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

326597129 · May 202619922001200920172026
48 results for strong IE

New method simplifies checking consistency of differentiable loss functions.

problem Verifying consistency of differentiable loss functions is difficult.
method Developed a new approach called strong indirect elicitation (strong IE) to simplify checking consistency.
result Strong IE is equivalent to calibration for strongly convex, differentiable surrogates.

We present a new random sampling strategy for k-bandlimited signals defined on graphs, based on determinantal point processes (DPP). For small graphs, ie, in cases where the spectrum of the graph is accessible, we exhibit a DPP sampling scheme that enables perfect recovery of bandlimited signals. For large graphs, ie, …

2017-03-05abs ↗pdf ↗

We say a knot kk in the 3-sphere S3\mathbb S^3 has {\it Property IEIE} if the infinite cyclic cover of the knot exterior embeds into S3\mathbb S^3. Clearly all fibred knots have Property IEIE. There are infinitely many non-fibred knots with Property IEIE and infinitely many non-fibred knots without property IEIE. Both…

2005-05-11abs ↗pdf ↗

The study characterizes hypersurfaces in spheres with constant scalar curvature.

problem Characterizing hypersurfaces in spheres with constant scalar curvature.
method Combining intrinsic and extrinsic geometry, establishing Takahashi-type theorems, and deriving integral inequalities.
result Characterizes hypersurfaces with specific curvature properties and provides spherical Bernstein theorems.

Prior work on training generative Visual Dialog models with reinforcement learning(Das et al.) has explored a Qbot-Abot image-guessing game and shown that this 'self-talk' approach can lead to improved performance at the downstream dialog-conditioned image-guessing task. However, this improvement saturates and starts d…

2019-09-23abs ↗pdf ↗

The rotation prediction (Rotation) is a simple pretext-task for self-supervised learning (SSL), where models learn useful representations for target vision tasks by solving pretext-tasks. Although Rotation captures information of object shapes, it hardly captures information of textures. To tackle this problem, we intr…

2019-12-25abs ↗pdf ↗

The paper develops a new model to evaluate policies in complex temporal/spatial experiments.

problem Evaluating the impact of policies in experiments with temporal and spatial dependencies.
method Temporal/spatio-temporal Varying Coefficient Decision Process (VCDP) model, decomposing ATE into DE and IE.
result Effective estimation and inference of DE and IE with rigorous statistical analysis.

ie-HGCN addresses HIN challenges by efficiently learning node representations.

problem Lack of flexibility in exploring meta-paths and high computational complexity in HIN GCN methods.
method Hierarchical aggregation architecture that automatically extracts useful meta-paths and reduces computational cost.
result ie-HGCN outperforms state-of-the-art methods on real network datasets.

With the remarkable success achieved by the Convolutional Neural Networks (CNNs) in object recognition recently, deep learning is being widely used in the computer vision community. Deep Metric Learning (DML), integrating deep learning with conventional metric learning, has set new records in many fields, especially in…

2018-03-07abs ↗pdf ↗

A new kernel method improves Poisson process intensity estimation.

problem Estimating intensity functions of inhomogeneous Poisson processes.
method Kernel method-based intensity estimator using least squares loss.
result K2^2IE achieves comparable predictive performance with improved efficiency.

We show that the map obtained by viewing a geometric (ie. representative) braid as a string link induces an isomorphism of the n-strand braid group onto the group of units of the n-strand string link monoid.

2013-04-17abs ↗pdf ↗

It is known that the long line supports 212^{\aleph_1} many non-diffeomorphic differential structures. We show that the long plane supports a similar number of exotic differential structures, ie structures which are not merely diffeomorphic to the product of two structures on the factor spaces.

2012-11-20abs ↗pdf ↗

The study identifies and predicts extreme stock price fluctuations using HHT and SVM.

problem Sporadic large stock price fluctuations due to various factors.
method Hilbert-Huang Transformation (HHT) for identifying extreme events (EEs) and Support Vector Regression (SVR) for forecasting.
result High instantaneous energy concentration in stock price during both positive and negative extreme events.

Ensemble methods are arguably the most trustworthy techniques for boosting the performance of machine learning models. Popular independent ensembles (IE) relying on naive averaging/voting scheme have been of typical choice for most applications involving deep neural networks, but they do not consider advanced collabora…

2017-06-12abs ↗pdf ↗

Yasutaka Nakanishi asked in 1981 whether a 3-move is an unknotting operation. In Kirby's problem list, this question is called `The Montesinos-Nakanishi 3-move conjecture'. We define the n-th Burnside group of a link and use the 3rd Burnside group to answer Nakanishi's question; ie, we show that some links cannot be re…

2002-05-04abs ↗pdf ↗

Convolutional neural networks (CNNs) have been successfully applied to many recognition and learning tasks using a universal recipe; training a deep model on a very large dataset of supervised examples. However, this approach is rather restrictive in practice since collecting a large set of labeled images is very expen…

2017-08-01abs ↗pdf ↗

Using classical Taylor series techniques, we develop a unified approach to pricing and implied volatility for European-style options in a general local-stochastic volatility setting. Our price approximations require only a normal CDF and our implied volatility approximations are fully explicit (ie, they require no spec…

2013-08-22abs ↗pdf ↗

Develops a PD estimation model using Lévy-driven processes for credit risk.

problem Estimating Probability of Default under new IFRS 9 regulations.
method Lévy-driven Ornstein-Uhlenbeck process with multiple latent variables, Integral Equation and PIDE formulation.
result Existence of weak and strong solutions for PD function, numerical schemes developed.

Paper proposes a method to recover accurate labels from partially valid data in multi-label learning.

problem Tackles noisy supervision in multi-label learning with partially valid labels.
method Develops a two-stage method that estimates label enrichment and ground-truth confidences.
result Demonstrates improved performance over state-of-the-art PML methods.

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under temporal drifts, ie, both the reward and state transition distributions are allowed to evolve over time, as long as their respective total variations, quantified by suitable metrics, do not exceed certain variation budgets. …

2019-06-07abs ↗pdf ↗

We produce examples of taut foliations of hyperbolic 3-manifolds which are R-covered but not uniform --- ie the leaf space of the universal cover is R, but pairs of leaves are not contained in bounded neighborhoods of each other. This answers in the negative a conjecture of Thurston `Three-manifolds, foliations and cir…

1998-08-14abs ↗pdf ↗

We consider structures analogous to symplectic Lefschetz pencils in the context of a closed 4-manifold equipped with a `near-symplectic' structure (ie, a closed 2-form which is symplectic outside a union of circles where it vanishes transversely). Our main result asserts that, up to blowups, every near-symplectic 4-man…

2004-10-14abs ↗pdf ↗

Optimizes bond portfolios to avoid worst-case losses.

problem Finding the worst-case value of a bond portfolio over a range of yield curves and spreads.
method Solves a convex-concave saddle point optimization problem to find the worst-case value and construct a robust portfolio.
result Constructs a bond portfolio that includes the worst-case value, ensuring robustness against market uncertainties.

For a Riemannian manifold (M,g)(M,g) with strictly convex boundary M\partial M, the lens data consists in the set of lengths of geodesics γγ with endpoints on M\partial M, together with their endpoints (x,x+)M×M(x_-,x_+)\in \partial M\times \partial M and tangent exit vectors (v,v+)TxM×Tx+M(v_-,v_+)\in T_{x_-} M\times T_{x_+} M. We show …

2014-12-04abs ↗pdf ↗

We consider an equity-linked contract whose payoff depends on the lifetime of policy holder and the stock price. We assume the limited capital for hedging and we provide with the best strategy for an insurance company in the meaning of so called succes factor $\IE^\IP\left[{\mathbf 1}_{\{V_T \geq D)}+{\mathbf 1}_{\{V_T…

2014-05-04abs ↗pdf ↗

This letter proposes a dictionary learning algorithm for blind one bit compressed sensing. In the blind one bit compressed sensing framework, the original signal to be reconstructed from one bit linear random measurements is sparse in an unknown domain. In this context, the multiplication of measurement matrix $\Ab$ an…

2015-08-30abs ↗pdf ↗

This the first of a set of three papers about the Compression Theorem: if M^m is embedded in Q^q X R with a normal vector field and if q-m > 0, then the given vector field can be straightened (ie, made parallel to the given R direction) by an isotopy of M and normal field in Q X R. The theorem can be deduced from Gromo…

1997-12-09abs ↗pdf ↗

This paper constructs wild knots from beaded necklaces using a Schottky group.

problem Creating wild knots from beaded necklaces and studying their properties.
method Using a Schottky group generated by inversions on spheres to construct wild knots.
result The constructed wild knots are fibered if the original knot is fibered.

Model-based learning algorithms have been shown to use experience efficiently when learning to solve Markov Decision Processes (MDPs) with finite state and action spaces. However, their high computational cost due to repeatedly solving an internal model inhibits their use in large-scale problems. We propose a method ba…

2012-06-27abs ↗pdf ↗

We consider the problem of online linear regression on individual sequences. The goal in this paper is for the forecaster to output sequential predictions which are, after TT time rounds, almost as good as the ones output by the best linear predictor in a given 1\ell^1-ball in Rd\\R^d. We consider both the cases wher…

2011-05-20abs ↗pdf ↗

Let Gamma be a cocompact lattice in SO(1,n). A representation rho: Gamma \to SO(2,n) is quasi-Fuchsian if it is faithfull, discrete, and preserves an acausal subset in the boundary of anti-de Sitter space - a particular case is the case of Fuchsian representations, ie. composition of the inclusions of Gamma in SO(1,n) …

2007-10-02abs ↗pdf ↗

We consider faithful projective actions of a cocompact lattice of SL(2,R) on the projective plane, with the following property: there is a common fixed point, which is a saddle fixed point for every element of infinite order of the the group. Typical examples of such an action are linear actions, ie, when the action ar…

2001-04-10abs ↗pdf ↗

We introduce a conceptually simple and effective method to quantify the similarity between relations in knowledge bases. Specifically, our approach is based on the divergence between the conditional probability distributions over entity pairs. In this paper, these distributions are parameterized by a very simple neural…

2019-07-21abs ↗pdf ↗

Let E1,,EkE_1,\dots ,E_k and EE be natural vector bundles defined over the category $\Cal Mf_m^+$ of smooth oriented mm--dimensional manifolds and orientation preserving local diffeomorphisms, with m2m\geq 2. Let MM be an object of $\Cal Mf_m^+$ which is connected. We give a complete classification of all separately con…

1994-09-28abs ↗pdf ↗

This is the third of three papers about the Compression Theorem: if M^m is embedded in Q^q X R with a normal vector field and if q-m > 0, then the given vector field can be straightened (ie, made parallel to the given R direction) by an isotopy of M and normal field in Q X R. The theorem can be deduced from Gromov's th…

2003-01-30abs ↗pdf ↗

The paper analyzes stability and convergence rates of entropic and Sinkhorn potentials.

problem Stability and convergence rates of entropic and Sinkhorn potentials.
method Semiconcavity properties of entropic potentials and Schrödinger bridges.
result Exponential convergence rates for gradient and Hessian of Sinkhorn iterates.

Data clustering is a fundamental problem with a wide range of applications. Standard methods, eg the kk-means method, usually require solving a non-convex optimization problem. Recently, total variation based convex relaxation to the kk-means model has emerged as an attractive alternative for data clustering. However…

2018-08-28abs ↗pdf ↗