arXiv research

Method finds reference products for a given item.

This work extends entropic optimal transport to non-product reference couplings, focusing on Gaussian cases.

Uniswap markets perform well and closely track reference prices.

This communication is based on an original approach linking economical factors to technical and methodological ones. This work is applied to the decision process for mix production. This approach is relevant for costing driving systems. The main interesting point is that the quotation factors (linked to time indicators…

CDLF predicts product life-cycles in cold-start phases with high accuracy.

This paper introduces a relative model risk measure of a product priced with a given model, with respect to another reference model for which the market is assumed to be driven. This measure allows comparing products valued with different models (pricing hypothesis) under a homogeneous framework which allows concluding…

Quality-designed consumer products are easy to recognize. Wouldn't it be great if the quality of financial products became just as apparent? This paper is addressed to financial practitioners. It provides an informal introduction to Quantitative Structuring -- a technology of manufacturing quality financial products (i…

In this paper, we bound the error induced by using a weighted skeletonization of two data sets for computing a two sample test with kernel maximum mean discrepancy. The error is quantified in terms of the speed in which heat diffuses from those points to the rest of the data, as well as how at the weights on the refere…

Paper outlines a system for ML models to learn continuously from evolving data.

The warped product $N_1\times_f N_2$ of two Riemannian manifolds $(N_1,g_1)$ and $(N_2,g_2)$ is the product manifold $N_1\times N_2$ equipped with the warped product metric $g=g_1+f^2 g_2$, where $f$ is a positive function on $N_1$. The notion of warped product manifolds is one of the most fruitful generalizations of R…

Paper explores existence and nonexistence of submanifolds in contact geometry.

FlashIV solves Black-Scholes implied volatility efficiently and accurately.

The study introduces a new curvature concept for weighted graphs and applies it to warped products.

In this paper we study the pricing and hedging problem of a portfolio of life insurance products under the benchmark approach, where the reference market is modelled as driven by a state variable following a polynomial diffusion on a compact state space. Such a model guarantees not only the positivity of the OIS short …

Heterogeneity of economic agents is emphasized in a new trend of macroeconomics. Accordingly the new emerging discipline requires one to replace the production function, one of key ideas in the conventional economics, by an alternative which can take an explicit account of distribution of firms' production activities. …

Study of Gaussian distributions using entropic Gromov-Wasserstein and inner product Gromov-Wasserstein.

RSPFs combine multiple SPNs for better density estimation.

Let B_n be the braid group on n strands, with n at least 4, and let Mod(S) be the extended mapping class group of the sphere with n+1 punctures. We show that the abstract commensurator of B_n is isomorphic to a semidirect product of Mod(S) with a group we refer to as the transvection subgroup, Tv(B_n). We also show tha…

Study examines null vector fields on Lorentzian manifolds.

Two references added and the introduction slightly expanded. We show that the tree-level part of a recent theory of invariants of 3-manifolds (due, independently, to Goussarov and Habiro) is essentially given by classical algebraic topology in terms of the Johnson homomorphism and Massey products, for arbitrary 3-manif…

This short note contains an explicit proof of the Jacobi identity for variational Schouten bracket in $Z_2$-graded commutative setup. For the reasoning to be rigorous, it refers to the product bundle geometry of iterated variations (see arXiv:1312.1262 [math-ph]); no ad hoc regularizations occur anywhere in this theory…

The paper uses machine learning to optimize rework policies in semiconductor manufacturing.

The constant growth of the e-commerce industry has rendered the problem of product retrieval particularly important. As more enterprises move their activities on the Web, the volume and the diversity of the product-related information increase quickly. These factors make it difficult for the users to identify and compa…

We will obtain the warped product decompositions of spaces of constant curvature (with arbitrary signature) in their natural models as subsets of pseudo-Euclidean space. This generalizes the corresponding result by S. Nolker to arbitrary signatures, and has a similar level of detail. Although our derivation is complete…

Revisits neural collaborative filtering vs. matrix factorization, showing dot product superiority.

KoPA approximates matrices using Kronecker products for better flexibility.

We establish interior Lipschitz regularity for continuous viscosity solutions of fully nonlinear, conformally invariant, degenerate elliptic equations. As a by-product of our method, we also prove a weak form of the strong comparison principle, which we refer to as the principle of propagation of touching points, for o…

In current paper we refer to the geometrical classification of the Einstein equations which has been developed by one of the authors of this paper. This classification was based on the classical theory for decomposition of the tensor product of representations into irreducible components, which is studied in the elemen…

Adverts optimize organic traffic by strategically bidding in e-commerce feeds.

Study improves bounds on p-covectors and proves stable systolic inequalities.

In this paper we construct a non-skewsymmetric version of a Poisson bracket on the algebra of smooth functions on an odd Jacobi supermanifold. We refer to such Poisson-like brackets as Loday-Poisson brackets. We examine the relations between the Hamiltonian vector fields with respect to both the odd Jacobi structure an…

Method identifies potential customers from limited data.

HierarchicalForecast provides a Python framework for coherent hierarchical forecasting.

A new model predicts fashion demand 6-12 months ahead, boosting retailer profits.

A centered innovation MA is equivalent to a digamma-link DARMA for bank-asset shares.

Proposes ANOVA-TPNN for stable interpretation of complex functions.

Higher-dimensional Milnor frames are characterized and contrasted with 3D Heisenberg and 4D nilpotent Lie algebras.

We consider a firm that sells a large number of products to its customers in an online fashion. Each product is described by a high dimensional feature vector, and the market value of a product is assumed to be linear in the values of its features. Parameters of the valuation model are unknown and can change over time.…

We study the theoretical properties of learning a dictionary from $N$ signals $\mathbf x_i\in \mathbb R^K$ for $i=1,...,N$ via $l_1$-minimization. We assume that $\mathbf x_i$'s are $i.i.d.$ random linear combinations of the $K$ columns from a complete (i.e., square and invertible) reference dictionary $\mathbf D_0 \in…

A new method for creating derivatives without oracles.

QUAM improves uncertainty quantification in deep learning models.

Abstracts a theorem for non-smooth maps in infinite dimensions.

Unified sampling approach for Bayesian imaging problems.

The expression "wage transition" refers to the fact that over the past two or three decades in all developed economies wage increases have levelled off. There has been a widening divergence and decoupling between wages on the one hand and GDP per capita on the other hand. Yet, in China wages and GDP per capita climbed …

We introduce and study the operation, called dense amalgam, which to any tuple X_1,...,X_k of non-empty compact metric spaces associates some disconnected perfect compact metric space, denoted $\widetilde\sqcup(X_1,...,X_k)$, in which there are many appropriately distributed copies of the spaces X_1,...,X_k. We then sh…

Low-density parity-check codes, a class of capacity-approaching linear codes, are particularly recognized for their efficient decoding scheme. The decoding scheme, known as the sum-product, is an iterative algorithm consisting of passing messages between variable and check nodes of the factor graph. The sum-product alg…

Geometric variations of objects, which do not modify the object class, pose a major challenge for object recognition. These variations could be rigid as well as non-rigid transformations. In this paper, we design a framework for training deformable classifiers, where latent transformation variables are introduced, and …

The study finds a time lag effect in FDI-GDP correlations, with significant statistical significance.