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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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181362542723 · Jun 202019922001200920172026
48 results for robust peak estimation

Bayesian framework integrates spectral deconvolution with expert reasoning for robust peak estimation.

problem Challenges in extracting meaningful peaks from noisy or complex spectra.
method Bayesian spectral deconvolution coupled with a physical-property regression layer.
result Recovery of weak peaks in poly(lactic acid) IR spectra related to degradation rates.

A robust method for decomposing spectral peaks robust to distortion and interference.

problem Decomposing spectral peaks in the presence of distortion and interference.
method Optimizing a nonparametric approach using pseudo-symmetric functions with nonincreasing behavior.
result Decomposed spectral peaks show pseudo-orthogonal behavior and power preserving equality.

We win EVA2025 by estimating extreme precipitation events using Peaks Over Thresholds and martingale testing.

problem Estimating the probability of extreme precipitation events with limited data.
method Modeling Peaks Over Thresholds with an exponential distribution and using martingale testing for evaluation.
result Our method outperforms other approaches in estimating extreme precipitation events.

Paper proposes combining GAM and DNN for accurate peak demand estimation from lower-resolution data.

problem Predicting high-resolution peak demand from limited lower-resolution data.
method Combines generalized additive models (GAM) and deep neural networks (DNN) for half-hourly load forecasting.
result Proposed method reduces out-of-sample RMSE by 57.4% compared to benchmark.

Efficient neural Bayes estimators for censored peaks-over-threshold models improve inference speed and accuracy.

problem Computational burden in inference with spatial extremal dependence models due to intractable or censored likelihoods.
method Developed neural Bayes estimators using data augmentation techniques to encode censoring information.
result Significant gains in computational and statistical efficiency compared to traditional methods.

Populations of species in ecosystems are often constrained by availability of resources within their environment. In effect this means that a growth of one population, needs to be balanced by comparable reduction in populations of others. In neutral models of biodiversity all populations are assumed to change increment…

2015-03-02abs ↗pdf ↗

SPADE improves demand forecasting accuracy by 4.5% for post-promotion periods.

problem Overreacting to peak events in demand forecasting leads to biased forecasts.
method SPADE splits forecasting into two tasks: one for peak events and another for post-peak events, using masked convolution filters and a specialized Peak Attention module.
result Overall PPE improvement of 4.5%, 30% improvement for most affected forecasts after promotions and holidays, and 3.9% improvement in PE accuracy.

We find empirically a characteristic sharp peak-flat trough pattern in a large set of commodity prices. We argue that the sharp peak structure reflects an endogenous inter-market organization, and that peaks may be seen as local ``singularities'' resulting from imitation and herding. These findings impose a novel strin…

1998-02-23abs ↗pdf ↗

Study on-chain peak shaving to reduce Ethereum transaction costs.

problem Reducing transaction costs in blockchain networks, especially during congested periods.
method Analyzing transaction-level data from multiple firms across various industries to understand scheduling responses and cost management strategies.
result Firms' scheduling responses to congestion vary, leading to different fee savings and residual costs.

Dual ML approach predicts peak temperatures in AFSD, improving process optimization.

problem Lack of understanding between process parameters and resulting microstructure in AFSD.
method Combines supervised machine learning and physics-informed neural networks.
result Ensemble techniques like gradient boosting outperform other SML methods in predicting peak temperatures.

The paper explains two distinct peaks in generalization error for neural networks and simpler models, each governed by different factors.

problem Understanding the peaks in generalization error for neural networks and simpler models.
method Analysis of random feature models and comparison with numerical experiments involving deep neural networks.
result The peaks at N=PN=P and N=DN=D are distinct and governed by different factors (noise sensitivity vs. initialization noise).

The paper shows how the generalization curve can have multiple peaks, influenced by data and learning algorithm biases.

problem Understanding the generalization behavior of linear regression models under varying parameterizations.
method Analyzes generalization loss in linear regression models with varying parameterizations, both under- and over-parameterized.
result The generalization curve can have an arbitrary number of peaks, and their locations can be controlled.

PEAKS selects key training examples incrementally based on prediction error and kernel similarity.

problem Dynamic data selection in deep learning models.
method Prediction Error Anchored by Kernel Similarity (PEAKS) for incremental data selection.
result PEAKS outperforms existing selection strategies and yields better performance returns as training data size grows.

Study Bergman kernels on complex hyperbolic cusps, generalizing previous results.

problem Localization of Bergman kernels on Kähler manifolds with complex hyperbolic cusps.
method Revisiting Tian's peak section method, applying to Kähler-Einstein metrics and quotients of complex balls.
result Partial localization result for Poincaré type cusps.

HyPV-LEAD detects cryptocurrency anomalies proactively, improving financial security.

problem Cryptocurrency anomalies like mixing, fraud, and pump-and-dump operations are hard to detect due to class imbalance and temporal volatility.
method HyPV-LEAD integrates lead time into anomaly detection through window-horizon modeling, Peak-Valley sampling, and hyperbolic embedding.
result HyPV-LEAD achieves a PR-AUC of 0.9624 on Bitcoin transaction data, significantly outperforming state-of-the-art methods.

Bayesian Quadrature improves ensembling for neural networks with dispersed likelihood peaks.

problem Ensembling neural networks struggles with dispersed, narrow peaks in likelihood surfaces.
method Uses Bayesian Quadrature to construct weighted ensembles of architectures.
result Empirically outperforms state-of-the-art baselines in test likelihood, accuracy, and expected calibration error.

During a stock market peak the price of a given stock (i i ) jumps from an initial level p1(i) p_1(i) to a peak level p2(i) p_2(i) before falling back to a bottom level p3(i) p_3(i) . The ratios A(i)=p2(i)/p1(i) A(i) = p_2(i)/p_1(i) and B(i)=p3(i)/p1(i) B(i)= p_3(i)/p_1(i) are referred to as the peak- and bottom-amplitude respectively. The paper show…

2000-09-14abs ↗pdf ↗

This paper uses machine learning to estimate how different types of crashes affect highway traffic.

problem Estimating the heterogeneous causal effects of crashes on highway traffic.
method Neyman-Rubin Causal Model, Conditional Shapley Value Index, Structural Causal Model, Doubly Robust Learning.
result Different types of crashes have varying impacts on traffic, with rear-end crashes causing the most severe congestion.

In this paper, the fractional order curvature equation (Δ)γu=(1+εK(x))uN+2γN2γ(-Δ)^γu = (1 + \varepsilon K(x))u^{\frac{N + 2γ}{N - 2γ}} in RN\mathbb{R}^N is considered. Assuming K(x)K(x) has two critical points satisfying certain local conditions, we prove the existence of two-peak solutions.

2014-02-03abs ↗pdf ↗

A new method for joint noise removal and trend estimation from sparse signals.

problem Jointly removing noise and estimating trends from sparse signals.
method PENDANTSS combines SOOT/SPOQ penalties with BEADS algorithm in a Trust-Region block alternating variable metric forward-backward approach.
result Outperforms comparable methods in deconvolving analytical chemistry signals.

A nonparametric method for time series analysis extracts envelopes, detects peaks, and clusters data.

problem Extracting envelopes, detecting peaks, and clustering in time series data.
method Iterative procedure that minimizes L1L_1 drift to create upper and lower bounding signals, using Viterbi-like path tracking and optimal elimination rules.
result Efficiently calculated solution with near-linear time complexities for various applications.

New method for estimating lead-lag times between non-synchronously observed point processes.

problem Estimating lead-lag relationships between non-synchronously observed point processes.
method Formulate lead-lag estimation as CPCF shape estimation; propose kernel density estimation-based lead-lag time estimator.
result Proposed method delivers superior numerical performance and effective lead-lag time estimation.

Paper proposes a network framework for prosumers to manage peak loads in Iran.

problem Balancing renewable prosumers' self-sufficiency with grid integration under uncertainty.
method Distributed contextual stochastic optimization (DCSO) framework with consensus-based sharing.
result Integration of prediction and optimization reduces peak loads and costs.

Study examines cryptocurrency behavior during and after the pandemic.

problem Impact of the pandemic on cryptocurrency long-term memory and volatility.
method Used wavelet-based Hurst exponent analysis on eleven important coins.
result Long-term memory of returns mildly affected during pandemic, but volatility suffered temporary impact.

Study continuity and Hölder estimates for solutions on Stein spaces.

problem Continuity and Hölder estimates for solutions to degenerate complex Monge-Ampère equations.
method Prove continuity up to the boundary and local Hölder estimates on the regular locus.
result Local Hölder estimates on the regular locus for solutions to degenerate complex Monge-Ampère equations.

This paper explains why double descent sometimes occurs weakly or not at all from an optimization perspective.

problem Understanding the role of optimization in the phenomenon of double descent.
method Investigates model-wise double descent from an optimization perspective, proposing a unified explanation for its occurrence.
result Model-wise double descent is observed if and only if the optimizer can find a sufficiently low-loss minimum.

We solve the multi-criteria benchmarking problem by formalizing it as a social choice problem and identifying conditions for meaningful rankings.

problem Aggregating multiple metrics into a single ranking for models in benchmarking problems.
method Formalizing multi-criteria benchmarking as a social choice problem and identifying sufficient conditions for meaningful rankings.
result We prove that meaningful multi-criteria benchmarking becomes possible under certain preference conditions (single-peaked, group-separable, distance-restricted).