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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.

169,042 papers · 148 categories

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1122 · Apr 201919922001200920172026
43 results for throwing

Throwing away data can improve worst-group error in imbalanced datasets.

problem Improving worst-group accuracy in imbalanced datasets.
method Leveraging extreme value theory to analyze the tails of data distributions and their impact on classifier performance.
result Throwing away data restores geometric symmetry in classifiers, improving worst-group generalization.

Data describing historical economic growth are analysed. Included in the analysis is the world and regional economic growth. The analysis demonstrates that historical economic growth had a natural tendency to follow hyperbolic distributions. Parameters describing hyperbolic distributions have been determined. A search …

2015-09-09abs ↗pdf ↗

Learning algorithms are enabling robots to solve increasingly challenging real-world tasks. These approaches often rely on demonstrations and reproduce the behavior shown. Unexpected changes in the environment may require using different behaviors to achieve the same effect, for instance to reach and grasp an object in…

2018-11-07abs ↗pdf ↗

We study a simple model of an asset market with informed and non-informed agents. In the absence of non-informed agents, the market becomes information efficient when the number of traders with different private information is large enough. Upon introducing non-informed agents, we find that the latter contribute signif…

2010-04-28abs ↗pdf ↗

We define homotopy-theoretic invariants of knots in prime 3-manifolds. Fix a knot J in a prime 3-manifold M. Call a knot K in M concordant to J if it cobounds a properly embedded annulus with J in MxI, and call K J-characteristic if there is a degree-one map f:M --> M throwing K onto J and mapping M-K to M-J. These inv…

2011-10-31abs ↗pdf ↗

We introduce a method for constructing skills capable of solving tasks drawn from a distribution of parameterized reinforcement learning problems. The method draws example tasks from a distribution of interest and uses the corresponding learned policies to estimate the topology of the lower-dimensional piecewise-smooth…

2012-06-27abs ↗pdf ↗

Clarifies model-based RL's theoretical issues and counterexamples for popular losses.

problem Model-based reinforcement learning's empirical performance vs. theoretical properties and popular loss functions.
method Analyzes empirical and theoretical aspects of model-based RL and constructs counterexamples for losses.
result MuZero loss fails in stochastic and deterministic environments, leading to exponential sample complexity.

We study the moduli spaces of flat SL(r)- and PGL(r)-connections, or equivalently, Higgs bundles, on an algebraic curve. These spaces are noncompact Calabi-Yau orbifolds; we show that they can be regarded as mirror partners in two different senses. First, they satisfy the requirements laid down by Strominger-Yau-Zaslow…

2002-05-23abs ↗pdf ↗

By studying the group of rigid motions, PSH(1)PSH(1), in the 3D-Heisenberg group H1H_1, we define the density and the measure for the sets of horizontal lines. We show that the volume of a convex domain DH1D\subset H_1 is equal to the integral of length of chord over all horizontal lines intersecting DD. As the classical r…

2016-09-10abs ↗pdf ↗

The Jacobi-Maupertuis metric allows one to reformulate Newton's equations as geodesic equations for a Riemannian metric which degenerates at the Hill boundary. We prove that a JM geodesic which comes sufficiently close to a regular point of the boundary contains pairs of conjugate points close to the boundary. We prove…

2014-07-26abs ↗pdf ↗

3-quasi-Sasakian manifolds were studied systematically by the authors in a recent paper as a suitable setting unifying 3-Sasakian and 3-cosymplectic geometries. This paper throws new light on their geometric structure which reveals to be generally richer compared to the 3-Sasakian subclass. In fact, it turns out that t…

2008-01-11abs ↗pdf ↗

Random investment strategies outperform sensible ones, even with forecasts.

problem The usefulness of investment strategies based on forecasts is questioned.
method Investigated the performance of sensible and nonsensical investment strategies, including forecasts.
result There is no substantial difference between the performances of ``best'' and ``trivial'' forecasts.

Scarce data is a major challenge to scaling robot learning to truly complex tasks, as we need to generalize locally learned policies over different "contexts". Bayesian optimization approaches to contextual policy search (CPS) offer data-efficient policy learning that generalize over a context space. We propose to impr…

2016-12-06abs ↗pdf ↗

In mixture model-based clustering applications, it is common to fit several models from a family and report clustering results from only the `best' one. In such circumstances, selection of this best model is achieved using a model selection criterion, most often the Bayesian information criterion. Rather than throw awa…

2012-12-23abs ↗pdf ↗

We study the nature of fluctuations in variety of price indices involving companies listed on the New York Stock Exchange. The fluctuations at multiple scales are extracted through the use of wavelets belonging to Daubechies basis. The fact that these basis sets satisfy vanishing moments conditions makes them ideal to …

2012-05-08abs ↗pdf ↗

Beam search improves UQ in LLMs by reducing duplicates and variance.

problem Peaked distributions in multinomial sampling lead to duplicates and high variance in uncertainty estimates.
method Employ beam search to generate candidates for consistency-based UQ, providing a theoretical lower bound and empirical evaluation.
result Beam search achieves smaller error than multinomial sampling, leading to state-of-the-art UQ performance.

QFDA combines machine learning and information theory for image classification.

problem Lack of literature on combining machine learning and information theory.
method Quantized Fisher Discriminant Analysis (QFDA) using a cost function for rate-distortion optimization.
result QFDA achieves at least as good classification accuracy as FDA on quantized images.

New algorithm combines curriculum learning with HER for complex object manipulation tasks.

problem Learning complex sequential object manipulation tasks from scratch is challenging.
method Curriculum learning with Hindsight Experience Replay (HER) for recurrent object manipulation tasks.
result Significant improvement in learning sequential object manipulation tasks compared to vanilla-HER.

A simple modification improves GAN performance by discarding bad samples.

problem Improving GAN performance with minimal computational cost.
method Top-k update procedure: zero out gradient contributions from least realistic elements.
result Significant improvement in FID score for conditional generation on CIFAR-10.

Study finds many stocks in S&P 500 are inefficient, suggesting financial analysts outperform blindfolded monkeys.

problem Degree of inefficiency in U.S. stock market performance.
method Confidence intervals for proportions to assess inefficiency in S&P 500 components.
result Proportion of inefficient stocks in the S&P 500 index estimated to be between 12.13% and 27.87%

Community detection is an important task in network analysis, in which we aim to learn a network partition that groups together vertices with similar community-level connectivity patterns. By finding such groups of vertices with similar structural roles, we extract a compact representation of the network's large-scale …

2014-04-02abs ↗pdf ↗

Improved diffusion models solve inverse problems more accurately by correcting sample paths off the data manifold.

problem Current diffusion models for inverse problems often produce suboptimal results due to sample paths deviating from the data manifold.
method Proposed an additional correction term inspired by manifold constraints to make iterations closer to the data manifold.
result The proposed method boosts performance by a large margin, producing promising results in various applications.

Study reconstructs Faber-Schauder coefficients from antiderivative observations.

problem Reconstructing Faber-Schauder coefficients from discrete antiderivative observations.
method Piecewise quadratic spline interpolation and closed-form solution.
result Final-generation coefficients are unstable; others are robust.

New method controls bias in training data for fair outcomes.

problem Ensuring equal treatment between different groups in machine learning.
method Contrastive information estimation to control mutual information between representations and protected attributes.
result Our method provides strong theoretical guarantees on the parity of any downstream algorithm.

Lossy compression and clustering fundamentally involve a decision about what features are relevant and which are not. The information bottleneck method (IB) by Tishby, Pereira, and Bialek formalized this notion as an information-theoretic optimization problem and proposed an optimal tradeoff between throwing away as ma…

2016-04-01abs ↗pdf ↗

Paper introduces impact curves for evaluating binarized regression models with varying costs.

problem Evaluating binarized regression models with varying costs and instance-specific utility.
method Proposes impact curves to optimize binary decisions across different utilities.
result Impact curves identify conditions where one model is favored over another and quantify model improvement.

Given a real vector space V of finite dimension, together with a particular homogeneous field of bivectors that we call a "field of projective forces", we define a law of dynamics such that the position of the particle is a "ray" i.e. a half-line drawn from the origin of V. The impulsion is a bivector whose support is …

2005-01-11abs ↗pdf ↗

Deep gated networks help understand training and generalization in deep learning.

problem Understanding the role of SGD in training and generalization of deep neural networks with ReLU activation.
method Developed deep gated networks (DGNs) as a framework to analyze training and generalization in DNNs with ReLU activation.
result Gate adaptation is key for generalization in deep neural networks.

There is no doubt that both the special and general theories of relativity capture the imagination. The anti-intuitive properties of the special theory of relativity and its deep philosophical implications, the bizzare and dazzling predictions of the general theory of relativity: the curvature of spacetime, the exotic …

2011-12-04abs ↗pdf ↗

Paper explores limitations of generative models in finance, proposing a new method for portfolio generation.

problem Challenges in applying generative models to financial portfolio and risk management.
method Theoretical analysis and empirical testing of generative models, proposing a new pipeline for multivariate return generation.
result A new method for generating multivariate returns that meets portfolio evaluation standards and avoids pitfalls.

Study complex structures with perturbed differential operators to compute curvature-like operators and obtain vanishing results.

problem Analyzing complex structures with perturbed differential operators.
method Perturbing the standard differential operator to a first-order operator DηD_η and computing Bochner-Kodaira-Nakano-type formulae.
result Obtained vanishing results for certain harmonic spaces and Dolbeault cohomology.

Proposes a new method to selectively access privileged information in reinforcement learning.

problem Selective compression of privileged information in reinforcement learning.
method Formulates a variational bandwidth bottleneck to decide stochastically whether to access privileged information.
result Improves generalization and reduces access to costly information in reinforcement learning experiments.

Paper proposes using unlabeled data for fair decision-making.

problem Bias in decision-making algorithms due to biased labels and selective labeling.
method Variational autoencoder for learning unbiased data representations from both labeled and unlabeled data.
result Method learns fair and stable decision policies with high utility.