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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.

169,051 papers · 148 categories

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12.5%25.0%37.5%50.0% · Dec 199319922001200920182026
48 results for paired consistency

Researchers found a canonical form for pairs of Hermitian and antilinear operators.

problem Simultaneous normalization of pairs of Hermitian and antilinear operators in differential geometry.
method Finding a canonical form for pairs of Hermitian and antilinear operators.
result Generalized previous results on simultaneous normalization of such pairs.

A new method for fairness in machine learning without explicit protected attributes.

problem Ensuring fairness in machine learning without explicit protected attributes.
method Example-based approach using paired consistency as a fairness regularizer.
result Demonstrated effectiveness on the Income Census dataset.

In this paper, we introduce some notions on the pair consisting of a Chern connection and a Higgs field closely related to the first and second variation of Yang-Mills- Higgs functional, such as strong Yang-Mills-Higgs pair, degenerate Yang-Mills-Higgs pair, stable Yang-Mills-Higgs pair. We investigate some properties …

2015-02-06abs ↗pdf ↗

We study the geometry of manifolds carrying symplectic pairs consisting of two closed 2-forms of constant ranks, whose kernel foliations are complementary. Using a variation of the construction of Boothby and Wang we build contact-symplectic and contact pairs from symplectic pairs.

2004-07-26abs ↗pdf ↗

A Triangle Generative Adversarial Network (ΔΔ-GAN) is developed for semi-supervised cross-domain joint distribution matching, where the training data consists of samples from each domain, and supervision of domain correspondence is provided by only a few paired samples. ΔΔ-GAN consists of four neural networks, two ge…

2017-09-19abs ↗pdf ↗

New method learns functions without paired data using mediating variables.

problem Learning functions without paired input-output data.
method Mediated Uncoupled Learning: Predicting h(U)h(U) to approximate YY.
result Statistical consistency and error bounds of the proposed method.

We investigate the spectra of a family of pairs (M_i,A_i) consisting of a complete Riemannian manifold M_i and a closed subset A_i and which converge in the Lipschitz topology to a pair (M,A). This is used to construct manifolds of bounded curvature, nonempty essential spectrum, infinitely many eigenvalues below the es…

2002-09-05abs ↗pdf ↗

PAIR-CI calibrates CI tests for causal discovery with incomplete data.

problem Miscalibration of CI tests when imputing incomplete data.
method Integrates multiple imputation directly into the inferential procedure via a paired permutation design.
result PAIR-CI reduces false positive rates to below 5% in simulations.

Let M be a compact connected special affine manifold equipped with an affine Gauduchon metric. We show that a pair (E, φ), consisting of a flat vector bundle E over M and a flat nonzero section φ of E, admits a solution to the vortex equation if and only if it is polystable. To prove this, we adapt the dimensional redu…

2013-04-17abs ↗pdf ↗

Improved unsupervised word translation using adversarial autoencoder with cycle consistency and input reconstruction.

problem Challenging language pairs and lack of parallel data for unsupervised word translation.
method Adversarial autoencoder with cycle consistency and input reconstruction regularization.
result More stable and better performance than recent approaches.

New method selects stock pairs for pairs trading considering lead-lag relationship.

problem Identifying best stock pairs for pairs trading considering lead-lag relationship.
method Proposes a new distance measure incorporating lead-lag relationship.
result Selected pairs consistently generate best profit compared to other measures.

LC-GNN improves GNNs for node classification by incorporating label consistency.

problem Limited performance of GNNs due to label consistency assumption not always holding.
method LC-GNN uses node pairs with the same label but unconnected to expand GNN's receptive field.
result LC-GNN outperforms traditional GNNs in semi-supervised node classification.

New method detects inconsistencies in AHP matrices using triadic preference reversals.

problem Challenges in assessing consistency in AHP pairwise comparison matrices.
method Triadic preference reversals to detect inconsistencies between pairs of elements.
result 97% accuracy in detecting inconsistencies, significantly surpassing traditional methods.

A principal pair consists of a holomorphic principal GG-bundle together with a holomorphic section of an associated Kaehler fibration. Such objects support natural gauge theoretic equations coming from a moment map condition, and also admit a notion of stability based on Geometric Invariant Theory. The Hitchin--Kobaya…

2002-06-03abs ↗pdf ↗

Levy copulas are the most general concept to capture jump dependence in multivariate Levy processes. They translate the intuition and many features of the copula concept into a time series setting. A challenge faced by both, distributional and Levy copulas, is to find flexible but still applicable models for higher dim…

2012-07-18abs ↗pdf ↗

The paper provides a combinatorial criterion for realizing tropical pluri-canonical divisors.

problem Determining when a tropical pair corresponds to a smooth algebraic curve with a pluri-canonical divisor.
method Introducing tropical normalized covers and reducing the problem to their realizability.
result Generalizes previous work on tropical canonical divisors and incorporates recent progress on kk-differentials.

The purpose of this paper relies on the study of long term yield curves modeling. Inspired by the economic litterature, it provides a financial interpretation of the Ramsey rule that links discount rate and marginal utility of aggregate optimal consumption. For such a long maturity modelization, the possibility of adju…

2014-04-07abs ↗pdf ↗

This paper is concerned with a pairs trading rule. The idea is to monitor two historically correlated securities. When divergence is underway, i.e., one stock moves up while the other moves down, a pairs trade is entered which consists of a pair to short the outperforming stock and to long the underperforming one. Such…

2013-02-25abs ↗pdf ↗

GP-ND avoids obstacles in trajectory planning using Gaussian Process regression.

problem Avoiding obstacles in trajectory planning for real-world systems.
method GP-ND models negative data pairs using Gaussian distributions and maximizes their KL divergence from the GP to avoid them.
result GP-ND outperforms traditional GP learning in obstacle-aware trajectory planning.

To construct mirror symmetric Landau-Ginzburg models, P.Berglund, T.Hübsch and M.Henningson considered a pair (f,G)(f,G) consisting of an invertible polynomial ff and an abelian group GG of its symmetries together with a dual pair (f~,G~)(\widetilde{f}, \widetilde{G}). Here we study the reduced orbifold Euler characteristics…

2011-07-27abs ↗pdf ↗

We prove that certain dual pairs of Calabi-Yau manifolds have matching orbifold Euler characteristics.

problem Constructing mirror symmetric Calabi-Yau manifolds with specific symmetry groups.
method Generalized Berglund-Hübsch-Henningson construction to include permutations of variables.
result Reduced orbifold Euler characteristics of dual pairs coincide up to sign under cyclic permutation groups satisfying parity condition.

Algorithm estimates nonparametric mixtures from grouped data.

problem Estimating identifiable nonparametric mixture models from grouped observations.
method Oracle inequality for weighted kernel density estimators and general consistency result.
result Consistent estimation of mixture components from grouped observations.

Study optimal pairs trading with transaction costs using stochastic control.

problem Finding optimal trade times and shares in pairs trading with proportional costs.
method Singular stochastic control approach to solve a nonlinear quasi-variational inequality.
result Developed a discrete time dynamic programming algorithm to compute transaction regions.

We consider Lagrangian-like submanifolds in certain even-dimensional 'symplectic-like' Poisson manifolds. We show, under suitable transversality hypotheses, that the pair consisting of the ambient Poisson manifold and the submanifold has unobstructed deformations and that the deformations automatically preserve the Lag…

2013-11-12abs ↗pdf ↗

A new method for conditional sampling using paired Wasserstein Autoencoders.

problem Conditional sampling from complex data distributions.
method Derive a novel loss function for Wasserstein Autoencoders to enable sampling from OT-type couplings.
result Learned cost-optimal transport maps and conditional sampling from an OT-type coupling.

We give a differential-geometric construction and examples of Calabi-Yau threefolds, at least one of which is {\it{new}}. Ingredients in our construction are {\it admissible pairs}, which were dealt with by Kovalev in \cite{K03} and further studied by Kovalev and Lee in \cite{KL11}. An admissible pair $(\overline{X},D)…

2013-05-01abs ↗pdf ↗

Study equivalence between Hessian and Born structures on tangent bundles.

problem Equivalence between Hessian and Born structures on tangent bundles.
method Analyzing conditions for Hessian structures and integrability of induced almost Born structures.
result Conditions for equivalence between Hessian and Born structures are established.

A pair trade is a portfolio consisting of a long position in one asset and a short position in another, and it is a widely applied investment strategy in the financial industry. Recently, Ekström, Lindberg and Tysk studied the problem of optimally closing a pair trading strategy when the difference of the two assets is…

2010-04-17abs ↗pdf ↗

New MMD estimators detect differences in missing paired data.

problem Handling missing data in matched pairs with complex distributions.
method Maximum mean discrepancy (MMD) estimators for complex data with missing values.
result Valid and consistent estimators detect differences in data distributions.

In the past decades, intensive efforts have been put to design various loss functions and metric forms for metric learning problem. These improvements have shown promising results when the test data is similar to the training data. However, the trained models often fail to produce reliable distances on the ambiguous te…

2018-02-09abs ↗pdf ↗

New algorithm calibrates local volatility from option prices using deep neural networks.

problem Calibrating local volatility from market option prices with reduced interpolation and reprice errors.
method Deep self-consistent learning using neural networks to approximate both option prices and local volatility.
result Improved performance in terms of reduced interpolation and reprice errors compared to existing methods.

The paper explores conic-line arrangements via Poncelet's theorem and finds families of reducible curves.

problem Understanding the topology of conic-line arrangements using Poncelet's theorem.
method Study unramified double covers induced by Poncelet transverses.
result Existence of families of Zariski pairs of degree 2m+62m+6 for m2m\geq 2.