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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.

168,786 papers · 148 categories

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48 results for style fit

A power-law fit to the empirical inference-compute frontier in LOB prediction suggests a scaling-law-style frontier.

problem Limit order book prediction
method Using a suite of models ranging from small decision trees to neural LOB architectures
result A power-law fit to the low- and mid-compute non-MLPLOB frontier extrapolates across multiple orders of magnitude and attains R2=0.941R^2=0.941 on the excluded high-compute MLPLOB target frontier.

We introduce a Maximum Entropy model able to capture the statistics of melodies in music. The model can be used to generate new melodies that emulate the style of the musical corpus which was used to train it. Instead of using the nn-body interactions of (n1)(n-1)-order Markov models, traditionally used in automatic mus…

2016-10-11abs ↗pdf ↗

This paper addresses anisotropy in Transformer models, providing geometric insights and empirical support.

problem Anisotropy phenomenon in Transformer models, challenging their geometric interpretation.
method Derive geometric arguments and use concept-based mechanistic interpretability during training.
result Activation-derived directions capture large gradient energy and a larger share of gradient anisotropy than normal controls.

Paper proposes a method to extract style features from unlabeled data.

problem Extracting fine-grained features like styles from unlabeled data.
method Contrastive conditioned variational autoencoders with mutual information constraints.
result The method efficiently extracts style features from real-world natural image datasets.
Tradable Schemescond-mat.stat-mech

In this article we present a new approach to the numerical valuation of derivative securities. The method is based on our previous work where we formulated the theory of pricing in terms of tradables. The basic idea is to fit a finite difference scheme to exact solutions of the pricing PDE. This can be done in a very e…

2000-09-04abs ↗pdf ↗

Study examines Indian equity mutual funds' investment style and risk-shifting.

problem Understanding how Indian equity mutual funds' investment styles affect their returns.
method Estimating size and style beta coefficients, identifying breakpoints, analyzing investment styles, and assessing risk-shifting intensity.
result Funds can enhance returns by shifting to high-return styles like Small Value and Small Blend.

We propose Gaussian optimal transport for Image style transfer in an Encoder/Decoder framework. Optimal transport for Gaussian measures has closed forms Monge mappings from source to target distributions. Moreover interpolates between a content and a style image can be seen as geodesics in the Wasserstein Geometry. Usi…

2019-05-30abs ↗pdf ↗

The paper tackles calibrating long-term behaviors with multiple styles using programmatic style-consistency.

problem Generating long-term sequential behaviors with multiple styles simultaneously.
method Leverage programmatic labeling functions to specify controllable styles and derive style-consistency as a learning objective.
result Learned policies can be calibrated for up to 1024 distinct style combinations.

Efficient offline reinforcement learning with neural networks using differentiable function approximation.

problem Statistical efficiency of offline reinforcement learning with function approximators.
method Pessimistic fitted Q-learning (PFQL) and differentiable function approximation.
result Provably efficient offline reinforcement learning with differentiable function approximation.

Text style transfer aims to modify the style of a sentence while keeping its content unchanged. Recent style transfer systems often fail to faithfully preserve the content after changing the style. This paper proposes a structured content preserving model that leverages linguistic information in the structured fine-gra…

2018-10-15abs ↗pdf ↗

Improved TTS style transfer across disjoint datasets with adversarial cycle consistency.

problem Suboptimal TTS style transfer on disjoint datasets with underrepresented styles.
method Adversarial cycle consistency training with paired and unpaired triplets.
result 78% improvement in style transfer with minimal reduction in fidelity and naturalness.

RB-Modulation trains free diffusion models without external adapters.

problem Training-free personalization of diffusion models with style and content control.
method Stochastic optimal control with a style descriptor and cross-attention aggregation.
result Precise content and style extraction and control without external adapters.

In this paper, we price American-style Parisian down-and-in call options under the Black-Scholes framework. Usually, pricing an American-style option is much more difficult than pricing its European-style counterpart because of the appearance of the optimal exercise boundary in the former. Fortunately, the optimal exer…

2015-11-05abs ↗pdf ↗

We use customer demand data for fashion articles on Myntra, and derive a fashionability or style quotient, which represents customer demand for the stylistic content of a fashion article, decoupled with its commercials (price, offers, etc.). We demonstrate learning for assortment planning in fashion that would aim to k…

2018-06-28abs ↗pdf ↗

In this paper, we introduce an unsupervised learning approach to automatically discover, summarize, and manipulate artistic styles from large collections of paintings. Our method is based on archetypal analysis, which is an unsupervised learning technique akin to sparse coding with a geometric interpretation. When appl…

2018-05-28abs ↗pdf ↗

New method disentangles style features from data augmentations.

problem Difficulty in deducing which data attributes are 'style' and should be discarded.
method Structured data augmentation with multiple style embedding spaces, maximizing joint entropy.
result Empirically demonstrates benefits on synthetic and real-world data.

Variable selection for high-dimensional linear models has received a lot of attention lately, mostly in the context of l1-regularization. Part of the attraction is the variable selection effect: parsimonious models are obtained, which are very suitable for interpretation. In terms of predictive power, however, these re…

2009-06-19abs ↗pdf ↗

Study online conformal prediction for non-stationary data with optimal training-conditional regret.

problem Online prediction for non-stationary data streams with unknown distribution drift.
method Proposes split-conformal and full-conformal algorithms that adapt to drift detection and incorporate stability for online learning.
result Proves minimax-optimal regret for online full conformal algorithm under appropriate restrictions.

We consider visual domains in which a class label specifies the content of an image, and class-irrelevant properties that differentiate instances constitute the style. We present a domain-independent method that permits the open-ended recombination of style of one image with the content of another. Open ended simply me…

2018-09-28abs ↗pdf ↗

Style Miner generates stable and significant style factors for time series analysis.

problem Finding significant and stable explanatory factors in high-dimensional time series data.
method Proposes a reinforcement learning method to balance explanatory power and stability constraints.
result Outperforms existing methods by a large margin and achieves a 10% gain in R-squared explanatory power.

This work improves disentanglement by preventing style variables from encoding content-related features.

problem Disentanglement of content and style in data representations using Variational Autoencoders.
method Adversarial training with mutual information minimization to prevent content information leakage in style representations.
result The method efficiently separates content and style related attributes and generalizes to unseen data.

The paper addresses misspecification in econometric models of discrete unobserved heterogeneity.

problem Misspecification in econometric models of discrete unobserved heterogeneity.
method Generalizing previous approaches to allow multiple latent variables, developing inference results for a k-means style estimator, and proposing information criteria for model selection.
result Over-fitting can be severe in k-means style estimators when the number of clusters is over-specified.

The paper finds new inequalities for convex polygons.

problem Finding precise inequalities for convex polygons.
method Analytic isoperimetric inequalities based on Schur convex functions, followed by Bonnesen-style and inverse Bonnesen-style inequalities.
result Sharp discrete isoperimetric inequalities for planar convex polygons.

In this paper we do the first large scale analysis of writing style development among Danish high school students. More than 10K students with more than 100K essays are analyzed. Writing style itself is often studied in the natural language processing community, but usually with the goal of verifying authorship, assess…

2019-06-04abs ↗pdf ↗

Research on style transfer and domain translation has clearly demonstrated the ability of deep learning-based algorithms to manipulate images in terms of artistic style. More recently, several attempts have been made to extend such approaches to music (both symbolic and audio) in order to enable transforming musical st…

2019-07-04abs ↗pdf ↗

A method for disentangling text representations without supervision.

problem Challenges in learning disentangled representations of natural language.
method Information-theoretic guidance to induce independent style and content embeddings.
result High quality disentangled representations in terms of content and style preservation.

Zero-shot contrastive loss improves text-guided image style transfer without extra training.

problem Stochastic nature of diffusion models leads to trade-offs between style transformation and content preservation.
method Proposes a zero-shot contrastive loss for diffusion models that doesn't require additional fine-tuning or auxiliary networks.
result Method outperforms existing methods while preserving content and requiring no additional training.