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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.

168,695 papers · 148 categories

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111222332443 · Jun 202019922001200920172026
48 results for residual information

Alpha-based performance evaluation may fail to capture correlated residuals due to model errors. This paper proposes using the Generalized Information Ratio (GIR) to measure performance under misspecified benchmarks. Motivated by the theoretical link between abnormal returns and residual covariance matrix, GIR is deriv…

2018-03-04abs ↗pdf ↗

New approach quantifies overfitting in high-dimensional regression.

problem Quantifying and avoiding overfitting in large neural networks.
method Information bottleneck theory to minimize residual information while maximizing relevant bits.
result Characterized the relative information efficiency of randomized regression compared to optimal algorithms.

Adaptive weights improve physics-informed neural networks and deep operator networks.

problem Training physics-informed neural networks and deep operator networks can be challenging, leading to unsatisfactory accuracy and efficiency.
method Proposes a pointwise adaptive weighting method that balances the residual decay rate across different training points.
result Our proposed approach of balanced residual decay rates offers advantages including bounded weights, high prediction accuracy, fast convergence rate, low training uncertainty, low computational cost, and ease of hyperparameter tuning.

DIET tests conditional independence using marginal dependence measures of residual information.

problem Computational intractability of conditional randomization tests (CRTs).
method DIET avoids fitting large models by leveraging marginal independence statistics of information residuals.
result DIET achieves higher power than other tractable CRTs on synthetic and real benchmarks.

The paper calculates bounds for risk metrics and entropies under partial information constraints.

problem Analyzing risk metrics and entropies for unimodal, symmetric distributions with limited information.
method Develops lower and upper bounds for worst-case distortion riskmetrics and weighted entropy for unimodal, symmetric distributions with known mean and variance.
result Sharp upper bounds for distortion riskmetrics and weighted entropy for symmetric distributions.

Second-order optimizers retain residual information after data deletion, affecting machine unlearning.

problem Residual information in second-order optimizers after data deletion.
method Comparison of first-order and second-order learners, eigendecomposition analysis.
result Second-order optimizers retain residual information, not detectable by first-order analysis.

New method uses observational data to improve trial design efficiency.

problem Scarce randomized controlled trials; inefficiency of using observational data.
method Active Residual Learning, R-Design framework, R-EPIG criterion.
result Efficiently estimating residuals to correct observational bias improves trial design.

A new method for pricing European options in changing market conditions.

problem Lack of closed-form solutions for pricing European options in regime-switching models.
method Physics-informed residual learning (PIRL) for efficient option pricing.
result PIRL eliminates the need for retraining and offers near-instantaneous pricing.

The paper analyzes worst-case distortion risk metrics and weighted entropy under partial information.

problem Analyzing worst-case distortion risk metrics and weighted entropy with limited information.
method General distributions, partial information (mean and variance), various entropies and risk measures.
result Provides worst-case results for distortion risk metrics and weighted entropy.

Study tests how U.S. equity prices align with global asset frequencies using financial variables.

problem Testing whether U.S. equity prices align with global asset frequencies using financial variables.
method Examines SPX and RUT gaps, uses OIS-based funding, volatility, trading-friction, financial-condition variables, and residual information.
result Gains in fit survive broad-dollar neutralization, alternative blocks, PCA, residualization, and nested horizon selection, supporting reduced-form P-Q alignment.

Researchers identify critical protein residues using advanced graph theory.

problem Identifying essential residues in proteins for function.
method Learning Random Geometric Graphs (RGG) with Cramer's V correlation and organic thresholding.
result Advanced RGG methods accurately identify critical residues compared to existing techniques.

FactorGCL uses hypergraph learning to predict stock returns by mining hidden factors.

problem Mining effective factors in data-driven models is challenging due to low signal-to-noise ratio in market data.
method FactorGCL employs a hypergraph structure and temporal residual contrastive learning to extract hidden factors.
result FactorGCL outperforms existing methods and mines effective hidden factors for predicting stock returns.

RSmote improves PINNs accuracy with less memory usage.

problem Imbalanced learning in Physics-Informed Neural Networks (PINNs).
method Residual-based Smote (RSmote) for local adaptive sampling.
result RSmote achieves or exceeds accuracy of state-of-the-art methods while reducing memory usage.

Residual Continual Learning prevents forgetting in sequential tasks.

problem Preventing catastrophic forgetting in sequential learning of multiple tasks.
method ResCL reparameterizes network parameters by combining original and fine-tuned networks, keeping network size constant.
result ResCL achieves state-of-the-art performance in various continual learning scenarios.

PRISMA uses PDE residuals for fast, robust, and accurate inference.

problem Slow gradient-based optimization and instability in PDE residual-based methods.
method Integrates PDE residuals directly into the model's architecture via attention mechanisms in the spectral domain.
result Competitive accuracy with significantly lower inference costs and faster speeds.

The covariance matrix is formulated in the framework of a linear multivariate ARCH process with long memory, where the natural cross product structure of the covariance is generalized by adding two linear terms with their respective parameter. The residuals of the linear ARCH process are computed using historical data …

2009-03-09abs ↗pdf ↗

Unified framework detects change-points and estimates parameters in nonlinear systems with regime switching.

problem Detecting change-points and estimating parameters in nonlinear dynamical systems with regime transitions.
method Residual-loss anomaly analysis of physics-informed neural networks, two-stage strategy.
result The method outperforms traditional approaches in change-point localization and parameter estimation accuracy.

This paper employs the extrinsic information transfer (EXIT) method, a technique imported from the analysis of the iterative decoding of error control codes, to study the performance of belief propagation in community detection in the presence of side information. We consider both the detection of a single (hidden) com…

2019-01-08abs ↗pdf ↗

The paper proves geometric and spectral alignment for deep neural networks.

problem Understanding the singular spectra of deep neural network layers.
method Proves deterministic quotient-geometric estimates for singular spectra of Frobenius-normalized layer factors.
result Exact power-law spectra form a trace-normalized Cartan orbit under Frobenius normalization.

This work proposes a novel autoencoder for fusing visible and infrared images.

problem Challenging task to combine spatial and spectral information from visible and infrared images.
method Spatially constrained adversarial autoencoder with residual architecture and adversarial regularizer.
result Generates a more realistic fused image with enhanced spatial and spectral information.

Unified physics-informed learning method improves generalization performance.

problem Lack of theoretical analysis for hybrid settings with incomplete physical constraints.
method Unified residual form unifying collocation and variational methods, establishing generalization performance governed by affine variety dimension.
result Generalization performance is determined by affine variety dimension, not just the number of parameters.

RR-GNN improves GNN prediction intervals by accounting for graph heteroscedasticity and structural biases.

problem Uncertainty quantification in GNNs for high-stakes domains.
method Graph-Structured Mondrian CP, Residual-Adaptive Nonconformity Scores, Cross-Training Protocol.
result Improved efficiency and no loss of coverage compared to CP baselines.

A simple strategy prevents negative transfer in transfer learning.

problem Negative transfer in transfer learning where source representations harm target performance.
method Residual feature integration with a trainable target-side encoder.
result The method provably prevents negative transfer with theoretical guarantees.

Motivated by the application of real-time pricing in e-commerce platforms, we consider the problem of revenue-maximization in a setting where the seller can leverage contextual information describing the customer's history and the product's type to predict her valuation of the product. However, her true valuation is un…

2019-01-07abs ↗pdf ↗

Introduces a neural network-based method for efficient state and parameter estimation in complex systems.

problem Efficiently estimating state paths and parameters from noisy measurements in high-dimensional nonlinear systems.
method Bayesian Information Field Theory with neural network parameterization and optimization algorithms.
result Proposes a method to simplify and enrich state path parameterizations using neural networks, improving inference accuracy.

Study proposes a new method for deep portfolio optimization using residual factors.

problem Non-stationary financial market makes traditional machine learning methods ineffective.
method Predict distribution of residual factors using a novel neural network architecture with financial inductive biases.
result Demonstrated improved performance on U.S. and Japanese stock market data.

A new method uses deep learning to efficiently solve complex physics equations in high dimensions.

problem Efficiently solving high-dimensional time-dependent PDEs with dynamic solutions.
method Deep adaptive sampling framework for PINNs extended to spacetime domains using normalizing flows.
result The method effectively identifies and tracks high-residual regions in both space and time.

PIE-PINN estimates elastic properties from noisy, low-res displacement data.

problem Estimating heterogeneous elastic properties from low-resolution, noisy data.
method Probabilistic Physics-Informed Neural Network (PIE-PINN) framework combining B-spline and hierarchical scale model.
result Robust estimation of Young's modulus and Poisson's ratio from noisy, low-resolution displacement data.

Residual finiteness is known to be an important property of groups appearing in combinatorial group theory and low dimensional topology. In a recent work [2] residual finiteness of quandles was introduced, and it was proved that free quandles and knot quandles are residually finite. In this paper, we extend these resul…

2019-02-08abs ↗pdf ↗

In this note, residual finiteness of quandles is defined and investigated. It is proved that free quandles and knot quandles of tame knots are residually finite and Hopfian. Residual finiteness of quandles arising from residually finite groups (conjugation, core and Alexander quandles) is established. Further, residual…

2018-05-19abs ↗pdf ↗

PINNs struggle with data-to-PDE inconsistencies, limiting their accuracy.

problem Data inconsistency in PINNs affects their accuracy and convergence.
method Systematic analysis of PINNs with varying data fidelity and residual errors.
result PINNs saturate at an error level dictated by data inconsistency.

We show that any smooth bi-Lipschitz hh can be represented exactly as a composition hm...h1h_m \circ ... \circ h_1 of functions h1,...,hmh_1,...,h_m that are close to the identity in the sense that each (hiId)\left(h_i-\mathrm{Id}\right) is Lipschitz, and the Lipschitz constant decreases inversely with the number mm of functions com…

2018-04-13abs ↗pdf ↗