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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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13274053 · May 202619922001200920172026
48 results for multi-valued events

VOWEL trains WTA-SNNs for multi-valued events, overcoming resource limitations.

problem Training WTA-SNNs for multi-valued events is challenging due to non-differentiability and recurrent behavior.
method Develops a variational online local training rule (VOWEL) for WTA-SNNs using local pre- and post-synaptic information and a common reward signal.
result VOWEL outperforms conventional binary SNNs in real-world neuromorphic datasets with multi-valued events.

The paper constructs a multi-valued inverse of quasiregular maps and develops pull-back theory for differential forms.

problem Understanding multi-valued inverses of quasiregular maps and their properties.
method Using Almgren's framework of multi-valued maps and developing pull-back theory for differential forms.
result The multi-valued inverse is a quasiregular ωω-curve with respect to a natural nn-form ωω.

Extends Campanato theory to multi-valued functions for geometric variational problems.

problem Regularity of multi-valued functions in geometric variational problems.
method Adapting Campanato's ideas to multi-valued functions, proving regularity theorems.
result Established regularity for multi-valued harmonic functions and stationary integral varifolds.

XTNet estimates complex cross-treatment effects in multi-category, multi-valued settings.

problem Challenges in estimating causal effects for multi-category, multi-valued treatments.
method Dynamic Neural Masking for capturing treatment interactions without restrictive assumptions.
result XTNet consistently outperforms state-of-the-art baselines in multi-category, multi-valued treatment effect estimation.

In this paper we prove that an embedded and simply connected constant mean curvature surface with curvature large at a point contains a multi-valued graph around that point on the scale of A2|A|^2, where A2|A|^2 is the norm squared of the second fundamental form. This generalizes Colding and Minicozzi's result for mini…

2004-09-10abs ↗pdf ↗

This paper analyzes meta-learners for estimating multi-valued treatment effects.

problem Estimating Conditional Average Treatment Effects (CATE) with multi-valued treatments.
method The paper considers different meta-learners and analyzes their error bounds.
result Meta-learners perform well as the number of treatments increases, improving upon naive extensions.

New method estimates causal effects with multi-valued, time-varying treatments.

problem Estimating causal effects with complex time-varying exposures.
method Combines machine learning and semiparametric efficiency theory.
result Proposes an efficient, asymptotically normal estimator for marginal structural models.

New category theory for complex projective plane sections.

problem Defining multi-valued Morse homotopy for complex projective plane.
method Introducing multi-valued Morse homotopy category and showing equivalence to DG category of holomorphic vector bundles.
result Multi-valued Morse homotopy category is equivalent to DG category of holomorphic vector bundles.

For multi-valued functions---such as when the conditional distribution on targets given the inputs is multi-modal---standard regression approaches are not always desirable because they provide the conditional mean. Modal regression algorithms address this issue by instead finding the conditional mode(s). Most, however,…

2020-02-14abs ↗pdf ↗

DiffOPF solves multi-valued OPF problems by sampling from system history.

problem Multi-valued and non-convex OPF problems due to system parameter variability.
method DiffOPF treats OPF as a conditional sampling problem, learning from historical data.
result DiffOPF enables statistically credible warm starts with favorable cost and constraint satisfaction trade-offs.

Study on a weighted Suita conjecture for higher derivatives and their geometric properties.

problem Analyzing the Suita conjecture for higher derivatives with weights.
method Examining the set of points for equality in a weighted Suita conjecture and relating it to harmonic functions and Dirichlet problems.
result Relations between the set of points and integer-valued points of harmonic functions and Dirichlet problems for planar domains.

In this paper, we consider multi-valued graphs with a prescribed real analytic interface that minimize the Dirichlet energy. Such objects arise as a linearized model of area minimizing currents with real analytic boundaries and our main result is that their singular set is discrete in 2 dimensions. This confirms (and p…

2019-06-24abs ↗pdf ↗

This is the second paper of a series of three on the regularity of higher codimension area minimizing integral currents. Here we perform the second main step in the analysis of the singularities, namely the construction of a center manifold, i.e. an approximate average of the sheets of an almost flat area minimizing cu…

2013-06-05abs ↗pdf ↗

Alternative proof and extension of curvature estimates for minimal immersions.

problem Curvature estimates and Bernstein-type theorems for minimal immersions.
method Iteration method à la De Giorgi, ε-regularity theorem, Caccioppoli inequalities.
result Extension of Schoen--Simon--Yau and Schoen--Simon theorems to 6-dimensional stable minimal immersions.

In this paper, we propose an active learning method for an inverse problem that aims to find an input that achieves a desired structured-output. The proposed method provides new acquisition functions for minimizing the error between the desired structured-output and the prediction of a Gaussian process model, by effect…

2019-11-09abs ↗pdf ↗

A clustering may be considered as fair on pre-specified sensitive attributes if the proportions of sensitive attribute groups in each cluster reflect that in the dataset. In this paper, we consider the task of fair clustering for scenarios involving multiple multi-valued or numeric sensitive attributes. We propose a fa…

2019-10-11abs ↗pdf ↗

Develops a neural model to predict event occurrence and timing.

problem Standard event time models ignore the distinction between event occurrence probability and predicted time.
method Introduces a conditional event time model using a neural network with a binary stochastic layer.
result Shows superior event occurrence and timing predictions on various datasets.

Paper proposes a new trading strategy using corporate event detection from news articles.

problem Predicting stock movements based on corporate events from news articles.
method Bi-level event detection model: low-level for token-level event identification, high-level for article-level event identification.
result The proposed strategy outperforms existing models in stock prediction metrics.

Non-spanning identification of scheduled event risk in option pricing.

problem Separating continuous surface from scheduled jump in option pricing.
method Modeling FOMC decisions, CPI releases, and NFP reports as deterministic-time jumps in risk-neutral option pricing.
result Improves held-out event-spanning pricing with Gaussian and two-component mixture jumps.

Study examines HTE estimation from time-to-event data with competing events.

problem Estimating HTEs from time-to-event data with competing events.
method Outcome modeling approach using plug-in estimators for potential outcomes.
result Competing events introduce new challenges for HTE estimation.

REST framework predicts stock trends by considering stock-specific and related-stock events.

problem Predicting stock trends using event information from news, social media, and discussion boards.
method REST framework addresses two main shortcomings of existing event-driven methods: stock-specific event influence and related-stock event influence.
result REST framework achieves higher investment returns compared to baselines.

Considering event structure information has proven helpful in text-based stock movement prediction. However, existing works mainly adopt the coarse-grained events, which loses the specific semantic information of diverse event types. In this work, we propose to incorporate the fine-grained events in stock movement pred…

2019-10-11abs ↗pdf ↗

New deep learning method handles rare and imbalanced events in time series.

problem Challenges in event detection in time series data, especially rare and imbalanced events.
method Supervised regression-based deep learning approach that handles various types of events.
result Superior performance across diverse domains, particularly for rare events and imbalanced datasets.

The study uses financial events to predict stock market movements.

problem Predicting stock market movements using financial events.
method Combined event extraction method, BERT/ALBERT enhanced event representation, and extended hierarchical attention network.
result Significantly better accuracies and higher simulated returns compared to state-of-the-art models.

Proposes a model for predicting events from event streams.

problem Predicting events like part replacement and failure in manufacturing and teleservice systems.
method Non-parametric prognostic framework using MGCP modulated Poisson processes.
result MGCP prior facilitates sharing of information and analysis of flexible event patterns.

LOBDIF predicts limit order book events using a diffusion model.

problem Predicting the timing and type of events in a dynamic market system.
method LOBDIF uses a diffusion model to learn the complex time-event distribution in limit order book streams.
result LOBDIF significantly outperforms existing methods in real-world data experiments.

The plausibility of uncommon events and miracles based on testimony of such an event has been much discussed. When analyzing the probabilities involved, it has mostly been assumed that the common events can be taken as data in the calculations. However, we usually have only testimonies for the common events. While this…

2016-02-25abs ↗pdf ↗

New STH distance finds patterns in event timeseries without resampling.

problem Lack of efficient analysis methods for event and state timeseries.
method Define STE-ts, propose STH, leveraging both time and state duration.
result Improved precision and computation time compared to resampled metrics.

Traditional event detection classifies a word or a phrase in a given sentence for a set of predefined event types. The limitation of such predefined set is that it prevents the adaptation of the event detection models to new event types. We study a novel formulation of event detection that describes types via several k…

2019-10-24abs ↗pdf ↗