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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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3468102136 · May 202619922001200920172026
48 results for retained law

Trimming helps in conformal prediction when it separates anomaly scores.

problem Effectiveness of trimming in conformal prediction under contamination.
method Analyse fixed-threshold trimming as a replacement of the contaminated calibration law with a retained law.
result Trimming helps when it separates anomaly scores, reducing clean-target coverage to a one-dimensional score-CDF transfer problem.

A new AMM design reduces impermanent loss and retains more liquidity.

problem Inefficiencies in conventional AMM designs lead to liquidity loss and user engagement issues in DEXs.
method Proposes a dual-mechanism framework: a power-law invariant BMM and dynamic rebate system.
result Reduces impermanent loss by 36% and retains 3.98x more liquidity during price volatility.

We develop a new framework of uncertainty variables to model uncertainty. An uncertainty variable is characterized by an uncertainty set, in which its realization is bound to lie, while the conditional uncertainty is characterized by a set map, from a given realization of a variable to a set of possible realizations of…

2019-09-24abs ↗pdf ↗

Many statistical methods for network data parameterize the edge-probability by attributing latent traits to the vertices such as block structure and assume exchangeability in the sense of the Aldous-Hoover representation theorem. Empirical studies of networks indicate that many real-world networks have a power-law dist…

2015-07-10abs ↗pdf ↗

Testing independence is of significant interest in many important areas of large-scale inference. Using extreme-value form statistics to test against sparse alternatives and using quadratic form statistics to test against dense alternatives are two important testing procedures for high-dimensional independence. However…

2015-12-30abs ↗pdf ↗

Online distributional prediction with latent cluster geometry

problem Predicting the full data-generating distribution in non-stationary streams
method Representing candidate laws as latent cluster geometry and using Gibbs quasi-posterior
result Achieving sublinear cumulative Wasserstein regret under bounded support and stable latent geometry

New rough stochastic volatility models using log-modulated fractional Brownian motion.

problem Analyzing rough stochastic volatility models over the range 0H<1/20 \le H < 1/2.
method Introducing log-modulated fractional Brownian motion (log-fBm) to handle H=0H = 0 and analyze over the full range.
result Obtained skew asymptotics of log(1/T)pTH1/2\log(1/T)^{-p} T^{H-1/2} as To0T o 0 for H0H \ge 0, no flattening of skew as Ho0H o 0.

RETAIN model improves glucose forecasting for diabetics, offering both accuracy and interpretability.

problem Inability of deep learning models to interpret their predictions in healthcare.
method Two-level attention mechanism in a recurrent neural network (RETAIN) architecture.
result RETAIN model achieves comparable accuracy to LSTM and FCN models while being highly interpretable.

A fast method learns plasma collision kernels from simulations, improving kinetic models.

problem Improving kinetic models for plasma dynamics beyond the weakly coupled regime.
method Data-driven collisional operator, fast spectral separation method.
result Accurately captures plasma dynamics in moderately coupled regime.

New method resolves causal heterogeneity by defining a resolution profile.

problem Causal subgroup analyses often oversimplify heterogeneity into a small number of groups.
method Introduces a resolution profile as a functional of the causal feature law, using Bayesian-bootstrap inference.
result Shows that the resolution profile is a continuous path with discontinuities at knots, providing integer-valued subgroup numbers.

SCaSML improves PDE solvers by correcting errors efficiently.

problem Reliable and error-free high-dimensional PDE solutions.
method Defect correction method to derive a Structural-preserving Law of Defect.
result SCaSML achieves faster convergence and reduced errors in high-dimensional PDEs.

Study on RL on volatility surfaces, proving no free lunch for law-seeking methods.

problem Aligning RL agents with no-arbitrage laws in volatile markets.
method Built a law manifold, defined penalties, and used a Goodhart decomposition.
result No free lunch theorem: Law-seeking RL cannot outperform baselines.

Imagine a large firm with multiple departments that plans a large recruitment. Candidates arrive one-by-one, and for each candidate the firm decides, based on her data (CV, skills, experience, etc), whether to summon her for an interview. The firm wants to recruit the best candidates while minimizing the number of inte…

2019-02-13abs ↗pdf ↗

New budget quantifies drift in closed-loop learning, improving reproducibility.

problem Characterizing statistical learning under distributional drift in closed-loop settings.
method Introduces an intrinsic drift budget CTC_T quantifying cumulative information-geometric motion of the data distribution.
result Proves a drift-feedback bound of order T1/2+CT/TT^{-1/2}+C_T/T for prequential reproducibility, up to controlled second-order remainder terms.

A new scaling law predicts optimal batch size for training models.

problem Finding the optimal batch size for training models efficiently.
method Proposed a three-term scaling law that considers model size, training data, training steps, and batch size.
result The three-term law accurately recovers the optimal batch size and can be robustly fit with fewer training runs.

Space exploration technology advances exponentially, consistent with Moore's and Wright's laws.

problem Predicting the advancement of space exploration technology.
method Analysis of Moore's and Wright's laws applied to space exploration technology.
result Spacecraft technology advances exponentially, consistent with Moore's and Wright's laws.

This work analyzes neural scaling laws using power-law data spectra and derives analytical expressions for generalization error.

problem Understanding how neural network performance scales with key factors like data size and model complexity.
method Statistical mechanics techniques applied to one-pass stochastic gradient descent in a student-teacher framework.
result Derivation of analytical expressions for generalization error under power-law data spectra and identification of conditions for power-law scaling.

An Atlas model is a rank-based system of continuous semimartingales for which the steady-state values of the processes follow a power law, or Pareto distribution. For a power law, the log-log plot of these steady-state values versus rank is a straight line. Zipf's law is a power law for which the slope of this line is …

2016-02-27abs ↗pdf ↗

Bayesian model averaging under predictor redundancy

problem Reporting Bayesian model averaging posterior without changing the Bayesian target
method Using hard or soft regions of support space
result Region reports often give shorter and clearer summaries while preserving the main posterior information

In this paper, we investigate the degree to which the encoding of a ββ-VAE captures label information across multiple architectures on Binary Static MNIST and Omniglot. Even though they are trained in a completely unsupervised manner, we demonstrate that a ββ-VAE can retain a large amount of label information, even w…

2018-12-06abs ↗pdf ↗

Unified theory for neural scaling laws in hierarchically compositional data.

problem Understanding neural scaling laws in hierarchically compositional data.
method Probabilistic context-free grammars and power-law distributed production rules.
result Unified learning curve behavior for classification and next-token prediction tasks.

Dynamic risk measures follow law invariance principles over time.

problem Tackles dynamic risk measurement principles.
method Shows equivalence between adapted law invariance and recursive one-step conditional-law representation for time-consistent risk measures.
result Identifies adapted law invariance as the dynamic counterpart of ordinary law invariance.

New concept of partial law invariance connects decision theory and financial risk management.

problem Connecting decision theory and financial risk management under uncertainty.
method Characterizing partially law-invariant coherent risk measures via a novel representation formula.
result Strong partial law invariance bridges the gap between existing risk measure representations.

This work extends the scaling law to multiple and kernel regression, challenging traditional machine learning principles.

problem Challenging traditional machine learning wisdom with scaling law in large practical models.
method Demonstrates the scaling law in multiple and kernel regression settings.
result The scaling law extends to multiple and kernel regression, providing deeper insights into LLMs.

Study on eigenvalue distribution of correlated time series deforming the semi-circle law.

problem Eigenvalue distribution of correlated time series differs from the semi-circle law.
method Analysis of Wigner random matrix with temporal correlation.
result Eigenvalue distribution converges to a deformed semi-circle law with longer tail and higher peak.

By using numerical simulation, we confirm that Takayasu--Sato--Takayasu (TST) model which leads Pareto's law satisfies the detailed balance under Gibrat's law. In the simulation, we take an exponential tent-shaped function as the growth rate distribution. We also numerically confirm the reflection law equivalent to the…

2008-09-18abs ↗pdf ↗

Browsing and finding relevant information for Bangladeshi laws is a challenge faced by all law students and researchers in Bangladesh, and by citizens who want to learn about any legal procedure. Some law archives in Bangladesh are digitized, but lack proper tools to organize the data meaningfully. We present a text vi…

2017-11-14abs ↗pdf ↗

Employing profits data of Japanese companies in 2002 and 2003, we identify the non-Gibrat's law which holds in the middle profits region. From the law of detailed balance in all regions, Gibrat's law in the high region and the non-Gibrat's law in the middle region, we kinematically derive the profits distribution funct…

2005-08-24abs ↗pdf ↗

Study reveals neural scaling laws in random graphs and natural language models.

problem Understanding the origin of neural scaling laws in complex systems.
method Examined scaling laws in transformers trained on random walks and simplified natural language models.
result Neural scaling laws emerge in the absence of power law structure in data correlations.

Study explains Zipf's law using geometric mechanisms from a finite alphabet.

problem Explains Zipf's law in language without relying on linguistic elements.
method Uses the Full Combinatorial Word Model (FCWM) to generate geometric distributions of word lengths.
result Supports predictions of power-law rank-frequency curves, matching various languages.