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.
Benchmarking recursive collapse claims with a new framework under false-positive control.
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…
New method finds near-optimal solutions for non-convex optimization problems.
Recurrent neural networks (RNNs) process input text sequentially and model the conditional transition between word tokens. In contrast, the advantages of recursive networks include that they explicitly model the compositionality and the recursive structure of natural language. However, the current recursive architectur…
FORE evaluates occupancy ratios without requiring Bellman completeness.
R2-B2 optimizes game interactions with recursive reasoning.
A new Bayesian method optimizes time-dependent expensive functions with lookahead.
Two new feature selection algorithms improve on RFE.
Deep learning solves dynamic programming with recursive utility.
New method for PKM inverse dynamics second derivatives efficiently.
Online (also called "recursive" or "adaptive") estimation of fixed model parameters in hidden Markov models is a topic of much interest in times series modelling. In this work, we propose an online parameter estimation algorithm that combines two key ideas. The first one, which is deeply rooted in the Expectation-Maxim…
A major drawback of the Standard Heston model is that its implied volatility surface does not produce a steep enough smile when looking at short maturities. For that reason, we introduce the Stationary Heston model where we replace the deterministic initial condition of the volatility by its invariant measure and show,…
CEFOL uses deep learning for dynamic programming with recursive utility.
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…
Pulling back the weight system associated with the exceptional Lie algebra G_2 by a modification of the universal Vassiliev-Kontsevich invariant yields a link invariant; extending it to 3-nets, we derive a recursive algorithm for its evaluation.
In this Article, a fast numerical numerical algorithm for pricing discrete double barrier option is presented. According to Black-Scholes model, the price of option in each monitoring date can be evaluated by a recursive formula upon the heat equation solution. These recursive solutions are approximated by using Legend…
Model collapse occurs quickly for synthetic data generated by previous models.
We consider a structural model where the survival/default state is observed together with a noisy version of the firm value process. This assumption makes the model more realistic than most of the existing alternatives, but triggers important challenges related to the computation of conditional default probabilities. I…
Paper proposes a recursive GPSSM for efficient online learning.
Paper defines Farey Recursive Functions and explores their properties.
The paper proposes a new probability distribution for rooted trees.
The paper explores generalizations of Mirzakhani's recursion and computes volumes for physical gravity models.
Dimensionality reduction is one of the key issues in the design of effective machine learning methods for automatic induction. In this work, we introduce recursive maxima hunting (RMH) for variable selection in classification problems with functional data. In this context, variable selection techniques are especially a…
Paper tackles model collapse in recursive generative models using a weighted training scheme.
We formulate a generalization of the volume conjecture for planar graphs. Denoting by <G, c> the Kauffman bracket of the graph G whose edges are decorated by real "colors" c, the conjecture states that, under suitable conditions, certain evaluations of <G,kc> grow exponentially as k goes to infinity and the growth rate…
We give the first algorithm for kernel Nyström approximation that runs in *linear time in the number of training points* and is provably accurate for all kernel matrices, without dependence on regularity or incoherence conditions. The algorithm projects the kernel onto a set of landmark points sampled by their *rid…
While it has become common to perform automated translations on natural language, performing translations between different representations of mathematical formulae has thus far not been possible. We implemented the first translator for mathematical formulae based on recursive neural networks. We chose recursive neural…
OEUVRE estimates online loss with constant time and memory, outperforming other methods.
Tab-TRM uses recursive model for insurance pricing on tabular data.
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…
Improved real-time UAV terrain following with RVM-RLS filter.
This paper studies recursive ensembles driven by Fibonacci updates, improving learning dynamics.
Solves a recursion for Gromov-Witten invariants of the unknot.
GADGET framework decomposes global feature effects using recursive partitioning.
New recursion found for hyperbolic sphere volumes.
This work generalizes a formula linking Seiberg-Witten prepotential and topological recursion.
LASER compresses recursive model activations by exploiting their low-dimensional structure.
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…
Self-taught optimizer improves code generation using language models.
Topological recursion recovers a specific partition function for colored knots.
We derive the Do and Norbury recursion formula for the one-loop mean of an irregular spectral curve from a variant of replica method by Brezín and Hikami. We express this recursion in special times in which all terms of the genus expansion of the one-loop mean are polynomials. We find a generalization of th…
This paper concerns the recursive utility maximization problem under partial information. We first transform our problem under partial information into the one under full information. When the generator of the recursive utility is concave, we adopt the variational formulation of the recursive utility which leads to a s…
Pulling back the weight system associated with the spinor representation of the Lie algebra so(7) by the universal Vassiliev-Kontsevich invariant yields a numerical link invariant with values in formal power series. Computing some skein relations satisfied by this invariant, I derive a recursive algorithm for its evalu…
We derive a recursion relation for hyperbolic string vertices and apply it to string field theory.
Many recent invertible neural architectures are based on coupling block designs where variables are divided in two subsets which serve as inputs of an easily invertible (usually affine) triangular transformation. While such a transformation is invertible, its Jacobian is very sparse and thus may lack expressiveness. Th…
SRRM improves recursive transport surrogates in the small-discrepancy regime.
ERM uses energy-based selection to improve recursive reasoning.