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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.

169,341 papers · 148 categories

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128256383511 · Jun 202019922001200920182026
48 results for systemic layer

Model shows cascading failures are more severe in multiplex networks than single-layer networks.

problem Underestimation of risks in single-layer network analyses due to overlooked impact of weak layers.
method Simple model of cascading failure on multiplex networks of weight-heterogeneous layers.
result Multiplex model produces more catastrophic cascading failures than single-layer model.

New approach replaces BN layers with shifted-ReLU for embedded systems.

problem Complexity and overheads of BN layers in low-power embedded systems.
method Used shifted-ReLU layers instead of BN layers in wide residual networks.
result Shifted-ReLU layers offer advantages in speed, memory, and complexity without significant accuracy loss.

Stanza separates convolutional and fully connected layers for faster deep learning training.

problem Heavy data transfer between workers and servers in distributed deep learning.
method Layer separation: most nodes train convolutional layers, others train fully connected layers only.
result Significant acceleration of training time (1.34x--13.9x) over current systems.

SRR detects early signs of financial crises using multi-layer graphs.

problem Predicting systemic financial transitions from evolving market interactions.
method Systemic Risk Radar (SRR) models financial markets as multi-layer graphs.
result Graph-derived features provide useful early-warning signals compared to feature-based models.

Improved recommendation systems using multi-layer embeddings reduce model size while maintaining accuracy.

problem Improving model accuracy in recommendation systems while minimizing model size.
method Introducing a multi-layer embedding training (MLET) architecture that trains embeddings via a sequence of linear layers.
result Substantial advantages in model accuracy and memory footprint are achieved with reduced embedding dimensions.

New cooperative dynamics enhances retrieval performance in neural networks.

problem Understanding emergent computational capabilities in disordered systems.
method Leveraging statistical mechanics, extended neural network architecture for hetero-associative memory.
result Layers trained with less informative datasets develop retrieval regions of the same amplitude, leading to optimal performance.

Enhanced financial trading system using multi-agent LLMs with layered memory.

problem Inefficient prioritization of tasks in LLMs due to their memory processing.
method Introducing a multi-agent framework with layered memories and inter-agent debate.
result Superior automated trading accuracy and decision robustness.

Transformers can learn noisy linear systems with depth and IID data.

problem Learning noisy linear dynamical systems with transformers.
method Theoretical analysis of multi-layer and single-layer transformers with respect to L2L^2-testing loss.
result Single-layer transformers have a non-diminishing lower bound on approximation error, suggesting depth separation.

Binary autoencoder with sparse hidden layer preserves information and zero reconstruction error.

problem Preserving information and zero reconstruction error in binary neural networks.
method Binary autoencoder with random binary weights, sparse hidden layer, and varying neuron thresholds.
result Zero reconstruction error for any input with a large hidden layer and varying neuron thresholds.

Algorithm predicts performance of learning in multi-layer networks with matrix-valued hidden variables.

problem Signal recovery and learning in multi-layer neural networks with matrix-valued hidden variables.
method Unified approximation algorithm for MAP and MMSE inference, extending ML-VAMP to handle matrix-valued unknowns.
result Performance of ML-Mat-VAMP algorithm can be predicted in a random large-system limit.

This paper introduces a new method for neural networks that doesn't need a global coordinate system.

problem The lack of a global coordinate system in neural networks limits their performance and explainability.
method Proposes a learnable topological layer that works in a general metric space (Hilbert space) without requiring a Euclidean space.
result The proposed method eliminates the need for a costly parametrization stage and achieves optimal network performance.

An asset network systemic risk (ANWSER) model is presented to investigate the impact of how shadow banks are intermingled in a financial system on the severity of financial contagion. Particularly, the focus of this study is the impact of the following three representative topologies of an interbank loan network betwee…

2014-09-30abs ↗pdf ↗

Model financial contagion in a multi-layered network with obligations in illiquid assets.

problem Model financial contagion in a multi-layered network with obligations in illiquid assets.
method Developed a multi-layered financial network model with fire sales, utility maximization, and tâtonnement process.
result Existence and uniqueness of equilibrium portfolio holdings and market prices in a multi-layered financial system.

The paper proposes a framework for modeling and analysis of the dynamics of supply, demand, and clearing prices in power system with real-time retail pricing and information asymmetry. Real-time retail pricing is characterized by passing on the real-time wholesale electricity prices to the end consumers, and is shown t…

2011-06-07abs ↗pdf ↗

Study identifies stable configurations of intertwined threads with repulsive interactions.

problem Stable configurations of entangled systems with repulsive interactions.
method Analysis of steepest descent flow of an energy functional.
result Existence and uniqueness of stable configuration of two layers drifting apart at t1/3t^{1/3} rate.

Employs granular data to create a multilayer network for euro area banks, revealing distinct risk patterns.

problem Lack of comprehensive, granular data integration for systemic risk assessment in euro area banks.
method Constructs an empirically grounded multilayer network integrating various supervisory and statistical datasets, each layer representing a distinct transmission channel.
result Cross-layer heterogeneity in connectivity and centrality reveals economically relevant structure and misidentifies systemically important institutions.

Recent studies show overparameterized neural networks behave like convex systems.

problem Understanding the behavior of overparameterized neural networks.
method Analysis of two-layer neural networks, focusing on restricted settings and neural tangent kernel space.
result Overparameterized neural networks behave like convex systems under certain conditions.

In science and engineering, intelligent processing of complex signals such as images, sound or language is often performed by a parameterized hierarchy of nonlinear processing layers, sometimes biologically inspired. Hierarchical systems (or, more generally, nested systems) offer a way to generate complex mappings usin…

2012-12-24abs ↗pdf ↗

Estimates multiple dependent Gaussian graphical models for gene expression data.

problem Dependence among gene expression data from different tissues and the whole body.
method Decomposes the problem into systemic and category-specific layers, estimates them jointly using graphical EM.
result Estimation consistency and selection sparsistency of the proposed estimator.

A neural network-evolutionary framework estimates mechanical RUL efficiently.

problem Estimating the remaining useful life of mechanical systems.
method Multi-layer perceptron and evolutionary algorithm for optimizing data parameters, using strided time windows.
result The framework increases model efficiency and reduces complexity, leading to improved accuracy.

The interbank market has a natural multiplex network representation. We employ a unique database of supervisory reports of Italian banks to the Banca d'Italia that includes all bilateral exposures broken down by maturity and by the secured and unsecured nature of the contract. We find that layers have different topolog…

2013-11-19abs ↗pdf ↗

Bayesian Layers adds uncertainty to neural networks, enabling faster experimentation and scalability.

problem Enabling neural networks to quantify uncertainty in predictions.
method Drop-in replacements for common layers, capturing uncertainty over weights, activations, etc.
result Bayesian Layers can fit large models like 5-billion parameter Bayesian Transformers.

Mixed dimension embeddings reduce memory usage in recommendation systems.

problem Space-intensive embedding representations in recommendation systems.
method Mixed dimension embeddings where vector dimension scales with query frequency.
result Significant reduction in memory usage with minimal performance loss.

Scalable system predicts hot videos for peak VOD service.

problem Improving peak service quality of video on demand.
method Two neural networks: clustering and dispatch policy. Clustering reduces video numbers, dispatch policy ranks videos with probabilities. Networks are trained end-to-end.
result Average prediction accuracy of 17% compared to 3% baseline, for same number of dispatches.

New analysis explains pathology of deep Gaussian processes.

problem Pathology of deep Gaussian processes reduces learning capacities with increased layers.
method Study nonlinear dynamic systems corresponding to DGPs, derive recurrence relations.
result Provide tighter bounds and rate of convergence for dynamic systems.

We analyze deep neural networks in the large size and iteration limit, revealing a deterministic system of equations.

problem Understanding the behavior of deep neural networks in the asymptotic regime of large network sizes and iterations.
method Sequential limit of each hidden layer and characterization of parameter evolution, using weak convergence and stochastic analysis.
result The limit neural network recovers a global minimum with zero loss for the objective function.

Research aims to explain how ResNets' stability improves image classification performance.

problem Understanding why ResNets enhance image classification performance.
method Examines batch normalization and the dynamical systems view of ResNets to understand stability and smoothness.
result Stability of inter-layer propagation in ResNets contributes to enhanced performance.

Neural networks and linear systems linked, revealing training loss and kernel limitations.

problem Exploring the training loss and limitations of neural networks and their kernels.
method Drawing connections between neural networks and under-determined linear systems, providing lower bounds, and analyzing gradient descent.
result Zero training loss achievable for neural networks under certain conditions, but not for ReLU kernels.

Paper proposes neural network for efficient MIMO channel estimation and pilot reduction.

problem High overhead from pilot transmission in wideband MIMO systems.
method Neural network architecture for frequency-aware pilot design and channel estimation, with pruning technique.
result Neural network outperforms linear minimum mean square error (LMMSE) estimation.

Proposes a new deep learning framework for financial stock trading.

problem Lack of effective techniques to fuse multi-channel financial time-series data.
method Inspired by convolution transform learning, SDCF processes channels through 1-D convolutions, fuses outputs with fully-connected layers, and applies softmax classification.
result Proposed framework yields better results than state-of-the-art techniques for stock trading.