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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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18355370 · Jun 202019922001200920172026
48 results for path-based norms

Complexity measures for neural nets with general activations using path-based norms.

problem Control complexity of neural networks with arbitrary activation functions.
method Approximate general activations with ReLU networks and derive path-based norms for complexity control.
result Preliminary analyses of function spaces and regularized estimators.

This paper improves tail dependence analysis by introducing a path-based approach.

problem The classical tail dependence coefficient fails to capture non-exchangeable features of tail dependence.
method The paper introduces a path-based maximal tail dependence approach to capture the most pronounced feature of dependence over all possible paths.
result The paper proves the existence and provides an explicit characterization of the path-based maximal TDC, improving analytical and computational tractability.

StrokeCoder uses Transformers to generate images from single examples.

problem Creating diverse images from a single example.
method Transformer Neural Network learns from a single path-based example to generate a set of images.
result The model can generate a large set of deviated images that still represent the original image's style and concept.

Proposes Geodesic Integrated Gradients (GIG) for more accurate feature attributions in deep networks.

problem Flawed attributions using straight paths from Integrated Gradients (IG).
method Introduces a model-induced Riemannian metric and computes attributions along geodesics.
result GIG produces more faithful attributions than IG on benchmarks.

Combinatorial optimization problems for clustering are known to be NP-hard. Most optimization methods are not able to find the global optimum solution for all datasets. To solve this problem, we propose a global optimal path-based clustering (GOPC) algorithm in this paper. The GOPC algorithm is based on two facts: (1) …

2019-09-17abs ↗pdf ↗

A model predicts influential nodes in complex networks by considering indirect interactions.

problem Identifying influential nodes in complex networks using indirect interactions.
method Proposes MOGen, a multi-order generative model that considers all indirect influences up to a maximum distance.
result MOGen consistently outperforms network models and path-based approaches in predicting influential nodes.

The paper proposes a method to improve random forest classification accuracy by weighting trees based on their decision path reliability.

problem Random forests' uniform voting fails to correct errors in regions where incorrect tree representations outnumber correct ones.
method The paper introduces using the structural pattern of each tree's decision path as an instance-adaptive reliability signal to identify and weight more reliable trees.
result Using the proposed method yields a statistically significant accuracy improvement over RF on 36 binary classification benchmarks.

Paper uncovers causal structures in Hawkes processes with latent subprocesses.

problem Tackles latent subprocesses in Hawkes processes with complex event-driven interactions.
method Proposes a two-phase iterative algorithm that infers causal relationships and identifies latent subprocesses.
result Successfully recovers causal structures in datasets with latent subprocesses.

Derives functional Itô formula for non-anticipative maps of rough paths.

problem Functional Itô formula for non-anticipative maps of càdlàg rough paths.
method Approximation properties of the signature and Marcus transformation.
result Functional Taylor expansion for sufficiently regular non-anticipative maps.

CDA framework infers channel influence from aggregated data without user identifiers.

problem Lack of user-level path data due to privacy regulations and platform restrictions.
method CDA integrates PCMCI for causal discovery and Structural Causal Model for effect estimation.
result CDA achieves strong accuracy in estimating channel influence, even under structural uncertainty.

Study measures impact of data and neural net similarity on transferability in restaurant sales data.

problem Identify indicators for successful transferability of neural nets across different data sets.
method Empirical study on sales data from six restaurants, calculating indicators based on data and neural net similarities.
result Negative correlations between transferability and indicators, allowing better model performance and fewer transfers.

Paper proposes a method to evaluate SME credit risk using meta paths.

problem Evaluate credit risk of small and medium-sized enterprises with limited data.
method Exploits the representative power of information networks and meta paths to infer SME financial status.
result Meta path feature effectively identifies SMEs with credit risks.

GAGA accelerates 3D molecular generation by replacing long trajectories with Gaussian approximations.

problem High computational cost of long generative trajectories in 3D molecular generation.
method GAGA identifies a characteristic step where molecular data becomes sufficiently Gaussian, replacing the trajectory with a Gaussian approximation.
result Significant improvement in both generation quality and computational efficiency.

We introduce a new family of matrix norms, the "local max" norms, generalizing existing methods such as the max norm, the trace norm (nuclear norm), and the weighted or smoothed weighted trace norms, which have been extensively used in the literature as regularizers for matrix reconstruction problems. We show that this…

2012-10-18abs ↗pdf ↗

We introduce twisted Alexander norms of a compact connected orientable 3-manifold with first Betti number bigger than one generalizing norms of McMullen and Turaev. We show that twisted Alexander norms give lower bounds on the Thurston norm of a 3-manifold. Using these we completely determine the Thurston norm of many …

2005-05-31abs ↗pdf ↗

We study a regularizer which is defined as a parameterized infimum of quadratics, and which we call the box-norm. We show that the k-support norm, a regularizer proposed by [Argyriou et al, 2012] for sparse vector prediction problems, belongs to this family, and the box-norm can be generated as a perturbation of the fo…

2015-12-27abs ↗pdf ↗

This research develops a new model for cyber risk and insurance pricing.

problem Accurate calculation of aggregate losses in cyber insurance pricing.
method A path-based k-generation risk contagion model in a tree-shaped network structure.
result Explicit expressions for mean and variance of local loss on a single path.

KrigHedge uses Gaussian processes to approximate option Greeks efficiently.

problem Computing option Greeks in complex models is computationally expensive or inexact.
method Gaussian process surrogates trained on noisy option prices, with analytical differentiation for sensitivities.
result The method provides accurate Delta approximations and quantifies hedging loss.

The kk-support norm is a regularizer which has been successfully applied to sparse vector prediction problems. We show that it belongs to a general class of norms which can be formulated as a parameterized infimum over quadratics. We further extend the kk-support norm to matrices, and we observe that it is a special …

2014-03-06abs ↗pdf ↗

CNN layers with large norms are still robust to adversarial attacks.

problem Understanding the relationship between layer norms and adversarial robustness in CNNs.
method Theoretical analysis of 1\ell_1 and \ell_\infty norms, norm decay method, adversarial training frameworks.
result Adversarially robust CNNs can have comparable or larger layer norms than non-adversarially robust ones.

The paper defines minimal norm tensors for curvature and divergence tensors, explaining Weyl and Cotten tensors.

problem Understanding curvature tensors and their minimal norm.
method Analyzing minimal norm tensors for third and fourth covariant tensors, including Riemannian curvature and divergence.
result Weyl tensor and Cotten tensor are identified as minimal norm tensors of Riemannian curvature and divergence tensors, respectively.

The spectral kk-support norm enjoys good estimation properties in low rank matrix learning problems, empirically outperforming the trace norm. Its unit ball is the convex hull of rank kk matrices with unit Frobenius norm. In this paper we generalize the norm to the spectral (k,p)(k,p)-support norm, whose additional para…

2016-01-04abs ↗pdf ↗

The Schatten quasi-norm can be used to bridge the gap between the nuclear norm and rank function, and is the tighter approximation to matrix rank. However, most existing Schatten quasi-norm minimization (SQNM) algorithms, as well as for nuclear norm minimization, are too slow or even impractical for large-scale problem…

2016-06-02abs ↗pdf ↗

Optimization problems with rank constraints appear in many diverse fields such as control, machine learning and image analysis. Since the rank constraint is non-convex, these problems are often approximately solved via convex relaxations. Nuclear norm regularization is the prevailing convexifying technique for dealing …

2016-12-09abs ↗pdf ↗

We provide recovery guarantees for compressible signals that have been corrupted with noise and extend the framework introduced in \cite{bafna2018thwarting} to defend neural networks against 0\ell_0-norm, 2\ell_2-norm, and \ell_{\infty}-norm attacks. Our results are general as they can be applied to most unitary tr…

2019-07-15abs ↗pdf ↗

The study connects norms and filtrations on section rings of projective manifolds.

problem Understanding norms and filtrations on section rings of polarized projective manifolds.
method Analyzes submultiplicative norms and their equivalence to sup-norms, discusses applications to spectral theory and holomorphic extension.
result Injective and projective tensor norms on symmetric algebras are asymptotically equivalent.

Functorial semi-norms on singular homology give refined "size" information on singular homology classes. A fundamental example is the l^1-semi-norm. We show that there exist finite functorial semi-norms on singular homology that are exotic in the sense that they are not carried by the l^1-semi-norm.

2016-05-13abs ↗pdf ↗

The paper proves inequalities linking geometric norms and Thurston norms in hyperbolic 3-manifolds.

problem Inequalities linking geometric norms and Thurston norms in hyperbolic 3-manifolds.
method Analyzes geometric L2L^2-norms, Thurston norms, and Lipschitz maps to prove inequalities.
result Proves an inequality between geometric L2L^2-norm and Thurston norm, qualitatively sharp.

Paper introduces new risk norms based on ES with flexible distortion functions.

problem Risk quantification and anomaly detection in financial data.
method Developed generalized Expected-Shortfall (ES) norms using distortion risk measures and duality theory.
result Unified analytical framework for risk quantification and practical applications.

We propose a set of convex low rank inducing norms for a coupled matrices and tensors (hereafter coupled tensors), which shares information between matrices and tensors through common modes. More specifically, we propose a mixture of the overlapped trace norm and the latent norms with the matrix trace norm, and then, w…

2017-05-15abs ↗pdf ↗