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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.

168,742 papers · 148 categories

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6.3%12.5%18.8%25.0% · Oct 199319922001200920172026
48 results for real-valued measurable cardinals

Learning rule consistency tied to non-existence of real-valued measurable cardinals.

problem Consistency of k-NN learning rule in metric spaces.
method Analyzing separable subspaces and density conditions.
result The k-NN classifier's consistency depends on the absence of real-valued measurable cardinals.

Magnitude is a real-valued invariant of metric spaces, analogous to the Euler characteristic of topological spaces and the cardinality of sets. The definition of magnitude is a special case of a general categorical definition that clarifies the analogies between various cardinality-like invariants in mathematics. Altho…

2010-12-29abs ↗pdf ↗

Extends Tanimoto kernel to real-valued functions.

problem Measuring similarity between real-valued functions.
method Unified representation of real-valued functions via sets, derived general form of the kernel, explicit feature representation, and smooth approximation.
result General Tanimoto kernel for real-valued functions.

When eliciting judgements from humans for an unknown quantity, one often has the choice of making direct-scoring (cardinal) or comparative (ordinal) measurements. In this paper we study the relative merits of either choice, providing empirical and theoretical guidelines for the selection of a measurement scheme. We pro…

2014-06-25abs ↗pdf ↗

Machine learning is increasingly targeting areas where input data cannot be accurately described by a single vector, but can be modeled instead using the more flexible concept of random vectors, namely probability measures or more simply point clouds of varying cardinality. Using deep architectures on measures poses, h…

2018-11-19abs ↗pdf ↗

This work incorporates topological features via persistence diagrams to classify point cloud data arising from materials science. Persistence diagrams are multisets summarizing the connectedness and holes of given data. A new distance on the space of persistence diagrams generates relevant input features for a classifi…

2018-12-04abs ↗pdf ↗

Study on loops on non-orientable surfaces, determining cardinality and order.

problem Determining the cardinality and order of maximal complete 1-systems of loops on non-orientable surfaces.
method Proved the cardinality of maximal systems of arcs pairwise-intersecting at most once on a non-orientable surface is 2χ(χ+1)2|χ|(|χ|+1), and used this to determine the cardinality of maximal complete 1-systems of loops.
result Exact cardinality of maximal complete 1-systems of loops on punctured projective planes is determined.

In this paper we address cardinality estimation problem which is an important subproblem in query optimization. Query optimization is a part of every relational DBMS responsible for finding the best way of the execution for the given query. These ways are called plans. The execution time of different plans may differ b…

2017-11-22abs ↗pdf ↗

The cardinality constraint is an intrinsic way to restrict the solution structure in many domains, for example, sparse learning, feature selection, and compressed sensing. To solve a cardinality constrained problem, the key challenge is to solve the projection onto the cardinality constraint set, which is NP-hard in ge…

2017-03-21abs ↗pdf ↗

Paper solves high-order portfolio optimization with cardinality constraint.

problem Solving non-convex cardinality constrained high-order portfolio optimization.
method Transformed cardinality constraint into penalty term, proposed pDCA, pDCAe, and SCA algorithms.
result Proposed algorithms achieve high utility and sparse solutions efficiently.

Paper studies zero-sum games with noisy observations and identifies equilibrium conditions.

problem Zero-sum games with noisy observations of the leader's actions.
method Analyzes the equilibrium of games with noisy action observability, identifies necessary conditions for uniqueness, and investigates the cardinality of best responses.
result The noisy observations significantly impact the cardinality of the follower's set of best responses, and under certain conditions, this set becomes a singleton almost surely.

In this paper, we study the dynamic assortment optimization problem under a finite selling season of length TT. At each time period, the seller offers an arriving customer an assortment of substitutable products under a cardinality constraint, and the customer makes the purchase among offered products according to a d…

2018-10-31abs ↗pdf ↗

This study compares machine learning methods for high-cardinality categorical variables.

problem Machine learning struggles with high-cardinality categorical variables.
method Empirical comparison of tree-boosting, deep neural networks, and linear mixed effects models.
result Tree-boosting with random effects outperforms deep neural networks with random effects.

The paper characterizes risk measures with the Fatou property in function spaces.

problem Investigating the Fatou property of law-invariant risk measures in function spaces.
method Characterization of the Fatou property using the AOCEA property and dual representations.
result Risk measures with the Fatou property exist under the AOCEA property in most classical model spaces.

Quantum computing tackles non-convex portfolio optimization with cardinality constraints.

problem Non-convex portfolio optimization problems in asset management.
method Application of quantum annealing with non-linear cardinality constraints.
result Quantum portfolio optimization yields smaller, more profitable portfolios.

Cardinality potentials are a generally useful class of high order potential that affect probabilities based on how many of D binary variables are active. Maximum a posteriori (MAP) inference for cardinality potential models is well-understood, with efficient computations taking O(DlogD) time. Yet efficient marginalizat…

2012-10-16abs ↗pdf ↗

CardiCat generates synthetic data for high-cardinality tabular datasets.

problem Learning complexities of high-cardinality categorical features in tabular data.
method Substitutes one-hot encoding with regularized dual encoder-decoder embedding layers.
result Generates high-quality synthetic data with a smaller parameter space.

The construction of synthetic complex-valued signals from real-valued observations is an important step in many time series analysis techniques. The most widely used approach is based on the Hilbert transform, which maps the real-valued signal into its quadrature component. In this paper, we define a probabilistic gene…

2016-11-30abs ↗pdf ↗

Structured high-cardinality data arises in many domains, and poses a major challenge for both modeling and inference. Graphical models are a popular approach to modeling structured data but they are unsuitable for high-cardinality variables. The count-min (CM) sketch is a popular approach to estimating probabilities in…

2016-02-09abs ↗pdf ↗

The paper optimizes asset selection for index trackers and enhanced trackers with varying cardinality constraints.

problem Optimizing asset selection for index trackers and enhanced trackers with cardinality constraints.
method Divided into two steps: asset pre-selection and asset weight estimation. Used eight pre-selection procedures with different combinations of selection methods and regression types.
result Out-of-sample tracking errors are roughly proportional to 1/sqrt(cardinality). OLS is more effective than LAD, BE marginally more effective than FS, and (n) marginally more effective than (c).

In this article, associated with each lattice TZnT\subseteq \mathbb{Z}^n the concept of a harmonic-counting measure νTν_T on a sphere Sn1S^{n-1} is introduced and it is applied to determine the asymptotic behavior of the eigenfunctions of the Laplace-Beltrami operator on a lens space. In fact, the asymptotic behavior of …

2016-02-21abs ↗pdf ↗

Extends Lipschitz functions while preserving local constants.

problem Extending Lipschitz functions on metric spaces while maintaining local constants.
method Extends Lipschitz functions on metric spaces while locally preserving the asymptotic Lipschitz constant.
result Sobolev spaces on metric measure spaces are invariant under isomorphism of mm-structures.

We introduce a notion of cardinality for the augmentation category associated to a Legendrian knot or link in standard contact R^3. This `homotopy cardinality' is an invariant of the category and allows for a weighted count of augmentations, which we prove to be determined by the ruling polynomial of the link. We prese…

2015-11-20abs ↗pdf ↗

TCMI assesses mutual dependence of continuous variables without parametric assumptions.

problem Estimating mutual information from continuous distributions.
method TCMI extends mutual information to continuous variables using cumulative distributions.
result TCMI facilitates feature selection and ranking of variable sets.

Quandles can be regarded as generalizations of symmetric spaces. Among symmetric spaces, two-point homogeneous Riemannian manifolds would be the most fundamental ones. In this paper, we define two-point homogeneous quandles analogously, and classify those with prime cardinality.

2013-12-25abs ↗pdf ↗

Novel GLMMNet model tackles high-cardinality categorical features in actuarial applications.

problem Inadequate encoding methods for high-cardinality categorical features in actuarial data.
method Generalised Linear Mixed Model Neural Network (GLMMNet) integrating a generalised linear mixed model in a deep learning framework.
result GLMMNet often outperforms or performs comparably with entity embedded neural networks, providing transparency.

Study on top-kk classification with new loss functions and algorithms.

problem Improving multi-class classification accuracy and cardinality trade-off.
method Introducing cardinality-aware loss functions and deriving their consistency bounds.
result New cardinality-aware algorithms for top-kk classification.

MMbeddings reduces categorical embeddings by treating them as latent effects, significantly decreasing parameters and mitigating overfitting.

problem Large cardinalities in categorical embeddings lead to high parameter counts and overfitting.
method MMbeddings treats embeddings as latent random effects in a variational autoencoder framework, reducing parameter count and mitigating overfitting.
result MMbeddings consistently outperforms traditional embeddings across various tasks, demonstrating its potential in machine learning applications.

We extend the notion of the cardinality of a discrete groupoid (equal to the Euler characteristic of the corresponding discrete orbifold) to the setting of Lie groupoids. Since this quantity is an invariant under equivalence of groupoids, we call it the volume of the associated stack rather than of the groupoid itself.…

2008-09-12abs ↗pdf ↗

Investigates conditional Chisini means and their application to risk measures.

problem Existence of conditional nonlinear means for bounded random variables.
method Defines a mean as a solution to a functional equation induced by T, and provides conditions for the existence of a unique solution.
result Characterizes the scalarization of conditional Risk Measures.