Research
On-device research index

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

Trend · papers per month

126253379505 · Jun 202019922001200920172026
48 results for solvent effects

Machine learning improves implicit solvent models for molecular dynamics.

problem Accurate modeling of solvent effects for biological molecules is challenging.
method Leveraging machine learning and multi-scale coarse graining, ISSNet models implicit solvent potentials.
result ISSNet models outperform traditional methods in reproducing protein thermodynamics.

Machine learning models simulate molecular spectra and reactions in solvents.

problem Accurate simulation of molecular spectra and reactions in solvent environments.
method Introduced FieldSchNet, a deep neural network for modeling molecular interactions with external fields.
result Demonstrated significant lowering of Claisen rearrangement reaction activation barrier using FieldSchNet.

Atomistic or ab-initio molecular dynamics simulations are widely used to predict thermodynamics and kinetics and relate them to molecular structure. A common approach to go beyond the time- and length-scales accessible with such computationally expensive simulations is the definition of coarse-grained molecular models.…

2018-12-04abs ↗pdf ↗

Improved spectroscopy classification with deep learning and synthetic data.

problem Identifying chlorinated solvents in Raman spectra.
method Locally-connected neural network (NN) for binary classification, autoencoder-based outlier detection, and synthetic training data.
result The proposed method outperforms existing algorithms in accuracy and robustness.

Deep Convolutional Neural Networks (DCNN) has shown excellent performance in a variety of machine learning tasks. This manuscript presents Deep Convolutional Neural Fields (DeepCNF), a combination of DCNN with Conditional Random Field (CRF), for sequence labeling with highly imbalanced label distribution. The widely-us…

2015-11-17abs ↗pdf ↗

For portfolio optimisation under proportional transaction costs, we provide a duality theory for general cadlag price processes. In this setting, we prove the existence of a dual optimiser as well as a shadow price process in a generalised sense. This shadow price is defined via a "sandwiched" process consisting of a p…

2014-08-26abs ↗pdf ↗

In this work we will develop a new approach to solve the non repayment problem in microfinance due to the problem of asymmetric information. This approach is based on modeling and simulation of ordinary differential systems where time remains a primordial component, they thus enable microfinance institutions to manage …

2019-07-10abs ↗pdf ↗

CG-BGs combine flow-based models with PMFs to sample large systems efficiently.

problem Sampling equilibrium molecular configurations from the Boltzmann distribution is challenging.
method Coarse-grained Boltzmann Generators (CG-BGs) use flow-based models and learned PMFs for efficient sampling.
result CG-BGs provide a practical route for sampling larger molecular systems efficiently.

The paper develops a Gaussian process model for predicting chemical efficacy.

problem Statistical methodologies for analyzing chemical databases are limited.
method Conditional Gaussian process models with Tanimoto distance and a scaling parameter.
result Predictive performance improves when accounting for chemical space correlation.

Modeling financial contagion through bank networks, revealing solvency correlations.

problem Understanding how financial shocks propagate through interconnected banks.
method Simulated financial network of 100 banks, randomly generated with varying link probabilities, and shocks applied to 15 banks.
result Ranges of probability values and banks' solvency are positively correlated.

In this paper we consider the optimal dividend problem for an insurance company whose risk process evolves as a spectrally negative Lévy process in the absence of dividend payments. The classical dividend problem for an insurance company consists in finding a dividend payment policy that maximizes the total expected di…

2007-02-28abs ↗pdf ↗

The classical discrete time model of proportional transaction costs relies on the assumption that a feasible portfolio process has solvent increments at each step. We extend this setting in two directions, allowing for convex transaction costs and assuming that increments of the portfolio process belong to the sum of a…

2016-05-25abs ↗pdf ↗

Novel ML model predicts solvation free energies from atom interactions.

problem Predicting solvation free energies from atomistic interactions.
method Two encoding functions extract atomic feature vectors, interactions calculated by inner product.
result Outstanding performance and transferability on 6,493 experimental measurements.

Optimizes cryptocurrency exchanges' risk management by reducing positions based on leverage.

problem Managing risk in cryptocurrency futures exchanges during large price moves.
method Formulates ADL as an optimization problem to minimize risk of loss, using a water-filling rule to equalize leverage.
result The optimal ADL policy minimizes maximum leverage among participants, providing a transparent and implementable benchmark.

Complex non-linear interactions between banks and assets we model by two time-dependent Erdős Renyi network models where each node, representing bank, can invest either to a single asset (model I) or multiple assets (model II). We use dynamical network approach to evaluate the collective financial failure---systemic ri…

2014-03-22abs ↗pdf ↗

Gryffin optimizes categorical variables in materials design, leveraging expert knowledge.

problem Optimizing categorical variables in complex design choices like molecule selection.
method Bayesian optimization with smooth approximations to categorical distributions, incorporating expert knowledge.
result Gryffin accelerates discovery of promising molecules and materials, highlighting relevant correlations.

DECAF optimizes molecular graphs for ensemble properties, improving drug design accuracy.

problem Designing molecules with ensemble properties rather than single conformations.
method DECAF uses Boltzmann-expected design with decoupled annealing flows to optimize molecular graphs.
result DECAF optimizes molecular graphs to shift ensemble properties towards targets, improving accuracy over single-conformer methods.

The leverage effect refers to the generally negative correlation between the return of an asset and the changes in its volatility. There is broad agreement in the literature that the effect should be present for theoretical reasons, and it has been consistently found in empirical work. However, a few papers have pointe…

2019-09-18abs ↗pdf ↗

The Kalinin effectivity is studied and applied to compactifications and Hilbert squares.

problem Understanding Kalinin effectivity in compactifications and its applications.
method Definition, construction methods, and analysis of Kalinin effectivity in various compactifications.
result Wonderful compactifications of hyperplane arrangements and configuration spaces are Kalinin effective.

New method estimates treatment effects in network data, accounting for spillover effects.

problem Treatment effect estimation in networks with spillover effects.
method Augmented inverse probability weighting (AIPW) with cross-fitting and machine learning.
result Semiparametric treatment effect estimator converges at parametric rate and follows Gaussian distribution.

The paper clarifies the distinction between CATE and ITE under ignorability assumptions.

problem Confusion between CATE and ITE hinders personalized effect estimation.
method Clarifies the distinction between CATE and ITE under ignorability assumptions.
result CATE and ITE are not necessarily the same under ignorability assumptions.

GADGET framework decomposes global feature effects using recursive partitioning.

problem Misleading global feature effects when feature interactions are present.
method Generalized additive decomposition of global effects (GADGET) based on recursive partitioning.
result Minimizes interaction-related heterogeneity of local feature effects.

A new method estimates treatment effects in mixed groups, improving accuracy.

problem Estimating treatment effects in mixed groups with heterogeneous responses.
method PCM (pre-cluster and merge) approach for nonparametric estimation.
result Asymptotic consistency and significant improvement in accuracy over existing methods.

Study estimates heterogeneous principal causal effects with binary treatments and intermediate variables.

problem Estimating subgroup effects within strata defined by potential values of an intermediate variable.
method Proposes a framework for estimating and forming confidence intervals for heterogeneous principal causal effects under principal ignorability assumption. Develops several estimators with varying robustness properties.
result Established large-sample theory and analyzed bias contributions of each approach.

Study develops method for estimating causal effects in continuous variables.

problem Lack of methods for estimating causal effects in continuous variables.
method Develops a method independent of data generating models for continuous variable interventions.
result Preserves identifiability of data and applies to any generating models.

ICA accurately estimates treatment effects even with confounders.

problem Estimating treatment effects in the presence of confounding variables.
method Uses Independent Component Analysis (ICA) to identify latent sources and estimate mixing coefficients.
result Linear ICA can consistently estimate multiple treatment effects, even with Gaussian confounders, and is more sample-efficient than Orthogonal Machine Learning (OML).

Method improves treatment effect estimation in randomized experiments.

problem Estimating distributional treatment effects in randomized experiments.
method Distributional regression framework with machine learning for variance reduction.
result The proposed method reduces variance of distributional treatment effect estimators.

Dropout introduces both explicit and implicit regularization effects.

problem Understanding the full impact of dropout regularization.
method Disentangled explicit and implicit regularization effects through experiments and analytic simplifications.
result Explicit and implicit regularization effects of dropout are distinct and can be characterized analytically.

New Krylov subspace methods speed up mixed-effects models with crossed random effects.

problem Slow computations for high-dimensional crossed random effects in mixed-effects models.
method Krylov subspace-based methods for generalized mixed-effects models with cross effects.
result Speedups by factors of up to 10,000 in computations for mixed-effects models.

The use of drug combinations, termed polypharmacy, is common to treat patients with complex diseases and co-existing conditions. However, a major consequence of polypharmacy is a much higher risk of adverse side effects for the patient. Polypharmacy side effects emerge because of drug-drug interactions, in which activi…

2018-02-02abs ↗pdf ↗

Previous literature has identified an effect, dubbed the Zumbach effect, that is nonzero empirically but conjectured to be zero in any conventional stochastic volatility model. Essentially this effect corresponds to the property that past squared returns forecast future volatilities better than past volatilities foreca…

2018-09-06abs ↗pdf ↗

Identifies causal effects in LiNGAM models with latent variables.

problem Identifying causal effects in LiNGAM models with latent confounders.
method Complete graphical characterization and efficient algorithms for certification. RICA adaptation for estimation.
result Efficient algorithms and RICA adaptation for estimating causal effects.

Develops HCQRF for estimating heterogeneous treatment effects with censored data.

problem Estimating heterogeneous treatment effects on censored responses with high-dimensional variables.
method Hybrid Censored Quantile Regression Forest (HCQRF) combining random forests and censored quantile regression.
result Demonstrates the effectiveness and stability of HCQRF through simulation studies and real-world application.

Study relaxes identification assumptions for natural direct effects in non-randomized settings.

problem Identifying causal direct effects under unmeasured confounding.
method Developed relaxed conditions for identifying natural direct effects in non-randomized settings.
result Identified natural direct effect under unmeasured confounding conditions.

The Sagnac effect is re-examined using Finslerian geometry.

problem Understanding the Sagnac effect in general relativity.
method Reviewing the geometry of the Sagnac effect with a focus on Finslerian metrics.
result An asymmetry in Finslerian metrics affects the Sagnac effect for both future-pointing null and timelike geodesics.