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.
Hybrid deep learning algorithm optimizes register allocation for compiler.
NSR enables neural networks to reason with continuous numbers and extrapolate.
We propose an extension of the canonical polyadic (CP) tensor model where one of the latent factors is allowed to vary through data slices in a constrained way. The components of the latent factors, which we want to retrieve from data, can vary from one slice to another up to a diffeomorphism. We suppose that the diffe…
Radiological imaging of the prostate is becoming more popular among researchers and clinicians in searching for diseases, primarily cancer. Scans might be acquired with different equipment or at different times for prognosis monitoring, with patient movement between scans, resulting in multiple datasets that need to be…
We introduce SparseVM, a method that registers clinical-quality 3D MR scans both faster and more accurately than previously possible. Deformable alignment, or registration, of clinical scans is a fundamental task for many clinical neuroscience studies. However, most registration algorithms are designed for high-resolut…
We study the quantum synchronization between a pair of two-level systems inside two coupled cavities. By using a digital-analog decomposition of the master equation that rules the system dynamics, we show that this approach leads to quantum synchronization between both two-level systems. Moreover, we can identify in th…
Paper presents quantum algorithms for pricing financial derivatives using complex models.
We start with a description of Lacan's work that we then take into our analytics methodology. In a first investigation, a Lacan-motivated template of the Poe story is fitted to the data. A segmentation of the storyline is used in order to map out the diachrony. Based on this, it will be shown how synchronous aspects, p…
We propose a Reinforcement Learning based approach to approximately solve the Tree Decomposition (TD) problem. TD is a combinatorial problem, which is central to the analysis of graph minor structure and computational complexity, as well as in the algorithms of probabilistic inference, register allocation, and other pr…
Social network analysis (SNA), which is a research field describing and modeling the social connection of a certain group of people, is popular among network services. Our topic words analysis project is a SNA method to visualize the topic words among emails from Obama.com to accounts registered in Columbus, Ohio. Base…
UK hosts 62.89% of all HYIPs, many registered as 'limited company'.
A parametric point process model is developed, with modeling based on the assumption that sequential observations often share latent phenomena, while also possessing idiosyncratic effects. An alternating optimization method is proposed to learn a "registered" point process that accounts for shared structure, as well as…
IArxiv sorts daily papers by user preference using LDA.
Geometric framework for aligning fiber tracts across subjects.
LDLE embeds manifolds in lower dimensions with low distortion.
This work presents a novel approach for robust PCA with total variation regularization for foreground-background separation and denoising on noisy, moving camera video. Our proposed algorithm registers the raw (possibly corrupted) frames of a video and then jointly processes the registered frames to produce a decomposi…
Study estimates 163 million online freelancers globally.
Quantum algorithm reduces qubit usage for Monte Carlo simulations.
Study reveals strong price correlations between major and alt-coins.
The paper optimizes DIA purchase policies using lifecycle models and asset allocation.
Study optimizes resource allocation in noisy systems for better control.
The paper proposes an asset allocation strategy using the Sortino ratio for better performance.
This paper tackles post-trade allocation inefficiencies and presents a uniform return allocation method.
This paper examines allocation mechanisms in markets with transfer costs, showing how these costs affect economic efficiency.
Paper introduces a new method for allocating capital based on risk measures from ruin theory.
This work presents a new robust PCA method for foreground-background separation on freely moving camera video with possible dense and sparse corruptions. Our proposed method registers the frames of the corrupted video and then encodes the varying perspective arising from camera motion as missing data in a global model.…
We present in this paper experiments on Table Recognition in hand-written registry books. We first explain how the problem of row and column detection is modeled, and then compare two Machine Learning approaches (Conditional Random Field and Graph Convolutional Network) for detecting these table elements. Evaluation wa…
The aims of this study are twofold. First, we consider an optimal risk allocation problem with non-convex preferences. By establishing an infimal representation for distortion risk measures, we give some necessary and sufficient conditions for the existence of optimal and asymptotic optimal allocations. We will show th…
Benchmarking recursive collapse claims with a new framework under false-positive control.
Framework uses hindsight regret to audit marketing budget allocations.
New method allocates capital based on tail central moments for financial risk assessment.
The paper explores capital allocation using Euler formula with VaR and ES, revealing non-monotonicity and providing estimation methods.
Capital allocation principles are used in various contexts in which a risk capital or a cost of an aggregate position has to be allocated among its constituent parts. We study capital allocation principles in a performance measurement framework. We introduce the notation of suitability of allocations for performance me…
The financial crisis showed the importance of measuring, allocating and regulating systemic risk. Recently, the systemic risk measures that can be decomposed into an aggregation function and a scalar measure of risk, received a lot of attention. In this framework, capital allocations are added after aggregation and can…
The paper analyzes insurance pricing and capital allocation in imperfect markets.
DET unifies geometric and functional alignment for high-dimensional scientific data.
This paper presents a method to obtain geometric registrations between high-genus () surfaces. Surface registration between simple surfaces, such as simply-connected open surfaces, has been well studied. However, very few works have been carried out for the registration of high-genus surfaces. The high-genus t…
Optimal resource allocation in censored semi-bandits with unknown thresholds.
New risk-sharing rules induced by capital allocation principles.
We study the problem of allocating stocks to dark pools. We propose and analyze an optimal approach for allocations, if continuous-valued allocations are allowed. We also propose a modification for the case when only integer-valued allocations are possible. We extend the previous work on this problem to adversarial sce…
The European insurance sector will soon be faced with the application of Solvency 2 regulation norms. It will create a real change in risk management practices. The ORSA approach of the second pillar makes the capital allocation an important exercise for all insurers and specially for groups. Considering multi-branches…
In this paper we develop a novel methodology for estimation of risk capital allocation. The methodology is rooted in the theory of risk measures. We work within a general, but tractable class of law-invariant coherent risk measures, with a particular focus on expected shortfall. We introduce the concept of fair capital…
This work reviews and tests risk allocation strategies in finance, highlighting Shapley allocation's advantages.
Enhances topic models to better handle polysemous words.
Optimal resource allocation is a fundamental challenge for dense and heterogeneous wireless networks with massive wireless connections. Because of the non-convex nature of the optimization problem, it is computationally demanding to obtain the optimal resource allocation. Recently, deep reinforcement learning (DRL) has…
Study resource allocation strategies in sequential decisions with unknown rewards.
Facing the FRTB, banks need to allocate their capital to each business units or risk positions to evaluate the capital efficiency of their strategies. This paper proposes two computationally efficient allocation methods which are weighted according to liquidity horizon. Both methods provide more stable and less negativ…
A Nash game theory approach allocates capital requirements among financial institutions.