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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.

168,695 papers · 148 categories

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213426638851 · Jun 202019922001200920172026
48 results for theory-driven approach

A framework for analyzing regularizers to ensure trustworthy theory-driven model estimation.

problem Uncertain choice of regularizers can compromise the interpretability of deep grey-box models.
method Adapting neural net architecture and training objective to analyze regularizer behavior empirically.
result Empirical analysis of regularizers helps in making a justified choice for trustworthy theory-driven model estimation.

LeJEPA provides a scalable, theory-driven approach to self-supervised learning.

problem Lack of practical guidance and theory in JEPAs.
method Identified optimal Gaussian distribution and introduced SIGReg objective.
result LeJEPA achieves state-of-the-art performance with minimal hyperparameters and heuristics.

BacHMMachine harmonizes Baroque chorales using theory-driven principles and Hidden Markov Models.

problem Algorithmic harmonization of Baroque chorales.
method Theory-driven approach guided by music composition principles, combined with data-driven learning of key and chord transitions.
result BacHMMachine generates musically coherent harmonizations with reduced computational burden and greater interpretability.

This paper tackles noise in raw datasets to improve representation learning efficiency.

problem Noise in real-world datasets degrades representation learning quality.
method Proposes denoising Cosine-Similarity (dCS) loss to learn robust representations.
result Empirical results show the dCS loss outperforms baseline objective functions.

This paper improves model training by using a reference model to guide target model training.

problem Improving generalization and data efficiency in model training.
method DRRho risk minimization framework based on Distributionally Robust Optimization (DRO).
result DRRho risk minimization improves generalization and data efficiency compared to training without a reference model.

Develops a flexible batched experimentation framework for limited adaptivity.

problem Challenges of continual reallocation in bandit algorithms with delayed feedback.
method Computational framework leveraging Gaussian sequential experiment and dynamic programming.
result Improves statistical power over standard methods, even compared to Bayesian bandit algorithms.

Study uses SABR model to create implied volatilities from sparse quotes.

problem Creating accurate implied volatility surfaces from limited market data.
method Multitask Gaussian process with SABR model embeddings and hierarchical regularization.
result Model produces more accurate volatilities than single-task methods.

LoRA-One uses one-step full gradient to align adapters for efficient large model fine-tuning.

problem Fine-tuning large language models efficiently and accurately.
method Properly initializing LoRA adapters using the one-step full gradient and incorporating preconditioners.
result LoRA-One achieves significant empirical improvements over existing methods.

Study combines SEM, OLS, and DML for robustness checks in survey-based research.

problem Stability of SEM findings under alternative estimation frameworks.
method Staged robustness analysis framework connecting SEM, OLS, and DML.
result Identifies stable and unstable relationships across SEM, OLS, and DML checks.

Geometric approach combines asset returns and investor views for better portfolio optimization.

problem Optimizing portfolios with investor-specific views.
method Generalized Wasserstein barycenter (GWB) to integrate statistical asset returns and investor views.
result The geometric approach offers more flexibility and rewards for correct investor views.

Paper proposes an alternative method to price American options using HJM approach.

problem Price American options efficiently and accurately.
method Utilizes HJM technique to model term structure of volatility for equity markets.
result Proposes a new value function, stopping criteria, and stopping time for American options.

We study inference and learning based on a sparse coding model with `spike-and-slab' prior. As in standard sparse coding, the model used assumes independent latent sources that linearly combine to generate data points. However, instead of using a standard sparse prior such as a Laplace distribution, we study the applic…

2012-11-15abs ↗pdf ↗

We develop a semi-analytic approach to the valuation of auto-callable structures with accrual features subject to barrier conditions. Our approach is based on recent studies of multi-assed binaries, present in the literature. We extend these studies to the case of time-dependent parameters. We compare numerically the s…

2016-08-18abs ↗pdf ↗

Two ML approaches learn local volatility surfaces from option prices, with GP being arbitrage-free.

problem Interpolating European vanilla option prices to create a local volatility surface.
method Gaussian process regression and neural net with arbitrage penalties.
result GP approach is arbitrage-free and yields best out-of-sample calibration error.

This paper critiques the Standardized Measurement Approach (SMA) for operational risk and recommends maintaining Advanced Measurement Approach (AMA).

problem Weaknesses and failures of the Standardized Measurement Approach (SMA) in operational risk.
method Critical review and analysis of SMA and AMA approaches.
result SMA is unstable, insensitive to risk, and implicitly related to systemic risk in the banking sector.

Two approaches extend knowledge distillation to Gaussian Processes, showing relationships to existing methods.

problem Applying knowledge distillation to Gaussian Processes for regression and classification.
method Data-centric and distribution-centric approaches to extend distillation to GPR and GPC.
result Distribution-centric approach for GPC approximately corresponds to data duplication and scaling.

We discuss the relative merits of optimistic and randomized approaches to exploration in reinforcement learning. Optimistic approaches presented in the literature apply an optimistic boost to the value estimate at each state-action pair and select actions that are greedy with respect to the resulting optimistic value f…

2017-06-13abs ↗pdf ↗

Classical approaches for approximate inference depend on cleverly designed variational distributions and bounds. Modern approaches employ amortized variational inference, which uses a neural network to approximate any posterior without leveraging the structures of the generative models. In this paper, we propose Amorti…

2019-06-06abs ↗pdf ↗

Bayesian symbolic regression automates model discovery from data.

problem Learning closed-form mathematical models from data using heuristic methods.
method Probabilistic approach to symbolic regression, connecting to information theory and statistical physics.
result Probabilistic approach provides model plausibility and performance guarantees.

New approach interprets Nyström for kernel machines with geometric insight.

problem No comparative study over Nyström-based kernel machine approaches.
method Developed a new approach with geometric interpretation, showing equivalence to existing methods.
result Proposed approach offers insights into approximation errors and accuracy.

Common Representation Learning (CRL), wherein different descriptions (or views) of the data are embedded in a common subspace, is receiving a lot of attention recently. Two popular paradigms here are Canonical Correlation Analysis (CCA) based approaches and Autoencoder (AE) based approaches. CCA based approaches learn …

2015-04-27abs ↗pdf ↗

Paper evaluates CNN-based facial landmark detection methods.

problem Evaluate characteristics and performance of CNN-based facial landmark detection methods.
method Divided into regression and heatmap approaches, investigated using a hybrid loss function and discrimination network.
result Proposed model outperforms other models in all tested datasets.

This paper provides a comprehensive benchmark and taxonomy for certifiably robust DNN defenses.

problem Certifiably robust defenses against adversarial attacks for deep neural networks.
method Taxonomy and benchmark of certifiably robust approaches.
result First comprehensive benchmark of certifiably robust approaches on different datasets.

Saliency maps are often used in computer vision to provide intuitive interpretations of what input regions a model has used to produce a specific prediction. A number of approaches to saliency map generation are available, but most require access to model parameters. This work proposes an approach for saliency map gene…

2020-01-30abs ↗pdf ↗

Study proposes a new approach for deep hedging using artificial market simulations.

problem Challenges in selecting the best model for underlying asset simulations in deep hedging.
method Proposes artificial market simulations to replicate financial market stylized facts.
result Achieves similar performance to traditional approaches without mathematical finance models.

Some of recent developments, including recent results, ideas, techniques, and approaches, in the study of degenerate partial differential equations are surveyed and analyzed. Several examples of nonlinear degenerate, even mixed, partial differential equations, are presented, which arise naturally in some longstanding, …

2010-05-15abs ↗pdf ↗