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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.

169,051 papers · 148 categories

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9.6%19.2%28.8%38.4% · Jun 202019922001200920182026
48 results for stochastic substitute training

PASS protects private attributes by stochastically substituting data.

problem Protecting private attributes in ML services while maintaining data utility.
method PASS uses stochastic data substitution with a novel loss function derived from information theory.
result PASS effectively protects private attributes across various datasets.

Paper introduces a new method to create adversarial examples against gradient-obfuscating defenses.

problem Crafting adversarial examples to fool gradient-obfuscating defenses.
method Stochastic Substitute Training (SST), a gray-box approach.
result Adversaries can create adversarial examples without knowledge or limited information about the defense.

SAFER method certifies robustness to word substitutions without model structure.

problem Certified robustness against synonymous word substitutions in NLP models.
method Randomized smoothing with stochastic ensemble of randomized inputs.
result Significantly outperforms state-of-the-art methods for certified robustness.

The paper introduces a method to improve adversarial robustness in neural networks using randomized perturbations.

problem Deep neural networks are sensitive to small perturbations on correctly classified examples, leading to erroneous predictions.
method The approach uses randomized perturbations to optimize the worst case loss function over all possible substitutions of training examples, ensuring that substitution likelihood is weighted by the proximity to the original word.
result The method achieves performance gains and differentially-private model training, improving robustness against adversarial attacks.

DES training speeds up large-scale recommender systems convergence.

problem Training large-scale recommender systems with dynamic sparse features.
method Distributed Equivalent Substitution (DES) framework for fully synchronous training.
result DES achieves higher AUC and up to 68.7% communication savings.

New method removes contrastive loss by adding a prediction head, revealing learning mechanisms.

problem Understanding why neural networks learn competitive representations despite trivial optima.
method Empirical and theoretical analysis of a trainable, identity-initialized prediction head.
result The trainable prediction head enables learning all features, preventing dimensional collapse.

We define 2-dimensional topological substitutions. A tiling of the Euclidean plane, or of the hyperbolic plane, is substitutive if the underlying 2-complex can be obtained by iteration of a 2-dimensional topological substitution. We prove that there is no primitive substitutive tiling of the hyperbolic plane $\mathbb{H…

2011-01-20abs ↗pdf ↗

This paper explores how the generalization of substitute classifiers affects the success of black-box adversarial attacks.

problem Understanding the factors driving the transferability of black-box adversarial examples.
method Max-min adversarial example game framework and theoretical generalization bounds.
result Substitute NN with better generalization behavior results in more transferable adversarial examples.

The definition of deposit substitutes in Philippine tax law fails to consider the maturity of a debt instrument. This makes it possible for long-term bonds to be considered as deposit substitutes if they meet the 20-lender rule, taxable at 20% final tax. However, long-term debt instruments cannot realistically function…

2017-12-28abs ↗pdf ↗

Meta-model framework improves efficiency in parameter estimation of dynamical systems.

problem Efficiently estimating parameters of complex dynamical systems with computationally expensive objective functions.
method Dynamic adaptation of surrogate model and substitution strategy using a meta-model framework.
result Significant improvement in optimization efficiency, reducing evaluations by up to 77%.

An efficient algorithm for k-median clustering in a sequential setting without substitutions.

problem Clustering a sequence of examples without being able to substitute centers later.
method An efficient algorithm with a multiplicative approximation factor of twice the offline algorithm's factor, and an optimal offline algorithm.
result The efficient algorithm achieves a good approximation of the optimal offline solution.

Geometric theory explains substitutability in market outcomes based on production constraints.

problem Understanding substitutability in markets with structured feasible products.
method Modeling the set of feasible products as a compact Riemannian manifold to study intrinsic geometry and its effects on substitutability.
result Intrinsic geometry of the feasible set governs substitutability and market outcomes, with curvature controlling technological substitution elasticity.

Adaptive methods sometimes outperform SGD in over-parameterized DNNs.

problem Generalization in over-parameterized DNNs with adaptive methods.
method Comparing SGD and adaptive methods on over-parameterized linear regression.
result Minimum weight norm is not always the best indicator of good generalization.

This work improves neural network robustness to symbol substitutions using formal verification.

problem Neural networks' vulnerability to adversarial attacks, especially under discrete text perturbations.
method Formal verification using Interval Bound Propagation on a simplex model of input perturbations.
result Models show improved verified accuracy under perturbations with formal guarantees.

Defect of knot polynomials remains invariant under certain braid substitutions.

problem Invariance of knot polynomial defects under specific transformations.
method Investigation of defect invariants under antiparallel and parallel braid substitutions.
result Defect remains unchanged under antiparallel braid substitutions and changes by half the added length under parallel braid substitutions.

We study continuous time Bertrand oligopolies in which a small number of firms producing similar goods compete with one another by setting prices. We first analyze a static version of this game in order to better understand the strategies played in the dynamic setting. Within the static game, we characterize the Nash e…

2010-04-10abs ↗pdf ↗

New method extracts stochastic laws from data, including Lévy noise.

problem Extracting stochastic laws from data with non-Gaussian noise.
method Using normalizing flows to estimate transition density, then applying nonlocal Kramers-Moyal formulas.
result Can learn stochastic differential equations with Lévy motion.

Hybrid model combines interpretable and black-box models for better transparency and performance.

problem Balancing interpretability and predictive performance in machine learning models.
method Proposes a Hybrid Predictive Model (HPM) integrating an interpretable model with a black-box model, using principled objective functions and customized training algorithms.
result Hybrid models achieve an efficient trade-off between transparency and predictive performance.

The paper optimizes financial derivatives for market completion in SV models.

problem Optimizing financial derivatives for market completion in stochastic volatility models.
method Simulation-based method to approximate optimal portfolio strategy, using double optimization approach (utility maximization and risk exposure minimization).
result Strangle options are the best choices for market completion in equity options.

Network models assume unrealistic idiosyncratic risk, which can be mitigated by allowing for correlated shocks.

problem Network models assume idiosyncratic risk, which can be unrealistic and lead to incorrect predictions.
method Proposed a production-based asset pricing model to account for substitutability between trade partners and correlation in supply and demand shocks.
result Assets positively exposed to average propagation of upstream and downstream shocks earn lower average risk premia.

Develops methods to improve demand counterfactuals from imperfect proxies.

problem Imperfect proxies in demand models lead to biased counterfactuals and invalid inference.
method Practical toolkit for market-level and individual data, requiring minimal computation.
result Improves substitution prediction and counterfactual performance.

This work addresses time inconsistency in risk measures and develops a dynamic programming principle for risk minimization problems.

problem Time inconsistency in optimized certainty equivalents (OCEs) risk measures.
method Enlargement of state space to achieve a substitute for time consistency, derivation of dynamic programming principle.
result Characterization of the value function via viscosity solutions of Hamilton--Jacobi--Bellman--Issacs equations.

Solves consumption-investment problem with random horizon under Epstein-Zin preferences.

problem Maximizing consumption and investment under random time horizons with Epstein-Zin utility.
method Backward stochastic differential equations with superlinear growth on unbounded random horizons.
result Optimal strategies differ significantly when moving from fixed to random time horizons.

This paper benchmarks UNSW-NB15 as a modern alternative to KDD-99 for A-NIDS.

problem Skewed response distribution and non-stationarity in KDD-99 hamper A-NIDS performance.
method Compared UNSW-NB15 to KDD-99 and NSL-KDD using various classification models and SMOTE oversampling.
result UNSW-NB15 outperforms KDD-99 and NSL-KDD in minority class performance, suggesting it as a better benchmark.