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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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53105158210 · May 202619922001200920172026
48 results for order-up-to levels

Deep neural networks optimize inventory decisions in complex supply chains.

problem Optimizing inventory decisions in stochastic multi-echelon supply chains.
method Pairwise modeling and DNN agents for order-up-to levels.
result The method performs better than alternate methods in general supply chain networks.

We study in this paper the remnants of the contact partial order on the orbits of the adjoint action of contactomorphism groups on their Lie algebras. Our main interest is a class of non-compact contact manifolds, called convex at infinity.

2017-09-27abs ↗pdf ↗

Consider cotangent bundles of exotic spheres, with their canonical symplectic structure. They admit automorphisms which preserve the part at infinity of one fibre, and which are analogous to the square of a Dehn twist. Pursuing that analogy, we show that they have infinite order up to isotopy (inside the group of all a…

2013-05-20abs ↗pdf ↗

We develop a systematic method for classifying supersymmetric orbifold compactifications of M-theory. By restricting our attention to abelian orbifolds with low order, in the special cases where elements do not include coordinate shifts, we construct a "periodic table" of such compactifications, organized according to …

2002-08-04abs ↗pdf ↗

The non-gaussianity of processes observed in financial markets and relatively good performance of gaussian models can be reconciled by replacing the Brownian motion with Levy processes whose Levy densities decay as exp(-lambda|x|) or faster, where lambda>0 is large. This leads to asymptotic pricing models. The leading …

2002-12-11abs ↗pdf ↗

Kulkarni showed that, if g is greater than 3, a periodic map on an oriented surface S_g of genus g with order more than or equal to 4g is uniquely determined by its order, up to conjugation and power. In this paper, we show that, if g is greater than 30, the same phenomenon happens for periodic maps on the surfaces wit…

2014-11-28abs ↗pdf ↗

The paper characterizes Alexander quandles of finite groups.

problem Characterizing Alexander quandles of finite groups.
method Using group theory and automorphism groups, the paper provides characterizations of Alexander quandles.
result Generalized Alexander quandles of finite groups are characterized in terms of automorphism groups and underlying groups.

We formulate and discuss two conjectures concerning recursive formulae for Branson's QQ-curvatures. The proposed formulae describe all QQ-curvatures on manifolds of all even dimensions in terms of respective lower order QQ-curvatures and lower order GJMS-operators. They are universal in the dimension of the underlyi…

2008-04-17abs ↗pdf ↗

Novel M-theory approach classifies topological phases of matter.

problem Classifying and understanding topological phases of matter.
method Establishing a correspondence between (2+1)d topological field theories and non-hyperbolic 3-manifolds, identifying topological phases from internal wrapped 3-manifolds.
result Paves a new route toward the classification of topological phases of matter, including fermionic and non-unitary phases.

Paper improves CLT and bootstrap approximations for LSA with decreasing step size.

problem Improving normal approximation and bootstrap methods for LSA with decreasing step sizes.
method Refined Berry-Esseen bounds and multiplier bootstrap procedure for LSA.
result Approximation rates up to 1/n1/\sqrt{n} for LSA rescaled error distribution.

The paper analyzes Q-learning convergence rates with asynchronous updates.

problem Analyzing convergence rates of asynchronous Q-learning algorithms.
method Derives rates of convergence using high-dimensional central limit theorems.
result Establishes a rate of order up to n1/6log4(nSA)n^{-1/6} \log^{4} (nS A) for hyper-rectangles.

It is known that the spectrum of the Laplace operator on functions of a closed Riemannian manifold does not determine the integrals of the individual fourth order curvature invariants scal2\operatorname{scal}^2, ric2|\operatorname{ric}|^2, R2|R|^2, which appear as summands in the second heat invariant a2a_2. We study the an…

2015-06-08abs ↗pdf ↗

Derives scaling limits and fluctuations for SGD in high dimensions.

problem Understanding SGD behavior in high-dimensional settings with varying noise levels.
method Interacting particle system approach, treating SGD iterates as such, with covariance structure considered.
result Precise three-step phase transition observed in SGD behavior: ballistic, diffusive, then random.

Random projections improve classifier generalization without needing to choose the best threshold.

problem Improving classifier generalization without choosing the best threshold.
method Thresholding a random one-dimensional feature after random projection of data.
result Generalization gap is significantly smaller than linear classifiers.

Optimal hidden-target learning for online inventory optimization on general convex sets.

problem Online inventory optimization (OIO) on arbitrary bounded convex capacity sets.
method Maintaining a hidden target and projecting it onto the feasible order-up-to set.
result The method improves the best known regret guarantee for OIO on general convex sets from inverse to inverse-square-root dependence on the common-demand probability.

Characterizes graphs with leveled embeddings and introduces new graph invariants.

problem Understanding the properties of leveled embeddings in spatial graphs.
method Characterization of graphs with leveled embeddings, introduction of new invariants.
result Characterization of graphs with low level number and determination of specific invariants for complete graphs and complete bipartite graphs.

This paper analyzes user-level local differential privacy in distributed systems.

problem The relationship between user-level and item-level local differential privacy under the local model is complex.
method The paper analyzes the mean estimation problem and applies it to stochastic optimization, classification, and regression. It proposes adaptive strategies to achieve optimal performance at all privacy levels.
result The proposed methods are minimax optimal up to logarithmic factors and show that user-level DP can lead to faster convergence rates than item-level DP.

Music FaderNets learns high-level musical qualities from low-level attributes.

problem Learning high-level musical qualities from limited data and subjective labels.
method Model low-level attributes through feature disentanglement and latent regularization; infer high-level features from low-level representations using GM-VAEs.
result Model successfully learns intrinsic relationships between high-level features and low-level attributes with minimal labeled data.

The paper discovers and evaluates support and resistance levels in financial time series.

problem Understanding and predicting support and resistance levels in financial markets.
method Developed a heuristic discovery algorithm to identify SR levels in intraday price series.
result Discovered SR levels statistically significantly reverse price trends and have a decay aspect over time.

BILBO optimizes bilevel problems without repeated lower-level optimizations.

problem Challenges in bilevel optimization, especially in noisy, constrained, and derivative-free settings.
method BILevel Bayesian Optimization (BILBO) that optimizes both levels simultaneously, using confidence-bounds and function query selection.
result Theoretical and empirical evidence of BILBO's effectiveness on various problems.

We applied Generative Adversarial Networks (GANs) to learn a model of DOOM levels from human-designed content. Initially, we analysed the levels and extracted several topological features. Then, for each level, we extracted a set of images identifying the occupied area, the height map, the walls, and the position of ga…

2018-04-24abs ↗pdf ↗

The paper tackles multi-level fairness in algorithmic systems, addressing bias at both individual and structural levels.

problem Algorithmic systems can unfairly impact marginalized groups, especially when considering only individual-level bias.
method Formalizes multi-level fairness using causal inference tools, addressing effects of sensitive attributes at multiple levels.
result Illustrates the importance of accounting for macro-level sensitive attributes in fairness assessments.

FRESH combines patient-level and aggregate-level data for better clinical decision making.

problem Combining patient-level and aggregate-level data for clinical decision making.
method FRESH method that re-calibrates a patient-level model to match specified aggregate statistics.
result Unified data-efficient model for clinical decision making.

This paper improves level generation using VAEs for coherent, logically following segments.

problem Generating coherent levels of non-fixed length and blending levels from different games.
method Sequential segment-based level generation using VAEs with a classifier for logical placement.
result Generated levels are more coherent and capable of blending levels from different games.

\textit{Multiple Instance Learning} (MIL) is concerned with learning from bags of instances, where only bag labels are given and instance labels are unknown. Existent approaches in this field were mainly designed for the bag-level label prediction (predict labels for bags) but not the instance-level (predict labels for…

2019-05-29abs ↗pdf ↗

Paper explores generalization of AID-based bi-level optimization methods.

problem Uncertainty in generalization properties of AID-based bi-level optimization methods.
method Uniform stability analysis and convergence study of AID-based methods.
result AID-based methods can achieve similar generalization as single-level nonconvex problems.

The paper calculates dimensions of higher Landau levels on compact manifolds.

problem Understanding Landau levels on compact manifolds in the large magnetic field limit.
method Computing dimensions as Riemann-Roch numbers, studying Toeplitz algebras, and proving isomorphisms.
result Each Landau level is isomorphic to a quantization twisted by an auxiliary bundle.

Study compares hypergraph and graph-level models for higher-order relational learning.

problem Evaluating effectiveness of hypergraph-level vs. graph-level models in relational learning.
method Systematic evaluation of various hypergraph and graph-level architectures.
result Graph-level models applied to hypergraph expansions outperform hypergraph-level models.

For leveled spatial graphs, we find a surface embedding that allows cellular embedding.

problem Finding a surface embedding for general spatial graphs is not always possible.
method Define leveled property, decompose graph into subgraphs, and construct surface.
result For leveled spatial graphs with a small number of levels, a surface can always be found.

Researchers infer firm-level supply chain networks from sector-level data to assess systemic risk.

problem Estimating systemic risk in economic systems using firm-level data.
method Maximum-entropy algorithms applied to input-output tables and firm-level aggregate output data.
result The most realistic systemic risk content is retrieved by models incorporating disaggregated firm-specific inputs by sector.

New scoring rules for multivariate distributions and level sets.

problem Evaluating forecast accuracy for multivariate distributions and level sets.
method Theoretical framework for scoring rules, decomposition of multivariate scoring functions, numerical algorithm for computation.
result New scoring functions for multivariate distributions and level sets, including density and cumulative distribution level sets.

Bi-GNN models drug interactions using a bi-level graph approach.

problem Predicting drug-drug interactions using machine learning.
method Bi-level graph neural networks that consider both interaction graph and representation graphs of drugs.
result Bi-GNN model improves DDI prediction accuracy compared to existing methods.