networks (GNNs) to large graphs.
method SHAKE-GNN uses a hierarchy of Kirchhoff Forests for stochastic multi-resolution graph decompositions.
result SHAKE-GNN achieves competitive performance on large-scale graph classification benchmarks.

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.

Preformer improves Transformer for long-term time series forecasting.

problem Transformer's quadratic complexity and lack of context-awareness for long-term forecasting.
method Introduces Multi-Scale Segment-Correlation mechanism for efficient time series segmentation and context-aware attention.
result Preformer outperforms other Transformer-based methods in long-term time series forecasting.

In this paper, we propose the idea of radial scaling in frequency domain and activation functions with compact support to produce a multi-scale DNN (MscaleDNN), which will have the multi-scale capability in approximating high frequency and high dimensional functions and speeding up the solution of high dimensional PDEs…

2019-10-25abs ↗pdf ↗

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.

Two types of differentials are shown equivalent for compactifying moduli spaces.

problem Compactifying moduli spaces of curves with prescribed orders of zeros and poles.
method Equivalence of multi-scale and logarithmic differentials, isomorphism of moduli stacks, explicit blowups.
result Multi-scale and logarithmic differentials are equivalent and isomorphic.

Improved flow-based models capture dependencies better with multi-scale autoregressive priors.

problem Limited expressiveness of flow-based models for long-range data dependencies.
method Introducing channel-wise dependencies through multi-scale autoregressive priors (mAR) in split coupling flow layers (mAR-SCF).
result Achieves state-of-the-art density estimation results on MNIST, CIFAR-10, and ImageNet.

Transformer-based multi-scale model outperforms traditional methods in solving PDEs on irregular domains.

problem Solving partial differential equations on irregular domains using deep learning.
method Introduces Multi-Scale Attention Transformer (\msat{}) for solving PDEs.
result Achieves state-of-the-art generalization on complex geometry problems with significant speedup.

Topology-enhanced loss improves 3D object reconstruction from 2D images.

problem Challenges in reconstructing 3D objects from 2D images, especially capturing shape information.
method Integrates multi-scale topological features into the reconstruction loss using cubical complexes and optimal transport distance.
result Topology-aware loss substantially improves 3D reconstruction quality.

We consider revenue maximization in online auction/pricing problems. A seller sells an identical item in each period to a new buyer, or a new set of buyers. For the online posted pricing problem, we show regret bounds that scale with the best fixed price, rather than the range of the values. We also show regret bounds …

2017-05-26abs ↗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.

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.

Hierarchical graph clustering is a common technique to reveal the multi-scale structure of complex networks. We propose a novel metric for assessing the quality of a hierarchical clustering. This metric reflects the ability to reconstruct the graph from the dendrogram, which encodes the hierarchy. The optimal represent…

2018-07-13abs ↗pdf ↗

Neuro-inspired recurrent neural network algorithms, such as echo state networks, are computationally lightweight and thereby map well onto untethered devices. The baseline echo state network algorithms are shown to be efficient in solving small-scale spatio-temporal problems. However, they underperform for complex task…

2018-08-01abs ↗pdf ↗

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.

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.

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).

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.

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.

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.

Paper proposes MSSDDPG for better financial trading strategies.

problem Extracting accurate features from noisy, non-stationary financial time series.
method Multi-scale stroke deep deterministic policy gradient reinforcement learning model (MSSDDPG).
result MSSDDPG outperforms other strategies in China's CSI 300 and SSE Composite.