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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.

168,657 papers · 148 categories

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12.5%25.0%37.5%50.0% · May 199319922001200920172026
48 results for quartile normalization

Study improves data quality assessment for structural monitoring data.

problem Ensuring reliability of structural health monitoring data.
method Probabilistic data quality assessment using a conditional diffusion model.
result Significantly improves accuracy of data quality assessment.

Study resolves the Korean LVRP puzzle by showing HVRP exists but is masked by investor heterogeneity and improper intensity normalization.

problem Puzzling Low Volume Return Premium (LVRP) in Korea, contradicting global High Volume Return Premium (HVRP) evidence.
method Used Korean market data (2020-2024) to demonstrate HVRP exists but is masked by investor heterogeneity and improper intensity normalization. Normalized institutional buying intensity by market capitalization rather than trading value.
result Demonstrated a perfect monotonic relationship between highest-conviction institutional buying and positive cumulative abnormal returns, while lowest-intensity trades yield modest returns.

Crypto simulations show HODL strategy loads risk onto most investors, with macro-sentiment affecting returns.

problem Understanding real risk-return trade-offs and factors affecting crypto returns.
method Two independent analyses: 480 million Monte Carlo simulations and Bayesian multi-horizon local projection framework.
result HODL strategy exposes most investors to extreme downside risk, and macro-sentiment conditions are dominant indicators for future outcomes.

Ethereum block builders can earn up to $14M/month by reordering transactions, harming users.

problem Block builders can exploit transaction reordering to earn significant profits, harming users.
method Estimation of MEV payments and analysis of reordering effects.
result Block builders can earn up to $14M/month by reordering transactions, skewing the distribution.

QBSD optimizes KPI forecasting for RAN networks with fast runtime and accuracy.

problem Efficiently forecasting KPIs for RAN networks with dynamic operating ranges.
method Quartile-Based Seasonality Decomposition (QBSD) for live single-step forecasting.
result QBSD outperforms other methods in runtime efficiency and forecast accuracy.

QuEst combines model predictions with observed data to estimate quantile-based measures.

problem Limited applicability of current hybrid-inference tools for quantile-based distributional measures.
method Principled framework merging observed and imputed data for a wide range of quantile-based measures.
result QuEst delivers point estimates and rigorous confidence intervals for quantile-based measures.

Study analyzes cryptocurrency pump-and-dump dynamics using minute-level data.

problem Identifying and quantifying insider trading in cryptocurrency markets.
method Algorithmic identification of insider volume spikes, conservative profit bounds calculation, social-media verification.
result Median returns above 100%, upper-quartile returns exceeding 2000% for insider profits.

Model A outperforms passive investment in stock index prediction with less exposure.

problem Predicting short-term stock index movements with high accuracy.
method Dynamic Deep Neural Networks (DNN) for trading decisions.
result Model A outperforms passive investment and conventional ML methods.

GenAI adoption paradoxically lowers ROE for U.S. banks, with spillovers but systemic risk concerns.

problem Productivity paradox and implementation costs in U.S. banking sector with AI adoption.
method Dynamic Spatial Durbin Models (DSDM) and Synthetic Difference-in-Differences (SDID) for causal inference.
result AI adoption leads to a 428-basis-point decline in ROE for banks, with spillovers but systemic risk implications.

TinyXRA assesses financial risks from 10-K reports using a lightweight transformer model.

problem Comprehensive risk assessment from financial reports, distinguishing between upside and downside risk.
method Lightweight transformer model with dynamic attention, incorporating skewness, kurtosis, and Sortino ratio.
result State-of-the-art predictive accuracy and transparent risk assessments.

Survival analysis of 832,941 Solana token launches shows a significant decline in graduation rate.

problem Analyzing the survival rate of Solana token launches and identifying factors affecting graduation.
method Survival analysis using Kaplan-Meier and Cox proportional-hazards models.
result The survival rate of Solana token launches has declined significantly, with a 3.18x decrease from previous rates.

Online Normalization is a new technique for normalizing the hidden activations of a neural network. Like Batch Normalization, it normalizes the sample dimension. While Online Normalization does not use batches, it is as accurate as Batch Normalization. We resolve a theoretical limitation of Batch Normalization by intro…

2019-05-15abs ↗pdf ↗

This paper analyzes how normalization layers improve neural network training.

problem Improving generalization performance and training speed of neural networks.
method Global convergence analysis of two-layer neural networks with ReLU activations and Weight Normalization.
result Introduction of normalization layers changes the optimization landscape, enabling faster convergence.

This paper presents a normalization mechanism called Instance-Level Meta Normalization (ILM~Norm) to address a learning-to-normalize problem. ILM~Norm learns to predict the normalization parameters via both the feature feed-forward and the gradient back-propagation paths. ILM~Norm provides a meta normalization mechanis…

2019-04-06abs ↗pdf ↗

Distance, normals, and double normals for real plane curves with singularities

problem Relation between normals and double normals and critical points of the squared distance function for real algebraic curves with singularities
method Investigate the topological discriminant of the distance function
result The topological discriminant consists of the evolute and distinguished normal lines at algebraic singular points

We consider the Laplace normal vector field of relatively normalized ruled surfaces with non-vanishing Gaussian curvature in the three-dimensional Euclidean space R3\mathbb{R}^{3}. We determine all ruled surfaces and all relative normalizations for which the Laplace normal image degenerates into a point or into a curve…

2015-10-28abs ↗pdf ↗

Training state-of-the-art, deep neural networks is computationally expensive. One way to reduce the training time is to normalize the activities of the neurons. A recently introduced technique called batch normalization uses the distribution of the summed input to a neuron over a mini-batch of training cases to compute…

2016-07-21abs ↗pdf ↗

This paper investigates the impact of normalization on deep neural networks for click-through rate prediction.

problem The effect of normalization on deep neural network models for CTR estimation.
method Systematic study of various normalization approaches applied to feature embedding and MLP part of DNN models.
result Correct normalization significantly enhances model performance, as demonstrated by extensive experiments on real-world datasets.

The study finds abundant normal generators for mapping class groups.

problem Understanding normal generation in mapping class groups.
method Analyzing restrictions on invariant subsurfaces and Teichmüller spaces.
result Reducible mapping classes can normally generate mapping class groups based on their asymptotic translation lengths.

This paper deals with skew ruled surfaces in the Euclidean space E3\mathbb{E}^{3} which are equipped with polar normalizations, that is, relative normalizations such that the relative normal at each point of the ruled surface lies on the corresponding polar plane. We determine the invariants of a such normalized ruled …

2017-11-29abs ↗pdf ↗

Image normalization is a critical step in medical imaging. This step is often done on a per-dataset basis, preventing current segmentation algorithms from the full potential of exploiting jointly normalized information across multiple datasets. To solve this problem, we propose an adversarial normalization approach for…

2019-12-02abs ↗pdf ↗

We define a 2-normal surface to be one which intersects every 3-simplex of a triangulated 3-manifold in normal triangles and quadrilaterals, with one or two exceptions. The possible exceptions are a pair of octagons, a pair of unknotted tubes, an octagon and a tube, or a 12-gon. In this paper we use the theory of criti…

2003-09-26abs ↗pdf ↗

Many statistical models are given in the form of non-normalized densities with an intractable normalization constant. Since maximum likelihood estimation is computationally intensive for these models, several estimation methods have been developed which do not require explicit computation of the normalization constant,…

2019-05-15abs ↗pdf ↗

Following Matveev, a k-normal surface in a triangulated 3-manifold is a generalization of both normal and (octagonal) almost normal surfaces. Using spines, complexity, and Turaev-Viro invariants of 3-manifolds, we prove the following results: 1) a minimal triangulation of a closed irreducible or a bounded hyperbolic 3-…

2006-06-05abs ↗pdf ↗

Layer normalization improves federated learning with skewed labels.

problem Label skewness in federated learning datasets.
method Identified feature normalization as key mechanism; applied to latent features before classifier.
result Normalization accelerates global training and improves convergence under extreme label shift.

In this paper, we study normal homogeneous Finsler spaces. We first define the notion of a normal homogeneous Finsler space, using the method of isometric submersion of Finsler metrics. Then we study the geometric properties. In particular, we establish a technique to reduce the classification of normal homogeneous Fin…

2014-11-12abs ↗pdf ↗

Paper classifies rational 3-tangles using normal forms and minimal coordinates.

problem Classifying rational 3-tangles up to isotopy.
method Defined normal form and normal coordinate, investigated minimal coordinates, constructed contractible simplicial complex.
result Simplicial complex of normal forms is contractible, leading to classification of rational 3-tangles.

Normalization methods are a central building block in the deep learning toolbox. They accelerate and stabilize training, while decreasing the dependence on manually tuned learning rate schedules. When learning from multi-modal distributions, the effectiveness of batch normalization (BN), arguably the most prominent nor…

2018-10-12abs ↗pdf ↗

PL-MCMC samples from normalizing flows' conditional distributions.

problem Sampling from complex conditional distributions learned by normalizing flows.
method Metropolis-Hastings implementation of PL-MCMC.
result PL-MCMC asymptotically samples from exact conditional distributions.

A virtual link diagram is called normal if the associated abstract link diagram is checkerboard colorable, and a virtual link is normal if it has a normal diagram as a representative.In this paper, we introduce a method of converting a virtual link diagram to a normal virtual link diagram by use of the double covering …

2016-06-02abs ↗pdf ↗

Calculation of the log-normalizer is a major computational obstacle in applications of log-linear models with large output spaces. The problem of fast normalizer computation has therefore attracted significant attention in the theoretical and applied machine learning literature. In this paper, we analyze a recently pro…

2015-06-12abs ↗pdf ↗

We study the normal holonomy group, i.e. the holonomy group of the normal connection, of a CR-submanifold of a complex space form. We complete the local classification of normal holonomies for complex submanifolds. We show that the normal holonomy group of a coisotropic submanifold acts as the holonomy representation o…

2013-11-22abs ↗pdf ↗

We say A is a quasi-normal subgroup of the group G if the commensurator of A in G is all of G. We develop geometric versions of commensurators in finitely generated groups. In particular, g is an element of the commensurator of A in G iff the Hausdorff distance between A and gA is finite. We show that a quasi-normal su…

2009-12-29abs ↗pdf ↗