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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.

168,742 papers · 148 categories

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3.8%7.5%11.3%15.0% · May 202619922001200920172026
48 results for power-one error

This paper shows how to construct sequential tests with power one against weakly compact sets in Polish spaces.

problem Testing composite null hypotheses involving weakly compact sets in Polish spaces.
method Develops sequential tests for i.i.d. laws in Polish spaces, providing a sufficient condition for power one.
result Power-one sequential tests exist for weakly compact sets against their complements in i.i.d. laws in Polish spaces.

GAAVI offers anytime-valid tests for CMF global null and contrasts.

problem Inference on the conditional mean function for high confidence decisions.
method Asymptotic anytime-valid tests for CMF global null and contrasts.
result Achieves asymptotic type-I error guarantees, power one, and optimal sample complexity.

VarPro selects features without model dependence, achieving balanced performance.

problem Finding a small set of features with high explanatory power.
method Rule-based variable priority approach, avoiding model-specific methods and artificial data.
result VarPro has a consistent filtering property for noise variables and achieves balanced performance.

Improved speech recognition with language model integration in sequence-to-sequence models.

problem Improving word error rate in speech recognition models.
method Log-linear combination of acoustic and language models with per-token renormalization.
result The proposed method shows good improvements over standard model combination on Librispeech system.

A Lie algebroid over a manifold is a vector bundle over that manifold whose properties are very similar to those of a tangent bundle. Its dual bundle has properties very similar to those of a cotangent bundle: in the graded algebra of sections of its external powers, one can define an operator similar to the exterior d…

2008-04-15abs ↗pdf ↗

We propose a new framework for Hamiltonian Monte Carlo (HMC) on truncated probability distributions with smooth underlying density functions. Traditional HMC requires computing the gradient of potential function associated with the target distribution, and therefore does not perform its full power on truncated distribu…

2017-09-08abs ↗pdf ↗

The ever-increasing demand from mobile Machine Learning (ML) applications calls for evermore powerful on-chip computing resources. Mobile devices are empowered with heterogeneous multi-processor Systems-on-Chips (SoCs) to process ML workloads such as Convolutional Neural Network (CNN) inference. Mobile SoCs house sever…

2019-08-24abs ↗pdf ↗

We begin with a short presentation of the basic concepts related to Lie groupoids and Lie algebroids, but the main part of this paper deals with Lie algebroids. A Lie algebroid over a manifold is a vector bundle over that manifold whose properties are very similar to those of a tangent bundle. Its dual bundle has prope…

2008-06-05abs ↗pdf ↗

The paper proves entropy power properties on Riemannian manifolds and Ricci flows.

problem Entropy power on Riemannian manifolds and Ricci flows.
method Proving concavity and convexity of Shannon entropy power for heat and conjugate heat equations on Riemannian manifolds and Ricci flows.
result Entropy power rigidity models on Einstein or quasi Einstein manifolds and shrinking Ricci solitons.

Volatility measures the amplitude of price fluctuations. Despite it is one of the most important quantities in finance, volatility is not directly observable. Here we apply a maximum likelihood method which assumes that price and volatility follow a two-dimensional diffusion process where volatility is the stochastic d…

2012-04-16abs ↗pdf ↗

Random forest predicts catastrophe bond spreads with 93% accuracy.

problem Predicting spreads in the primary catastrophe bond market.
method Random forest approach using all information in offering circulars.
result Random forest explains 93% of spread variability, significantly better than linear regression (47%).

Deep, wide ConvResNets can approximate functions and their smoothness.

problem Function approximation and smoothness in deep networks.
method Analyzing ConvResNets, proving their ability to approximate functions and their smoothness.
result Large ConvResNets can approximate functions and exhibit sufficient first-order smoothness.

Paper uses interbank contagion to predict U.S. bank defaults, finding it highly explanatory.

problem Predicting U.S. bank defaults using interbank contagion.
method Regression and neural network models were used to analyze U.S. commercial bank data.
result Interbank contagion is highly explanatory in default prediction, often outperforming established metrics.

The well known conformal covariance of the Dirac operator acting on spinor fields over a semi Riemannian spin manifold does not extend to powers thereof in general. For odd powers one has to add lower order curvature correction terms in order to obtain conformal covariance. We derive an algorithmic construction in term…

2013-11-17abs ↗pdf ↗

Deep learning extracts terrain texture covariates for geostatistical modeling.

problem Improving prediction accuracy in geostatistical modeling using terrain texture data.
method Deep learning approach to automatically derive optimal terrain texture covariates from SRTM 90m DEM.
result Deep learning-derived covariates have strong explanatory power (R-squared around 0.6) for geochemical data.

Study examines persistence diagrams in machine learning, proposing permutation tests.

problem Understanding the power and limitations of persistence diagrams in machine learning.
method Carried out experiments on graph and shape data, proposed permutation tests for persistence diagrams.
result Persistence pairing shows significant improvement in various tasks, but the most critical values are most discriminative.

Conditional generative models enjoy remarkable progress over the past few years. One of the popular conditional models is Auxiliary Classifier GAN (AC-GAN), which generates highly discriminative images by extending the loss function of GAN with an auxiliary classifier. However, the diversity of the generated samples by…

2019-07-05abs ↗pdf ↗

The paper studies an oligopolistic equilibrium model of financial agents who aim to share their random endowments. The risk-sharing securities and their prices are endogenously determined as the outcome of a strategic game played among all the participating agents. In the complete-market setting, each agent's set of st…

2012-06-02abs ↗pdf ↗

Interpretable machine learning uncovers ESG's explanatory power on equity returns across sectors and capitalizations.

problem Explaining equity returns beyond market factors using ESG data.
method Interpretable machine learning models, cross-validation scheme, random company-wise validation.
result Gradient boosting models explain unaccounted price returns, with ESG data outperforming basic fundamental features.

Let SgS_g be a closed orientable surface of genus g2g \geq 2 and CC a simple closed nonseparating curve in FF. Let tCt_C denote a left handed Dehn twist about CC. A \textit{fractional power} of tCt_C of \textit{exponent} $\fraction{\ell}{n}$ is an $h \in \Mod(S_g)$ such that hn=tCh^n = t_C^{\ell}. Unlike a root of a $t…

2012-07-16abs ↗pdf ↗

FlowSelect uses normalizing flows to control FDR in feature selection.

problem Controlled feature selection with knockoffs often fails to control false discovery rate (FDR).
method FlowSelect uses normalizing flows for accurate feature modeling and a novel MCMC-based p-value calculation to enforce knockoff properties.
result FlowSelect consistently controls FDR and demonstrates greater power compared to competing methods.

Graph Neural Networks struggle on random graphs without node identifiers.

problem Graph Neural Networks' limitations on random graphs without node identifiers.
method Study of Graph Neural Networks and Structural Graph Neural Networks convergence on large random graphs.
result Structural Graph Neural Networks are more powerful and universal than Graph Neural Networks on random graphs.