nUDEs use neural networks to model biology without negative values.
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.
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New theory shows how learning algorithms can create a bias towards negative outcomes.
The paper finds optimal threshold strategies for insurance companies with a positive terminal value at creeping ruin.
The paper introduces Absolute Shapley Value to handle negative contributions in machine learning model training.
Two new models improve option valuation for negative or mean reverting futures markets.
We study minimal hypersurfaces in manifolds of non-negative Ricci curvature, Euclidean volume growth and quadratic curvature decay at infinity. By comparison with capped spherical cones, we identify a precise borderline for the Ricci curvature decay. Above this value, no complete area-minimizing hypersurfaces exist. Be…
The optimal capital structure model with endogenous bankruptcy was first studied by Leland (1994) and Leland and Toft (1996), and was later extended to the spectrally negative Levy model by Hilberink and Rogers (2002) and Kyprianou and Surya (2007). This paper incorporates the scale effects by allowing the values of ba…
New quasimorphisms constructed for manifolds with negative curvature.
Investigates maps and properties in spaces with negative dimensions and curvature.
The study proves a new inequality and formula for manifolds with non-negative Ricci curvature.
Study expands classical harmonic function results to Riemannian manifolds.
Imitation learning, followed by reinforcement learning algorithms, is a promising paradigm to solve complex control tasks sample-efficiently. However, learning from demonstrations often suffers from the covariate shift problem, which results in cascading errors of the learned policy. We introduce a notion of conservati…
We consider the optimal stopping of a class of spectrally negative jump diffusions. We state a set of conditions under which the value is shown to have a representation in terms of an ordinary nonlinear programming problem. We establish a connection between the considered problem and a stopping problem of an associated…
We use an elliptic system of equations with complex coefficients for a set of complex-valued tensor fields as a tool to construct infinite-dimensional families of non-singular stationary black holes, real-valued Lorentzian solutions of the Einstein-Maxwell-dilaton-scalar fields-Yang-Mills-Higgs-Chern-Simons- equa…
GP-ND avoids obstacles in trajectory planning using Gaussian Process regression.
Study stability of curvature-dimension condition for negative dimensions.
Paper proposes a new method to evaluate joint risk under uncertainty.
We consider a smooth closed surface of fixed genus with a Riemannian metric of negative curvature with fixed total area. The second author has shown that the topological entropy of geodesic flow for is greater than or equal to the topological entropy for the metric of constant negative curvatu…
New model shows negative resilience can improve trading efficiency.
Negative step sizes improve second-order methods for neural networks.
In the present paper, we investigate the optimal capital injection behaviour of an insurance company if the interest rate is allowed to become negative. The surplus process of the considered insurance entity is assumed to follow a Brownian motion with drift. The changes in the interest rate are described via a Markov-s…
In this paper, we study the power of Gaussian curvature flow of a compact convex hypersurface and establish its Harnack inequality when the power is negative. In the Harnack inequality, we require that the absolute value of the power is strictly positive and strictly less than the inverse of the dimension of the hypers…
Geometric structures on -manifolds, i.e.~non-negatively graded manifolds with an homological vector field, encode non-graded geometric data on Lie algebroids and their higher analogues. A particularly relevant class of structures consists of vector bundle valued differential forms. Symplectic forms, contac…
Negative user preference is an important context that is not sufficiently utilized by many existing recommender systems. This context is especially useful in scenarios where the cost of negative items is high for the users. In this work, we describe a new recommender algorithm that explicitly models negative user prefe…
For a closed surface M with metric g, the Robin mass m(p) at the point p is the value of the Green function G(p,q) at p=q after the logarithmic singularity has been removed. The Laplacian-mass is the average value of the Robin mass, minus the value of the Robin mass for the round sphere of the same area. The Laplacian-…
The Poincaré series for surfaces with boundary extends to the complex plane.
We consider a problem of grouping multiple graphs into several clusters using singular value thesholding and non-negative factorization. We derive a model selection information criterion to estimate the number of clusters. We demonstrate our approach using "Swimmer data set" as well as simulated data set, and compare i…
Framework for energy markets using measure-valued processes.
New rigidity theorems for spin fill-ins with non-negative scalar curvature.
WEINCE improves contrastive learning by correcting softmax biases.
For environmental problems such as global warming future costs must be balanced against present costs. This is traditionally done using an exponential function with a constant discount rate, which reduces the present value of future costs. The result is highly sensitive to the choice of discount rate and has generated …
The paper proposes methods to estimate positive examples and learn classifiers from mixed data.
We classify closed, simply-connected non-negatively curved 5-manifolds admitting an (almost) effective, isometric or action. As a direct consequence, we show that for any manifold, of dimensions up to and including 9 under the same hypotheses, the maximal symmetry rank is equal to and the free rank…
New -functions for 3-manifolds connect to Witten invariants and relate to generalized Bernoulli polynomials.
We propose an algorithm for the non-negative factorization of an occurrence tensor built from heterogeneous networks. We use l0 norm to model sparse errors over discrete values (occurrences), and use decomposed factors to model the embedded groups of nodes. An efficient splitting method is developed to optimize the non…
In this paper, we compare Ollivier Ricci curvature and Bakry-Émery curvature notions on combinatorial graphs and discuss connections to various types of Ricci flatness. We show that non-negativity of Ollivier Ricci curvature implies non-negativity of Bakry-Émery curvature under triangle-freeness and an additional in-de…
New analysis shows rational actors will deploy AGI despite negative social value due to catastrophic risk.
Unified framework for non-negative matrices and tensors using Wasserstein loss.
We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using Multifractal Detrended Fluctuation Analysis (MFDFA). By calculating the singularity spectra we show that returns of both signs reveal multiscaling. Curiously, these spectra display a s…
New method learns from either positive or negative feedback alone.
State-of-the-art approaches for Knowledge Base Completion (KBC) exploit deep neural networks trained with both false and true assertions: positive assertions are explicitly taken from the knowledge base, whereas negative ones are generated by random sampling of entities. In this paper, we argue that random sampling is …
False negatives hinder adversarial imitation learning, leading to worse performance.
Study on moduli spaces of negatively curved metrics on surfaces.
LSQ+ improves quantization of neural nets with Swish activations, achieving state-of-the-art results.
Anti-ELAB protests affected Hong Kong firms' stock prices, especially those linked to pan-democrats.
We study the optimal stopping of an American call option in a random time-horizon under exponential spectrally negative Lévy models. The random time-horizon is modeled as the so-called Omega default clock in insurance, which is the first time when the occupation time of the underlying Lévy process below a level , ex…
Investigates VaR behavior for sums of one-sided random variables, showing impossibilities and conditions for super-additivity.
Consider vector valued harmonic maps of at most linear growth, defined on a complete non-compact Riemannian manifold with non-negative Ricci curvature. For the norm square of the pull-back of the target volume form by such maps, we report a strong maximum principle, and equalities among its supremum, its asymptotic ave…