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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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170341511681 · Jun 202019922001200920172026
48 results for numerically effective

We provide notions of numerical effectiveness and numerical flatness for Higgs vector bundles on compact Kähler manifolds in terms of fibre metrics. We prove several properties of bundles satisfying such conditions and in particular we show that numerically flat Higgs bundles have vanishing Chern classes, and that they…

2006-05-25abs ↗pdf ↗

A new method corrects weight values to improve treatment effect estimation.

problem Estimating heterogeneous treatment effects in high-dimensional data with sample selection bias.
method Differentiable Pareto-Smoothed Weighting (DPSW) framework.
result Our method outperforms existing methods in treatment effect estimation.

A new framework improves tensor completion accuracy by considering numerical priors.

problem Tensor completion accuracy loss due to ignoring numerical priors.
method Generalized CP Decomposition Tensor Completion (GCDTC) framework incorporating numerical priors.
result GCDTC framework outperforms state-of-the-arts in non-negative tensor completion.

We present effective numerical algorithms for locally recovering unknown governing differential equations from measurement data. We employ a set of standard basis functions, e.g., polynomials, to approximate the governing equation with high accuracy. Upon recasting the problem into a function approximation problem, we …

2018-09-24abs ↗pdf ↗

Proposes a new model for estimating individual treatment effects.

problem Estimating individual treatment effects from observational data is challenging.
method Integrates diffusion modeling and conformal inference with propensity score and covariate approximation.
result Establishes rigorous theoretical guarantees and demonstrates competitive performance.

Method learns dynamics of slow variables from stochastic data.

problem Modeling unknown multiscale stochastic systems with limited data.
method Data-driven approach to learn effective dynamics from bursts of observation data.
result Generative model accurately captures effective dynamics of slow variables.

In this paper, we study numerically flat holomorphic vector bundles over a compact non-Kähler manifold (X,ω)(X, ω) with the Hermitian metric ωω satisfying the Gauduchon and Astheno-Kähler conditions. We prove that numerically flatness is equivalent to numerically effectiveness with vanishing first Chern number, semistabl…

2019-01-15abs ↗pdf ↗

Financial companies continuously analyze the state of the markets to rethink and adjust their investment strategies. While the analysis is done on the digital form of data, decisions are often made based on graphical representations in white papers or presentation slides. In this study, we examine whether binary decisi…

2019-07-22abs ↗pdf ↗

Despite the importance of handwritten numeral classification, a robust and effective method for a widely used language like Arabic is still due. This study focuses to overcome two major limitations of existing works: data diversity and effective learning method. Hence, the existing Arabic numeral datasets have been mer…

2019-07-30abs ↗pdf ↗

Investigates numerical issues in GP interpolation parameter estimation.

problem Numerical issues in maximum likelihood parameter estimation for Gaussian process interpolation.
method Investigates and proposes strategies to improve open-source software implementations.
result Improves reliability and reproducibility of studies relying on GP implementations.

We introduce a Vasicek-type short rate model which has two additional parameters representing memory effect. This model presents better results in yield curve fitting than the classical Vasicek model. We derive closed-form expressions for the prices of bonds and bond options. Though the model is non-Markov, there exist…

2015-04-07abs ↗pdf ↗

Paper introduces ENZ to measure significant coefficients in sparse recovery, improving over classical methods.

problem Numerical noise creates long tails of negligible coefficients in sparse recovery.
method Entropy-based notion of effective sparsity (ENZ) to measure significant coefficients, proving stability under restricted isometry condition.
result ENZ decomposes into support cardinality and efficiency factor, providing a precise measure of sparsity.

Machine learning models predict the behavior of negatively buoyant jets from wastewater.

problem Minimizing harmful effects of negatively buoyant jets during wastewater discharge.
method Training machine learning models (ANN, XGBoost, CatBoost, LightGBM) on OpenFOAM simulations and experimental data.
result Artificial Neural Network provided the best prediction with R2 0.98 and RMSE 0.28.

New method combines ODE filters and numerical quadrature to propagate model uncertainty.

problem Propagation of model uncertainty in ODE solutions with uncertain parameters.
method Combining ODE filters with numerical quadrature.
result Effective propagation of both numerical and parametric uncertainty.

In this paper we define a set of numerical criteria for a handlebody link to be irreducible. It provides an effective, easy-to-implement method to determine the irreducibility of handlebody links; particularly, it recognizes the irreducibility of all handlebody knots in the Ishii-Kishimoto-Moriuchi-Suzuki knot table an…

2020-02-14abs ↗pdf ↗

In this paper, a novel approach for coding nominal data is proposed. For the given nominal data, a rank in a form of complex number is assigned. The proposed method does not lose any information about the attribute and brings other properties previously unknown. The approach based on these knew properties can been used…

2016-01-08abs ↗pdf ↗

This work studies scaling laws for low-precision training in high-dimensional linear regression.

problem Optimizing trade-off between model quality and training costs in high-dimensional linear regression.
method Theoretical study of scaling laws for low-precision training within a high-dimensional sketched linear regression framework, analyzing multiplicative and additive quantization.
result Multiplicative quantization maintains full-precision model size, while additive quantization reduces effective model size.

Parallel-in-time solver reduces ODE simulation time from linear to logarithmic.

problem Efficiently solving ordinary differential equations (ODEs) with reduced computational cost.
method Formulated a parallel-in-time probabilistic numerical ODE solver using time-parallel formulation of iterated extended Kalman smoothers.
result Reduces span cost from linear to logarithmic in the number of time steps.

Improved financial sentiment analysis using simple instruction tuning of LLMs.

problem Lack of accurate financial sentiment analysis by large language models.
method Instruction tuning of general-purpose LLMs with a small portion of financial sentiment data.
result Significant improvement in financial sentiment analysis, especially in complex scenarios.

We study numerical restricted volumes of (1,1) classes on compact Kahler manifolds, as introduced by Boucksom. Inspired by work of Ein-Lazarsfeld-Mustata-Nakamaye-Popa on restricted volumes of line bundles on projective manifolds, we pose a natural conjecture to the effect that irreducible components of the non-Kahler …

2016-08-25abs ↗pdf ↗

Develops numerical methods for pricing exchange options in a market with limited liquidity.

problem Pricing European style exchange options in a market with finite liquidity.
method Integrates price impact into the dynamics of correlated assets using a controlled variate approach.
result Numerical pricing methods for exchange options are developed and validated.

This paper improves change-point detection for complex data streams using denoising score matching.

problem Timely identification of distributional shifts in high-dimensional, complex data streams.
method Score-based CUSUM change-point detection with denoising score matching.
result Denoising score matching enhances detection power by effectively controlling noise scale.

In the present paper, we introduce a numerical scheme for the price of a barrier option when the price of the underlying follows a diffusion process. The numerical scheme is based on an extension of a static hedging formula of barrier options. For getting the static hedging formula, the underlying process needs to have…

2012-06-13abs ↗pdf ↗

FBSJNN solves PIDEs and FBSDEJs with deep learning, offering theoretical and numerical efficiency.

problem Solving Partial Integro-Differential Equations and Forward-Backward Stochastic Differential Equations with Jumps.
method FBSJNN framework using a single neural network for both solution approximation and non-local integral.
result FBSJNN achieves numerical solutions with a relative error of 10310^{-3}, demonstrating efficiency.

The paper analyzes the intrinsic exploration terms in policy-gradient algorithms.

problem Exploration in policy-gradient algorithms and its impact on policy optimization.
method Numerical optimization criteria and stochastic gradient analysis.
result Exploration techniques improve policy optimization by smoothing the learning objective and modifying gradient estimates.

New method for estimating heterogeneous treatment effects in panel data.

problem Estimating heterogeneous treatment effects in non-stationary, temporally dependent panel data.
method Proposes H1SL and H2SL, synthetic learners for panel data, based on existing non-panel data estimators.
result Established convergence rates for proposed estimators and demonstrated superior performance.

We consider the general Kähler-Ricci flows which exist for all time. The zeroth order control on the flow metric potential for various infinite time singularities is the focus. The possible semi-amplness for numerically effective classes serves as the main motivation.

2014-08-26abs ↗pdf ↗

Proves solution uniqueness for biomembrane shape prediction.

problem Proving solution uniqueness for the genus one Canham variational problem.
method Combining numeric analytic continuation and singularity analysis to prove non-negativity of a sequence.
result Proves positivity of the sequence, leading to solution uniqueness.