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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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48 results for synthetic condition

CoFinDiff generates synthetic financial data capturing stylized facts and meeting specified conditions.

problem Limited data availability and difficulty in controlling synthetic financial data generation.
method Conditional diffusion model with cross-attention to incorporate conditions derived from price data.
result Synthetic data generated by CoFinDiff accurately meets specified conditions for trends and volatility.

Synthetic framework for null hypersurfaces in non-smooth spacetimes.

problem Analyzing null hypersurfaces in non-smooth spacetimes.
method Develops synthetic null hypersurfaces using optimal transport and Lorentzian geometry.
result Synthetic null energy condition stabilizes under convergence and applies to low-regularity spacetimes.

New method generates synthetic survival data by conditioning on event times and censoring indicators.

problem Generating accurate synthetic survival data with censored event times.
method Conditioning covariates on event times and censoring indicators using existing tabular data generation models.
result Our method consistently outperforms baselines and improves survival model performance.

Paper investigates rigidity of synthetic Ricci curvature bounds on manifolds.

problem Synthetic lower Ricci curvature bounds on Riemannian manifolds with boundary.
method Use of Lott-Sturm-Villani's synthetic lower Ricci curvature bound and L1L^1-optimal transportation theory.
result Proves measure rigidity results for functional and geometric inequalities.

Almost-Riemannian manifolds fail to meet a synthetic curvature condition.

problem Proving almost-Riemannian manifolds do not satisfy the CD\mathsf{CD} condition.
method Developed a new strategy to contradict the 1-dimensional CD\mathsf{CD} condition.
result 2D and strongly regular almost-Riemannian manifolds do not satisfy CD(K,N)\mathsf{CD}(K,N) for any KK and NN.

Example of spacetime with causal bubbling, splitting into timelike and spacelike parts.

problem Understanding causal bubbling in spacetimes.
method Example of a globally hyperbolic spacetime with a continuous metric, splitting orthogonally into timelike and spacelike parts.
result The synthetic timelike curvature-dimension (TCD) condition does not prevent causal bubbling.

The paper examines how curvature-dimension conditions transform under time change for diffusions.

problem Transforming curvature-dimension conditions for diffusions under time change.
method Derives precise transformation formulas for synthetic lower Ricci bounds and curvature-dimension conditions.
result Precise formulas for curvature-dimension conditions under time change for diffusions and metric measure spaces.

Timelike curvature and Brunn-Minkowski inequality linked in non-smooth spacetimes.

problem Equivalence between timelike Ricci curvature and Brunn-Minkowski inequality in synthetic Lorentzian spaces.
method Introducing strong qq-timelike Brunn-Minkowski condition and proving equivalence to curvature conditions.
result Timelike curvature dimension condition equivalent to timelike Brunn-Minkowski inequality in specific settings.

MC-pix2pix generates high-quality synthetic sonar data for ATR systems.

problem Generating realistic synthetic sonar data for ATR systems.
method Markov Conditional pix2pix (MC-pix2pix) method.
result MC-pix2pix-generated data is almost indistinguishable from real sonar data.

LcGAN generates synthetic CT images for hemorrhagic lesion segmentation.

problem Scarce training data for hemorrhagic lesion segmentation.
method Lesion conditional Generative Adversarial Network (LcGAN) for synthetic image generation.
result Segmentation improved by 12.8% with synthetic data augmentation.

Enhanced synthetic dataset improves asset allocation analysis.

problem Lack of realistic synthetic data for fixed income portfolio construction.
method Improved CorrGAN model for synthetic correlation matrices and Encoder-Decoder model for additional data conditioning.
result Synthetic dataset enhances portfolio construction and asset allocation analysis.

Two synthetic likelihood methods learn EBM of likelihood from simulator data for SBI.

problem Conduct inference from experimental observations using high-fidelity simulators.
method Learn conditional EBM of likelihood using synthetic data conditioned on parameters.
result Learned likelihood combined with prior yields posterior estimate for sampling.

We identify and validate a model for PCR in high dimensions, improving prediction guarantees.

problem Model identification and out-of-sample prediction in high-dimensional error-in-variables settings.
method Analysis of principal component regression (PCR) in fixed design settings, introducing a linear algebraic condition.
result Consistent model identification and improved out-of-sample prediction guarantees.

Paper proves Brunn-Minkowski inequality and curvature dimension condition are equivalent in weighted Riemannian manifolds.

problem Proving equivalence between Brunn-Minkowski inequality and curvature dimension condition.
method Analyzes weighted Riemannian manifolds, proving equivalence without optimal transport or differential structure.
result Brunn-Minkowski inequality and curvature dimension condition are equivalent in weighted Riemannian manifolds.

The Penrose theorem and Hawking's topology theorem are extended to weighted spacetimes.

problem Extending Penrose's singularity theorem and Hawking's topology theorem to weighted spacetimes.
method Using weighted null energy condition and synthetic dimension to generalize the theorems.
result Generalized versions of the Penrose and Hawking theorems hold under a weighted null energy condition.

Sharp isoperimetric inequality proven for specific metric measure spaces.

problem Proving isoperimetric inequality in metric measure spaces with synthetic conditions.
method Synthetic condition called Measure-Contraction property; Lévy-Gromov inequality.
result Sharp isoperimetric inequality holds true for spaces with synthetic conditions.

Proposes a new method to analyze the distributional effects of treatments.

problem Analyzing the full distributional impact of treatments beyond just the mean.
method Uses kernel conditional mean embeddings and U-statistic regression to investigate the CoDiTE.
result Demonstrates the effectiveness of the proposed method through experiments.

This work shows synthetic gradients can outperform backpropagation in sample efficiency.

problem The efficiency of backpropagation in training neural networks.
method Unified vectorized feedback framework for loss-based and reward-based learning, introducing synthetic gradients.
result Synthetic gradients can achieve lower gradient-estimation mean squared error than backpropagation under certain conditions.

Study compares synthetic and distributional Ricci curvature bounds.

problem Comparing synthetic and distributional approaches to lower Ricci curvature bounds.
method Analyzes synthetic via weak displacement convexity and distributional via non-negativity of Ricci-tensor.
result Distributional bounds imply entropy bounds for C1C^1 metrics and vice versa for C1,1C^{1,1} under convergence condition.

Synthetic approach to pluripotential theory measures finite energy.

problem Global pluripotential theory on compact Kähler manifolds and projective Berkovich spaces.
method Definition and study of measures of finite energy, introduction of twisted and free energy functionals.
result Coercivity of energy functionals is an open condition with respect to polarization.

New method constructs synthetic treatment groups without mean exchangeability assumption.

problem Violations of mean exchangeability assumption in randomized controlled trials.
method Weighted mixture of treatment groups from source populations, minimizing conditional maximum mean discrepancy.
result Asymptotic normality of synthetic treatment group estimator established.

A new diffusion model uses efficient conditional estimators for discrete data.

problem Efficient estimation of conditional probabilities for discrete data.
method Discrete denoising diffusion framework with sample-efficient NeurISE conditional estimation.
result The method outperforms existing approaches in various metrics on binary and scientific data.

The paper shows how training with synthetic data can lead to model improvement, not degradation, under certain conditions.

problem Model collapse in iterative training on contaminated sources.
method Statistical analysis of iterative training on a mixture of true and synthetic data.
result Training with synthetic data can lead to model improvement, not degradation, under specific conditions.

Paper proposes using synthetic data to improve face recognition accuracy.

problem Improving face recognition accuracy using real data alone.
method Proposes a GAN that disentangles identity attributes and generates photo-realistic synthetic images.
result Synthetic images generated by the model are photo-realistic and can increase face recognition accuracy.

This paper uses deep generative models to create synthetic financial data for portfolio and risk modeling.

problem Challenges in empirical research due to privacy, accessibility, and reproducibility issues in financial data.
method Investigates the use of Time-series Generative Adversarial Networks (TimeGAN) and Variational Autoencoders (VAEs) to generate synthetic financial return series.
result Synthetic data from TimeGAN closely mimics real financial data in distributional shapes, volatility, and autocorrelation.

DECAF generates fair synthetic data by embedding causal relationships.

problem Generating fair synthetic data from biased training data.
method DECAF uses a GAN with a structural causal model to embed causal relationships and debias synthetic data.
result DECAF successfully removes bias and generates high-quality synthetic data.

Synthetic reference strings are as effective as real ones for training citation parsing models.

problem Lack of training data for citation parsing, especially with deep neural networks.
method Trained Grobid with human-labelled and synthetically created reference strings, and evaluated retraining and out-of-sample data impact.
result Synthetic and real reference strings are equally effective for training Grobid, with retraining improving performance.

New findings show different cost functions yield equivalent curvature bounds.

problem Establishing equivalence of curvature bounds under various transport costs.
method Needle decomposition and localization technique for optimal transport.
result All CDp(K,N)\mathrm{CD}_{p}(K,N) conditions are equivalent for p>1p>1.

We propose an estimation method for the conditional mode when the conditioning variable is high-dimensional. In the proposed method, we first estimate the conditional density by solving quantile regressions multiple times. We then estimate the conditional mode by finding the maximum of the estimated conditional density…

2017-12-23abs ↗pdf ↗

The paper analyzes various portfolio management strategies for synthetic and real assets.

problem Managing investment portfolios in financial mathematics and engineering.
method Probability theory and analysis of different market conditions.
result No universal strategy exists; performance varies based on market conditions and investment time.

Transformer model pretrains on synthetic graphs for AD detection.

problem Limited labeled data and class imbalance in AD diagnosis.
method Diffusion-generated synthetic graphs, Graph Transformers, transfer learning.
result Framework outperforms baselines in AD diagnosis metrics.

Unified approach for multimodal data prediction using synthetic data generation.

problem Challenges in integrating heterogeneous data types for accurate predictive performance.
method Generative Distribution Prediction (GDP) framework that uses multimodal synthetic data generation.
result Empirical validation across four tasks demonstrates versatility and effectiveness of GDP.