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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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2535067591,012 · Jun 202019922001200920172026
48 results for networked scenarios

We present a method to generate renewable scenarios using Bayesian probabilities by implementing the Bayesian generative adversarial network~(Bayesian GAN), which is a variant of generative adversarial networks based on two interconnected deep neural networks. By using a Bayesian formulation, generators can be construc…

2018-02-02abs ↗pdf ↗

Generative Adversarial Network (GAN) simulates realistic multi-asset scenarios for tail risk.

problem Simulating realistic joint dynamics of multi-asset portfolios for tail risk estimation.
method Designing a GAN that preserves Value-at-Risk (VaR) and Expected Shortfall (ES) tail risk features.
result Correctly captures tail risk for a broad class of trading strategies and demonstrates strong generalization.

Paper presents a neural network for estimating wavefronts in direction of arrival scenarios.

problem Estimating the number of wavefronts in direction of arrival scenarios.
method Cross-entropy trained multilayer neural network for online adaptation of antenna array imperfections.
result The method outperforms classical model order selection schemes in accuracy, especially at low signal-to-noise-ratios.

Centroids Matching tackles catastrophic forgetting by matching feature vectors to class centroids.

problem Catastrophic forgetting in neural networks when learning new tasks.
method Centroids Matching operates in the embedding space of neural network features, matching these vectors to class centroids.
result Centroids Matching achieves high accuracy on all tasks without using external memory, even in realistic scenarios.

Method generates plausible financial stress scenarios using large deviations.

problem Misleading risk management by overlooking or overemphasizing implausible scenarios.
method Exploits large-deviations principle to concentrate risk factors near most likely stress configurations.
result Can generate informative stress scenarios even with limited historical data.

A new method using energy distance for ensemble and scenario reduction.

problem Solving complex dynamic and stochastic programs, especially in energy systems.
method Proposes a new method based on energy distance for ensemble and scenario reduction.
result Reduced scenario sets exhibit better statistical properties for energy distance than Wasserstein distance.

Generates multimodal safety-critical scenarios for robustness evaluation of decision-making algorithms.

problem Lack of comprehensive evaluation of neural network robustness under real-world scenarios.
method Proposes a flow-based multimodal scenario generator using weighted likelihood maximization and gradient-based sampling.
result Demonstrates improved testing efficiency and multimodal modeling capability compared to traditional methods.

Standard artificial neural networks suffer from the well-known issue of catastrophic forgetting, making continual or lifelong learning difficult for machine learning. In recent years, numerous methods have been proposed for continual learning, but due to differences in evaluation protocols it is difficult to directly c…

2019-04-15abs ↗pdf ↗

The ability of deep learning models to generalize well across different scenarios depends primarily on the quality and quantity of annotated data. Labeling large amounts of data for all possible scenarios that a model may encounter would not be feasible; if even possible. We propose a framework to deal with limited lab…

2019-07-25abs ↗pdf ↗

Deep learning methods improve overlapping speaker separation across languages and noise.

problem Overlapping speaker separation in realistic scenarios.
method Deep clustering and deep attractor networks.
result Deep learning methods are effective for a broad range of languages and can handle untrained languages with common features.

LEMs extend transformer-based architectures for complex execution problems.

problem Handling flexible time boundaries and multiple execution constraints in deep learning.
method Decouples market information processing from execution allocation decisions using TKANs, VSNs, and multi-head attention mechanisms.
result LEMs achieve superior execution performance compared to traditional benchmarks.

Paper introduces a new method for improving reinforcement learning performance using transfer learning.

problem Improving reinforcement learning performance with limited sample sizes in dynamic decision-making scenarios.
method Developed a novel ``re-weighted targeting procedure'' and ``transfer deep QQ^*-learning'' approach.
result Demonstrated improved reinforcement learning performance through strategic sample construction.

It has recently been found that Bell scenarios are only a small subclass of interesting setups for studying the non-classical features of quantum theory within spacetime. We find that it is possible to talk about classical correlations, quantum correlations and other kinds of correlations on any directed acyclic graph,…

2014-04-18abs ↗pdf ↗

By interpreting a traffic scene as a graph of interacting vehicles, we gain a flexible abstract representation which allows us to apply Graph Neural Network (GNN) models for traffic prediction. These naturally take interaction between traffic participants into account while being computationally efficient and providing…

2019-03-04abs ↗pdf ↗

Study on adversarial robustness in neural networks across initialization and training phases.

problem Understanding adversarial robustness in neural networks during different learning stages.
method Analyzes adversarial robustness in various scenarios of over-parameterized networks with quadratic targets and infinite samples.
result Robustness can worsen when test error improves, and vice versa, revealing new tradeoffs.

This paper develops an active sensing method to estimate the relative weight (or trust) agents place on their neighbors' information in a social network. The model used for the regression is based on the steady state equation in the linear DeGroot model under the influence of stubborn agents, i.e., agents whose opinion…

2016-01-21abs ↗pdf ↗

Recursive KalmanNet generalizes well in noisy, out-of-distribution scenarios.

problem Generalization in noisy, out-of-distribution scenarios.
method Recurrent neural network guided by a Kalman filter.
result Recursive KalmanNet performs well in scenarios with different temporal dynamics from training data.

Recent changes to greenhouse gas emission policies are catalyzing the electric vehicle (EV) market making it readily accessible to consumers. While there are challenges that arise with dense deployment of EVs, one of the major future concerns is cyber security threat. In this paper, cyber security threats in the form o…

2018-06-07abs ↗pdf ↗

Optimal algorithm for submodular maximization in distributed networked scenarios.

problem Maximizing submodular functions under distributed matroid constraints.
method Constraint-Distributed Continuous Greedy (CDCG) algorithm.
result Achieves a (11/e)(1-1/e) approximation factor, significantly outperforming sequential greedy methods.

Researchers develop PAIN to improve self-driving safety through adversarial training.

problem Overfitting and poor generalizability of neural networks in self-driving vehicles.
method PAIN combines adversarial training in CARLA simulation to generate edge cases.
result Trained self-driving vehicles are more resilient to environmental uncertainty and less prone to collisions.

Two-layer networks learn hard GLMs with SGD in high dimensions.

problem Learning hard generalized linear models with SGD in high-dimensional settings.
method Reduction of SGD dynamics to a stochastic process in lower dimensions, focusing on the role of stochasticity.
result Overparameterization enhances convergence by a constant factor, suggesting minimal role of stochasticity.

Graph Networks are used to make decisions in potentially complex scenarios but it is usually not obvious how or why they made them. In this work, we study the explainability of Graph Network decisions using two main classes of techniques, gradient-based and decomposition-based, on a toy dataset and a chemistry task. Ou…

2019-05-31abs ↗pdf ↗

This paper improves causal inference using deep neural networks for low-dimensional covariates.

problem Improving causal inference with deep learning for high-dimensional covariates.
method Doubly robust off-policy learning with deep neural networks on low-dimensional manifolds.
result Nonasymptotic regret bounds for finite- and continuous-action scenarios, converging at a fast rate depending on intrinsic manifold dimension.

PGMs and GNNs differ in capturing network data; PGMs outperform GNNs in noisy and heterophily scenarios.

problem Comparing PGMs and GNNs in network data.
method Link prediction task with synthetic and real networks; three experiments on input features, noise, and heterophily.
result PGMs outperform GNNs in noisy and heterophily scenarios.

In recent years, pattern analysis plays an important role in data mining and recognition, and many variants have been proposed to handle complicated scenarios. In the literature, it has been quite familiar with high dimensionality of data samples, but either such characteristics or large data have become usual sense in…

2018-10-09abs ↗pdf ↗

New framework uses MABs for better WLAN performance.

problem Maximizing enterprise WLAN performance with complex AP and station interactions.
method Empowered APs and stations with agents using Thompson sampling to learn optimal channel and AP selection.
result Adaptive framework using MABs outperforms static configurations in various scenarios.

New algorithms improve contextual bandits with neural networks and energy models.

problem Inefficient exploration in non-linear models for contextual bandits.
method Maximum entropy exploration using neural networks and energy models.
result Both techniques outperform standard algorithms, with energy models best overall.