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.
Semi-supervised learning is pervasive in real-world applications, where only a few labeled data are available and large amounts of instances remain unlabeled. Since AUC is an important model evaluation metric in classification, directly optimizing AUC in semi-supervised learning scenario has drawn much attention in the…
We study relations between special elliptic isometries in the complex hyperbolic plane. Relations of lengths 2, 3, and 4 are fully classified. Some relative SU(2,1)-character varieties of the quadruply punctured sphere are described and applied to the study of length 5 relations.
The paper connects knot homology, quantum 6j-symbols, and complements of knots.
problem Investigating the relationship between knot homology, quantum 6j-symbols, and knot complements.
method Developed a grading rule for HOMFLY-PT and Kauffman homology, found relationships between A-polynomials, and conjectured closed-form expressions for quantum 6j-symbols and knot complements.
result Closed-form expressions for SO(N) quantum 6j-symbols and conjectured expressions for (a,t)-deformed F_K for knot complements.
We conjecture the existence of four independent gradings in the colored HOMFLY homology. We describe these gradings explicitly for the rectangular colored homology of torus knots and make qualitative predictions of various interesting structures and symmetries in the colored homology of general knots. We also give a si…
Semi-supervised ordinal regression (S2OR) problems are ubiquitous in real-world applications, where only a few ordered instances are labeled and massive instances remain unlabeled. Recent researches have shown that directly optimizing concordance index or AUC can impose a better ranking on the data than optimizing t…
Here are described the axiumbilic points that appear in generic one parameter families of surfaces immersed in R4. At these points the ellipse of curvature of the immersion, Little, Garcia - Sotomayor has equal axes. A review is made on the basic preliminaries on axial curvature lines and the associated axiumbilic poin…
Neural Networks have been shown to be sensitive to common perturbations such as blur, Gaussian noise, rotations, etc. They are also vulnerable to some artificial malicious corruptions called adversarial examples. The adversarial examples study has recently become very popular and it sometimes even reduces the term "adv…
The study examines robust decision-making in volatile financial markets, finding action robustness is more impactful than uncertainty tolerance.
problem Sequential decision making in high-frequency markets under evolving uncertainty.
method Analyzes two dimensions of robustness: uncertainty tolerance and action robustness, using simulations and empirical evidence.
result Action robustness has a larger impact on profitability than uncertainty tolerance, and excessive robustness can reduce profitability in illiquid markets.
Making neural networks robust against adversarial inputs has resulted in an arms race between new defenses and attacks. The most promising defenses, adversarially robust training and verifiably robust training, have limitations that restrict their practical applications. The adversarially robust training only makes the…
Study enhances robustness of In-CVaR based regression models under perturbation and contamination.
problem Enhancing robustness of nonlinear regression models under perturbation and contamination.
method Introduces interval conditional value-at-risk (In-CVaR) and rigorously analyzes its robustness properties under both perturbation and contamination.
result The In-CVaR based estimator is qualitatively robust in terms of the Prokhorov metric if and only if the largest portion of losses is trimmed.
Given the apparent difficulty of learning models that are robust to adversarial perturbations, we propose tackling the simpler problem of developing adversarially robust features. Specifically, given a dataset and metric of interest, the goal is to return a function (or multiple functions) that 1) is robust to adversar…
Robust reinforcement learning aims to produce policies that have strong guarantees even in the face of environments/transition models whose parameters have strong uncertainty. Existing work uses value-based methods and the usual primitive action setting. In this paper, we propose robust methods for learning temporally …
Robust Reinforcement Learning aims to derive optimal behavior that accounts for model uncertainty in dynamical systems. However, previous studies have shown that by considering the worst case scenario, robust policies can be overly conservative. Our soft-robust framework is an attempt to overcome this issue. In this pa…
We provide a framework for incorporating robustness -- to perturbations in the transition dynamics which we refer to as model misspecification -- into continuous control Reinforcement Learning (RL) algorithms. We specifically focus on incorporating robustness into a state-of-the-art continuous control RL algorithm call…