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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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137275412549 · Jun 202019922001200920172026
48 results for peaked distributions

Paper proposes a network framework for prosumers to manage peak loads in Iran.

problem Balancing renewable prosumers' self-sufficiency with grid integration under uncertainty.
method Distributed contextual stochastic optimization (DCSO) framework with consensus-based sharing.
result Integration of prediction and optimization reduces peak loads and costs.

Paper proposes combining GAM and DNN for accurate peak demand estimation from lower-resolution data.

problem Predicting high-resolution peak demand from limited lower-resolution data.
method Combines generalized additive models (GAM) and deep neural networks (DNN) for half-hourly load forecasting.
result Proposed method reduces out-of-sample RMSE by 57.4% compared to benchmark.

Populations of species in ecosystems are often constrained by availability of resources within their environment. In effect this means that a growth of one population, needs to be balanced by comparable reduction in populations of others. In neutral models of biodiversity all populations are assumed to change increment…

2015-03-02abs ↗pdf ↗

We win EVA2025 by estimating extreme precipitation events using Peaks Over Thresholds and martingale testing.

problem Estimating the probability of extreme precipitation events with limited data.
method Modeling Peaks Over Thresholds with an exponential distribution and using martingale testing for evaluation.
result Our method outperforms other approaches in estimating extreme precipitation events.

Financial time series typically exhibit strong fluctuations that cannot be described by a Gaussian distribution. In recent empirical studies of stock market indices it was examined whether the distribution P(r) of returns r(tau) after some time tau can be described by a (truncated) Levy-stable distribution L_{alpha}(r)…

2002-08-26abs ↗pdf ↗

Paper presents a method for identifying isotope envelopes in MALDI-ToF data.

problem Deisotoping of isotopic peaks in MALDI-ToF molecular imaging data.
method Uses Mamdani-Assilan fuzzy system and spatial maps of molecular distribution to identify isotope envelopes.
result Proposed method detects overlapping envelopes and analyzes large data sets.

This paper develops the Jungle model in a credit portfolio framework. The Jungle model is able to model credit contagion, produce doubly-peaked probability distributions for the total default loss and endogenously generate quasi phase transitions, potentially leading to systemic credit events which happen unexpectedly …

2015-02-17abs ↗pdf ↗

A robust method for decomposing spectral peaks robust to distortion and interference.

problem Decomposing spectral peaks in the presence of distortion and interference.
method Optimizing a nonparametric approach using pseudo-symmetric functions with nonincreasing behavior.
result Decomposed spectral peaks show pseudo-orthogonal behavior and power preserving equality.

SPADE improves demand forecasting accuracy by 4.5% for post-promotion periods.

problem Overreacting to peak events in demand forecasting leads to biased forecasts.
method SPADE splits forecasting into two tasks: one for peak events and another for post-peak events, using masked convolution filters and a specialized Peak Attention module.
result Overall PPE improvement of 4.5%, 30% improvement for most affected forecasts after promotions and holidays, and 3.9% improvement in PE accuracy.

A new clustering algorithm reduces density peaks clustering's computational complexity.

problem High computational complexity of density peaks clustering.
method Sparse distance matrix, sparse search, K-d tree, second-order difference method.
result Reduced computational complexity from O(n2K)O(n^2K) to O(n(n11/K+k))O(n(n^{1-1/K}+k)).

We find empirically a characteristic sharp peak-flat trough pattern in a large set of commodity prices. We argue that the sharp peak structure reflects an endogenous inter-market organization, and that peaks may be seen as local ``singularities'' resulting from imitation and herding. These findings impose a novel strin…

1998-02-23abs ↗pdf ↗

We investigate intra-day foreign exchange (FX) time series using the inverse statistic analysis developed in [1,2]. Specifically, we study the time-averaged distributions of waiting times needed to obtain a certain increase (decrease) ρρ in the price of an investment. The analysis is performed for the Deutsch mark (DM…

2004-02-24abs ↗pdf ↗

Study on-chain peak shaving to reduce Ethereum transaction costs.

problem Reducing transaction costs in blockchain networks, especially during congested periods.
method Analyzing transaction-level data from multiple firms across various industries to understand scheduling responses and cost management strategies.
result Firms' scheduling responses to congestion vary, leading to different fee savings and residual costs.

Quantile gradient boosted trees outperform other models in predicting NO2 concentration distributions.

problem Forecasting high NO2 concentration episodes for effective air quality management.
method Compared 10 probabilistic forecasting models for NO2 concentration prediction.
result Quantile gradient boosted trees model outperformed others in predicting NO2 concentration distributions.

The paper explains two distinct peaks in generalization error for neural networks and simpler models, each governed by different factors.

problem Understanding the peaks in generalization error for neural networks and simpler models.
method Analysis of random feature models and comparison with numerical experiments involving deep neural networks.
result The peaks at N=PN=P and N=DN=D are distinct and governed by different factors (noise sensitivity vs. initialization noise).

Dual ML approach predicts peak temperatures in AFSD, improving process optimization.

problem Lack of understanding between process parameters and resulting microstructure in AFSD.
method Combines supervised machine learning and physics-informed neural networks.
result Ensemble techniques like gradient boosting outperform other SML methods in predicting peak temperatures.

Paper proposes bypassing implicit assumption in GM-based AD methods.

problem Lack of anomalous data and implicit assumption in GM-based AD methods.
method Integrating Discriminative idea to GMM for AD tasks (DiGMM).
result Establishes a connection between generative and discriminative models for AD.

Bayesian framework integrates spectral deconvolution with expert reasoning for robust peak estimation.

problem Challenges in extracting meaningful peaks from noisy or complex spectra.
method Bayesian spectral deconvolution coupled with a physical-property regression layer.
result Recovery of weak peaks in poly(lactic acid) IR spectra related to degradation rates.

Study on eigenvalue distribution of correlated time series deforming the semi-circle law.

problem Eigenvalue distribution of correlated time series differs from the semi-circle law.
method Analysis of Wigner random matrix with temporal correlation.
result Eigenvalue distribution converges to a deformed semi-circle law with longer tail and higher peak.

The paper shows how the generalization curve can have multiple peaks, influenced by data and learning algorithm biases.

problem Understanding the generalization behavior of linear regression models under varying parameterizations.
method Analyzes generalization loss in linear regression models with varying parameterizations, both under- and over-parameterized.
result The generalization curve can have an arbitrary number of peaks, and their locations can be controlled.

PEAKS selects key training examples incrementally based on prediction error and kernel similarity.

problem Dynamic data selection in deep learning models.
method Prediction Error Anchored by Kernel Similarity (PEAKS) for incremental data selection.
result PEAKS outperforms existing selection strategies and yields better performance returns as training data size grows.

Bayesian Quadrature improves ensembling for neural networks with dispersed likelihood peaks.

problem Ensembling neural networks struggles with dispersed, narrow peaks in likelihood surfaces.
method Uses Bayesian Quadrature to construct weighted ensembles of architectures.
result Empirically outperforms state-of-the-art baselines in test likelihood, accuracy, and expected calibration error.

During a stock market peak the price of a given stock (i i ) jumps from an initial level p1(i) p_1(i) to a peak level p2(i) p_2(i) before falling back to a bottom level p3(i) p_3(i) . The ratios A(i)=p2(i)/p1(i) A(i) = p_2(i)/p_1(i) and B(i)=p3(i)/p1(i) B(i)= p_3(i)/p_1(i) are referred to as the peak- and bottom-amplitude respectively. The paper show…

2000-09-14abs ↗pdf ↗

In this paper, the fractional order curvature equation (Δ)γu=(1+εK(x))uN+2γN2γ(-Δ)^γu = (1 + \varepsilon K(x))u^{\frac{N + 2γ}{N - 2γ}} in RN\mathbb{R}^N is considered. Assuming K(x)K(x) has two critical points satisfying certain local conditions, we prove the existence of two-peak solutions.

2014-02-03abs ↗pdf ↗

A nonparametric method for time series analysis extracts envelopes, detects peaks, and clusters data.

problem Extracting envelopes, detecting peaks, and clustering in time series data.
method Iterative procedure that minimizes L1L_1 drift to create upper and lower bounding signals, using Viterbi-like path tracking and optimal elimination rules.
result Efficiently calculated solution with near-linear time complexities for various applications.

We study the statistical regularities of opening call auction using the ultra-high-frequency data of 22 liquid stocks traded on the Shenzhen Stock Exchange in 2003. The distribution of the relative price, defined as the relative difference between the order price in opening call auction and the closing price of last tr…

2009-05-05abs ↗pdf ↗

This paper explains why double descent sometimes occurs weakly or not at all from an optimization perspective.

problem Understanding the role of optimization in the phenomenon of double descent.
method Investigates model-wise double descent from an optimization perspective, proposing a unified explanation for its occurrence.
result Model-wise double descent is observed if and only if the optimizer can find a sufficiently low-loss minimum.

We propose a Fourier-based approach for optimization of several clustering algorithms. Mathematically, clusters data can be described by a density function represented by the Dirac mixture distribution. The density function can be smoothed by applying the Fourier transform and a Gaussian filter. The determination of th…

2019-04-29abs ↗pdf ↗

In this paper, we introduce a new sparsity-promoting prior, namely, the "normal product" prior, and develop an efficient algorithm for sparse signal recovery under the Bayesian framework. The normal product distribution is the distribution of a product of two normally distributed variables with zero means and possibly …

2017-08-24abs ↗pdf ↗