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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.

168,657 papers · 148 categories

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93186279372 · Jun 202019922001200920172026
48 results for open rates

Open manifolds with nonnegative Ricci curvature have virtually abelian fundamental groups if they escape from bounded balls at a small rate.

problem Understanding the fundamental groups of open manifolds with nonnegative Ricci curvature.
method Analyzing the escape rate of minimal geodesic loops and relating it to the fundamental group's properties.
result If an open manifold has a small escape rate, its fundamental group is virtually abelian.

Open category detection is the problem of detecting "alien" test instances that belong to categories or classes that were not present in the training data. In many applications, reliably detecting such aliens is central to ensuring the safety and accuracy of test set predictions. Unfortunately, there are no algorithms …

2018-08-01abs ↗pdf ↗

We explicitly test if the reliability of credit ratings depends on the total number of admissible states. We analyse open access credit rating data and show that the effect of the number of states in the dynamical properties of ratings change with time, thus giving supportive evidence that the ideal number of admissibl…

2014-09-09abs ↗pdf ↗

D-Adaptation automatically sets optimal learning rates without manual tuning.

problem Optimizing learning rates for efficient convergence in machine learning.
method D-Adaptation, which asymptotically achieves optimal learning rates without back-tracking or additional evaluations.
result D-Adaptation automatically matches hand-tuned learning rates across diverse problems.

New algorithms achieve uniform stability for empirical risk minimization.

problem Designing uniformly stable optimization algorithms for empirical risk minimization.
method Black-box conversion of smooth optimization algorithms and development of Mirror Descent for smooth optimization.
result Optimal algorithms with uniform stability and convergence rates for smooth optimization.

We present a large scale data set, OpenEDS: Open Eye Dataset, of eye-images captured using a virtual-reality (VR) head mounted display mounted with two synchronized eyefacing cameras at a frame rate of 200 Hz under controlled illumination. This dataset is compiled from video capture of the eye-region collected from 152…

2019-04-30abs ↗pdf ↗

New approach uses 'growth' and 'harvesting' concepts to improve deep learning models.

problem Current deep learning models lack transparency and high convergence rates.
method Reconsider neural networks as single-species population dynamics with balanced growth and harvesting rates.
result SGD with balanced growth and harvesting rates outperforms adaptive methods in all three requirements.

The study shows how nonnegative Ricci curvature and metric cones imply the existence of abelian subgroups in the fundamental group of open manifolds.

problem Understanding the structure of fundamental groups of open manifolds with specific curvature properties.
method Analyzing the properties of the Riemannian universal cover and its asymptotic cones.
result The fundamental group of an open manifold with nonnegative Ricci curvature and certain geometric properties contains an abelian subgroup of finite index.

Finite-dimensional spaces of biharmonic functions on manifolds are explored.

problem Characterizing biharmonic functions on open manifolds with nonnegative Ricci curvature.
method Analyzing bounded and polynomial growth biharmonic functions, deriving Weyl bounds, and studying fourth-order operators.
result Finite-dimensional spaces of biharmonic functions with polynomial growth are established.

Study improves convergence rates for GVI under prior misspecification.

problem Improving convergence rates for GVI under prior misspecification.
method Proves rates of convergence and robustness to prior misspecification in GVI framework.
result Establishes sufficient conditions for existence and uniqueness of GVI posteriors.

This work addresses various open questions in the theory of active learning for nonparametric classification. Our contributions are both statistical and algorithmic: -We establish new minimax-rates for active learning under common \textit{noise conditions}. These rates display interesting transitions -- due to the inte…

2017-03-16abs ↗pdf ↗

We decompose the exchange rates returns of 41 currencies (incl. gold) into their sign and amplitude components. Then we group together all exchange rates with a common base currency, construct Minimal Spanning Trees for each group independently, and analyze properties of these trees. We show that both the sign and the …

2009-11-16abs ↗pdf ↗

We present the first adaptive strategy for active learning in the setting of classification with smooth decision boundary. The problem of adaptivity (to unknown distributional parameters) has remained opened since the seminal work of Castro and Nowak (2007), which first established (active learning) rates for this sett…

2017-11-25abs ↗pdf ↗

We introduce a simple approach for testing the reliability of homogeneous generators and the Markov property of the stochastic processes underlying empirical time series of credit ratings. We analyze open access data provided by Moody's and show that the validity of these assumptions - existence of a homogeneous genera…

2014-03-31abs ↗pdf ↗

The study examines spectral properties of the Laplacian on forms for open Riemannian manifolds.

problem Investigating spectral properties of the Laplacian on forms for open Riemannian manifolds.
method Finding sufficient conditions for the Weyl criterion to hold for the LpL^p-spectrum of the Laplacian on kk-forms, proving the decomposition of the LpL^p-spectrum, and analyzing the resolvent set of the Laplacian.
result The LpL^p-spectrum of the Laplacian on kk-forms over hyperbolic space is described in detail.

Improved Frank-Wolfe algorithm for generalized self-concordant functions converges quickly.

problem Efficiently solving learning problems with generalized self-concordant objectives.
method Simple Frank-Wolfe variant with open-loop step size strategy γt=2/(t+2)γ_t = 2/(t+2).
result Achieves O(1/t)\mathcal{O}(1/t) convergence rate for primal and Frank-Wolfe gaps.

Investigates RI strategies for life insurers with LRD mortality rates.

problem Effect of long-range dependent mortality rates on RI strategies.
method Volterra mortality model, compound Poisson process, open-loop equilibrium mean-variance criterion.
result Explicit equilibrium RI controls derived and uniqueness studied.

New method for private linear regression under privacy constraints, achieving optimal rates.

problem Statistical complexity of private linear regression under unknown, ill-conditioned covariates.
method Information-Weighted Regression method
result Optimal convergence rates for both central and local privacy models.

SGDM accelerates faster than SGD with large batch sizes and permits broader learning rates.

problem Understanding the role of momentum in SGDM and its convergence rates.
method Analysis of SGDM convergence rates under strongly convex settings, including finite-sample rates and asymptotic normality of the averaged estimator.
result SGDM converges faster than SGD with large batch sizes and permits broader learning rates.

FedSight AI predicts federal funds rate using LLMs and multi-agent reasoning.

problem Predicting Federal Open Market Committee's decisions on federal funds rate.
method Multi-agent framework with large language models, structured and unstructured inputs, and CoD extension for efficient reasoning.
result Achieved 93.75% accuracy and 93.33% stability in predicting FOMC outcomes.

Paper analyzes convergence rate of noisy Bayesian Optimization with Expected Improvement.

problem Theoretical convergence behaviors and rates of Expected Improvement (EI) in Bayesian optimization.
method Analyzes Expected Improvement (EI) under Gaussian process (GP) prior assumption, considering noisy observations.
result Established asymptotic error bound and rate for GP-EI with noisy observations.

We investigate the dynamical and convergent properties of stochastic gradient descent (SGD) applied to Deep Neural Networks (DNNs). Characterizing the relation between learning rate, batch size and the properties of the final minima, such as width or generalization, remains an open question. In order to tackle this pro…

2017-11-13abs ↗pdf ↗

Chronos models improve financial forecasting by integrating multivariate data.

problem Improving financial forecasting accuracy using multivariate data.
method Evaluation of Chronos-2 on multivariate and univariate financial forecasting models.
result Multivariate forecasts consistently outperform univariate forecasts, especially for interest rates.

This work analyzes the convergence rate of unrolling for optimizing quadratic objectives.

problem The challenge of accurately computing Jacobians through optimization.
method Non-asymptotic convergence-rate analysis of unrolled differentiation for gradient descent and Chebyshev method.
result There is a trade-off between fast asymptotic convergence and immediate but slower convergence due to the learning rate.

Credit risk may be warehoused by choice, or because of limited hedging possibilities. Credit risk warehousing increases capital requirements and leaves open risk. Open risk must be priced in the physical measure, rather than the risk neutral measure, and implies profits and losses. Furthermore the rate of return on cap…

2014-07-11abs ↗pdf ↗

New research shows fixed-budget best-arm identification cannot match static oracle performance.

problem Fixed-budget best-arm identification's performance limitations.
method Analysis of various adaptive and static algorithms for best-arm identification.
result For any algorithm, there exists at least one instance where the error decay rate is at most \((1 + \frac{\log(K)}{8})^{-1}\) times that of the static oracle.

Improved sampling for Bayesian neural networks reduces vanishing acceptance rates and increases predictive accuracy.

problem Sampling inefficiency in Bayesian neural networks, especially with deep architectures and large datasets.
method Approximate blocked Gibbs sampling to partition and sample subgroups of parameters.
result Increased predictive accuracy and quantification of predictive uncertainty in classification tasks.

The paper analyzes stability and convergence rates of entropic and Sinkhorn potentials.

problem Stability and convergence rates of entropic and Sinkhorn potentials.
method Semiconcavity properties of entropic potentials and Schrödinger bridges.
result Exponential convergence rates for gradient and Hessian of Sinkhorn iterates.