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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.

168,694 papers · 148 categories

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35810 · Jun 202619922001200920172026
48 results for peaks

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.

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 ↗

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.

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).

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.

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.

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 ↗

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.

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.

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.

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)).

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.

New model improves volatility forecasting by reducing overestimation and underestimation.

problem SVR-GARCH model overestimates or underestimates volatility, hindering peak or trough behaviors.
method Proposes blending ARCH and augmented blending-ARCH models to improve volatility forecasting.
result Empirical results show improved volatility forecasting ability.

During a speculative episode the price of an item jumps from an initial level p_1 to a peak level p_2 before more or less returning to level p_1. The ratio p_2/p_1 is referred to as the amplitude A of the peak. This paper shows that for a given market the peak amplitude is a linear function of the logarithm of the pric…

1999-10-23abs ↗pdf ↗

Efficient neural Bayes estimators for censored peaks-over-threshold models improve inference speed and accuracy.

problem Computational burden in inference with spatial extremal dependence models due to intractable or censored likelihoods.
method Developed neural Bayes estimators using data augmentation techniques to encode censoring information.
result Significant gains in computational and statistical efficiency compared to traditional methods.

Method identifies financial rogue waves close to their onset.

problem Identifying extreme financial events close to their onset.
method Analogy between rogue waves in optics and financial volatility, using Schrödinger equation with potential shaped by Kerr nonlinearity.
result Numerical gradient spikes at the onset of extreme financial events.

Optimal scheduling of hydrogen production in dynamic pricing power market can maximize the profit of hydrogen producer; however, it highly depends on the accurate forecast of hydrogen consumption. In this paper, we propose a deep leaning based forecasting approach for predicting hydrogen consumption of fuel cell vehicl…

2018-06-27abs ↗pdf ↗

Using publicly available traffic camera data in New York City, we quantify time-dependent patterns in aggregate pedestrian foot traffic. These patterns exhibit repeatable diurnal behaviors that differ for weekdays and weekends but are broadly consistent across neighborhoods in the borough of Manhattan. Weekday patterns…

2019-10-06abs ↗pdf ↗

Hierarchical nucleation patterns emerge in deep neural network layers.

problem Understanding the generation of meaningful representations in deep neural networks.
method Analysis of the probability density of ImageNet dataset across hidden layers.
result Density peaks in subsequent layers mirror the semantic hierarchy of concepts, resembling nucleation process.

New clustering algorithm for mixed data improves applicability and efficiency.

problem Clustering large, mixed data with improved accuracy and efficiency.
method Developed a new clustering algorithm using peak-finding technique, reducing computational complexity.
result Algorithm detects outliers, clusters of lower density, and determines correct number of clusters.

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.

Optimal weight windows are symmetric rectangles centered at peak.

problem Finding the best weight windows for weighted least squares.
method Investigated symmetric and tapered rectangle window weights, showing the best rectangle window is optimal.
result The best rectangle window is optimal for all tapered rectangle window definitions.