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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.

168,657 papers · 148 categories

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255176101 · Jun 202019922001200920172026
48 results for substitution patterns

The "color" in the colored Jones polynomial is an integer parameter. In this paper, a periodic pattern of the values of the colored Jones polynomial at the second and the third roots of unity is found. If we substitute -1 to the colored Jones polynomial, the value is alternately 1 or the determinant of the given link. …

2016-06-01abs ↗pdf ↗

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.

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 ↗

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 ↗

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.

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.

Graph signal processing detects hallucinations in large language models.

problem Detecting factual reasoning from hallucinations in large language models.
method Modeling transformer layers as dynamic graphs, using spectral analysis to define diagnostics.
result Spectral signatures can distinguish different types of hallucinations and achieve high accuracy.

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 the sample-based k-median clustering objective under a sequential setting without substitutions. In this setting, an i.i.d. sequence of examples is observed. An example can be selected as a center only immediately after it is observed, and it cannot be substituted later. The goal is to select a set of centers …

2019-05-30abs ↗pdf ↗

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.

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.

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.

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.

The goal of homomorphic encryption is to encrypt data such that another party can operate on it without being explicitly exposed to the content of the original data. We introduce an idea for a privacy-preserving transformation on natural language data, inspired by homomorphic encryption. Our primary tool is {\em obfusc…

2019-04-21abs ↗pdf ↗

Deep neural network (DNN) as a popular machine learning model is found to be vulnerable to adversarial attack. This attack constructs adversarial examples by adding small perturbations to the raw input, while appearing unmodified to human eyes but will be misclassified by a well-trained classifier. In this paper, we fo…

2018-09-13abs ↗pdf ↗

The paper studies symplectic operations on Stein fillings of Brieskorn singularities.

problem Symplectic operations on Stein fillings of Brieskorn singularities.
method Two interpretations: symplectic sum and monodromy substitution in a Lefschetz fibration.
result Generalized chain surgeries and their applications in symplectic geometry.

Is the elasticity of intertemporal substitution (EIS) more or less than one? This question can be answered by confronting theoretical results of asset pricing models with investor behaviour during episodes of stock market panic. If we consider these episodes as periods of high risk aversion, then lower asset prices are…

2015-05-27abs ↗pdf ↗

We introduce several new families of relations in the mapping class groups of planar surfaces, each equating two products of right-handed Dehn twists. The interest of these relations lies in their geometric interpretation in terms of rational blowdowns of 4-manifolds, specifically via monodromy substitution in Lefschet…

2010-04-21abs ↗pdf ↗

We construct new families of non-hyperelliptic Lefschetz fibrations by applying the daisy substitutions to the families of words (c1c2c2g1c2gc2g+12c2gc2g1c2c1)2=1(c_1c_2 \cdots c_{2g-1}c_{2g}{c_{2g+1}}^2c_{2g}c_{2g-1} \cdots c_2c_1)^2 = 1, (c1c2c2gc2g+1)2g+2=1(c_1c_2 \cdots c_{2g}c_{2g+1})^{2g+2} = 1, and (c1c2c2g1c2g)2(2g+1)=1(c_1c_2 \cdots c_{2g-1}c_{2g})^{2(2g+1)} = 1 in the mapping …

2014-05-26abs ↗pdf ↗

Optimizes capital structure for life insurance companies with surplus participation.

problem Determining the optimal participation rate in life insurance contracts.
method Adapted Leland's dynamic capital structure model to life insurance context.
result Optimal participation rate is highly sensitive to contract duration and tax rate.

We begin the systematic study of knot polynomials for the twist satellites of a knot, when its strand is substituted by a 2-strand twist knot. This is a generalization of cabling (torus satellites), when the substitute of the strand was a torus knot. We describe a general decomposition of satellite's colored HOMFLY in …

2018-01-08abs ↗pdf ↗

Value-at-Risk is a flawed substitute for non-ruin capital, leading to misleading financial standards.

problem Misuse of Value-at-Risk as a risk measure, replacing non-ruin capital, leads to flawed financial standards.
method Mathematical analysis of risk measures and their implications on financial standards.
result Non-ruin capital is a more accurate risk measure than Value-at-Risk, necessitating its adoption over the former.

Structural reliability methods aim at computing the probability of failure of systems with respect to some prescribed performance functions. In modern engineering such functions usually resort to running an expensive-to-evaluate computational model (e.g. a finite element model). In this respect simulation methods, whic…

2011-05-03abs ↗pdf ↗

By applying the lantern relation substitutions to the positive relation of the genus two Lefschetz fibration over S2\mathbb{S}^{2}. We show that K3#2CP2K3\#2 \overline{\mathbb{CP}}{}^{2} can be rationally blown down along seven disjoint copies of the configuration C2C_2. We compute the Seiberg-Witten invariant of the result…

2015-07-14abs ↗pdf ↗