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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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48 results for shifted structures

The paper explores new algebraic structures and morphisms in graded settings.

problem Understanding new algebraic structures and morphisms in graded settings.
method Introducing and analyzing LL_{\infty}-, PP_{\infty}-, and SS_{\infty}-algebras, and thick morphisms in a Z2imesZ\mathbb{Z}_2 imes \mathbb{Z}-graded context.
result Shifted SS_{\infty}-thick morphisms induce LL_{\infty}-morphisms of shifted SS_{\infty}-structures.

This work evaluates graph models' robustness to structural distributional shifts.

problem Evaluating graph models' robustness to structural distributional shifts.
method Proposes a general approach for inducing diverse distributional shifts based on graph structure.
result Simple models often outperform more sophisticated methods on structural distributional shifts.

Introduces derived Lie n-groupoids with shifted symplectic structures.

problem Defines structures for higher groupoids and their symplectic properties.
method Introduced derived Lie n-groupoids and their shifted symplectic structures, defining shifted lagrangian structures and proving composition well-defined.
result Shows that the framework includes various reduction procedures.

Proposes FSM-IRL to learn invariant network representations considering feature and structural shifts.

problem Spatial heterogeneity and temporal dynamics lead to OOD generalization issues in geographic networks.
method Introduces FSM-IRL model that accounts for feature and structural distribution shifts using causal attention and reweighting.
result Demonstrates strong learning capabilities on geographic and social network datasets in OOD scenarios.

Given a bundle of chain complexes, the algebra of functions on its shifted cotangent bundle has a natural structure of a shifted Poisson algebra. We show that if two such bundles are homotopy equivalent, the corresponding Poisson algebras are homotopy equivalent. We apply this result to LL_\infty-algebroids to show th…

2018-03-20abs ↗pdf ↗

Identifies shifts in causal mechanisms between related datasets using ANMs.

problem Estimating the full causal structure from data is challenging; focus on identifying shifts in causal mechanisms.
method Assumes nonlinear additive noise models, uses Jacobian of score function for mixture distribution to identify shifts.
result Shows applicability of the approach on synthetic and real-world data.

This thesis extends contact structures to differentiable stacks using line bundle-valued 1-forms.

problem Extending classical contact structures to differentiable stacks.
method Introducing 00 and +1+1-shifted contact structures on Lie groupoids, using line bundle-valued 1-forms and homotopy kernels.
result Definition and examples of 00 and +1+1-shifted contact structures on Lie groupoids.

New techniques identify shifts in financial market sectors.

problem Identifying shifts in financial market structure and composition.
method Developed new mathematical techniques to identify nonlinear shifts in market sectors.
result Identified meaningful sector-to-sector mappings and optimal portfolio styles.

The paper establishes a Lagrangian correspondence linking different geometric structures on complex varieties.

problem Identifying relationships between different geometric structures on complex varieties.
method Using perfect complexes and shifted symplectic geometries, the paper establishes a Lagrangian correspondence.
result A Lagrangian correspondence between shifted symplectic geometries of flat and Higgs perfect complexes.

The study diagnoses fairness issues in healthcare models under distribution shifts.

problem Understanding and diagnosing fairness changes in machine learning models under distribution shifts in healthcare.
method Causal framing and conditional independence tests to characterize distribution shifts.
result Knowledge of distribution shifts helps diagnose fairness transfer failures, including complex cases.

New models for symplectic structures on classifying stacks.

problem Building models for symplectic structures on classifying stacks.
method Introducing mm-shifted symplectic Lie nn-groupoids and constructing explicit symplectic Morita equivalences.
result Explicit symplectic Morita equivalences between models of the 2-shifted symplectic structure on classifying stacks.

Structured credal learning separates covariate shift and label disagreement.

problem Uncertainty in real-world learning tasks due to covariate shift and noisy labels.
method Introduces a structured credal learning framework that explicitly separates these sources.
result Geometric bounds and decomposition reveal how covariate shifts affect label disagreement contributions.

Proposes MSS to identify causal structure from heterogeneous environments.

problem Distribution shifts between environments violate i.i.d. data assumption.
method Sparse mechanism shift hypothesis, score-based approach.
result Identifies entire causal structure with high probability.

The paper explores how to make machine learning models robust to domain shifts.

problem Machine learning models are unreliable in domains different from training.
method Introducing a broad formal notion of invariance and causal structures.
result The true underlying causal structure of the data plays a critical role in robustness.

Graphs models are vulnerable to distribution shifts, which this work explains and mitigates.

problem Graph Neural Networks (GNNs) are susceptible to distribution shift, leading to performance degradation.
method Theoretical analysis quantifying conditional shift, proposing an approach to estimate and minimize it.
result The proposed approach demonstrates up to 10% absolute ROC AUC improvement under various distribution shifts.

Paper tackles distribution shifts in prediction models with unobserved confounding.

problem Distribution shifts in prediction models with unobserved confounding.
method Linear structural causal model, invariant covariate representations, data-driven representation learning method.
result Optimizes for a lower-dimensional linear subspace and a prediction model confined to that subspace, achieving nearly ideal gap between target and source risk.

The purpose of this paper is to investigate shifted (+1)(+1) Poisson structures in context of differential geometry. The relevant notion is shifted (+1)(+1) Poisson structures on differentiable stacks. More precisely, we develop the notion of Morita equivalence of quasi-Poisson groupoids. Thus isomorphism classes of (+1)(+1)

2018-03-18abs ↗pdf ↗

Enhanced regime shifts detection using unstructured text and financial data.

problem Detecting regime shifts in financial markets is challenging due to noisy and multicollinear data.
method Combines LLM reasoning on unstructured text and statistical validation on financial time series.
result Framework achieves F1 score of 0.82, outperforming pure data-driven methods.

Study addresses RTB model performance drops due to distribution shifts.

problem Distribution shifts between training and target environments in RTB markets.
method Applies Exponential Tilt Reweighting Alignment (ExTRA) algorithm to estimate and correct model weights.
result Demonstrates improved RTB model performance using ExTRA algorithm.

This work uses adversarial learning to detect and correct feature shifts in various datasets.

problem Detecting and correcting feature shifts in real-world datasets.
method Adversarial learning applied to multiple discriminators to detect and correct feature shifts.
result Mainstream classifiers can effectively localize and correct feature shifts, outperforming existing techniques.

Framework LiLY recovers latent causal variables from time-series data under distribution shifts.

problem Learning and correcting models under unknown distribution shifts in time-series data.
method LiLY framework that recovers latent causal variables and identifies their relations from temporal data under different distribution shifts.
result The framework reliably identifies time-delayed latent causal influences from observed variables under different distribution changes.

Shifted symplectic Lie and LL_\infty algebroids model formal neighbourhoods of manifolds in shifted symplectic stacks, and serve as target spaces for twisted variants of classical AKSZ topological field theory. In this paper, we classify zero-, one- and two-shifted symplectic algebroids and their higher gauge symmetri…

2016-12-30abs ↗pdf ↗

The paper integrates quasi-Poisson manifolds into multiplicative D-valued moment maps.

problem Integrating quasi-Poisson manifolds into a broader geometric framework.
method Develops new aspects of shifted symplectic and Poisson geometry, establishing Lie-type correspondences and systematic constructions.
result Identifies multiplicative D-valued moment maps integrating quasi-Poisson manifolds, extending known constructions.

The paper analyzes how machine learning models perform under covariate shift, especially when the feature shift in xx is larger than that in yy.

problem Performance of machine learning models under covariate shift with heterogeneous feature changes.
method Empirical risk minimization (ERM) over functions f+gf+g, fit on a training distribution, evaluated on a test distribution with covariate shift.
result ERM is more resilient to heterogeneous covariate shifts when the class FF is simpler than GG.

Proof that m-shifted symplectic forms are preserved under Morita equivalence of Lie n-groupoids.

problem Consistent definition of symplectic structures on higher Lie groupoids under Morita equivalence.
method Rigorous proof of m-shifted symplectic forms preservation.
result m-shifted symplectic forms are preserved under Morita equivalence of Lie n-groupoids.

A feature-weighted mean shift algorithm improves clustering in high-dimensional data.

problem Clustering high-dimensional data with traditional mean shift algorithms.
method Feature-weighted mean shift algorithm.
result The algorithm outperforms conventional mean shift and preserves computational simplicity.

Bayesian ARMA model with directional shifts captures structural breaks in compositional time series.

problem Structural breaks in compositional time series due to external shocks or policy changes.
method Developed a Bayesian Dirichlet ARMA model augmented with a directional-shift intervention mechanism.
result The model captures structural breaks through interpretable parameters and produces coherent probabilistic forecasts.

New framework identifies worst-case shifts for predictive resource allocation models.

problem Identifying harmful shifts in predictive models for resource allocation.
method Hierarchical model structure and submodular optimization for worst-case loss.
result Empirical evidence shows divergent worst-case shifts identified by different metrics.

We describe new results and algorithms for two different, but related, problems which deal with circulant matrices: learning shift-invariant components from training data and calculating the shift (or alignment) between two given signals. In the first instance, we deal with the shift-invariant dictionary learning probl…

2018-12-03abs ↗pdf ↗

A natural way to characterize the cluster structure of a dataset is by finding regions containing a high density of data. This can be done in a nonparametric way with a kernel density estimate, whose modes and hence clusters can be found using mean-shift algorithms. We describe the theory and practice behind clustering…

2015-03-02abs ↗pdf ↗

The paper analyzes Nordic stock markets' correlation structures and regime shifts.

problem Understanding and exploiting regime shifts in Nordic stock markets.
method Examined two decades of daily data for OMXS30, OMXC20, and OMXH25 universes; proposed an adaptive portfolio allocation framework.
result Documented pronounced regime dependence in rolling correlation matrices; proposed an adaptive portfolio allocation framework.

Paper introduces a new metric to select optimal Graph Shift Operator for GNNs.

problem Empirical selection of Graph Shift Operator remains challenging.
method Introduces a novel alignment gain metric connecting geometric distortion to generalization bounds via spectral proxy.
result Provides a principled, computation-efficient criterion to rank and select optimal GSO.

Workplace communications became more siloed during the pandemic, reducing stability within communities.

problem Understanding changes in intra-organizational communication networks during the pandemic.
method Analyzed aggregated email metadata from 4,361 organizations worldwide over 24 months.
result Organizations became more siloed in 2020, with decreased stability within silos.