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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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8.3%16.7%25.0%33.3% · Jan 199319922001200920172026
48 results for open issues

We propose a list of open problems in pluripotential theory partially motivated by their applications to complex differential geometry. The list includes both local questions as well as issues related to the compact complex manifold setting.

2015-11-02abs ↗pdf ↗

A new method trains deep neural networks for open set domain adaptation without negative open set difference.

problem Training deep neural networks for open set domain adaptation without negative open set difference.
method Proposes a new upper bound of target-domain risk, including source-domain risk, ε-open set difference (ΔεΔ_ε), distributional discrepancy, and constant. Uses gradient descent for source-domain risk and ΔεΔ_ε, and adversarial training for distributional discrepancy. Trains DNNs via minimizing the new upper bound.
result Shows state-of-the-art performance on benchmark datasets.

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.

Lorentzian manifolds with vanishing second covariant derivative of the Riemann tensor are studied. Their existence, classification and explicit local expression are considered. Related issues and open questions are briefly commented.

2005-10-05abs ↗pdf ↗

We discuss the issue of branching in quasiregular mapping, and in particular the relation between branching and the problem of finding geometric parametrizations for topological manifolds. Other recent progress and open problems of a more function theoretic nature are also presented.

2003-04-22abs ↗pdf ↗

The existence, established over the past number of years and supporting earlier work of Ori [14], of physically relevant black hole spacetimes that admit C0C^0 metric extensions beyond the future Cauchy horizon, while being C2C^2-inextendible, has focused attention on fundamental issues concerning the strong cosmic cen…

2016-10-10abs ↗pdf ↗

Survey on reproducibility and distortion issues in text clustering and topic modeling.

problem Reproducibility and misleading cluster geometry in unsupervised learning for text categorization.
method Systematic literature review of text clustering and topic modeling from 2011-2022.
result Outliers and initialization issues are significant factors in text clustering and topic modeling.

Paper proposes methods to estimate minimal adversarial perturbations for deep neural networks.

problem Quantifying robustness of deep neural networks against adversarial attacks.
method Proposes two lightweight strategies to find minimal adversarial perturbation.
result Approximates theoretical distance for samples close to classification boundary, providing robustness guarantees.

PDE-NetGen converts physical equations to neural networks for various scientific problems.

problem Bridging physics and deep learning for efficient neural network architectures.
method Combines symbolic calculus and neural network generation to translate PDEs into NN architectures.
result Generates compact, computationally-efficient physics-informed NN architectures.

Shai-am simplifies ML for finance, solving code structure and scalability issues.

problem Challenges in integrating ML for investment strategies, including code structure and scalability.
method Integrates a Python framework with modern open-source technologies to manage containerized pipelines and unified interfaces.
result Facilitates collaborative work in quantitative finance by enhancing reusability and readability.

Although there has been substantial research in software analytics for effort estimation in traditional software projects, little work has been done for estimation in agile projects, especially estimating user stories or issues. Story points are the most common unit of measure used for estimating the effort involved in…

2016-09-02abs ↗pdf ↗

Method improves volatility targeting for index construction.

problem High turnover, leverage spikes, and sensitivity to estimation error in existing volatility-targeting strategies.
method Proportional-control approach for setting index weights that corrects tracking error through feedback.
result The proportional-control approach achieves the target volatility more effectively than open-loop alternatives.

Camera model identification refers to the problem of linking a picture to the camera model used to shoot it. As this might be an enabling factor in different forensic applications to single out possible suspects (e.g., detecting the author of child abuse or terrorist propaganda material), many accurate camera model att…

2019-04-11abs ↗pdf ↗

We show that codimension one dimensional Jacobian of the barycentric straightening map is uniformly bounded for most of the higher rank symmetric spaces. As a consequence, we prove that the locally finite simplicial volume of most Q\mathbb Q-rank 11 locally symmetric spaces is positive, which has been open for many y…

2015-03-09abs ↗pdf ↗

Open-domain dialog generation is a challenging problem; maximum likelihood training can lead to repetitive outputs, models have difficulty tracking long-term conversational goals, and training on standard movie or online datasets may lead to the generation of inappropriate, biased, or offensive text. Reinforcement Lear…

2019-09-17abs ↗pdf ↗

Probabilistic modeling enables combining domain knowledge with learning from data, thereby supporting learning from fewer training instances than purely data-driven methods. However, learning probabilistic models is difficult and has not achieved the level of performance of methods such as deep neural networks on many …

2017-05-15abs ↗pdf ↗

This paper introduces tangent display maps to simplify tangent category theory.

problem The category of smooth manifolds does not admit all pullbacks, complicating tangent category theory.
method Develops tangent display maps as a special class of maps well-behaved with respect to pullbacks.
result Tangent display maps simplify previous work in tangent categories and provide a new way to define open subobjects.

This paper presents thirteen datasets for binary, multiclass and multilabel classification based on the European Court of Human Rights judgments since its creation. The interest of such datasets is explained through the prism of the researcher, the data scientist, the citizen and the legal practitioner. Contrarily to m…

2018-10-07abs ↗pdf ↗

The capitalization-weighted total relative variation i=1d0μi(t)dlogμi(t)\sum_{i=1}^d \int_0^\cdot μ_i (t) \mathrm{d} \langle \log μ_i \rangle (t) in an equity market consisting of a fixed number dd of assets with capitalization weights μi()μ_i (\cdot) is an observable and nondecreasing function of time. If this observable of the market …

2016-08-22abs ↗pdf ↗

This paper introduces the Behaviour Suite for Reinforcement Learning, or bsuite for short. bsuite is a collection of carefully-designed experiments that investigate core capabilities of reinforcement learning (RL) agents with two objectives. First, to collect clear, informative and scalable problems that capture key is…

2019-08-09abs ↗pdf ↗

A recent trend observed in traditionally challenging fields such as computer vision and natural language processing has been the significant performance gains shown by deep learning (DL). In many different research fields, DL models have been evolving rapidly and become ubiquitous. Despite researchers' excitement, unfo…

2019-09-04abs ↗pdf ↗

The paper introduces a model to measure ASR fairness, addressing key issues.

problem Measuring fairness in ASR systems for different subgroups.
method Mixed-effects Poisson regression to control nuisance factors and handle unobserved heterogeneity.
result The method effectively addresses WER gaps among subgroups and is flexible for practical analyses.

Method flattens complex surfaces with consistent density and shape.

problem Shape deformations and local geometric distortions in density-equalizing maps for multiply-connected surfaces.
method Formulates density diffusion as a quasiconformal flow, solving an energy minimization problem involving the Beltrami coefficient to ensure bijectivity and control distortion.
result Achieves optimal parameterization of multiply-connected surfaces with bijective and controlled geometric distortions.

Model-agnostic interpretation methods can mislead if not used carefully.

problem Misinterpretation of machine learning models due to improper use of techniques.
method General pitfalls of model-agnostic interpretation methods.
result Many pitfalls exist when using global interpretation techniques for machine learning models.

The vulnerability to adversarial attacks has been a critical issue for deep neural networks. Addressing this issue requires a reliable way to evaluate the robustness of a network. Recently, several methods have been developed to compute robustness quantification\textit{robustness quantification} for neural networks, namely, certified lower b…

2019-05-17abs ↗pdf ↗

DeeperGCN tackles deep GCNs by overcoming vanishing gradient and over-smoothing issues.

problem Vanishing gradient, over-smoothing, and over-fitting issues in deep GCNs.
method DeeperGCN uses differentiable generalized aggregation functions and a novel normalization layer (MsgNorm) to train deep GCNs.
result DeeperGCN significantly boosts performance on large-scale graph learning tasks.

The impressive success of Generative Adversarial Networks (GANs) is often overshadowed by the difficulties in their training. Despite the continuous efforts and improvements, there are still open issues regarding their convergence properties. In this paper, we propose a simple training variation where suitable weights …

2018-11-06abs ↗pdf ↗

Fraud detection is a difficult problem that can benefit from predictive modeling. However, the verification of a prediction is challenging; for a single insurance policy, the model only provides a prediction score. We present a case study where we reflect on different instance-level model explanation techniques to aid …

2018-06-19abs ↗pdf ↗

Deep GNNs and self-supervision boost graph learning at scale.

problem Efficiently deploying GNNs at large scale remains challenging.
method Two large-scale GNNs: a deep transductive node classifier and a very deep inductive graph regressor.
result Award-level performance on MAG240M and PCQM4M benchmarks.