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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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80159239318 · Jun 202019922001200920172026
48 results for property NL

The study shows that several properties are not profinite invariants.

problem Determining which properties are profinite invariants.
method Combining Rips constructions and iterated group-theoretic Dehn filling on hyperbolic virtually special groups.
result Several properties (stable commutator length, quasimorphisms, property NL, property FW_\infty, property FA, and non-abelian free subgroups) are not profinite invariants.

This work improves density estimation by characterizing pdf complexity using NL-spectrum.

problem Improving density estimation rates for general probability densities.
method Introducing NL-spectrum to characterize pdf complexity and deriving dimension-independent rates of convergence.
result Dimension-independent rates of convergence for fast density estimation.

Simplifies NL models by approximating them as LPV systems and identifying NL subterms.

problem Complex NL models are hard to interpret and impractical.
method Linear approximation around operating points, sparse estimation in RKHS, LPV model reduction.
result Identifies NL subterms and their input spaces in sparse additive NL models.

This paper improves image super-resolution by integrating cross-scale non-local attention.

problem Improving image super-resolution by leveraging long-range and cross-scale feature correlations.
method Proposes a Cross-Scale Non-Local (CS-NL) attention module integrated into a recurrent neural network.
result Significantly improved performance on SISR benchmarks.

A nonlinear wave alternative for the standard Black-Scholes option-pricing model is presented. The adaptive-wave model, representing 'controlled Brownian behavior' of financial markets, is formally defined by adaptive nonlinear Schrödinger (NLS) equations, defining the option-pricing wave function in terms of the stock…

2009-11-10abs ↗pdf ↗

We propose a new cognitive framework for option price modelling, using quantum neural computation formalism. Briefly, when we apply a classical nonlinear neural-network learning to a linear quantum Schrödinger equation, as a result we get a nonlinear Schrödinger equation (NLS), performing as a quantum stochastic filter…

2009-03-04abs ↗pdf ↗

We consider the learning from noisy labels (NL) problem which emerges in many real-world applications. In addition to the widely-studied synthetic noise in the NL literature, we also consider the pseudo labels in semi-supervised learning (Semi-SL) as a special case of NL. For both types of noise, we argue that the gene…

2019-05-23abs ↗pdf ↗

Physics-Informed Neural Networks (PINNs) benchmarked against clinical estimator and reveal parameter identifiability

problem Chemotherapy pharmacokinetics (PK) with tissue concentration not measured
method Physics-Informed Neural Networks (PINNs) benchmarked against clinical estimator and reveal parameter identifiability
result PINN recovers tissue concentration and identifies non-identifiable parameters

An important feature of successful supervised machine learning applications is to be able to explain the predictions given by the regression or classification model being used. However, most state-of-the-art models that have good predictive power lead to predictions that are hard to interpret. Thus, several model-agnos…

2019-10-11abs ↗pdf ↗

This paper uses a geometric approach to understand how normalization layers affect neural network optimization.

problem Understanding the effect of normalization layers on optimization in neural networks.
method Introduces a spherical framework to study optimization dynamics of neural networks with normalization layers from a geometric perspective.
result Derives the first effective learning rate expression of Adam and shows that SGD with NLs is equivalent to a constrained variant of Adam.

The aim of this paper is to investigate the relations between Seifert manifolds and (1,1)-knots. In particular, we prove that every orientable Seifert manifold with invariants {Oo,0|-1;(p,q),...,(p,q),(l, l-1)} has a cyclically presented fundamental group and, moreover, it is the n-fold strongly-cyclic covering of the …

2005-10-15abs ↗pdf ↗

Paper tackles LL-space conjecture for knot manifolds, proving equivalence for some properties.

problem Tackles LL-space conjecture for knot manifolds, proving equivalence for some properties.
method Introduces relative LL-space conjecture, characterizes slope detection, uses Heegaard Floer homology, left-orders, and foliations.
result Confirms equivalence of CTFCTF and NLSNLS for slope detected knots, identifies exceptional slopes.

Non-linear shrinkage isn't optimal for portfolio optimization, especially when asset dependence is non-stationary.

problem Optimizing portfolios with non-stationary asset dependence structures.
method Derived and compared non-linear shrinkage with an optimal target for covariance matrix estimation.
result Non-linear shrinkage can be significantly improved for portfolio optimization.

Proves uniqueness of solutions for a nonlocal Liouville equation with finite Q-curvature.

problem Proving uniqueness of solutions for a specific nonlocal Liouville equation.
method Connection to Calogero--Moser derivative NLS and ground state solitons.
result Uniqueness of solutions in the Gaussian case and general positive, symmetric-decreasing KK.

New method reduces complexity of minimizing convex finite sums without needing individual function indices.

problem Minimizing convex finite sums efficiently without knowing which function is being addressed.
method Exploits finite noise structure to derive upper bounds and proposes a novel SVRG adaptation.
result Achieves optimal complexity bounds of O(n^2) and matches existing lower bounds.

Recently, a novel adaptive wave model for financial option pricing has been proposed in the form of adaptive nonlinear Schrödinger (NLS) equation [Ivancevic a], as a high-complexity alternative to the linear Black-Scholes-Merton model [Black-Scholes-Merton]. Its quantum-mechanical basis has been elaborated in [Ivancevi…

2010-01-23abs ↗pdf ↗

Critical nets in Rk\mathbb{R}^k (sometimes called geodesic nets) are embedded graph with the property that their embedding is a critical point of the total (edge) length functional and under the constraint that certain 1-valent vertices (leaves) have a fixed position. In contrast to what happens on generic manifolds, w…

2019-10-20abs ↗pdf ↗

Improved LDA using a nonlinear covariance estimator for better performance.

problem Inefficient LDA when data covariance is ill-conditioned.
method Regularized LDA with a positive semidefinite ridge-type estimator of the inverse covariance matrix.
result The proposed NL-RLDA classifier outperforms state-of-the-art methods across multiple datasets.

In discrete choice modeling (DCM), model misspecifications may lead to limited predictability and biased parameter estimates. In this paper, we propose a new approach for estimating choice models in which we divide the systematic part of the utility specification into (i) a knowledge-driven part, and (ii) a data-driven…

2018-12-23abs ↗pdf ↗

Paper addresses identifiability and asymptotics of ODE systems from noisy data.

problem Identifying parameters and causal structure of linear ODE systems from discrete observations.
method Developed sufficient conditions for identifiability, proved consistency and asymptotic normality of NLS estimator, constructed confidence sets, and inferred causal structure.
result Consistent and asymptotically normal parameter estimator for linear ODE systems under mild conditions.

[Context:] Model-based testing is an instrument for automated generation of test cases. It requires identifying requirements in documents, understanding them syntactically and semantically, and then translating them into a test model. One light-weight language for these test models are Cause-Effect-Graphs (CEG) that ca…

2019-08-22abs ↗pdf ↗

For a Lie-Rinehart algebra (A,L), generators for the Gerstenhaber algebra Λ_A L correspond bijectively to right (A,L)-connections on A in such a way that B-V structures correspond to right (A,L)-module structures on A. When L is projective as an A-module, given an exact generator \partial, the homology of the B-V algeb…

1997-04-09abs ↗pdf ↗

A large class of semi-Hamiltonian systems of hydrodynamic type is interpreted as the equations governing families of critical points of functions obeying the classical linear Darboux equations for conjugate nets.The distinguished role of the Euler-Poisson-Darboux equations and associated Lauricella-type functions is em…

2014-11-21abs ↗pdf ↗

The paper provides theoretical guarantees for transformation-based models in variational inference.

problem Theoretical justification for transformation-based models in variational inference.
method Theoretical analysis of non-linear latent variable models and Gaussian process priors.
result Theoretical guarantees for implicit variational inference, achieving optimal risk bounds and approximating the true posterior.

Many machine learning algorithms require precise estimates of covariance matrices. The sample covariance matrix performs poorly in high-dimensional settings, which has stimulated the development of alternative methods, the majority based on factor models and shrinkage. Recent work of Ledoit and Wolf has extended the sh…

2016-11-02abs ↗pdf ↗

A method for online tensor dictionary learning is proposed. With the assumption of separable dictionaries, tensor contraction is used to diminish a NN-way model of O(LN)\mathcal{O}\left(L^N\right) into a simple matrix equation of O(NL2)\mathcal{O}\left(NL^2\right) with a real-time capability. To avoid numerical instability d…

2017-03-07abs ↗pdf ↗

Study scaling limits for option pricing in trinomial models.

problem Analyzing exponential hedging in trinomial models converging to Black-Scholes.
method Purely probabilistic approach using duality, martingale, and weak-convergence techniques.
result Derives a scaling limit for exponential certainty-equivalent prices in trinomial models.

Paper introduces efficient methods for estimating cross-partial derivatives and sensitivity indices.

problem Efficiently estimating cross-partial derivatives and sensitivity indices in complex models.
method Using randomized points and constraints, the paper develops estimators with optimal convergence rates and low bias.
result The estimators achieve optimal rates of convergence and do not suffer from the curse of dimensionality.