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.
A new method clusters qualitative data with mixed variables, improving interpretability.
Computer simulations often involve both qualitative and numerical inputs. Existing Gaussian process (GP) methods for handling this mainly assume a different response surface for each combination of levels of the qualitative factors and relate them via a multiresponse cross-covariance matrix. We introduce a substantiall…
This paper explores semi-qualitative probabilistic networks (SQPNs) that combine numeric and qualitative information. We first show that exact inferences with SQPNs are NPPP-Complete. We then show that existing qualitative relations in SQPNs (plus probabilistic logic and imprecise assessments) can be dealt effectively …
We formulate and study a novel multi-armed bandit problem called the qualitative dueling bandit (QDB) problem, where an agent observes not numeric but qualitative feedback by pulling each arm. We employ the same regret as the dueling bandit (DB) problem where the duel is carried out by comparing the qualitative feedbac…
Although Bayesian Optimization (BO) has been employed for accelerating materials design in computational materials engineering, existing works are restricted to problems with quantitative variables. However, real designs of materials systems involve both qualitative and quantitative design variables representing materi…
Meta-causal states group equivalent qualitative causal dynamics, useful for analyzing system changes.
Qualitative analysis of MC dropout for NN model uncertainty.
This paper introduces a new method to cluster qualitative attribute data using tree structures.
The study examines how model predictions hold up under model extensions.
Support vector machines have attracted much attention in theoretical and in applied statistics. Main topics of recent interest are consistency, learning rates and robustness. In this article, it is shown that support vector machines are qualitatively robust. Since support vector machines can be represented by a functio…
LMGPs extend GPs to handle mixed data, offering better accuracy and interpretability.
Develops fully Bayesian LVGP for better uncertainty quantification.
GPs' decisions can vary significantly with different kernels, even if kernels are qualitatively similar.
We prove qualitative estimates on the total curvature of closed minimal hypersurfaces in closed Riemannian manifolds in terms of their index and area, restricting to the case where the hypersurface has dimension less than seven. In particular, we prove that if we are given a sequence of closed minimal hypersurfaces of …
We review and extend here some recent results on the existence of minimal surfaces and isoperimetric sets in non homogeneous and anisotropic periodic media. We also describe the qualitative properties of the homogenized surface tension, also known as stable norm (or minimal action) in Weak KAM theory. In particular we …
This survey summarizes the results discussed in a talk at "Bielefeld Geometry & Topology Days" held at Bielefeld University in July 2015. We are interested in quantitative and qualitative properties of Bott-Chern cohomology. We announce new results obtained in [D. Angella, N. Tardini, Quantitative and qualitative cohom…
Method estimates parameters for disease spread models robustly.
Variable selection for optimal treatment regime in a clinical trial or an observational study is getting more attention. Most existing variable selection techniques focused on selecting variables that are important for prediction, therefore some variables that are poor in prediction but are critical for decision-making…
When estimating the risk of a P&L from historical data or Monte Carlo simulation, the robustness of the estimate is important. We argue here that Hampel's classical notion of qualitative robustness is not suitable for risk measurement and we propose and analyze a refined notion of robustness that applies to tail-depend…
Study uses LLMs to improve financial forecasting by integrating textual and numerical data.
The paper studies dynamical systems with evolving geometric structure using numerical methods.
Optimally stabilizes Möbius group maps in spheres across dimensions.
We introduce a "qualitative property" for Bott-Chern cohomology of complex non-Kähler manifolds, which is motivated in view of the study of the algebraic structure of Bott-Chern cohomology. We prove that such a property characterizes the validity of the -Lemma. This follows from a quantitativ…
The study examines the dynamic behavior of RMSprop and Adam algorithms.
VAEs help in learning latent variables for cryo-EM applications.
When training data is sparse, more domain knowledge must be incorporated into the learning algorithm in order to reduce the effective size of the hypothesis space. This paper builds on previous work in which knowledge about qualitative monotonicities was formally represented and incorporated into learning algorithms (e…
This survey paper is focused on qualitative and numerical analyses of fully nonlinear partial differential equations of parabolic type arising in financial mathematics. The main purpose is to review various non-linear extensions of the classical Black-Scholes theory for pricing financial instruments, as well as models …
This research develops a dynamic risk management system for industrial companies.
Study forecasts cholera outbreaks in Malawi using dynamic models.
We study some qualitative properties of ancient solutions of superlinear heat equations on a Riemannian manifold, with particular interest in positivity and constancy in space.
New method reveals insights about stochastic optimization methods using modified equations.
'Sharing of statistical strength' is a phrase often employed in machine learning and signal processing. In sensor networks, for example, missing signals from certain sensors may be predicted by exploiting their correlation with observed signals acquired from other sensors. For humans, our hands move synchronously with …
Under suitable invertibility hypothesis, the spectrum of the Dirac operator on certain open spin Riemannian manifolds is discrete, and obeys a growth law depending qualitatively on the (in)finiteness of the volume.
We describe various sets of conditional independence relationships, sufficient for qualitatively comparing non-vanishing squared partial correlations of a Gaussian random vector. These sufficient conditions are satisfied by several graphical Markov models. Rules for comparing degree of association among the vertices of…
We review the main changes in the interbank market after the financial crisis started in August 2007. In particular, we focus on the fixed income market and we analyse the most relevant empirical evidences regarding the divergence of the existing basis between interbank rates with different tenor, such as Libor and OIS…
Study of public and private VC relationships in France using qualitative methods.
Study develops a new algorithm for assessing clinical trial abstracts.
Finite energy solutions of 4-harmonic and ES-4-harmonic maps are trivial.
Deep learning detects bifurcations in dynamical systems.
The stability analysis of socioeconomic systems has been centered on answering whether small perturbations when a system is in a given quantitative state will push the system permanently to a different quantitative state. However, typically the quantitative state of socioeconomic systems is subject to constant change. …
Two approaches integrate qualitative views into portfolio optimization, showing aggregation methods outperform robust optimization.
Sentiment analysis from LLMs improves financial trading performance.
We obtain an expression for the curvature of the Lie group SDiff and use it to derive Lukatskii's formula for the case where is locally Euclidean. We discuss qualitatively some previous findings for SDiff in conjunction with our result.
The sophisticated structure of Convolutional Neural Network (CNN) allows for outstanding performance, but at the cost of intensive computation. As significant redundancies inevitably present in such a structure, many works have been proposed to prune the convolutional filters for computation cost reduction. Although ex…
We study the qualitative behavior of nonlinear Dirac equations arising in quantum field theory on complete Riemannian manifolds. In particular, we derive monotonicity formulas and Liouville theorems for solutions of these equations. Finally, we extend our analysis to Dirac-harmonic maps with curvature term.
In this note we discuss how several results characterizing the qualitative behavior of solutions to the nonlinear Poisson equation can be generalized to harmonic maps with potential between complete Riemannian manifolds. This includes gradient estimates, monotonicity formulas and Liouville theorems under curvature and …
Study shows negative stock returns after Moroccan companies issue profit warnings.
We derive an analytic formula for the hydrodynamic Green function and the Robin function on every orientable surface admitting a hydrodynamic Killing vector field. Closed-form expressions are provided for all fourteen canonical Riemann surfaces, covering both compact and non-compact cases; the formulae satisfy the slip…