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.
Paper presents a Bayesian-decision-theory framework for long-tailed classification.
Molecule generation is to design new molecules with specific chemical properties and further to optimize the desired chemical properties. Following previous work, we encode molecules into continuous vectors in the latent space and then decode the vectors into molecules under the variational autoencoder (VAE) framework.…
In this paper, we introduce a new approach to multiclass classification problem. We decompose the problem into a series of regression tasks, that are solved with CART trees. The proposed method works significantly faster than state-of-the-art solutions while giving the same level of model quality. The algorithm is also…
A wealth-process set is abstractly defined to consist of nonnegative càdlàg processes containing a strictly positive semimartingale and satisfying an intuitive re-balancing property. Under the condition of absence of arbitrage of the first kind, it is established that all wealth processes are semimartingales and that t…
This paper examines biases in foundation models under long-tailed data and proposes a method to mitigate parameter imbalance.
New optimal transport method handles mass creation and destruction.
Optimizes SGD for anytime neural networks, improving accuracy.
Common fairness definitions in machine learning focus on balancing notions of disparity and utility. In this work, we study fairness in the context of risk disparity among sub-populations. We are interested in learning models that minimize performance discrepancies across sensitive groups without causing unnecessary ha…
We introduce a new pension product that offers retirees the opportunity for a lifelong income and a bequest for their estate. Based on a tontine mechanism, the product divides pension savings between a tontine account and a bequest account. The tontine account is given up to a tontine pool upon death while the bequest …
This paper evaluates fairness in deep metric learning and proposes a method to reduce subgroup performance gaps.
We demonstrate by mathematical analysis and systematic computer simulations that redistribution can lead to sustainable growth in a society. The human capital dynamics of each agent is described by a stochastic multiplicative process which, in the long run, leads to the destruction of individual human capital and the e…
Optimizes portfolios with discrete units using simulated annealing.
Reinforcement learning for optimizing retirement plans and target dated funds.
Study identifies COVID-19 pneumonia from chest X-rays.