Paper defines AI-specific loss reconstruction problem and introduces CER framework.
problem Reconstructing AI-generated losses, especially in agentic systems.
method CER framework: C (control boundary), E (evidence reconstruction), R (insurance response).
result Defines AI-specific reconstruction problem and operationalizes it.
Residual networks with depthwise hyperparameter scaling transfer optimal hyperparameters across width and depth.
problem The challenge of hyperparameter tuning in deep learning, especially for large models.
method Combining μ μ μ P parameterization with residual networks having a residual branch scale of 1 / e x t d e p t h 1/\sqrt{ ext{depth}} 1/ e x t d e pt h . result Optimal hyperparameters transfer across width and depth in residual networks trained with this parameterization.
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.
A new boosting method reduces overfitting and negative transfer in transfer learning.
problem Overfitting and negative transfer in transfer learning.
method Importance sampling in boosting and random-forest based ensemble methodology.
result Performs better than competitive transfer learning methodologies 63% of the time.
Method uses random forest with distance covariance for transfer learning in healthcare.
problem Transfer learning in random forests with sparse differences between source and target.
method Distance covariance-based feature weights in residual random forest.
result Upper bound on mean square error rate for transfer learning in RF.
Paper analyzes transfer risk in transfer learning for finance.
problem Evaluate transferability of transfer learning in finance.
method Proposes transfer risk concept and applies to stock return prediction and portfolio optimization.
result Transfer risk correlates with transfer learning performance and identifies appropriate source tasks.
Paper introduces a new risk measure for multivariate residual estimation.
problem Quantifying residual estimation risk in complex financial models.
method Developed a multivariate framework for residual estimation risk, defined using various risk measures, and proposed a back-testing criterion.
result Demonstrated the effectiveness of the new measure through back-testing on retail credit portfolios.
Transfer learning improves portfolio optimization by identifying transfer risk.
problem Financial portfolio optimization problem.
method Introduces transfer risk concept within transfer learning framework.
result Transfer risk is a significant indicator of transferability and enhances portfolio management efficiency.
The paper analyzes how to combine self-protection and self-insurance for risk reduction.
problem Combining self-protection and self-insurance for risk reduction when market insurance is absent.
method The approach uses Value-at-Risk and Tail Value-at-Risk to evaluate residual risk and solves the problem using isoquant geometry based on marginal-balance curves.
result The analysis identifies the conditions under which self-protection and self-insurance behave as substitutes or complements.
This paper optimizes insurance reinsurance design under solvency constraints.
problem Optimizing risk transfer from an insurance company to a reinsurer under solvency constraints.
method Martingale method to derive optimal reinsurance design maximizing terminal value of surplus.
result Optimal reinsurance designs include a combination of proportional and stop-loss protection.
Mathematical framework for transfer learning feasibility and transfer risk.
problem Theoretical analysis of transfer learning.
method Reformulated transfer learning as an optimization problem, introduced transfer risk concept.
result Demonstrated the potential and benefits of incorporating transfer risk in transfer learning evaluation.
Physics-informed neural networks simulate radiative transfer efficiently.
problem Simulating radiative transfer accurately and efficiently.
method Physics-informed neural networks trained to minimize radiative transfer equations.
result PINNs provide an easy-to-implement, robust, and accurate method for radiative transfer simulation.
Paper improves bike-sharing demand prediction by adapting to changing patterns.
problem Improving bike-sharing demand prediction under temporal domain shifts.
method Gen-ROTDA, a robust optimal transport-guided residual domain adaptation framework.
result Gen-ROTDA achieves the lowest MAE and is the best OT-family method on average.
Dynamic residual adapters improve performance across multiple latent domains without domain labels.
problem Overfitting to large domains and ignoring smaller ones in multi-domain learning.
method Dynamic residual adapters and augmentation strategies inspired by style transfer.
result Dynamic residual adapters significantly outperform standard models on multiple latent domains.
Method to decompose portfolio performance into FX, interest rate, carry, and residual market risks.
problem Understanding the sources of portfolio performance.
method Decomposition of portfolio PnL into four components.
result Demonstrated usefulness of the method through fund performance analysis.
Skip connections make adversarial examples more transferable in ResNets.
problem Transferability of adversarial examples in ResNets with skip connections.
method Skip Gradient Method (SGM) to craft more transferable adversarial examples.
result SGM improves transferability of adversarial examples in various DNNs.
Deviance Voronoi residuals improve earthquake insurance risk assessment.
problem Assessing earthquake insurance risk using spatio-temporal point process models.
method Extended Voronoi residuals and created simulation-based approach.
result Proposed formula for country-wide minimum capital test.
New estimator achieves minimax optimal risk in transfer learning.
problem Nonparametric regression with transfer learning.
method Confidence thresholding estimator and data-driven adaptive algorithm.
result Adaptive algorithm achieves minimax risk up to a logarithmic factor.
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.
SMART-FAN-Lasso fine-tunes neural networks for high-dimensional nonparametric regression.
problem Fine-tuning neural networks for high-dimensional nonparametric regression with variable selection.
method Source-model-augmented residual tuning (SMART) framework for neural Lasso.
result SMART-FAN-Lasso achieves statistical acceleration over single-task learning under precise conditions.
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.
The study analyzes deep linear networks from random initialization, capturing dynamics and hyperparameter effects.
problem Understanding training dynamics in deep linear networks from random initialization.
method Theoretical analysis of gradient descent dynamics in deep linear networks with random initialization and large data.
result Captures the 'wider is better' effect and hyperparameter transfer effects, contrasting with neural-tangent parameterization.
We present a new physics informed neural network (PINN) algorithm for solving brittle fracture problems. While most of the PINN algorithms available in the literature minimize the residual of the governing partial differential equation, the proposed approach takes a different path by minimizing the variational energy o…
Unified learning-rate scale for CNNs and ResNets, avoiding depth imbalance.
problem Challenges in choosing an appropriate learning rate for deep networks, especially as depth increases.
method Introduces Arithmetic-Mean μ μ μ P (AM- μ μ μ P), constraining network-wide average pre-activation second moment to a constant scale, combined with residual-aware He fan-in initialization. result Demonstrates a − 3 / 2 -3/2 − 3/2 scaling law for learning rates across depths, enabling zero-shot learning-rate transfer. The paper analyzes how open-end fund sales affect prices and returns.
problem How open-end fund sales impact prices and returns.
method Continuous-time market-clearing model to derive expected-return restrictions.
result Forced-sale pressure predicts actual fund selling and positive returns.
Paper proposes a deep hedging method for Bermudan swaptions to manage residual profit and loss.
problem Real-world market conditions differ from ideal assumptions in traditional hedging methods, leading to residual profit and loss.
method Deep hedging framework applied to Bermudan swaptions, allowing flexible risk measures and hedge strategies.
result Effective residual profit and loss management demonstrated through numerical analysis.
Paper tackles high-dimensional quantile regression with distribution shift using transfer learning.
problem Efficiency of knowledge transfer is severely impacted by distribution shift in high-dimensional regression.
method Proposes a novel transferable set and framework for three types of distribution shift: parameter, covariate, and residual.
result Establishes estimation error bounds and source detection consistency for the proposed method.
Paper proposes methods for transfer learning with random coefficient ridge regression.
problem Estimation and prediction in high-dimensional settings with related models.
method Two estimators using weighted sums of ridge estimates from target and source models.
result Explicit expression of estimation and prediction risks derived using random matrix theory.
TL-ANDI distills context from source data to improve transfer learning for TFMs.
problem Limited transfer learning due to context-size constraints and distribution shifts.
method TL-ANDI uses posterior-aware distillation to construct a compact source context and locally distills labels.
result Improves transfer performance by addressing context-size and distribution shifts.
New method for insurance valuation combining hedging and risk minimization.
problem Current insurance valuation methods do not reflect regulatory risk measures.
method Two-step hedging procedure using generalised regression.
result The method produces portfolios neutral to risk measures like VaR or expectiles.
Trans-GLMC tackles source heterogeneity in transfer learning for structured clusters.
problem Source heterogeneity makes it hard to use multiple related auxiliary sources effectively.
method Trans-GLMC constructs clusters of sources, then combines global fusion, within-cluster refinement, and target debiasing.
result Improves facility-specific prediction and identifies interpretable communities of hospitals with mutual transferability.
Transfer learning and data augmentation improve stock classification performance.
problem Challenges in stock classification due to noise and volatility.
method Pre-trained model on S&P500 index features, transfer learning to new models, data augmentation on feature space.
result Augmentation on feature space leads to 20% increase in risk-adjusted returns.
Paper proposes a statistical test for transfer learning in linear regression.
problem Theoretical framework for parameter transfer in linear regression.
method Developed a statistical test to predict transfer quality.
result The test can predict if a fine-tuned model has lower prediction risk.
Study shows benefits of transfer learning with neural networks.
problem Understanding generalization errors in transfer learning.
method Mean-field analysis applied to α α α -ERM and fine-tuning. result Established conditions for generalization error and convergence rates.
RKD improves model compression by distilling residual knowledge from a deep teacher model.
problem Performance degradation due to the gap between student and teacher models.
method Introduces an assistant model to distill residual knowledge from the teacher model.
result RKD achieves better results on popular classification datasets than state-of-the-art methods.
Proposes a multi-fidelity machine learning strategy integrating low-fidelity deterministic and high-fidelity Bayesian models.
problem Addressing the accuracy-efficiency trade-off in machine learning with scarce high-fidelity data.
method Integrates a non-probabilistic regression model for low-fidelity with a Bayesian model for high-fidelity, trained in a staggered scheme.
result Achieves comparable performance in mean and uncertainty estimation with reduced training time and effective mitigation of overfitting.
Model assesses credit risk using behavioral data from Experian and Bank of Italy.
problem Improving credit risk assessment in financial institutions.
method Statistical and machine learning techniques applied to behavioral data from Experian and Bank of Italy.
result Demonstrates transferability of the model from private to central data.
Novel model improves clinical risk prediction by transferring knowledge between tasks over time.
problem Negative transfer in multi-task learning for clinical risk prediction.
method Temporal Probabilistic Asymmetric Multi-Task Learning (TPAMTL).
result Significantly outperforms various deep learning models for time-series prediction.
Framework improves risk neutral density estimation in illiquid markets.
problem Challenges in estimating Risk Neutral Density in illiquid markets.
method Introduces Deep Log-Sum-Exp Neural Network leveraging Deep and Transfer learning.
result Framework recovers Risk Neutral Density with few option quotes in severe illiquidity.
Develops estimators for near-optimal linear regression under distribution shift.
problem Linear regression under distribution shift with scarce target domain data.
method Minimax linear risk estimators covering various transfer learning settings.
result Achieves near-optimal risk for linear regression problems under distribution shift.
A Systemic Optimal Risk Transfer Equilibrium (SORTE) was introduced in: "Systemic optimal risk transfer equilibrium", Mathematics and Financial Economics (2021), for the analysis of the equilibrium among financial institutions or in insurance-reinsurance markets. A SORTE conjugates the classical Bühlmann's notion of a …
Improves CNN stability by translating classical signal denoising methods.
problem Stability of CNNs is poorly understood.
method Interprets classical signal denoising methods as ResNet architectures.
result Translates diffusivities, shrinkage functions, and regularizers into CNN activation functions.
New methods avoid spectral pollution in transfer operators for accurate analysis.
problem Spectral pollution in finite-dimensional approximations of transfer operators.
method Algorithms for computing spectral properties of transfer operators without spectral pollution.
result Accurate spectral estimation across various applications, including protein folding models.
Paper extends transfer learning for decision rules, improving treatment rule estimation.
problem Estimating optimal individualized treatment rules under changing conditions.
method Bayes decision rules and low-dimensional empirical risk minimization.
result Consistent estimators and risk bounds established under mild conditions.
The study models and values CAT bonds across multiple regions.
problem Valuation of CAT bonds with dependencies across different regions.
method Developed models for independent, proportional, and arbitrary two-dimensional distribution cases of catastrophe losses in different areas. Applied normal approximation and Wang's transform for pricing.
result Illustrated differences in scenarios and performance of the approximation on real data.
The study analyzes transfer learning using information theory.
problem Transfer learning in different distributions.
method Information-theoretic analysis, focusing on KL divergence.
result Upper bounds for general transfer learning algorithms and specific ERM.
Extends hyperparameter transfer across model sizes and modules, improving training speed.
problem Training stability and performance of large-scale models with optimal hyperparameters.
method Complete ( d ) ^{(d)} ( d ) Parameterisation, per-module hyperparameter optimisation and transfer. result Hyperparameter transfer holds even in the per-module hyperparameter regime, improving training speed.
This paper introduces a new transfer learning method for regression.
problem Boosting predictive power in scenarios with scarce data.
method Affine model transfer, following expected-square loss minimization.
result The affine model transfer method encompasses various existing methods and clarifies its theoretical properties.