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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.

168,932 papers · 148 categories

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6.3%12.5%18.8%25.0% · Oct 199319922001200920172026
48 results for theoretical clarity

CLARITY compares dissimilar datasets, identifying structural and relationship inconsistencies.

problem Integrating qualitatively different datasets from various disciplines.
method Non-parametric approach decomposing similarities into structural and relationship components.
result Identifies and interprets inconsistencies between datasets.

Policy gradient methods do not optimize the discounted objective, leading to suboptimal results.

problem Understanding the true optimization objective of policy gradient methods.
method Analyzing the update direction of policy gradient methods and proving it is not the gradient of any function.
result Policy gradient methods do not optimize the discounted objective, leading to suboptimal results.

Proposes a new noise injection method for neural networks that improves accuracy and representation clarity.

problem Improving neural network performance and representation clarity.
method Adaptive Structured Noise Injection (ASNI) for shallow and deep neural networks.
result Boosts the accuracy of neural networks and disentangles hidden layer representations.

This research optimizes Andrews plots for better visual clarity in high-dimensional data.

problem Visualizing high-dimensional datasets with clarity and aesthetics.
method Developed a method to add spectral smoothing to Andrews plots to reduce visual clutter.
result Optimal spatial-spectral smoothing leads to more aesthetically pleasing and clutter-free visualizations.

Method improves clarity in forecasting spatio-temporal data.

problem Forecasting spatio-temporal data with clarity and interpretability.
method Supervised semi-nonnegative matrix factorization with frequency regularization.
result Method offers clearer interpretability in forecasting spatio-temporal data.

GCAO improves clustering of high-dimensional data by grouping low-density boundary points.

problem Stability and accuracy of clustering in high-dimensional, non-uniform data.
method Group-level optimization with gravitational attraction and optimization.
result GCAO outperforms 11 clustering methods on multiple datasets.

Optimal transport aligns source and target distributions for linear regression in 2D.

problem Domain adaptation for linear regression in 2D with limited target data.
method Combining K-means and optimal transport for estimating geometric transformations.
result Optimal transport recovers geometric transformations like rotations, translations, and homotheties.

We consider a natural Riemannian metric on the infinite dimensional manifold of all embeddings from a manifold into a Riemannian manifold, and derive its geodesic equation in the case $\Emb(\Bbb R,\Bbb R)$ which turns out to be Burgers' equation. Then we derive the geodesic equation, the curvature, and the Jacobi equat…

1998-01-26abs ↗pdf ↗

We provide equivalence of numerous no-free-lunch type conditions for financial markets where the asset prices are modeled as exponential Levy processes, under possible convex constraints in the use of investment strategies. The general message is the following: if any kind of free lunch exists in these models it has to…

2008-03-14abs ↗pdf ↗

This paper simplifies the Nash Bargaining Solution for use in intellectual property cases.

problem Limited application of Nash Bargaining Solution in assigning intellectual property damages.
method Normalizes the Nash Bargaining Solution and provides a methodology for determining bargaining weight.
result Clarifies the application of Nash Bargaining Solution to specific case facts.

In this paper, we review or introduce several differential structures on manifolds in the general setting of real and complex differential geometry, and apply this study to Teichmüller theory. We focus on bi-Lagrangian i.e. para-Kähler structures, which consist of a symplectic form and a pair of transverse Lagrangian f…

2017-08-30abs ↗pdf ↗

A new framework for probabilistic learning using Maximum Probability Theorem.

problem Challenges in defining and quantifying model probabilities in probabilistic learning.
method Introduces a new probabilistic framework based on Maximum Probability Theorem, defining models as events with quantified probability measures.
result The probability of a model is invariant to reparameterization and depends solely on the likelihood function.

The counting grid is a grid of microtopics, sparse word/feature distributions. The generative model associated with the grid does not use these microtopics individually. Rather, it groups them in overlapping rectangular windows and uses these grouped microtopics as either mixture or admixture components. This paper bui…

2015-03-12abs ↗pdf ↗

Study on Matérn covariance approximations on grids, finding issues with high-frequency aliasing.

problem Issues with high-frequency aliasing in SPDE approximations of Matérn covariance functions.
method Analysis of aliased spectral densities and numerical simulations.
result SPDE approximations assign too much power at high frequencies and do not improve accuracy as grid spacing decreases.

Given functional data from a survival process with time-dependent covariates, we derive a smooth convex representation for its nonparametric log-likelihood functional and obtain its functional gradient. From this, we devise a generic gradient boosting procedure for estimating the hazard function nonparametrically. An i…

2017-01-27abs ↗pdf ↗

Fidel-TS creates a new benchmark for time series forecasting models.

problem Lack of high-quality benchmarks for time series forecasting models.
method Formalized high-fidelity benchmark principles, including data sourcing integrity, leak-free design, and structural clarity. Created Fidel-TS, a new large-scale benchmark.
result Demonstrated the limitations of prior benchmarks and potential discrepancies in model evaluation.

Local surrogate explainers vary in objectives, leading to incomparable explanations.

problem Variability in objectives among local surrogate explainers.
method Review of multiple local surrogate explainers, focusing on extracted information.
result Diverse explanations from similar methods due to differing objectives.

Novel analysis of neural networks using geometric algebra and convex optimization.

problem Understanding the inner workings of deep neural networks.
method Geometric (Clifford) algebra and convex optimization.
result Optimal weights are given by the wedge product of training samples.

The article explains the probabilistic method of default probability estimation by Pluto and Tasche.

problem Estimating default probabilities for portfolios with low default rates.
method Detailed derivation and explanation of the Pluto-Tasche method, including assumptions and inequalities.
result Clarification of borrower independence, conditional independence, and interaction between probability distributions.

Study characterizes training and test risks for MAP regression with Gaussian priors.

problem Understanding high-dimensional behavior of regularized linear regression with informative priors.
method Maximum a posteriori (MAP) regression with Gaussian priors, using random matrix theory.
result Closed-form risk formulas reveal the bias-variance-prior tradeoff and explain double descent.

The causal assumptions, the study design and the data are the elements required for scientific inference in empirical research. The research is adequately communicated only if all of these elements and their relations are described precisely. Causal models with design describe the study design and the missing data mech…

2012-11-13abs ↗pdf ↗

Ideal attribution mechanisms track model interactions for faithful watermarks.

problem Ensuring models provide transparent and fair attribution decisions.
method Introducing ideal attribution mechanisms and a ledger for tracking model interactions.
result A unified framework for evaluating watermarking schemes, clarifying attainable guarantees.

Quantum circuits reveal pathways to dequantization in machine learning models.

problem Navigating the complex landscape of quantum machine learning models and algorithms.
method Introducing a framework connecting quantum circuit structure to function representability.
result Fundamental properties of quantum circuits determine classical simulability of models.

The paper formalizes feature attribution to address inconsistent definitions and evaluate methods.

problem Inconsistent definitions of feature relevance in feature attribution.
method Formalization based on relaxed functional dependence, extended to instance-wise setting.
result State-of-the-art methods often fail to verify necessary properties for candidate selection.

Reintroduces straight-through estimators for binary neural networks.

problem Training neural networks with binary weights and activations is challenging due to gradient issues and discrete weight optimization.
method Derives ST methods as estimators in the SBN model, analyzes properties and estimation accuracy, explains latent weights and mirror descent method.
result Reintroduces ST methods as sound approximations and provides clearer application and improvements.

We propose an efficient algorithm for the generalized sparse coding (SC) inference problem. The proposed framework applies to both the single dictionary setting, where each data point is represented as a sparse combination of the columns of one dictionary matrix, as well as the multiple dictionary setting as given in m…

2018-02-13abs ↗pdf ↗

Moment Pooling reduces latent space dimensions in machine learning models.

problem High-dimensional latent spaces in machine learning models are hard to interpret.
method Moment Pooling extends Deep Sets networks to arbitrary multivariate moments.
result Latent dimensions as small as 1 can achieve similar performance to higher dimensions.

These lectures were a part of the geometry course held during the Fall 2011 Mathematics Advanced Study Semesters (MASS) Program at Penn State (\url{http://www.math.psu.edu/mass/}). The lectures are meant to be accessible to advanced undergraduate and early graduate students in mathematics. We have placed a great emphas…

2014-05-26abs ↗pdf ↗

Improved 3D ECG feature attributions for clinical interpretation.

problem Lack of interpretability in deep learning models for 12-lead ECG analysis.
method Cross-modal mapping of feature attributions from 12-lead ECG models onto CineECG 3D space.
result Mapped feature attributions yield higher Dice scores than standard 12-lead attributions.

Derivatives, mostly in the form of gradients and Hessians, are ubiquitous in machine learning. Automatic differentiation (AD), also called algorithmic differentiation or simply "autodiff", is a family of techniques similar to but more general than backpropagation for efficiently and accurately evaluating derivatives of…

2015-02-20abs ↗pdf ↗

We define transit clusters to simplify causal diagrams and preserve their essential properties.

problem Clustering variables in causal diagrams can alter essential properties of causal effects.
method We define transit clusters and provide an algorithm to find them, ensuring they preserve causal effect identifiability.
result Transit clusters simplify causal effect identification and maintain their essential properties.

Study evaluates interpretability of time series foundation models' latent spaces.

problem Improving interpretability of latent spaces in time series models for visual analytics.
method Evaluated MOMENT family of transformer-based models on five datasets, fine-tuning for performance.
result Fine-tuning improved latent space clarity but limited interpretability remained.