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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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122245367489 · May 202619922001200920172026
48 results for tiered structure

Tiered latent representations and latent spaces for molecular graphs provide a simple but effective way to explicitly represent and utilize groups (e.g., functional groups), which consist of the atom (node) tier, the group tier and the molecule (graph) tier. They can be learned using the tiered graph autoencoder archit…

2019-08-22abs ↗pdf ↗

New method simplifies causal inference with tiered background knowledge.

problem Large equivalence classes of DAGs limit causal information.
method Integrates tiered background knowledge to create 'tiered MPDAGs' with simplified structure.
result Tiered MPDAGs are chain graphs with chordal components, simplifying causal effect estimation.

ASCEND discovers causal relationships in multi-omics data by leveraging known hierarchical structure.

problem Causal inference in high-dimensional multi-omics data, especially when ignoring the hierarchical structure.
method Two-tiered divide-and-conquer strategy with ancestral conditioning sets.
result Achieves polynomial-time complexity and accurately recovers ancestral relationships.

Paper tackles robust knowledge transfer in parallel RL tasks.

problem Transfer knowledge from low-tier to high-tier tasks in parallel RL without shared dynamics or reward functions.
method Identifies Optimal Value Dominance condition and proposes online learning algorithms for both tasks.
result Achieves constant regret on partial states and near-optimal regret when tasks are dissimilar.

Given a huge set of applicants, how should a firm allocate sequential resume screenings, phone interviews, and in-person site visits? In a tiered interview process, later stages (e.g., in-person visits) are more informative, but also more expensive than earlier stages (e.g., resume screenings). Using accepted hiring mo…

2019-06-23abs ↗pdf ↗

Paper presents new algorithms for causal discovery with latent variables and overlapping datasets.

problem Causal discovery with latent variables and overlapping datasets.
method Introduces tiered FCI and tIOD algorithms for constraint-based causal discovery.
result The tIOD algorithm is more efficient and informative than the IOD algorithm.

TiFL divides clients into tiers to improve federated learning performance.

problem Heterogeneity in resource and data quality impacts FL performance.
method TiFL divides clients into tiers based on training performance and selects clients from the same tier in each training round.
result TiFL achieves faster training performance with comparable or better test accuracy.

A new reinforcement learning framework separates users into risk-tolerant and risk-averse groups for better performance.

problem Improving performance for risk-averse users in reinforcement learning.
method Introducing a tiered reinforcement learning approach with two policies: πextOπ^{ ext{O}} and πextEπ^{ ext{E}}.
result Achieving constant regret for risk-averse users, independent of the number of episodes.

This study examines non-retail trading on Polymarket, revealing unique behavior patterns and structural limitations.

problem Lack of address-level quote-lifecycle data in Polymarket prediction markets.
method Empirical analysis of 13 million order-filled events using DBSCAN clustering on a six-feature fill-side vector.
result Non-retail behavior is uni-modal, contradicting previous archetypal hypotheses.

ActiLabel learns activity patterns across diverse sensor devices.

problem Limited adoption of activity recognition models across different domains due to diverse sensor devices.
method Combination of graph model and optimal tiered mapping for learning activity labels.
result Superior performance compared to state-of-the-art methods on public datasets.

Model analyzes RFQ markets using stochastic control to optimize dealer performance and inventory.

problem Optimizing market making in aggregator-routed RFQ markets with varying dealer performance scores.
method Two-tier stochastic control model that separates RFQ-level price competition from macro routing.
result Optimal controls can be expressed through derivatives of reduced Hamiltonians, leading to interpretable mappings from optimal win probabilities to optimal offsets.

The latest global financial tsunami and its follow-up global economic recession has uncovered the crucial impact of housing markets on financial and economic systems. The Chinese stock market experienced a markedly fall during the global financial tsunami and China's economy has also slowed down by about 2\%-3\% when m…

2015-03-18abs ↗pdf ↗

TIER uses extended strain data to improve gravitational wave detection sensitivity.

problem Improving gravitational wave detection sensitivity using extended strain data.
method TIER framework using machine learning to capture extended strain data features.
result Up to 20% improvement in sensitive volume time in LIGO-Virgo-Kagra O3 data.

The paper audits trading filters, finding a high save-to-miss ratio.

problem Improving the efficiency and accuracy of trading filters in decentralized exchanges.
method A precision audit of filter rules against real trading data, classifying rejection events.
result Conservative save-to-miss ratio of 3.7 : 1, with wider interpretation of 14.8 : 1.

Achieving machine intelligence requires a smooth integration of perception and reasoning, yet models developed to date tend to specialize in one or the other; sophisticated manipulation of symbols acquired from rich perceptual spaces has so far proved elusive. Consider a visual arithmetic task, where the goal is to car…

2018-09-13abs ↗pdf ↗

In the late 1980s Witten used the Chern-Simons form of a connection to construct new invariants of 3-manifolds and knots, recovering in particular the Jones invariants. Since then the associated topological quantum field theory (TQFT) has served as a key example in understanding the structure of TQFTs in general. We su…

2008-08-19abs ↗pdf ↗

Study analyzes factors affecting capital adequacy in Bangladesh's banks.

problem Factors influencing capital adequacy in commercial banks in Bangladesh.
method Fixed Effect, Random Effect, and Pooled Ordinary Least Square (POLS) methods.
result Several independent variables significantly affect capital adequacy, with specific relationships between leverage, liquidity risk, and other factors.

Early time series classification (eTSC) is the problem of classifying a time series after as few measurements as possible with the highest possible accuracy. The most critical issue of any eTSC method is to decide when enough data of a time series has been seen to take a decision: Waiting for more data points usually m…

2019-08-09abs ↗pdf ↗

We explore the effect of introducing prior information into the intermediate level of neural networks for a learning task on which all the state-of-the-art machine learning algorithms tested failed to learn. We motivate our work from the hypothesis that humans learn such intermediate concepts from other individuals via…

2013-01-17abs ↗pdf ↗

Study bond market making with hit-ratio target using optimal control and HJB equations.

problem Optimizing bond market making with hit-ratio target in OTC markets.
method Stochastic optimal control approach, dualizing hit-ratio target, HJB equation, Riccati equation, linearization.
result Explicit quote decompositions into riskless spread, inventory-risk correction, and hit-ratio correction.

New framework learns complex AI attitudes from heterogeneous data.

problem Heterogeneous ordinal structure in AI attitudes, poorly captured by existing methods.
method Monotone Gaussian score embedding, BNP complexity discovery, confirmatory fixed-K estimation.
result Reduced holdout MSE by 25.8% over single-graph baseline.

A novel framework combines LLMs and RL for financial portfolio optimization.

problem Optimizing financial portfolios using sentiment analysis and market indicators.
method Hierarchical RL structure with base, meta, and super-agents.
result Achieved a 26% annualized return and Sharpe ratio of 1.2.

Paper presents a hybrid framework combining sentiment analysis and market indicators for financial portfolio optimization.

problem Improving financial portfolio optimization through better integration of sentiment and market data.
method A three-tier hierarchical RL framework integrating LLMs, DRL, and market data.
result Achieved a 26% annualized return and Sharpe ratio of 1.2, outperforming benchmarks.

The first part of this text is a gentle exposition of some basic constructions and results in the extended prequantum theory of Chern-Simons-type gauge field theories. We explain in some detail how the action functional of ordinary 3d Chern-Simons theory is naturally localized ("extended", "multi-tiered") to a map on t…

2013-01-11abs ↗pdf ↗

New protocol identifies impossible edge orientations in causal graphs.

problem Causal-discovery algorithms cannot distinguish edge directions without assumptions.
method Discrete impossibility certificates and oracle queries.
result Upper bound of 1+K1+K expert interactions for DAG recovery.

Entity linking is the task of mapping potentially ambiguous terms in text to their constituent entities in a knowledge base like Wikipedia. This is useful for organizing content, extracting structured data from textual documents, and in machine learning relevance applications like semantic search, knowledge graph const…

2018-07-16abs ↗pdf ↗

Method predicts NAFLD risk with high accuracy and distribution-free coverage guarantees.

problem Insufficient population-level screening tools for NAFLD.
method Gradient-boosted decision trees with conformal prediction.
result Method achieves AUROC of 0.912 internally and 0.891 externally, superior to other models.

Novel fusion network combines polarization and radiomics features for liver cancer classification.

problem Challenges in histopathological diagnosis of HCC and ICC.
method Two-tier fusion approach: feature-level and classification-level.
result Significantly enhances classification accuracy, even at reduced resolutions.

We consider a generic configuration of regions, consisting of a collection of distinct compact regions {Ωi}\{Ω_i\} in Rn+1\mathbb{R}^{n+1} which may be either smooth regions disjoint from the others or regions which meet on their piecewise smooth boundaries Bi\mathcal{B}_i in a generic way. We introduce a skeletal linking …

2014-02-22abs ↗pdf ↗

The paper models market dynamics using a limit order book system to explain slippage and inefficiency.

problem Inefficiency in matching markets due to structural liquidity constraints and slippage.
method Introduces a market microstructure framework with a latent preference state matrix and a dynamic discrete choice execution model.
result Persistent slippage and regional invariance of preference orderings are explained by liquidity thresholds.

In analyzing high-dimensional models, sparsity of the model parameter is a common but often undesirable assumption. In this paper, we study the following two-sample testing problem: given two samples generated by two high-dimensional linear models, we aim to test whether the regression coefficients of the two linear mo…

2016-10-14abs ↗pdf ↗

We formulate differential cohomology and Chern-Weil theory -- the theory of connections on fiber bundles and of gauge fields -- abstractly in the context of a certain class of higher toposes that we call "cohesive". Cocycles in this differential cohomology classify higher principal bundles equipped with cohesive struct…

2013-10-29abs ↗pdf ↗

We provide complete source code for a front-end GUI and its back-end counterpart for a stock market visualization tool. It is built based on the "functional visualization" concept we discuss, whereby functionality is not sacrificed for fancy graphics. The GUI, among other things, displays a color-coded signal (computed…

2018-02-11abs ↗pdf ↗

Study forecasts supply chain disruptions in automotive industry.

problem Operational disruptions in automotive supply chain cause financial losses.
method Constructed dataset of multivariate time series, used Attention Sequence to Sequence Deep Learning architecture.
result Model achieved 0.85 precision and 0.8 recall in QA phase across five plants.

Few-shot learning algorithms aim to learn model parameters capable of adapting to unseen classes with the help of only a few labeled examples. A recent regularization technique - Manifold Mixup focuses on learning a general-purpose representation, robust to small changes in the data distribution. Since the goal of few-…

2019-07-28abs ↗pdf ↗

Metric-based few-shot learning methods try to overcome the difficulty due to the lack of training examples by learning embedding to make comparison easy. We propose a novel algorithm to generate class representatives for few-shot classification tasks. As a probabilistic model for learned features of inputs, we consider…

2019-06-05abs ↗pdf ↗

The proper action functional of (4k+3)-dimensional U(1)-Chern-Simons theory including the instanton sectors has a well known description: it is given on the moduli space of fields by the fiber integration of the cup product square of classes in degree-(2k+2) differential cohomology. We first refine this statement from …

2012-07-23abs ↗pdf ↗