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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.

168,982 papers · 148 categories

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3006009001,200 · Jun 202019922001200920172026
48 results for notice new information

A finance approach values knowledge, emphasizing the importance of noticing new information.

problem The valuation of knowledge to ensure better training and awareness of new information.
method Formulated a methodology using finance principles, providing axioms and models.
result First attempt to numerically value knowledge, emphasizing the importance of noticing new information.

QFDA combines machine learning and information theory for image classification.

problem Lack of literature on combining machine learning and information theory.
method Quantized Fisher Discriminant Analysis (QFDA) using a cost function for rate-distortion optimization.
result QFDA achieves at least as good classification accuracy as FDA on quantized images.

Adaptive PINNs improve accuracy by adding points where solutions are uncertain.

problem Inadequate sampling in PINNs leads to inaccurate solutions, especially near singularities.
method FI-PINNs use failure probability to dynamically add points, improving numerical accuracy.
result FI-PINNs achieve better accuracy through adaptive sampling, as proven by rigorous error bounds.

Study reveals opacity in insider sales, leading to inefficiencies in capital allocation.

problem Insider sales opacity due to reporting inversion of Form 144 and Form 4.
method Event study framework, machine learning audit, cross-sectional tests.
result Persistent opacity of insider sales signals, leading to inefficiencies in capital allocation.

New method mitigates bias without sensitive data using causal graph and variational autoencoder.

problem Lack of fairness strategies when sensitive attributes are not collected.
method SRCVAE framework based on causal graph for inferring a proxy sensitive attribute.
result Significant improvements in fairness metrics over existing methods.

We prove an existence theorem for gauge invariant L2L^2-normal neighborhoods of the reduction loci in the space Aa(E){\cal A}_a(E) of oriented connections on a fixed Hermitian 2-bundle EE. We use this to obtain results on the topology of the moduli space Ba(E){\cal B}_a(E) of (non-necessarily irreducible) oriented connectio…

2007-04-19abs ↗pdf ↗

A new Riemannian framework optimizes LoRA for faster convergence and better performance.

problem Optimizing low-rank adapters in neural networks to improve convergence and performance.
method Integrates Riemannion optimizer, LoRA initialization, and efficient implementation for geometrically treating low-rank adapters.
result Consistent and noticeable improvements in convergence speed and final task performance over standard LoRA and its modifications.

Vision Transformers show different internal representations compared to CNNs.

problem Understanding how Vision Transformers solve image classification tasks.
method Comparative analysis of ViT and CNN architectures on image classification benchmarks.
result ViT has more uniform representations across all layers, while CNNs have more varied representations.

We give a new method to compute the centralizer of an element in Artin braid groups and, more generally, in Garside groups. This method, together with the solution of the conugacy problem given by the authors in a previous paper, are two main steps for solving conjugacy systems, thus breaking recently discovered crypto…

2002-01-25abs ↗pdf ↗

Study shows current metrics for audio adversarial examples are unreliable for human perception.

problem The reliability of metrics for evaluating audio adversarial examples.
method Analytical framework and human evaluation experiment.
result Current metrics for audio adversarial examples are not reliable for human perception.

Introduces new metrics to measure performance of deep Bayesian neural networks.

problem Lack of specific criteria to measure performance of deep Bayesian neural networks.
method Proposes several metrics including model calibration, data rejection ability, and uncertainty divergence.
result Introduces more specific criteria for measuring deep Bayesian neural network performance.

A new method estimates parameters of complex models using ordinary least squares.

problem Estimating parameters of nonlinear dynamic models from time series data.
method Physics-Informed Regression (PIR) using regularized ordinary least squares.
result PIR outperforms physics-informed neural networks (PINN) in parameter estimation.

L. Kauffman conjectured that a particular solution of the Chinese Rings puzzle is the simplest possible. We prove his conjecture by using low-dimensional topology and group theory. We notice also a surprising connection between the Chinese Rings and Habiro moves (related to Vassiliev invariants).

2000-07-21abs ↗pdf ↗

Introduces a new geometric structure for statistical manifolds with degenerate metrics.

problem Degenerate metrics in statistical manifolds affect geometric structures and applications.
method Introduces quasi-Codazzi structure for degenerate metrics and coherent tangent bundles.
result Generalizes geometric structures and relations for statistical models with degenerate metrics.

Geom-GCN improves graph neural networks by preserving structural information and capturing long-range dependencies.

problem Weaknesses in MPNNs' aggregators: loss of structural information and lack of long-range dependencies.
method Proposes a geometric aggregation scheme with three modules: node embedding, structural neighborhood, and bi-level aggregation.
result Achieved state-of-the-art performance on various graph datasets.

This paper is an updated version of a survey on projective configurations of subspaces in general position. The preceding version was published in Russian in 1989 and in English in 1990 (in Leningrad Math. J.) opening a new section ``Light reading for the professional''. The paper is written in the form of introduction…

2006-11-13abs ↗pdf ↗

Volatility dynamics of wavelet - filtered stock price time series is studied. Using the universal thresholding method of wavelet filtering and a principle of minimal linear autocorrelation of noise component we find that the quantitative characteristics of volatility dynamics of denoised series are noticeably different…

2006-12-18abs ↗pdf ↗

We introduce a methodology to construct parsimonious probabilistic models. This method makes use of Information Filtering Networks to produce a robust estimate of the global sparse inverse covariance from a simple sum of local inverse covariances computed on small sub-parts of the network. Being based on local and low-…

2016-02-23abs ↗pdf ↗

Symmetries of Poisson manifolds are in general quantized just to symmetries up to homotopy of the quantized algebra of functions. It is therefore interesting to study symmetries up to homotopy of Poisson manifolds. We notice that they are equivalent to Poisson principal bundles and describe their quantization to symmet…

2006-01-13abs ↗pdf ↗

Brain cancer can be very fatal, but chances of survival increase through early detection and treatment. Doctors use Magnetic Resonance Imaging (MRI) to detect and locate tumors in the brain, and very carefully analyze scans to segment brain tumors. Manual segmentation is time consuming and tiring for doctors, and it ca…

2018-10-27abs ↗pdf ↗

Scientific fields such as insider-threat detection and highway-safety planning often lack sufficient amounts of time-series data to estimate statistical models for the purpose of scientific discovery. Moreover, the available limited data are quite noisy. This presents a major challenge when estimating time-series model…

2018-03-15abs ↗pdf ↗

Model predicts Chinese stock market liquidity and customer order behavior.

problem Understanding market liquidity and customer order behavior in the Chinese stock market.
method Dual state-space model using Fourier transform to connect volume-at-price buckets to correlations.
result Customer orders are correlated with market sentiment and stock returns, not with bond returns.

We report some minimal surfaces that can be seen as copies of a triply periodic minimal surface (TPMS) related by reflections in parallel mirrors. We call them minimal twin surfaces for the resemblance with twin crystal. Brakke's Surface Evolver is employed to construct twinnings of various classical TPMS, including Sc…

2016-10-25abs ↗pdf ↗

Paper proposes a new method for predicting drug interactions using adversarial autoencoders.

problem Predicting drug interactions to prevent adverse events.
method Introduces adversarial autoencoders based on Wasserstein distances and Gumbel-Softmax relaxation to generate high-quality negative samples.
result Significant improvements in link prediction and DDI classification tasks.

It is shown that any closed three-manifold M obtained by integral surgery on a knot in the three-sphere can always be constructed from integral surgeries on a 3-component link L with each component being an unknot in the three-sphere. It is also interesting to notice that infinitely many different integral surgeries on…

2008-01-22abs ↗pdf ↗

Physics-informed neural networks improve surrogate modeling of turbulent Rayleigh-Bénard convection.

problem Modeling turbulent Rayleigh-Bénard convection with high accuracy and efficiency.
method Physics-informed neural networks (PINNs) with novel padding and regularization techniques.
result Significantly improved predictive accuracy of surrogate models at high Rayleigh numbers Ra = 2 × 10^9.

Various Alexandrov-Fenchel type inequalities have appeared and played important roles in convex geometry, matrix theory and complex algebraic geometry. It has been noticed for some time that they share some striking analogies and have intimate relationships. The purpose of this article is to shed new light on this by c…

2017-10-02abs ↗pdf ↗

Proposes a meta-learning algorithm to improve semi-supervised learning.

problem Overfitting and limited model generalization in consistency-based semi-supervised learning.
method Introduces a learn-to-generalize regularization term and meta-gradient optimization.
result Demonstrates improved performance on various datasets compared to state-of-the-art methods.

Note on instabilities in super-time-stepping methods for Heston model.

problem Instabilities in super-time-stepping methods applied to Heston model.
method Exploration of explicit super-time-stepping schemes (RK-Chebyshev, RK-Legendre) for Heston model.
result Relevance of stability remarks beyond super-time-stepping schemes.

By a Randers' structure on a manifold MM we mean a Finsler structure L=L+αL^*=L+α, where LL is a Riemannian structure and αα is a 1-form on MM. This structure was first introduced by Randers ~\cite{[8]} from the standpoint of general relativity. In this paper, we replace LL by a Finsler structure, calling the resulti…

2006-07-22abs ↗pdf ↗