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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.

169,291 papers · 148 categories

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2579 · Oct 201919922001200920182026
48 results for onset zones

Robust detection of transients and onset zones in noisy signals.

problem Detecting transients and onset zones in noisy signals robustly.
method Sparse and invariant representation based on wavelet transforms and scattering network.
result Frequency invariance improves robustness of transient detection.

Bayesian method improves deep learning for noisy EEG seizure detection.

problem Label noise in scalp EEG data hinders deep learning performance.
method Integrates domain knowledge into a Bayesian framework to inform deep learning models of label ambiguities.
result BUNDL enhances robustness of seizure detection systems under noisy label conditions.

Brillouin zones were introduced by Brillouin in the thirties to describe quantum mechanical properties of crystals, that is, in a lattice in Rn\R^n. They play an important role in solid-state physics. It was shown by Bieberbach that Brillouin zones tile the underlying space and that each zone has the same area. We gene…

1998-06-29abs ↗pdf ↗

Machine learning predicts CO2 emissions in power grids, reducing uncertainty.

problem Forecasting CO2 emission intensities in power grids.
method Developed a machine learning algorithm using LASSO, feature selection, and Softmax weighted average.
result Marginal emissions are independent of DK2 zone conditions, suggesting external generators.

Scattering transform improves note onset detection and instrument recognition in music transcription.

problem Note onset detection and instrument recognition in music transcription.
method Multiscale scattering operators applied to MIDI-driven datasets and real musical pieces.
result Scattering transform outperforms other sound representations for note onset detection and instrument recognition.

Study examines stock market connections before, during, and after the 2008 financial crisis.

problem Effects of the 2008 global financial crisis on stock market connectivity.
method Generated complex networks from cross-correlation matrices, using threshold networks and minimal spanning trees.
result During the crisis, countries in different zones had varying levels of connectivity.

Study uses evolutionary deep learning to identify galaxies obscured by star densities.

problem Identifying galaxies in the Zone of Avoidance due to high star densities and extinction.
method Evolutionary algorithm to optimize CNN architecture for near-infrared images.
result Best evolved CNN outperforms other variants in identifying galaxies in the Zone of Avoidance.

Study shows critical width for rigidity of equatorial zones on spheres.

problem Mean curvature rigidity of equatorial zones on spheres.
method Used tangency principle and trap-slice lemma for strong rigidity, and constructed nontrivial perturbations using Delaunay surfaces for non-rigidity.
result Critical width exists for rigidity, beyond which zones are non-rigid.

We found a 'Goldilocks zone' in neural network loss landscapes that correlates with good initialization.

problem Understanding and optimizing neural network loss landscapes for better initialization.
method Random and low-dimensional hypersurfaces to evaluate the Hessian of loss functions.
result The Goldilocks zone is a region of unusually high convexity and positive curvature, correlated with good network performance.

For a given lattice, we establish an equivalence involving a closed zone of the corresponding Voronoi polytope, a lamina hyperplane of the corresponding Delaunay partition and a quadratic form of rank 1 being an extreme ray of the corresponding L-type domain.

2000-04-01abs ↗pdf ↗

Model predicts and optimizes trading of electricity price spreads across multiple zones.

problem Forecasting and optimizing day-ahead versus real-time price spreads in U.S. electricity markets.
method Unified statistical model for positive and negative spikes, structural price impact model based on bid stacks.
result Optimal trading strategy improves risk-return profile and highlights market heterogeneity.

Optimizes portfolio with two controls to minimize trades and maintain signal integrity.

problem Optimizing a single-asset portfolio with transaction costs and signal autocorrelation.
method Formulated an optimization problem to minimize trades while maintaining signal integrity and achieving maximum return.
result Locally optimal solution minimizes trades and achieves maximum return, with a quantifiable improvement based on threshold and autocorrelation removed.

New method synthesizes piano training data, improving transcription performance.

problem Lack of large piano datasets limits note onset transcription models.
method Synthesizes arbitrary training data, models piano dynamics, avoids disentanglement problem.
result Achieves good transcription performance on MAPS dataset and excellent generalization.

BUZz defends images from adversarial attacks using simple transformations.

problem Adversarial attacks on deep neural networks for image classification.
method Combination of deep neural networks and simple image transformations.
result Achieves significant improvement over state-of-the-art defenses with a modest drop in clean accuracy.

CoDeQ simplifies joint model compression by integrating pruning and quantization.

problem Joint pruning and quantization methods are complex and require additional procedures.
method CoDeQ uses a dead-zone quantizer to directly induce sparsity and learn quantization parameters.
result CoDeQ achieves high sparsity and low-precision accuracy with minimal bit operations.

In the present paper which a sequel to dg-ga/9511005 and dg-ga//9610013 a global Weierstrass representation of an arbitrary closed oriented surface of genus 1\geq 1 in the the three-space is constructed. The Weierstrass spectrum of a torus immersed into R3R^3 is introduced and finite-zone planes as well as finite-zone…

1997-10-20abs ↗pdf ↗

Theory predicts turbulence onset for Navier-Stokes equations.

problem Understanding the onset of turbulence in fluid dynamics.
method Developed a metric-driven theory for continuum mechanics and applied it to Navier-Stokes equations.
result Computed critical initial data for turbulence onset in Navier-Stokes equations.

We study the problem of optimal trading using general alpha predictors with linear costs and temporary impact. We do this within the framework of stochastic optimization with finite horizon using both limit and market orders. Consistently with other studies, we find that the presence of linear costs induces a no-tradin…

2015-01-15abs ↗pdf ↗

Study reveals different drivers of electricity price volatility across Europe.

problem Understanding the drivers of electricity price volatility across different European zones.
method Developed estimators of weekly integrated variance using a stochastic partial differential equation approach, accounting for mean-reversion and semigroup-smoothing.
result Each European generation zone has distinct drivers of volatility, and leverage effects are not generally asymmetric.

Algorithm finds safe zones in policy Markov Decision Processes to limit trajectory escape.

problem Finding safe zones in policy Markov Decision Processes to limit trajectory escape.
method Bi-criteria approximation learning algorithm with polynomial sample complexity.
result Achieves almost 2 approximation for both escape probability and safe zone size.

Improved manifold-adaptive dimension estimator for better data complexity assessment.

problem Estimating intrinsic dimensionality of complex data.
method Revised and improved Farahmand-Szepesvári-Audibert (FSA) estimator, incorporating probability density function and median.
result Median-FSA estimator outperforms existing methods in accuracy and robustness.

The paper presents a recognition system for Pashto letters using KNN and ANN.

problem Challenging handwritten character recognition, especially for Pashto letters.
method Designed a database of 4488 images, used zoning feature extractor, KNN, and ANN classifiers.
result Achieved overall classification accuracy of 70.05% using KNN and 72% using ANN.

Unified principle LZN unifies generative modeling, representation learning, and classification.

problem Disjoint solutions for generative modeling, representation learning, and classification.
method LZN creates a shared latent space for all tasks, using encoders and decoders for each data type.
result LZN improves FID on CIFAR10 and outperforms existing methods in representation learning and joint generation/classification.

Method identifies financial rogue waves close to their onset.

problem Identifying extreme financial events close to their onset.
method Analogy between rogue waves in optics and financial volatility, using Schrödinger equation with potential shaped by Kerr nonlinearity.
result Numerical gradient spikes at the onset of extreme financial events.

Optimal trading and liquidation strategies with signals and regulatory constraints.

problem Optimal trading and liquidation in models with price predictions and regulatory limits.
method Almgren-Chriss model with general signals, target zone models, and lookback option analysis.
result Explicit formulas for optimal liquidation rates in Bachelier and Black-Scholes dynamics.

GMMSEQ clusters AE data streams, identifying cluster onsets and growth.

problem Clustering unlabeled AE data with onsets and growth information.
method Modified Gaussian Mixture Models (GMM) with an objective function for AE timestamps.
result GMMSEQ provides better cluster characterization than standard methods.

Adopting a zonal structure of electricity market requires specification of zones' borders. In this paper we use social welfare as the measure to assess quality of various zonal divisions. The social welfare is calculated by Market Coupling algorithm. The analyzed divisions are found by the usage of extended Locational …

2014-05-05abs ↗pdf ↗

Natural language processing predicts AKI onset in ICU patients.

problem Early detection of AKI in ICU patients to improve outcomes.
method Clinical notes were processed to generate word and concept embeddings. Five classifiers and a deep learning model were used to predict AKI.
result The best model achieved an AUC of 0.779 for predicting AKI onset.

In this note we discuss - in what is intended to be a pedagogical fashion - FX option pricing in target zones with attainable boundaries. The boundaries must be reflecting. The no-arbitrage requirement implies that the differential (foreign minus domestic) short-rate is not deterministic. When the band is narrow, we ca…

2015-12-04abs ↗pdf ↗

Adversarial learning improves music transcription accuracy.

problem Conditional independence of labels in deep learning models limits transcription performance.
method Adversarial training scheme operating on time-frequency representations to reduce inter-label dependencies.
result Adversarial learning reduces error rate and increases model confidence.

Central bank strategy to maintain currency exchange rate within limits.

problem Maintaining a currency exchange rate within a target zone despite adverse economic trends.
method Modeling the problem with a continuous-time market impact model and solving it as a stochastic control problem.
result Optimal strategy minimizes accumulated inventory of foreign currency.

Our analysis of financial data, in terms of super-exponential growth, suggests that the seed of the 2002/03 crisis of the Dutch supermarket giant AHOLD was planted in 1996. It became quite visible in 1999 when the post-bubble destabilization regime was well-developed and acted as the precursor of an inevitable collapse…

2004-03-22abs ↗pdf ↗

GAN model simulates 3D particle trajectories in flame zones.

problem Simulating 3D Lagrangian particle trajectories in flame zones.
method Generative adversarial network (GAN) model with stochastic and convoluted neural networks.
result Best-trained GAN model produced trajectories indistinguishable from ground truth.