We derive generalization error bounds for traditional time-series forecasting models. Our results hold for many standard forecasting tools including autoregressive models, moving average models, and, more generally, linear state-space models. These non-asymptotic bounds need only weak assumptions on the data-generating…
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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.
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48 results for “standardized tools”
New metrics improve fairness in risk assessments.
problem Risk assessments reflect historical policies, not future decisions.
method Counterfactual analogues of metrics, doubly robust estimation.
result Fairness metrics under counterfactuals can differ from standard metrics.
New method improves ResNet performance without batch normalization.
problem Improving ResNet performance without batch normalization.
method Adapted Weight Standardization to maintain signal propagation.
result Highly performant ResNets achieve state-of-the-art performance on ImageNet.
We prove various results on contact structures obtained by contact surgery on a single Legendrian knot in the standard contact three--sphere. Our main tool are the contact Ozsvath--Szabo invariants.
The pairwise influence matrix of Dobrushin has long been used as an analytical tool to bound the rate of convergence of Gibbs sampling. In this work, we use Dobrushin influence as the basis of a practical tool to certify and efficiently improve the quality of a discrete Gibbs sampler. Our Dobrushin-optimized Gibbs samp…
Probabilistic models can handle causal inference without special tools.
problem Confusion over necessary tools for causal inference.
method Demonstrated through concrete examples that causal questions can be answered using standard probabilistic models.
result Causal questions can be addressed using standard probabilistic modelling and inference.
Three tools improve practical differential privacy.
problem Challenges in applying differential privacy to real-world data.
method Three tools: sanity checks, adaptive clipping, and large-batch training.
result Improves model performance and practicality of differential privacy.
We examine the efficiency of the Asymmetric Power ARCH (APARCH) model in the case where the residuals follow the standardized Pearson type IV distribution. The model is tested with a variety of loss functions and the efficiency is examined via application of several statistical tests and risk measures. The results indi…
This paper uses SampEn to measure and predict oil price volatility.
problem Measuring and predicting volatility in international oil prices.
method Sample Entropy (SampEn) compared with standard deviation; machine learning algorithms used.
result SampEn effectively predicts traditional volatility measures, especially during financial crises.
Paper proposes a diagnostic tool for evaluating model performance out-of-sample.
problem Evaluating model performance on unseen data.
method Uses a finite calibration dataset to assess future losses.
result Provides guarantees under weak assumptions and quantifies distribution shifts.
A Power Transformcs.LG
Novel power transform unifies various mathematical functions.
problem Normalizing and standardizing datasets.
method Presented a novel power transform.
result Unified various mathematical functions.
Rapid overlay of chemical structures (ROCS) is a standard tool for the calculation of 3D shape and chemical ("color") similarity. ROCS uses unweighted sums to combine many aspects of similarity, yielding parameter-free models for virtual screening. In this report, we decompose the ROCS color force field into "color com…
Paper standardizes data licensing for AI and ML.
problem Unclear and ambiguous data licensing language in AI and ML.
method Developed a new family of data license language (Montreal Data License) and a web-based tool to generate it.
result Clearer tools and concepts for data use in AI and ML markets.
This article is a continuation of work on construction and calculation various of modifications of invariant based on the use Euclidean metric values attributed to elements of manifold triangulation. We again address the well investigated lens spaces as a standard tool for checking the nontriviality of topological inva…
Optimizes risk assessment tools using mixed-integer programming.
problem Challenges in healthcare risk assessment due to label scarcity and asymmetric misclassification costs.
method Jointly optimizes scoring weights and category thresholds via mixed-integer programming (MIP).
result Prevents label-scarce category collapse and achieves more accurate risk categorization.
This paper introduces tools to predict individual survival probabilities across all times.
problem Lack of tools to provide individual survival probabilities across all time points.
method Develops and evaluates new models including extensions to Cox model, Accelerated Failure Time, Random Survival Forests, and Multi-Task Logistic Regression.
result Introduces D-Calibration for evaluating individual survival distribution models.
Circular variables arise in a multitude of data-modelling contexts ranging from robotics to the social sciences, but they have been largely overlooked by the machine learning community. This paper partially redresses this imbalance by extending some standard probabilistic modelling tools to the circular domain. First w…
PEHRT harmonizes EHR data for translational research.
problem Barriers in using EHR data for translational research.
method Common pipeline including open-source code, visualization tools, and detailed documentation.
result PEHRT harmonizes EHR data to standardized ontologies and generates robust embeddings.
Probe-level models have led to improved performance in microarray studies but the various sources of probe-level contamination are still poorly understood. Data-driven analysis of probe performance can be used to quantify the uncertainty in individual probes and to highlight the relative contribution of different noise…
Derives optimal control conditions using calculus of variations.
problem Optimizing Markov control in stochastic control problems.
method Calculus of variations approach to derive necessary conditions.
result Solves the Merton portfolio optimization problem.
We establish tools to facilitate the computation and application of the Chekanov-Eliashberg differential graded algebra (DGA), a Legendrian-isotopy invariant of Legendrian knots in standard contact three-space. More specifically, we reformulate the DGA in terms of front projection, and introduce the characteristic alge…
We propose iSCMs to standardize SCM data, improving causal inference.
problem Artifacts in SCM data can lead to misleading conclusions.
method We introduce internally-standardized structural causal models (iSCMs).
result iSCMs are not -sortable and mostly not -sortable.
Agents learn sophisticated tool use and coordination in hide-and-seek.
problem Training agents to perform complex tasks in multi-agent environments.
method Multi-agent competition with hide-and-seek as a simple objective.
result Agents develop emergent strategies requiring sophisticated tool use and coordination.
Computing Diffusion Geometrymath.DG
New framework for diffusion geometry simplifies complex calculations.
problem Challenges in applying calculus and geometry to real data.
method Reformulates calculus and geometry via diffusion processes.
result Improves precision, robustness, and computational efficiency.
QRAFTI uses multi-agent framework to improve equity factor research.
problem Replicating and developing new equity factors in large financial datasets.
method Integrates a research toolkit with MCP servers for data access and custom coding operations.
result Improves performance and explainability in multi-step empirical tasks.
We show that an oriented elliptic 3-manifold admits a universally tight positive contact structure iff the corresponding group of deck transformations on preserves a standard contact structure pointwise. We also relate univerally tight contact structures on 3-manifolds covered by to the exceptional isomorph…
The study uses Markov chains to forecast cryptocurrency market dynamics.
problem Forecasting and understanding market fluctuations in cryptocurrencies.
method Markov chains of orders one to eight were used to forecast intra-day returns of three major cryptocurrencies.
result Predictions from empirical probabilities outperform random choices.
A Machine-Learning-Ready Dataset Prepared from the Solar and Heliospheric Observatory Missionastro-ph.SR
Python tool creates machine-learning-ready solar dataset.
problem Creating a usable dataset for space weather forecasting.
method Python tool generates dataset from SoHO and SDO images, applying pre-processing.
result Dataset is machine-learning ready, free of missing data, and temporally synced.
Solves empirical risk minimization for relational data using graph sampling.
problem Empirical risk minimization for relational data.
method Graph sampling theory, stochastic gradient descent, automatic differentiation.
result Automatic unbiased stochastic gradients for relational data.
In case of a standard form vN-algebra, the Bures distance is the natural distance between the fibres of implementing vectors at normal positive linear forms. Thereby, it is well-known that to each two normal positive linear forms implementing vectors exist such that the Bures distance is attained by the metric distance…
We show that the Kuratowski imbedding of a Riemannian manifold in L^\infty, exploited in Gromov's proof of the systolic inequality for essential manifolds, admits an approximation by a (1+C)-bi-Lipschitz (onto its image), finite-dimensional imbedding for every C>0. Our key tool is the first variation formula thought of…
Time changes of noise level at Warsaw Stock Market are analyzed using a recently developed method basing on properties of the coarse grained entropy. The condition of the minimal noise level is used to build an efficient portfolio. Our noise level approach seems to be a much better tool for risk estimations than standa…
We propose a novel adaptive importance sampling algorithm which incorporates Stein variational gradient decent algorithm (SVGD) with importance sampling (IS). Our algorithm leverages the nonparametric transforms in SVGD to iteratively decrease the KL divergence between our importance proposal and the target distributio…
The reflection length of an element of a Coxeter group is the minimal number of conjugates of the standard generators whose product is equal to that element. In this paper we prove the conjecture of McCammond and Petersen that reflection length is unbounded in any non-affine Coxeter group. Among the tools used, the con…
Develops non-standard analysis for coherent risk estimation.
problem Estimating coherent risk measures in financial contexts.
method Non-standard analysis, hyperfinite representations, discrete Kusuoka formulae, plug-in asymptotics.
result Uniform almost sure consistency and asymptotic normality of spectral plug-in estimators.
Due to the success of residual networks (resnets) and related architectures, shortcut connections have quickly become standard tools for building convolutional neural networks. The explanations in the literature for the apparent effectiveness of shortcuts are varied and often contradictory. We hypothesize that shortcut…
InVA models image outcomes from multiple modalities, outperforming standard VAEs.
problem Understanding relationships across multiple imaging modalities in neuroimaging.
method Integrative Variational Autoencoder (InVA) framework for image-on-image regression.
result InVA accurately predicts PET scans from structural MRI, outperforming conventional models.
The article treats the geometrical theory of partial differential equations in the absolute sense, i.e., without any additional structures and especially without any preferred choice of independent and dependent variables. The equations are subject to arbitrary transformations of variables in the widest possible sense.…
This is a simple mathematical introduction into Feynman diagram technique, which is a standard physical tool to write perturbative expansions of path integrals near a critical point of the action. I start from a rigorous treatment of a finite dimensional case (which actually belongs more to multivariable calculus than …
A geometric Laplace methodmath.DG
Geometrically reformulates the Laplace method for optimal transport.
problem Approximating integrals using the Laplace method without geometric interpretation.
method Introduces the Kim-McCann Riemannian metric to give a geometric formulation of the Laplace method.
result Expresses the first-order term of the Laplace method using geometric objects.
The k-generalized distribution: A new descriptive model for the size distribution of incomesq-fin.GN
This paper proposes the k-generalized distribution as a model for describing the distribution and dispersion of income within a population. Formulas for the shape, moments and standard tools for inequality measurement - such as the Lorenz curve and the Gini coefficient - are given. A method for parameter estimation is …
SBI improves uncertainty analysis of cardiovascular biomarkers.
problem Mapping waveforms back to plausible physiological parameters.
method Simulation-based inference (SBI) for statistical inference.
result Posterior distributions provide a multi-dimensional representation of uncertainty.
This paper begins the study of relations between Riemannian geometry and contact topology in any dimension and continues this study in dimension 3. Specifically we provide a lower bound for the radius of a geodesic ball in a contact manifold that can be embedded in the standard contact structure on Euclidean space, tha…
New arithmetic phenomenon 'murmurations' detected using AI.
problem Detecting new arithmetic patterns in large datasets.
method Machine learning interpretability tools (PCA, saliency, convolutional filters).
result Murmurations encode Frobenius traces and connect to number theory.
On Lyapunov Exponents for RNNs: Understanding Information Propagation Using Dynamical Systems Toolscs.LG
Lyapunov exponents help understand RNN stability.
problem Optimizing RNNs is sensitive to various parameters.
method Use Lyapunov exponents as dynamical system tools.
result Lyapunov spectrum measures training stability.
CRYSPNet: Crystal Structure Predictions via Neural Networkcond-mat.mtrl-sci
CRYSPNet predicts crystal structures from chemical compositions.
problem Predicting crystal structures of solids is challenging and computationally expensive.
method CRYSPNet uses a neural network to predict crystal properties from chemical composition.
result CRYSPNet outperforms alternative methods and is robustly validated.
Accumulation of standardized data collections is opening up novel opportunities for holistic characterization of genome function. The limited scalability of current preprocessing techniques has, however, formed a bottleneck for full utilization of contemporary microarray collections. While short oligonucleotide arrays …
Within the Own Risk and Solvency Assessment framework, the Solvency II directive introduces the need for insurance undertakings to have efficient tools enabling the companies to assess the continuous compliance with regulatory solvency requirements. Because of the great operational complexity resulting from each comple…