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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.

169,341 papers · 148 categories

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48 results for playing strength

Deep neural networks predict winning moves in Othello, surpassing previous players.

problem Applying deep learning to Othello, a game with unique characteristics.
method Comparing CNN architectures and board encodings, training on extensive data, and evaluating move prediction accuracy and playing strength.
result Best CNNs predict winning moves in Othello and defeat previous players.

Novel method uses information theory to measure causal influences during transient neural events.

problem Characterizing network interactions during transient neural events.
method Structural Causal Models, Information Theory, Transfer Entropy, Dynamic Causal Strength, Relative Dynamic Causal Strength.
result Introduced a novel measure, relative Dynamic Causal Strength, with theoretical and empirical support.

A new method uses randomized trials to estimate the strength of unobserved confounding.

problem Unobserved confounding compromises causal conclusions from non-randomized studies.
method Designs a statistical test to detect unobserved confounding strength and estimates a lower bound.
result Estimates an asymptotically valid lower bound on unobserved confounding strength.

Study shows Elo models fail to accurately measure transitive strength in competitive games.

problem Elo models fail to correctly identify the transitive component in real-world competitive games.
method Investigated the challenge of identifying the transitive component in games, proposed an extension of the Elo score.
result Disc ranking system assigns two scores: skill and consistency.

Language models trained on chess board states outperform those on moves, even with causal masking.

problem Applying causal masking to spatial data for training unimodal language models.
method Trained bidirectional and causal self-attention models on both spatial (board-based) and sequential (move-based) chess data.
result Models trained on spatial board states achieve stronger playing strength than those trained on sequential data, even with causal masking.

This work formalizes guidance in diffusion models and introduces a stochastic control framework.

problem Lack of a solid theoretical foundation for guidance scheduling in diffusion models.
method Introduces a stochastic optimal control framework to cast guidance scheduling as an adaptive optimization problem.
result Establishes a principled foundation for more effective guidance in diffusion models.

The weighted and directed network of countries based on the number of overseas banks is analyzed in terms of its fragility to the banking crisis of one country. We use two different models to describe transmission of shocks, one local and the other global. Depending on the original source of the crisis, the overall siz…

2014-03-06abs ↗pdf ↗

Optimal feature learning strength improves generalization in deep networks.

problem Understanding how feature learning strength affects generalization in practical settings.
method Empirical studies and theoretical analysis of gradient flow dynamics in two-layer ReLU nets.
result Optimal feature learning strength yields substantial generalization gains, contrary to the prevailing intuition.

The banking systems that deal with risk management depend on underlying risk measures. Following the Basel II accord, there are two separate methods by which banks may determine their capital requirement. The Value at Risk measure plays an important role in computing the capital for both approaches. In this paper we an…

2011-11-18abs ↗pdf ↗

Deep RL tested on combinatorial games from Erdos et al.

problem Evaluate reinforcement learning algorithms on challenging combinatorial games.
method Use Erdos-Selfridge-Spencer games with known optimal solutions.
result Demonstrates strengths and limitations of current RL approaches.

Characterizes winding of braided vector fields in tubular domains.

problem Understanding the topology of braided vector fields in complex domains.
method Defines field line winding as a measure of entanglement, proving its uniqueness in classifying vector field topology.
result Field line winding uniquely classifies the topology of braided vector fields.

New algorithm identifies best arm in rested bandit setting.

problem Best arm identification in rested bandit with decreasing losses.
method Introduced a novel best arm identification problem and analyzed an arm elimination algorithm.
result Regret vanishes as time horizon increases, with convergence rate depending on expected loss function.

Consistent estimator derived for confounding strength in observational data.

problem Estimating confounding strength in observational data is challenging due to unobserved confounders.
method Derived and adapted a consistent estimator using tools from random matrix theory.
result The original estimator is not consistent, but an adapted one is.

Introduces 'social bow tie' to quantify tie strength in social networks.

problem Understanding tie strength and its influencing factors in social networks.
method Introduced 'social bow tie' framework, defined metrics, used random forests and regression models.
result Bow tie metrics are highly predictive of tie strength, and tie strength is influenced by overlapping and non-overlapping social circles.

A lightweight framework improves convergence and stability of PINNs for complex PDEs.

problem Training instability and reduced accuracy in PINNs for complex PDEs.
method Adaptive curvature correction using secant information to optimize first-order optimizers.
result Consistent improvements in convergence speed, stability, and accuracy over standard optimizers.

This paper calculates interaction strength for translation surfaces with multiple singularities.

problem Computing the interaction strength of translation surfaces with multiple singularities is challenging.
method The authors study interaction strength of specific families of translation surfaces, including regular polygons and Bouw-Möller surfaces.
result The paper provides exact computations of KVol on translation surfaces with multiple singularities.

Study shows CNNs can perform well with less data using biological synaptic distributions.

problem Training deep neural networks with limited data.
method Synthesizing CNNs using log-normal or correlated center-surround synaptic strength distributions.
result CNNs with biological synaptic strength distributions can perform well with fewer data samples.

A new approach switches between simple and complex models to handle concept drifts in regression tasks.

problem Handling concept drifts in regression models to maintain accurate predictions over time.
method Error Intersection Approach: switches between simple and complex models based on drift detection.
result The Error Intersection Approach significantly outperforms baselines in handling concept drifts in a real-world taxi demand dataset.

The paper examines how spike strengths and alignments affect overfitting in linear regression models.

problem The impact of spike strengths and alignments on overfitting in linear regression models.
method Characterization of generalization error through exact expressions and analysis of spike strengths, aspect ratio, and target alignment.
result Increasing spike strength can lead to catastrophic overfitting before benign overfitting, especially in well-specified aligned problems.

We propose an original model for inferring team strengths using a Markov Random Field, which can be used to generate historical estimates of the offensive and defensive strengths of a team over time. This model was designed to be applied to sports such as soccer or hockey, in which contest outcomes take value in a limi…

2013-05-09abs ↗pdf ↗

We present a simple model of firm rating evolution. We consider two sources of defaults: individual dynamics of economic development and Potts-like interactions between firms. We show that such a defined model leads to phase transition, which results in collective defaults. The existence of the collective phase depends…

2009-04-28abs ↗pdf ↗

A new method automatically and dynamically sets learning rates in deep learning.

problem Determining the appropriate learning rate in deep learning tasks is challenging and often subjective.
method Local Quadratic Approximation (LQA) to automatically and dynamically set learning rates.
result The proposed method leads to nearly optimal learning rates in a computationally efficient way.

Regularization improves portfolio optimization under Expected Shortfall risk measure.

problem Optimizing large portfolios with Expected Shortfall under 2\ell_2 regularization.
method Analytical calculation of portfolio optimization with regularization.
result Regularization significantly reduces estimation error, especially in data-limited scenarios.

Model shows cascading failures are more severe in multiplex networks than single-layer networks.

problem Underestimation of risks in single-layer network analyses due to overlooked impact of weak layers.
method Simple model of cascading failure on multiplex networks of weight-heterogeneous layers.
result Multiplex model produces more catastrophic cascading failures than single-layer model.

Financial markets are well known examples of multi-fractal complex systems that have garnered much interest in their characterization through complex network theory. The recent studies have used correlation based distance metrics for defining and analyzing financial networks. In this work the singularity strength is em…

2012-05-08abs ↗pdf ↗

Study characterizes community structure in Japanese production network.

problem Characterize community structure in a large-scale production network.
method Directed network analysis of one million Japanese firms.
result Large fraction of firms have local interactions, and community strengths are heterogeneous.

Study bridges GARCH and NN models for volatility forecasting.

problem Lack of interaction between GARCH and NN approaches for volatility forecasting.
method Established equivalence between GARCH and NN models, introduced GARCH-NN approach.
result GARCH-NN approach enhances volatility forecasting compared to standalone models.

This paper analyzes MCMC algorithms on large graphs using Dirichlet forms.

problem Analyzing the behavior of MCMC algorithms in high-dimensional problems.
method Utilizes Mosco convergence of Dirichlet forms to study RWM algorithm on large graphs.
result Demonstrates the advantages of Dirichlet form approach over standard diffusion methods.