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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.

168,657 papers · 148 categories

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295786114 · Jun 202619922001200920172026
48 results for signed aggregation

Paper introduces REED for noncoherent OTA-FL, reducing latency without phase alignment.

problem Noncoherent OTA-FL requires signed model updates without phase alignment.
method Introduces REED for continuous signed aggregation using resource-element energy difference.
result Exact variance laws for REED and chip-diverse extension in Rayleigh fading.

New method handles structural uncertainty in graphs better than existing models.

problem Handling heterophily and structural noise in semi-supervised learning on graphs.
method Sparse signed message passing network that models a posterior distribution over signed adjacency matrices.
result Our method outperforms strong baseline models on heterophilic benchmarks under both synthetic and real-world structural noise.

The paper introduces DP algorithms using random projections and sign random projections for improved privacy in machine learning.

problem Improving differential privacy in machine learning applications.
method Developed algorithms based on random projections and sign random projections, focusing on individual differential privacy (iDP) and standard differential privacy (DP).
result DP-SignOPORP and iDP-SignRP achieve superior performance in differential privacy, especially for small epsilon values.

The paper diagnoses factor models using characteristic axes and zero-curve restrictions.

problem Tackles systematic sign reversals and overcorrections in factor model pricing errors.
method Extends cap-axis integral diagnostic to general characteristic axes, measuring pricing errors as bridge-alpha curves.
result Axis-level pricing errors are nearly orthogonal to maximum-Sharpe gains, showing systematic sign reversals and overcorrections.

The paper diagnoses factor-model pricing errors using characteristic axes and bridge-alpha curves.

problem Tackles systematic sign reversals and overcorrections in factor-model pricing errors.
method Extends cap-axis integral diagnostic to characteristic axes, measures pricing errors as bridge-alpha curves, and uses a predetermined characteristic order to generate zero-curve restrictions.
result Axis-level pricing errors are nearly orthogonal to maximum-Sharpe gains, showing significant sign reversals and overcorrections.

Develops a new nonparametric trace regression model for high-dimensional data.

problem Violation of known functional form and global low-rank structure assumptions in trace regression.
method Structured sign series representations for nonparametric trace regression models.
result Establishes excess risk bounds and sample complexities for the proposed model.

Meta-analysis improves personalized treatment rules across multiple sites.

problem Lack of generalizability in learning individualized treatment rules across different medical sites.
method Developed a method for individual-level meta-analysis of ITRs, borrowing sign-coherency information between sites.
result Jointly learned site-specific ITRs with improved generalizability.

In order to investigate the origin of large price fluctuations, we analyze stock price changes of ten frequently traded NASDAQ stocks in the year 2002. Though the influence of the trading frequency on the aggregate return in a certain time interval is important, it cannot alone explain the heavy tailed distribution of …

2006-06-18abs ↗pdf ↗

A new method reduces preference distortion in LLM alignment.

problem Vulnerability of traditional LLM alignment methods to human preference heterogeneity.
method Sign Estimator: A simple, provably consistent, and efficient estimator using binary classification loss.
result Substantially reduces preference distortion over a panel of simulated personas.

We study distributed computing of the truncated singular value decomposition problem. We develop an algorithm that we call \texttt{LocalPower} for improving communication efficiency. Specifically, we uniformly partition the dataset among mm nodes and alternate between multiple (precisely pp) local power iterations an…

2020-02-19abs ↗pdf ↗

New method improves training stochastic neural networks with tighter guarantees.

problem Training stochastic neural networks with provable guarantees.
method Developed partially-aggregated estimators and reformulated PAC-Bayesian bounds.
result Derives a differentiable objective leading to tighter generalisation guarantees.

The paper bounds solutions to complex optimization problems with uncertain data.

problem Distributionally robust optimization problems with multivariate uncertainty sets.
method Conditions and bounds derived for multivariate and univariate Wasserstein distances, Bregman-Wasserstein divergences, and signed Choquet integrals.
result Computable lower and upper bounds for DRO problems, derived from scalar-valued aggregation functions and Wasserstein distances.

ExCIR provides efficient, consistent, and scalable explainability for complex models.

problem Complex models lack transparency and require efficient, stable, and scalable explainability methods.
method ExCIR uses correlation-aware feature attribution with robust centering and groupwise aggregation.
result ExCIR delivers trustworthy agreement with global baselines and full model rankings, reduces runtime, and scales to large datasets.

A new framework for paired-sample testing in high-dimensional data.

problem Challenges in standard paired-sample testing for high-dimensional data.
method Develops a two-step testing procedure using scoring functions and Wilcoxon signed-rank test.
result Substantial performance gains in testing accuracy compared to traditional methods.

We decompose the squared price-of-risk premium into three components: intervention-stable premium, confounding wedge, and information loss.

problem Decomposing the squared price-of-risk premium into its components
method Identifying an order-three obstruction to aggregation across portfolios
result The decomposition is estimable and detectable with a permutation-calibrated screen

Graph edges, along with their labels, can represent information of fundamental importance, such as links between web pages, friendship between users, the rating given by users to other users or items, and much more. We introduce LEAP, a trainable, general framework for predicting the presence and properties of edges on…

2019-03-11abs ↗pdf ↗

Study finds option volume imbalance predicts equity market returns.

problem Predicting equity market returns using option volume imbalance.
method Nonlinear analysis of option volumes decomposed into five market participant classes.
result Strong signals of predictability of excess market returns from Market-Maker volumes.

Study on signed graphs with random signs, focusing on community detection.

problem Community detection in signed stochastic block models.
method Strong concentration inequalities for adjacency and Laplacian matrices, applied to signed Laplacian matrix.
result The sign of the first eigenvector of the Laplacian matrix defines a weakly consistent estimator for balanced community detection.

SELO model predicts link signs better than SDGNN using subgraph encoding and linear optimization.

problem Inferring the sign of links in signed networks with limited sign data.
method Subgraph Encoding via Linear Optimization (SELO) approach to learn edge embeddings.
result SELO model outperforms state-of-the-art methods on multiple real-world signed networks.

We argue that the standard graph Laplacian is preferable for spectral partitioning of signed graphs compared to the signed Laplacian. Simple examples demonstrate that partitioning based on signs of components of the leading eigenvectors of the signed Laplacian may be meaningless, in contrast to partitioning based on th…

2017-01-05abs ↗pdf ↗

Novel GNN for signed and directed networks using magnetic signed Laplacian.

problem Efficiently modeling signed and directed networks for tasks like clustering and link prediction.
method Introduced a magnetic signed Laplacian for directed signed graphs, used it to construct a spectral GNN.
result Demonstrated effective performance on tasks involving signed and directional information.

Sign equivariant networks improve model expressiveness for spectral geometric learning.

problem Limited expressiveness of sign invariant models for tasks like graph link prediction.
method Developed sign equivariant neural network architectures based on new analytic sign equivariant polynomials.
result Sign equivariant models achieve theoretical benefits in spectral geometric learning tasks.

Study examines cryptocurrency volatility factors using high-frequency data.

problem Understanding factors affecting cryptocurrency volatility.
method High-frequency panel data analysis of 2020-2022, comparing to equity benchmarks.
result Positive market returns and volatility drivers impact cryptocurrency volatility.

In this short note, we compare the combinatorial sign assignment of Manolescu, Ozsvath, Szabo and Thurston for grid homology of knots and links in 3-sphere with the sign assignment coming from a coherent system of orientations on Whitney disks. Although these constructions produce different signs, a small modification …

2018-12-06abs ↗pdf ↗

PyTorch Geometric Signed Directed fills the gap for GNNs on signed and directed graphs.

problem Lack of unified software packages for GNNs on signed and directed networks.
method Developed a software package with GNN models, synthetic and real-world data, and evaluation metrics.
result Demonstrates the effectiveness of the implemented methods through experiments.

Proposes a model to estimate effects of multiple related treatments.

problem Estimating effects of many related treatments in observational data.
method Customized ridge regression to reduce noise and MSE.
result Significantly reduces MSE for individual sub-treatments while allowing reconstruction of aggregated treatment effects.

The paper discovers patterns in Maass forms' coefficients related to Fricke signs.

problem Identifying Fricke signs in Maass forms with unknown signs.
method Averaging Fourier coefficients, Linear Discriminant Analysis (LDA), neural networks.
result 96% accuracy in predicting Fricke signs for forms with even parity, 94% for odd parity.

Novel CNN array for sign language recognition using wearable IMUs.

problem Efficiently recognizing sign language from wearable IMU signals.
method Two-dimensional Convolutional Neural Network array architecture for Indian sign language recognition.
result Peak classification accuracies of 94.20% for general sentences and 95.00% for interrogative sentences achieved.

In this paper we use theory of embedded graphs on oriented and compact PLPL-surfaces to construct minimal realizations of signed Gauss paragraphs. We prove that the genus of the ambient surface of these minimal realizations can be seen as a function of the maximum number of Carter's circles. For the case of signed Gaus…

2015-11-24abs ↗pdf ↗

This paper diagnoses factor-model pricing errors using a new method.

problem Measuring pricing errors in factor models with general characteristic axes.
method Developed a method to measure factor-model pricing errors as bridge-alpha curves, using a predetermined characteristic order and prefix portfolios.
result Adding a counterpart factor flips the curve's sign on every axis, but only HML and CMA overcorrect enough to be rejected.

CSNE embeds signed networks by separating structural and fine-grained information.

problem Improving sign prediction in signed networks using inaccurate or incomplete balance theories.
method Conditional Signed Network Embedding (CSNE) models structural and fine-grained information separately, integrating them rigorously.
result CSNE outperforms state-of-the-art on sign prediction tasks, and MaxEnt priors are competitive in resource-constrained settings.

Signed seminorms linked to real tropical spaces and matroids.

problem Understanding signed seminorms and their real tropicalizations.
method Introducing signed Goldman-Iwahori space, identifying it as inverse limit of real tropicalizations, and giving matroid-theoretic description.
result Signed seminorms identified as inverse limit of real tropicalizations of projective space.

The paper finds sign-changing solutions for a specific type of elliptic equation.

problem Existence of sign-changing solutions for a Yamabe type equation.
method Investigates a critical elliptic equation with a Yamabe type operator on a compact manifold with boundary.
result Existence of sign-changing solutions assured under certain geometric conditions.

Unified sign-based compression for federated learning with faster convergence.

problem High communication cost in federated learning with large-scale models.
method Unified noisy perturbation scheme for sign-based compression.
result Achieves faster convergence rate than existing sign-based methods.