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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.

168,742 papers · 148 categories

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48 results for stacking technique

Bayesian stacking improves model performance with varying model weights.

problem Improving model predictions with heterogeneous input performance.
method Bayesian hierarchical stacking with varying model weights inferred via Bayesian inference.
result Hierarchical stacking yields better predictions than linear averaging.

We propose a novel stacked generalization (stacking) method as a dynamic ensemble technique using a pool of heterogeneous classifiers for node label classification on networks. The proposed method assigns component models a set of functional coefficients, which can vary smoothly with certain topological features of a n…

2016-10-16abs ↗pdf ↗

We introduce a stacking version of the Monte Carlo algorithm in the context of option pricing. Introduced recently for aeronautic computations, this simple technique, in the spirit of current machine learning ideas, learns control variates by approximating Monte Carlo draws with some specified function. We describe the…

2019-03-26abs ↗pdf ↗

Stacked regressions improve predictive accuracy by combining estimators.

problem Improve predictive accuracy in regression models.
method Analogous to least-squares, learn combination weights by minimizing regularized empirical risk with nonnegativity constraint.
result The stacked estimator has strictly smaller population risk than the best single estimator, especially when signal-to-noise ratio is small.

Paper proposes a new reserving model using machine learning techniques.

problem Managing uncertainties in premium sufficiency and reserves for future claims.
method Stacked model combining Gradient Boosting, Random Forest, Artificial Neural Networks, and log-normal approach.
result The proposed model improves traditional reserving techniques, leading to more accurate reserving risk assessment.

Study predicts heart failure patient survival using stacked ensemble ML.

problem Predicting survival of heart failure patients.
method Collect and analyze patient data, apply SMOTE, use K-Means, Fuzzy C-Means clustering, Random Forest, XGBoost, Decision Tree, and propose a stacked ensemble model.
result Supervised ML algorithms outperform unsupervised models, achieving high accuracy and F1 score.

Stacking is a general approach for combining multiple models toward greater predictive accuracy. It has found various application across different domains, ensuing from its meta-learning nature. Our understanding, nevertheless, on how and why stacking works remains intuitive and lacking in theoretical insight. In this …

2019-01-26abs ↗pdf ↗

We review the basic definition of a stack and apply it to the topological and smooth settings. We then address two subtleties of the theory: the correct definition of a ``stack over a stack'' and the distinction between small stacks (which are algebraic objects) and large stacks (which are generalized spaces).

2003-06-10abs ↗pdf ↗

In this article, we derive many properties of étale stacks in various contexts, and prove that étale stacks may be characterized categorically as those stacks that arise as prolongations of stacks on a site of spaces and local homeomorphisms. Moreover, we show that the bicategory of étale differentiable stacks and loca…

2012-12-11abs ↗pdf ↗

Using stable log maps, we introduce log twisted differentials extending the notion of abelian differentials to the Deligne-Mumford boundary of stable curves. The moduli stack of log twisted differentials provides a compactification of the strata of abelian differentials. The open strata can have up to three connected c…

2016-10-17abs ↗pdf ↗

To construct flexible nonlinear predictive distributions, the paper introduces a family of softplus function based regression models that convolve, stack, or combine both operations by convolving countably infinite stacked gamma distributions, whose scales depend on the covariates. Generalizing logistic regression that…

2016-08-23abs ↗pdf ↗

New neural stack and Turing Machine architectures prove stability and computational power.

problem Designing stable neural network architectures for Turing Machine simulation.
method Introducing neural stack and Turing Machine architectures, proving stability and computational equivalence.
result Differentiable nnTM with bounded neurons can simulate Turing Machine in real-time and is equivalent to UTM.

In this paper we use 3-manifold techniques to illuminate the structure of the string link monoid. In particular, we give a prime decomposition theorem for string links on two components as well as give necessary conditions for string links to commute under the stacking operation.

2013-08-07abs ↗pdf ↗

We generalize the notion of a small sheaf of sets over a topological space or manifold to define the notion of a small stack of groupoids over an étale topological or differentiable stack. We then provide a construction analogous to the étalé space construction in this context, establishing an equivalence of 2-categori…

2010-11-28abs ↗pdf ↗

This work characterizes global quotient stacks---smooth stacks associated to a finite group acting a manifold---among smooth quotient stacks [M/G][M/G], where MM is a smooth manifold equipped with a smooth proper action by a Lie group GG. The characterization is described in terms of the action of the connected componen…

2013-02-02abs ↗pdf ↗

Constructs moduli stacks for quiver connections and extends non-Abelian Hodge theory.

problem Extending non-Abelian Hodge theory to moduli stacks of quiver connections.
method Formalizes and constructs moduli stacks of bundles with λ-connections over prestacks.
result Shows moduli stacks are algebraic and locally of finite presentation when base is smooth and projective.

Study connections on Lie groupoids and stacks using Atiyah sequences.

problem No specific problem stated; general connections on Lie groupoids and stacks.
method Construct connections using Atiyah sequences associated with transversal tangential distributions.
result Detailed study and construction of connections on Lie groupoids and stacks.

In this paper, we consider diffeological spaces as stacks over the site of smooth manifolds, as well as the "underlying" diffeological space of any stack. More precisely, we consider diffeological spaces as so-called concrete sheaves and show that the Grothendieck construction sending these sheaves to stacks has a left…

2014-06-05abs ↗pdf ↗

This research predicts Bitcoin prices using wavelet and deep stacking approach.

problem Predicting price fluctuations of Bitcoin due to its price volatility.
method Wavelet for noise removal, deep learning models (neural networks and transformers), feature selection.
result The model achieved high accuracy in predicting Bitcoin prices at different time intervals.

Constructs moduli stacks of quiver bundles and applies to Higgs bundles.

problem Classifying morphisms of vector bundles over a fixed base.
method General method for constructing moduli stacks of diagrams of vector bundles indexed by a simplicial set.
result Recovery of Nakajima quiver varieties and alternate construction of moduli stacks of Higgs bundles.

Model predicts S&P500 volatility more accurately than existing models.

problem Improving accuracy of volatility and market risk forecasts.
method Stacked model using Gradient Descent Boosting, Random Forest, SVM, and Artificial Neural Network.
result The model outperforms other models in forecasting S&P500 volatility.

We study compositional generalization, viz., the problem of zero-shot generalization to novel compositions of concepts in a domain. Standard neural networks fail to a large extent on compositional learning. We propose Tree Stack Memory Units (Tree-SMU) to enable strong compositional generalization. Tree-SMU is a recurs…

2019-11-05abs ↗pdf ↗

New unsupervised learning technique learns independent kernels for better machine learning tasks.

problem Improving unsupervised representation learning for machine learning tasks.
method Stacking convolutional transforms using alternating proximal minimization scheme.
result DCTL outperforms shallow version CTL on benchmark datasets.

This thesis is divided into four chapters. The first chapter discusses the relationship between stacks on a site and groupoids internal to the site. It includes a rigorous proof of the folklore result that there is an equivalence between the bicategory of internal groupoids and the bicategory of geometric stacks. The s…

2018-06-05abs ↗pdf ↗

Study moduli spaces of elliptic PDEs using derived CC^{\infty}-geometry.

problem Representability of moduli spaces of solutions of elliptic PDEs.
method Derived CC^{\infty}-geometry, stacks of relative jets, nonlinear Fredholm analysis.
result Moduli stack of solutions is relatively representable by quasi-smooth derived CC^{\infty}-schemes.

For a compact manifold M and a differentiable stack \cX presented by a Lie groupoid X, we show the Hom-stack Hom(M,\cX) is presented by a Fréchet-Lie groupoid Map(M,X) and so is an infinite-dimensional differentiable stack. We further show that if \cX is an orbifold, presented by a proper étale Lie groupoid, then Map(M…

2016-10-19abs ↗pdf ↗

Paper proves stacking ensembling is effective and proposes a new family of stacked generalizations.

problem Lack of theoretical guarantees for stacking ensembling methods.
method Proves novel theoretical result and proposes a new family of stacked generalizations.
result Proves stacking ensembling is effective and proposes a new family of stacked generalizations.

The paper studies higher geometric structures and connections on manifolds, constructing moduli stacks and proving equivalence criteria.

problem Classifying and understanding higher geometric structures and connections on manifolds.
method Constructing smooth higher symmetry groups, moduli stacks, and higher gauge actions; proving equivalence criteria.
result Construction and classification of moduli stacks of higher geometric data and connections.

Researchers compute differential K-theory for moduli stacks.

problem Computing differential K-theory for moduli stacks of principal G-bundles.
method Using homotopy theory of presheaves of spaces and spectra, they formulate results in terms of invariant polynomials and representation rings.
result They successfully compute the connective differential K-theory and differential cohomology of moduli stacks.

In this paper we relate the study of actions of discrete groups over connected manifolds to that of their orbit spaces seen as differentiable stacks. We show that the orbit stack of a discrete dynamical system on a simply connected manifold encodes the dynamics up to conjugation and inversion. We also prove a generaliz…

2018-03-31abs ↗pdf ↗