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 novel online MTL methods using WRLS and OSLSSVR.
We propose a novel approach to parameter estimation for simulator-based statistical models with intractable likelihood. Our proposed method involves recursive application of kernel ABC and kernel herding to the same observed data. We provide a theoretical explanation regarding why the approach works, showing (for the p…
This work generalizes a formula linking Seiberg-Witten prepotential and topological recursion.
We derive a recursion relation for hyperbolic string vertices and apply it to string field theory.
In this article, we aim at improving the prediction of expert aggregation by using the underlying properties of the models that provide expert predictions. We restrict ourselves to the case where expert predictions come from Kalman recursions, fitting state-space models. By using exponential weights, we construct diffe…
Formula counts rational curves with a specific singular point in projective space.
Recursive neural networks have widely been used by researchers to handle applications with recursively or hierarchically structured data. However, embedded control flow deep learning frameworks such as TensorFlow, Theano, Caffe2, and MXNet fail to efficiently represent and execute such neural networks, due to lack of s…
The paper uses LSM to solve complex monetary utility functions.
New Riemannian geometry for Compound Gaussian distributions applied to efficient change detection.
Using methods of math.DG/0304245 and [I.S.Krasil'shchik and P.H.M.Kersten, Symmetries and recursion operators for classical and supersymmetric differential equations, Kluwer, 2000], we accomplish an extensive study of the N=1 supersymmetric Korteweg-de Vries equation. The results include: a description of local and non…
Paper defines Farey Recursive Functions and explores their properties.
This paper reviews graph convolutional neural networks (GCNNs) through the lens of edge-variant graph filters. The edge-variant graph filter is a finite order, linear, and local recursion that allows each node, in each iteration, to weigh differently the information of its neighbors. By exploiting this recursion, we fo…
The paper explores generalizations of Mirzakhani's recursion and computes volumes for physical gravity models.
A new method reduces CI tests for causal structure learning.
A new recursive mixture estimation algorithm improves VAE inference efficiency and accuracy.
New family of braided Thompson groups introduced using recursive braids.
Recursive KalmanNet combines neural networks with Kalman filters for precise state estimation.
Novel method recursively partitions sample space for density estimation.
Two new feature selection algorithms improve on RFE.
Study volumes of Klein surfaces, extending Mirzakhani's recursion.
The paper proposes a new probability distribution for rooted trees.
DiCoLa recursively decomposes causal structure learning for latent variables.
We propose a novel approach to model selection for simulator-based statistical models. The proposed approach defines a mixture of candidate models, and then iteratively updates the weight coefficients for those models as well as the parameters in each model simultaneously; this is done by recursively applying Bayes' ru…
We briefly recall the history of the Nijenhuis torsion of (1,1)-tensors on manifolds and of the lesser-known Haantjes torsion. We then show how the Haantjes manifolds of Magri and the symplectic-Haantjes structures of Tempesta and Tondo generalize the classical approach to integrable systems in the bi-hamiltonian and s…
We introduce a recursive algorithm for performing compressed sensing on streaming data. The approach consists of a) recursive encoding, where we sample the input stream via overlapping windowing and make use of the previous measurement in obtaining the next one, and b) recursive decoding, where the signal estimate from…
Proposes a recursive MPC scheme with probabilistic safety guarantees for uncertain dynamic systems.
New algorithm solves Schrödinger bridge problem with mismatched channels.
In this paper, we propose a StochAstic Recursive grAdient algoritHm (SARAH), as well as its practical variant SARAH+, as a novel approach to the finite-sum minimization problems. Different from the vanilla SGD and other modern stochastic methods such as SVRG, S2GD, SAG and SAGA, SARAH admits a simple recursive framewor…
Most of the existing solutions to enterprise threat management are preventive approaches prescribing means to prevent policy violations with varying degrees of success. In this paper we consider the complementary scenario where a number of security violations have already occurred, or security threats, or vulnerabiliti…
Recursive causal discovery reduces errors and complexity in causal graph learning.
Tab-TRM uses recursive model for insurance pricing on tabular data.
Ideas from the image processing literature have recently motivated a new set of clustering algorithms that rely on the concept of total variation. While these algorithms perform well for bi-partitioning tasks, their recursive extensions yield unimpressive results for multiclass clustering tasks. This paper presents a g…
New recursion formula for non-orientable surfaces resolves divergences.
Harer and Zagier proved a recursion to enumerate gluings of a -gon that result in an orientable genus surface, in their work on Euler characteristics of moduli spaces of curves. Analogous results have been discovered for other enumerative problems, so it is natural to pose the following question: how large is t…
The paper computes infinitesimals for group actions on a multispace of curves.
This paper studies recursive ensembles driven by Fibonacci updates, improving learning dynamics.
Quantization techniques have been applied in many challenging finance applications, including pricing claims with path dependence and early exercise features, stochastic optimal control, filtering problems and efficient calibration of large derivative books. Recursive Marginal Quantization of the Euler scheme has recen…
Researchers derived Kauffman bracket polynomial for Celtic link shadows using two methods.
Improved disentanglement of data factors using recursive training.
Solves a recursion for Gromov-Witten invariants of the unknot.
New recursion found for hyperbolic sphere volumes.
We expose (without proofs) a unified computational approach to integrable structures (including recursion, Hamiltonian, and symplectic operators) based on geometrical theory of partial differential equations. We adopt a coordinate based approach and aim to provide a tutorial to the computations.
In its simplest form, the traffic flow prediction problem is restricted to predicting a single time-step into the future. Multi-step traffic flow prediction extends this set-up to the case where predicting multiple time-steps into the future based on some finite history is of interest. This problem is significantly mor…
In the spirit of [Surya07'], we develop an average problem approach to prove the optimality of threshold type strategies for optimal stopping of Lévy models with a continuous additive functional (CAF) discounting. Under spectrally negative models, we specialize this in terms of conditions on the reward function and ran…
LASER compresses recursive model activations by exploiting their low-dimensional structure.
Paper develops efficient recursive learning for multi-channel systems with heterogeneous dynamics.
We describe a method for recursively calculating Gromov-Witten invariants of all blowups of the projective plane. This recursive formula is different from the recursive formulas due to Göttsche and Pandharipande in the zero genus case, and Caporaso and Harris in the case of no blowups. We use tropical curves and a recu…
Topological recursion recovers a specific partition function for colored knots.