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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.

168,738 papers · 148 categories

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48 results for synthetic futures

This survey introduces synthetic timelike Ricci curvature bounds in Lorentzian spaces.

problem Synthetic timelike Ricci curvature bounds in non-smooth Lorentzian spaces.
method Optimal transport and entropy tools.
result Synthetic version of Hawking's singularity theorem and synthetic characterisation of Einstein's vacuum equations.

Synthetic data can amplify privacy in linear regression models.

problem Understanding how synthetic data can enhance privacy in linear regression models.
method Investigated through the linear regression framework, analyzing synthetic data generated from random inputs and controlled inputs.
result Releasing a limited number of synthetic data points amplifies privacy beyond the model's inherent guarantees when inputs are random, but not when inputs are controlled by an adversary.

SAGDA generates synthetic agricultural datasets to improve ML in African farming.

problem Data scarcity in African agriculture limits machine learning innovations.
method SAGDA is an open-source Python toolkit that generates, augments, and validates synthetic agricultural datasets.
result SAGDA enhances ML applications in agriculture, such as yield prediction and fertilizer recommendation.

We present a new model DrNET that learns disentangled image representations from video. Our approach leverages the temporal coherence of video and a novel adversarial loss to learn a representation that factorizes each frame into a stationary part and a temporally varying component. The disentangled representation can …

2017-05-31abs ↗pdf ↗

CausalLongPFN predicts counterfactual outcomes from time-series data.

problem Predicting future outcomes under varying treatments in time-series data with confounding and heterogeneity.
method Prior-fitted network pretrained on synthetic episodes of temporal structural causal models.
result CausalLongPFN outperforms domain-trained models on factual and counterfactual prediction tasks.

TempoPFN models for zero-shot time series forecasting using synthetic data.

problem Efficient long-horizon prediction and reproducibility in zero-shot time series forecasting.
method Linear RNNs pre-trained on synthetic data with GatedDeltaProduct architecture and state-weaving.
result Achieves top-tier competitive performance on various benchmarks.

Enhanced trend-following strategy using network momentum for commodity futures.

problem Improving systematic trend-following in commodity futures markets.
method Combines univariate and cross-sectional trend indicators, including network momentum.
result Statistically significant improvements in portfolio performance metrics.

We demonstrate the breakdown of several fundamentals of Lorentzian causality theory in low regularity. Most notably, chronological futures (defined naturally using locally Lipschitz curves) may be non-open, and may differ from the corresponding sets defined via piecewise C1C^1-curves. By refining the notion of a causal…

2019-01-23abs ↗pdf ↗

We introduce a local volatility model for the valuation of options on commodity futures by using European vanilla option prices. The corresponding calibration problem is addressed within an online framework, allowing the use of multiple price surfaces. Since uncertainty in the observation of the underlying future price…

2016-02-13abs ↗pdf ↗

We show that there is a fully faithful embedding of the category of manifolds with corners into the Cahiers topos, one of the premier models for Synthetic Differential Geometry. This embedding is shown to have a number of nice properties, such as preservation of open covers and transverse fibre products. We develop a t…

2015-03-25abs ↗pdf ↗

Enhances portfolio performance using deep reinforcement learning and future rewards.

problem Improving existing high-performing portfolio strategies through dynamic rebalancing.
method Proximal Policy Optimization (PPO) and Oracle agents for dynamic rebalancing; Regret-based Sharpe reward function; Transaction cost scheduler; Future-looking reward function; Circular block bootstrap training.
result Significantly enhanced portfolio performance compared to traditional strategies and baselines.

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.

Develops optimal transport in Lorentzian spaces with synthetic curvature bounds.

problem Synthetic curvature bounds for Lorentzian spaces.
method Optimal transport, convexity analysis of entropy functionals.
result Synthetic notion of timelike Ricci curvature lower bounds.

SHAP Distance assesses semantic fidelity of synthetic tabular data.

problem Semantic fidelity of synthetic tabular data is not well evaluated.
method SHAP Distance, defined as cosine distance between global SHAP attribution vectors.
result SHAP Distance detects semantic discrepancies overlooked by standard measures.

DKPS provides guarantees for synthetic data from Transformer models, improving downstream tasks.

problem Lack of labeled data for building performant AI models.
method Data Kernel Perspective Space (DKPS) for mathematical analysis of synthetic data quality.
result Concrete statistical guarantees for the quality of transformer model outputs.

This research improves dynamical systems understanding by identifying latent states and their nonlinear transitions.

problem Previous work on dynamical systems could not identify nonlinear transition dynamics, leading to unreliable predictions.
method Proposes a state-space modeling framework using variational auto-encoders to identify latent states and their nonlinear transition functions.
result Demonstrates high accuracy in recovering latent state dynamics and future prediction accuracy.

Study shows current image classification models lack robustness to real-world dataset shifts.

problem Robustness of current image classification models to natural distribution shifts in real datasets.
method Evaluation of 204 ImageNet models in 213 different test conditions.
result Little to no transfer of robustness from synthetic to natural distribution shifts.

VTrackIt creates a synthetic dataset with infrastructure and vehicle info for AVs.

problem Lack of infrastructure and pooled vehicle info in existing AV datasets.
method Developed VTrackIt, a synthetic dataset with intelligent infrastructure and pooled vehicle info, and introduced InfraGAN for trajectory predictions.
result VTrackIt reduces high-risk edge cases in AV trajectory predictions.

GDT improves reinforcement learning by matching future state information efficiently.

problem Efficient learning of multi-task policies from trajectory data.
method Generalized Decision Transformer (GDT) for offline hindsight information matching.
result GDT enables effective offline multi-task state-marginal matching and imitation learning.

A major hurdle to clinical translation of brain-machine interfaces (BMIs) is that current decoders, which are trained from a small quantity of recent data, become ineffective when neural recording conditions subsequently change. We tested whether a decoder could be made more robust to future neural variability by train…

2016-10-19abs ↗pdf ↗

Federated learning studies separate client data and distribution gaps.

problem Understanding performance differences in federated learning across different datasets.
method Proposed a framework to disentangle out-of-sample and participation gaps.
result Dataset synthesis strategy is crucial for realistic simulations of federated learning generalization.

Study shows latent space OOD detection isn't a reliable proxy for model performance.

problem Evaluating and interpreting deep learning systems on real-world data.
method Empirical investigation of latent space OOD detection and classification accuracy using SAR datasets.
result OOD detection cannot be used as a proxy measure for model performance.

PredNet, a deep predictive coding network developed by Lotter et al., combines a biologically inspired architecture based on the propagation of prediction error with self-supervised representation learning in video. While the architecture has drawn a lot of attention and various extensions of the model exist, there is …

2019-06-14abs ↗pdf ↗

Stochastic video prediction models take in a sequence of image frames, and generate a sequence of consecutive future image frames. These models typically generate future frames in an autoregressive fashion, which is slow and requires the input and output frames to be consecutive. We introduce a model that overcomes the…

2018-07-05abs ↗pdf ↗

Bayesian method for multivariate autoregressive models with exogenous inputs.

problem Estimating uncertainties in autoregressive models with exogenous inputs.
method Recursive Bayesian estimation via message passing in a factor graph.
result Produces full posterior distributions for autoregressive coefficients and noise precision.