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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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36811 · May 202619922001200920172026
48 results for reconciling contradictions

A new method uses preference relations to reconcile contradictory trading signals from multiple securities.

problem Difficulty in exploiting multiple pairs trading signals due to contradictions.
method Proposes a portfolio construction method based on preference relation graphs to reconcile contradictory signals.
result Portfolios based on preference relations exhibit robust returns even with high transaction costs and improve with more securities considered.

Wide residual networks generalize well with uniform convergence to RNTK as width increases.

problem Understanding the generalization ability of wide residual networks.
method Uniform convergence of residual network kernel to residual neural tangent kernel (RNTK).
result Generalization error converges to kernel regression error with respect to RNTK.

Proposes a method to reconcile count time series forecasts.

problem No formal framework for probabilistic reconciliation of count time series.
method Generalizes Bayes' rule for reconciling real-valued and count variables.
result Improves forecast accuracy for count variables compared to Gaussian reconciliation.

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.

Proposes a neural network for accurate and reconciled hierarchical time series forecasting.

problem Forecasting and reconciling hierarchical time series data.
method Uses a deep neural network to directly produce accurate and reconciled forecasts, minimizing a customized loss function at training time.
result Our approach outperforms state-of-the-art competitors in hierarchical forecasting on real-world datasets.

The paper reconciles two conflicting fairness criteria in algorithmic risk scores.

problem How to reconcile calibration and equal error rates in algorithmic risk scores.
method Derive necessary and sufficient conditions for existence of calibrated scores achieving equal error rates, then present an algorithm to find the most accurate score subject to both criteria.
result The method can eliminate error disparities while maintaining calibration and improve profit in credit lending.

One of the fundamental postulates of the Unified Growth Theory is the claimed existence of three distinctly different regimes of economic growth governed by three distinctly different mechanisms of growth. However, Galor also proposed that the timing of these regimes is different for developed countries and for less-de…

2015-12-10abs ↗pdf ↗

Paper proposes a new method for selecting the best hierarchical forecasting approach.

problem Selecting the best method for reconciling base forecasts in hierarchical time series.
method Conditional hierarchical forecasting using machine learning and time series features.
result Conditional hierarchical forecasting leads to significantly more accurate forecasts, especially at lower levels.

Construct pseudo-Anosovs from expanding interval maps, reconciling Thurston's construction.

problem Constructing pseudo-Anosov homeomorphisms from expanding interval maps.
method Classifying circumstances for constructing pseudo-Anosovs from a specific subclass of generalized pseudo-Anosovs.
result Produces pseudo-Anosovs on surfaces of genus gg with algebraically primitive translation structures and Salem dilatations.

We prove a blow-up criterion in terms of an L2L_2-bound of the curvature for solutions to the curve diffusion flow if the maximal time of existence is finite. In our setting, we consider an evolving family of curves driven by curve diffusion flow, which has free boundary points supported on a line. The evolving curve h…

2018-10-16abs ↗pdf ↗

Study shows how optimization affects deep neural network performance as model size increases.

problem Understanding the performance of deep neural networks as model size increases.
method Careful study of learning dynamics for least squares scenario, providing an excess risk bound.
result Excess risk bound depends on the smallest non-zero eigenvalue of the covariance matrix of input features, showing double descent behavior.

Contradicts claims about Poincaré complexes and homology manifolds.

problem Claims about Poincaré complexes and homology manifolds are contradicted.
method Constructs a Poincaré complex with specific properties to contradict the claims.
result A Poincaré complex with vanishing periodic total surgery obstruction is not necessarily homotopy equivalent to a homology manifold.

Pruning improves model generalization in over-parameterized models, contradicting traditional theories.

problem Pruning's effect on generalization in over-parameterized models.
method Empirical study on standard pruning algorithms and additional regularization effects.
result Pruning leads to better training and regularization, improving generalization.

The bias-variance tradeoff doesn't always apply in neural networks, contradicting textbook claims.

problem The bias-variance tradeoff is not universally applicable in neural networks, contradicting textbook teachings.
method Extensive experiments and analysis on neural networks, revisiting Geman et al. (1992) experiments.
result Neural networks do not exhibit a bias-variance tradeoff when increasing network width, contradicting textbook claims.

In this article we prove that any unitary, axiomatic topological quantum field theory in four-dimensions can not detect changes in the smooth structure of M, a simply connected, closed (compact without boundary), oriented smooth manifold. However, as Donaldson-Witten theory (a topological quantum field theory but not a…

2011-06-12abs ↗pdf ↗

THieF improves day-ahead electricity price prediction accuracy by reconciling hourly and block forecasts.

problem Improving accuracy in predicting day-ahead electricity prices.
method Temporal hierarchy forecasting (THieF) reconciling hourly and block forecasts.
result THieF significantly improves accuracy (up to 13%) at all levels of prediction.

Proposes a new algorithm for efficient probabilistic reconciliation of forecasts.

problem Ensuring coherence in forecasts for hierarchical time series.
method Bottom-Up Importance Sampling algorithm for any type of forecast distribution.
result Significant improvement over base probabilistic forecasts in experiments.

The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previously devised iterative procedure [Kleinhans et al., Physics Letters A (346), 2005] and put the application of the method on a firm theoretical …

2006-11-10abs ↗pdf ↗

Historical economic growth in Asia (excluding Japan) is analysed. It is shown that Unified Growth Theory is contradicted by the data, which were used (but not analysed) during the formulation of this theory. Unified Growth Theory does not explain the mechanism of economic growth. It explains the mechanism of Malthusian…

2015-12-16abs ↗pdf ↗

Given any embedded Lagrangian on a four dimensional compact Calabi-Yau, we find another Lagrangian in the same Hamiltonian isotopy class which develops a finite time singularity under mean curvature flow. This contradicts a weaker version of the Thomas-Yau conjecture regarding long time existence and convergence of Lag…

2010-09-06abs ↗pdf ↗

Du, Kakade, Wang, and Yang recently established intriguing lower bounds on sample complexity, which suggest that reinforcement learning with a misspecified representation is intractable. Another line of work, which centers around a statistic called the eluder dimension, establishes tractability of problems similar to t…

2019-11-18abs ↗pdf ↗

Mathematical properties of the historical GDP/cap distributions are discussed and explained. These distributions are frequently incorrectly interpreted and the Unified Growth Theory is an outstanding example of such common misconceptions. It is shown here that the fundamental postulates of this theory are contradicted …

2015-09-25abs ↗pdf ↗