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.
We find a rank effect in commodity prices that yields higher returns.
problem Understanding the pricing dynamics of commodities over time.
method Nonparametric econometric methods to demonstrate the rank effect as a consequence of stationary relative asset price distribution.
result A portfolio of lower-ranked, lower-priced commodities yields 23% higher annual returns than a portfolio of higher-ranked, higher-priced commodities.
Matrix rank minimization problem is in general NP-hard. The nuclear norm is used to substitute the rank function in many recent studies. Nevertheless, the nuclear norm approximation adds all singular values together and the approximation error may depend heavily on the magnitudes of singular values. This might restrict…
Research reveals deep networks often learn low-rank structures, leading to more efficient training and fine-tuning.
problem Efficient training and deployment of large-scale deep learning models.
method Complementary theoretical perspectives on low-rank structures during training and convergence, and practical applications of LoRA and masked training.
result Understanding and exploiting low-rank structures can improve efficiency and effectiveness of training and fine-tuning.
Recovery of low-rank matrices has recently seen significant activity in many areas of science and engineering, motivated by recent theoretical results for exact reconstruction guarantees and interesting practical applications. A number of methods have been developed for this recovery problem. However, a principled meth…
We consider the link prediction problem in a partially observed network, where the objective is to make predictions in the unobserved portion of the network. Many existing methods reduce link prediction to binary classification problem. However, the dominance of absent links in real world networks makes misclassificati…
Extends expected value framework for cost-sensitive causal decision-making.
problem Optimizing operational decision-making with cost-sensitive causal classification.
method Introduces a cost-sensitive decision boundary based on estimated individual treatment effects, positive outcome probability, and cost parameters.
result Effective in maximizing expected causal profit, outperforming cost-insensitive ranking approach.
We address the problem of learning a ranking by using adaptively chosen pairwise comparisons. Our goal is to recover the ranking accurately but to sample the comparisons sparingly. If all comparison outcomes are consistent with the ranking, the optimal solution is to use an efficient sorting algorithm, such as Quicksor…
Paper proposes a method for estimating complex low-rank matrices from phase-only measurements.
problem Estimating complex low-rank matrices from magnitude-only measurements.
method A hierarchical prior model with a Gaussian-Wishart distribution is used to promote low-rankness. A variational EM algorithm is developed to solve the problem.
result The proposed method is less sensitive to initialization and performs well with random initialization.
The aim of this paper is to give an upper bound for the dimension of a torus T which acts on a GKM manifold M effectively. In order to do that, we introduce a free abelian group of finite rank, denoted by A(Γ,α,∇), from an (abstract) (m,n)-type GKM graph (Γ,α,∇). Here, an (m,n)-type GKM …
We show that any effective isometric torus action of maximal rank on a compact Riemannian manifold with positive (sectional) curvature and maximal symmetry rank, that is, on a positively curved sphere, lens space, complex or real projective space, is equivariantaly diffeomorphic to a linear action. We show that a compa…
An upper bound is obtained on the rank of a torus which can act smoothly and effectively on a smooth, closed, simply connected, rationally elliptic manifold. In the maximal-rank case, the manifolds admitting such actions are classified up to equivariant rational homotopy type.