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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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162325487649 · Jun 202019922001200920172026
48 results for structured world

We examine how the structure of the world trade network has been shaped by globalization and recessions over the last 40 years. We show that by treating the world trade network as an evolving system, theory predicts the trade network is more sensitive to evolutionary shocks and recovers more slowly from them now than i…

2010-10-03abs ↗pdf ↗

FOCUS improves offline RL by incorporating causal structure into world-models.

problem Learning effective policies from historical data without interaction.
method FOCUS proposes a practical algorithm that learns and leverages causal structure in offline RL.
result FOCUS outperforms plain model-based offline RL algorithms and other causal model-based RL algorithms.

Unified framework models multiple financial and insurance term structures.

problem Modeling multiple term structures in various markets.
method Extended Heath-Jarrow-Morton (HJM) approach under real-world probability.
result Characterization of local martingale deflators and existence of affine realizations.

SPARTAN learns sparse interaction graphs between objects in scenes.

problem Capturing structured interactions between entities in complex settings remains challenging.
method SPARTAN is a Transformer-based world model that learns sparse, context-dependent interaction graphs through sparsity regularization on attention patterns.
result SPARTAN achieves significantly improved few-shot adaptation to dynamics changes and robustness against distractors.

The paper explores how to make machine learning models robust to domain shifts.

problem Machine learning models are unreliable in domains different from training.
method Introducing a broad formal notion of invariance and causal structures.
result The true underlying causal structure of the data plays a critical role in robustness.

GPT learns a causal world model from token predictions, validated in game sequences.

problem Does GPT implicitly learn a causal world model from token predictions?
method Derived a causal interpretation of GPT's attention mechanism and proposed zero-shot causal structure learning.
result GPT can generate legal next moves with high confidence for sequences with encoded causal structures, but fails for illegal moves.

During the last two decades, we easilly see that the World Wide Web's link structure is modeled as the directed graph. In this paper, we will model the World Wide Web's link structure as the directed hypergraph. Moreover, we will develop the PageRank algorithm for this directed hypergraph. Due to the lack of the World …

2019-08-29abs ↗pdf ↗

The \emph{World Trade Web} (WTW), the network defined by the international import/export trade relationships, has been recently shown to display some important topological properties which are tightly related to the Gross Domestic Product of world countries. While our previous analysis focused on the static, undirected…

2005-02-13abs ↗pdf ↗

Differential calculus on metric spaces is contained in the algebraic study of normed groupoids with δδ-structures. Algebraic study of normed groups endowed with dilatation structures is contained in the differential calculus on metric spaces. Thus all algebraic properties of the small world of normed groups with dilat…

2009-11-06abs ↗pdf ↗

The paper identifies clusters in the World Trade Network using communicability distances.

problem Identifying clusters in the World Trade Network.
method Uses Estrada and vibrational communicability distances to find clusters maximizing a modularity function.
result Identifies specific distance thresholds that maximize modularity, revealing unique relationships between countries.

Estimates CATEs for structured treatments using a new decomposition method.

problem Estimating conditional average treatment effects for complex data types.
method Generalized Robinson decomposition, isolating causal estimand, arbitrary model plugging, quasi-oracle convergence guarantee.
result Demonstrates superior performance in CATE estimation compared to prior work.

How can intelligent agents solve a diverse set of tasks in a data-efficient manner? The disentangled representation learning approach posits that such an agent would benefit from separating out (disentangling) the underlying structure of the world into disjoint parts of its representation. However, there is no generall…

2018-12-05abs ↗pdf ↗

A key goal of computer vision is to recover the underlying 3D structure from 2D observations of the world. In this paper we learn strong deep generative models of 3D structures, and recover these structures from 3D and 2D images via probabilistic inference. We demonstrate high-quality samples and report log-likelihoods…

2016-07-03abs ↗pdf ↗

In the age of globalization, it is natural that the stock market of each country is not independent form the other markets. In this case, collective behavior could be emerged form their dependency together. This article studies the collective behavior of a set of forty influential markets in the world economy with the …

2017-03-26abs ↗pdf ↗

Study evaluates scalability and real-world impact of disentangled representations.

problem Scalability and real-world impact of disentangled representations.
method New high-resolution dataset and architectures for disentangled representation learning.
result Disentanglement predicts out-of-distribution task performance.

Redundancy improves learning stability and generalization in structured systems.

problem Understanding redundancy in structured systems for learning and generalization.
method Developed a theoretical framework that redefines redundancy as a geometric principle unifying various measures.
result Redundancy balances structure and coupling, leading to optimal stability and generalization.

The workshop focuses on AI principles for structured data.

problem Using AI on structured data for decision-making.
method Addressing principles of privacy, accountability, interpretability, robustness, and reasoning.
result Designing approaches to use structured data for reliable decisions.

This study applies EMD to MSCI World index and converts IMFs into graphs for GNN modeling.

problem Modeling financial time series with GNNs.
method EMD, CEEMDAN, graph transformations (natural visibility, horizontal visibility, recurrence, transition graphs), topological analysis.
result High-frequency IMFs yield dense, highly connected small-world graphs; low-frequency IMFs produce sparser networks.

In the economic literature, geographic distances are considered fundamental factors to be included in any theoretical model whose aim is the quantification of the trade between countries. Quantitatively, distances enter into the so-called gravity models that successfully predict the weight of non-zero trade flows. Howe…

2012-10-11abs ↗pdf ↗

In this note we study the bilateral merchandise trade flows between 186 countries over the 1948-2005 period using data from the International Monetary Fund. We use Pajek to identify network structure and behavior across thresholds and over time. In particular, we focus on the evolution of trade "islands" in the a world…

2007-09-15abs ↗pdf ↗

In this note we clarify the relation between extended world-sheet supersymmetry and generalized complex structure. The analysis is based on the phase space description of a wide class of sigma models. We point out the natural isomorphism between the group of orthogonal automorphisms of the Courant bracket and the group…

2005-02-15abs ↗pdf ↗

New theorems show agents need specific internal structures to perform well under uncertainty.

problem How do agents need to be structured to perform well under uncertainty?
method Proved selection theorems showing strong task performance forces specific internal structures.
result Strong task performance forces world models, belief-like memory, and persistent regime-tracking variables.

We present two online causal structure learning algorithms which can track changes in a causal structure and process data in a dynamic real-time manner. Standard causal structure learning algorithms assume that causal structure does not change during the data collection process, but in real-world scenarios, it does oft…

2019-04-30abs ↗pdf ↗

New method handles structural uncertainty in graphs better than existing models.

problem Handling heterophily and structural noise in semi-supervised learning on graphs.
method Sparse signed message passing network that models a posterior distribution over signed adjacency matrices.
result Our method outperforms strong baseline models on heterophilic benchmarks under both synthetic and real-world structural noise.

We uncover scaling laws and statistical structure in complex datasets.

problem Understanding universal traits in complex datasets.
method Analogizing data to physical systems, using statistical physics and RMT.
result Real-world datasets and Gaussian data with long-range correlations share the same RMT universality class.

As humans we are driven by a strong desire for seeking novelty in our world. Also upon observing a novel pattern we are capable of refining our understanding of the world based on the new information---humans can discover their world. The outstanding ability of the human mind for discovery has led to many breakthroughs…

2019-02-20abs ↗pdf ↗

In self-organizing networks, topology and dynamics coevolve in a continuous feedback, without exogenous driving. The World Trade Network (WTN) is one of the few empirically well documented examples of self-organizing networks: its topology strongly depends on the GDP of world countries, which in turn depends on the str…

2012-01-05abs ↗pdf ↗

A new pruning method reduces DNN size and interconnectivity using brain network principles.

problem Over-parameterization in deep neural networks causes memory and hardware cost issues.
method Structural pruning scheme based on Small-World model, trimming network before training.
result Reduced model size by 2.3% on LeNet-5 for MNIST and 9.02% on VGG-16 for CIFAR-10.

We present a framework to train a structured prediction model by performing smoothing on the inference algorithm it builds upon. Smoothing overcomes the non-smoothness inherent to the maximum margin structured prediction objective, and paves the way for the use of fast primal gradient-based optimization algorithms. We …

2019-02-08abs ↗pdf ↗

We construct the term structure of the (forward-looking, US market) equity risk premium from SPX option chains. The method is "model-light". Risk-neutral probability densities are estimated by fitting NN-component Gaussian mixture models to option quotes, where NN is a small integer (here 4 or 5). These densities are…

2019-10-31abs ↗pdf ↗

We develop a simple theoretical framework for the evolution of weighted networks that is consistent with a number of stylized features of real-world data. In our framework, the Barabasi-Albert model of network evolution is extended by assuming that link weights evolve according to a geometric Brownian motion. Our model…

2009-08-03abs ↗pdf ↗

New method learns unbiased treatment representations from structured high-dimensional data.

problem Estimating causal effects from high-dimensional, structured treatments.
method Contrastive learning approach to learn unbiased treatment representations.
result The method identifies causal factors and discards non-causal ones, leading to unbiased causal effect estimates.

The study proves necessary conditions for robust decision-making in uncertain environments.

problem Conditions for robust decision-making in uncertain environments.
method Quantitative selection theorems and binary betting decisions.
result World models, belief-like memory, and persistent variables are necessary for strong task performance.

We investigate the existence of affine realizations for Lévy driven interest rate term structure models under the real-world probability measure, which so far has only been studied under an assumed risk-neutral probability measure. For models driven by Wiener processes, all results obtained under the risk-neutral appro…

2019-07-11abs ↗pdf ↗

Paper uncovers causal structures in Hawkes processes with latent subprocesses.

problem Tackles latent subprocesses in Hawkes processes with complex event-driven interactions.
method Proposes a two-phase iterative algorithm that infers causal relationships and identifies latent subprocesses.
result Successfully recovers causal structures in datasets with latent subprocesses.