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.
A new method detects and removes false trailing balances in credit data.
Trailing stop is a popular stop-loss trading strategy by which the investor will sell the asset once its price experiences a pre-specified percentage drawdown. In this paper, we study the problem of timing buy and then sell an asset subject to a trailing stop. Under a general linear diffusion framework, we study an opt…
We propose a new algorithm for solving the graph-fused lasso (GFL), a method for parameter estimation that operates under the assumption that the signal tends to be locally constant over a predefined graph structure. Our key insight is to decompose the graph into a set of trails which can then each be solved efficientl…
Robots hold promise in many scenarios involving outdoor use, such as search-and-rescue, wildlife management, and collecting data to improve environment, climate, and weather forecasting. However, autonomous navigation of outdoor trails remains a challenging problem. Recent work has sought to address this issue using de…
Online purchase decisions in organizations can go through a complex journey with multiple agents involved in the decision making process. Depending on the product being purchased, and the organizational structure, the process may involve employees who first conduct market research, and then influence decision makers wh…
TRAiL is a linear bandit algorithm that ensures optimal regret and guarantees inference quality.
We show that a critical vulnerability in adversarial imitation is the tendency of discriminator networks to learn spurious associations between visual features and expert labels. When the discriminator focuses on task-irrelevant features, it does not provide an informative reward signal, leading to poor task performanc…
SusGen-GPT improves financial NLP and ESG report generation.
A finitely generated module over the ring L=Z[t, t^{-1}] of integer Laurent polynomials that has no Z-torsion is determined by a pair of sub-lattices of L^d. Their indices are the absolute values of the leading and trailing coefficients of the order of the module. This description has applications in knot theory.
A lifelong reinforcement learning system is a learning system that has the ability to learn through trail-and-error interaction with the environment over its lifetime. In this paper, I give some arguments to show that the traditional reinforcement learning paradigm fails to model this type of learning system. Some insi…
The Kalman filter and Heston model are used to estimate asset prices and trading performance.
Investors with anxiety about drawdowns may use stop-loss and trailing stops as optimal selling strategies.
This work abstracts deep neural networks into concept graphs for better interpretability in medical tasks.
The Turaev genus defines a natural filtration on knots where Turaev genus zero knots are precisely the alternating knots. We show that the signature of a Turaev genus one knot is determined by the number of components in its all-A Kauffman state, the number of positive crossings, and its determinant. We also show that …
Users form information trails as they browse the web, checkin with a geolocation, rate items, or consume media. A common problem is to predict what a user might do next for the purposes of guidance, recommendation, or prefetching. First-order and higher-order Markov chains have been widely used methods to study such se…
Decision making from data involves identifying a set of attributes that contribute to effective decision making through computational intelligence. The presence of missing values greatly influences the selection of right set of attributes and this renders degradation in classification accuracies of the classifiers. As …
Skeleton is a new notion designed for constructing space-filling curves of self-similar sets. It is shown in [Dai, Rao and Zhang, Space-filling curves of self-similar sets (II): Edge-to-trail substitution rule,https://doi.org/10.1088/1361-6544/ab1275] that for a connected self-similar set, space-filling curves can be c…
In this paper we explore methods to exploit symmetries for ensuring sample efficiency in reinforcement learning (RL), this problem deserves ever increasing attention with the recent advances in the use of deep networks for complex RL tasks which require large amount of training data. We introduce a novel method to dete…
We propose a strategy for automated trading, outline theoretical justification of the profitability of this strategy and overview the hypothetical results in application to currency pairs trading. The proposed methodology relies on the assumption that processes reflecting the dynamics of currency exchange rates are in …
Polarization measurements done using Imaging Polarimeters such as the Robotic Polarimeter are very sensitive to the presence of artefacts in images. Artefacts can range from internal reflections in a telescope to satellite trails that could contaminate an area of interest in the image. With the advent of wide-field pol…
Summary statistics of genome-wide association studies (GWAS) teach causal relationship between millions of genetic markers and tens and thousands of phenotypes. However, underlying biological mechanisms are yet to be elucidated. We can achieve necessary interpretation of GWAS in a causal mediation framework, looking to…
Study of coloured invariants of torus knots using algebras.
We propose a new model of minority game with so-called smart agents such that the standard deviation and the total loss in this model reach the theoretical minimum values in the limit of long time. The smart agents use trail and error method to make a choice but bring global optimization to the system, which suggests t…
CLQT benchmarks LLM portfolio managers by evaluating their decision-making process, not just returns.
Many methods for automated software test generation, including some that explicitly use machine learning (and some that use ML more broadly conceived) derive new tests from existing tests (often referred to as seeds). Often, the seed tests from which new tests are derived are manually constructed, or at least simpler t…
We introduce a novel scheme to train binary convolutional neural networks (CNNs) -- CNNs with weights and activations constrained to {-1,+1} at run-time. It has been known that using binary weights and activations drastically reduce memory size and accesses, and can replace arithmetic operations with more efficient bit…
Paper proposes a new method for demand forecasting in pricing contexts.
The paper optimizes portfolios using MACD signals derived from price history.
An ant colony optimization approach for partitioning a set of objects is proposed. In order to minimize the intra-variance, or within sum-of-squares, of the partitioned classes, we construct ant-like solutions by a constructive approach that selects objects to be put in a class with a probability that depends on the di…
Study on balanced Hermitian structures on Lie algebras twisted by representations.
In this paper, we present an approach for identification of actions within depth action videos. First, we process the video to get motion history images (MHIs) and static history images (SHIs) corresponding to an action video based on the use of 3D Motion Trail Model (3DMTM). We then characterize the action video by ex…
We study the intrinsic geometrical structure of hypersurfaces in 6-manifolds carrying a balanced Hermitian SU(3)-structure, which we call {\em balanced} SU(2)-{\em structures}. We provide conditions which imply that such a 5-manifold can be isometrically embedded as a hypersurface in a manifold with a balanced SU(3)-st…
The study identifies assets with local balance deviating from global balance to mitigate financial risk.
A new kernel test reduces noise in MMD by focusing on leading eigen-directions.
Proposes -balancing for more balanced expert utilization in MoE models.
Estimates causal effects using neural networks for balancing covariates.
Blowing up flat metrics yields balanced ones with constant curvature.
We will consider locally conformally balanced manifolds. We prove that a locally conformally balanced condition is not stable under a small deformation. We prove that locally conformally balanced condition is stable under any proper modification. We prove that symmetric products of the Kodaira surface can be resolve to…
In this paper, the concept of balanced manifolds is generalized to reduced complex spaces: the class B and balanced spaces. Compared with the case of Kahlerian, the class B is similar to the Fujiki class C and the balanced space is similar to the Kahler space. Some properties about these complex spaces are obtained, an…
Study properties of balanced hyperbolic compact complex manifolds.
Study balanced Hermitian structures on almost abelian Lie algebras, classifying six-dimensional cases.
Determined the balanced cone of a specific geometric space.
Study examines how balancing methods affect model behavior in imbalanced classification problems.
The paper argues for using Neyman orthogonal score for balancing in debiased machine learning.
Paper proves Chow stability implies balanced embedding.
Study on balanced Hermitian threefolds with parallel Bismut torsion.
Finite presentation for a specific group in 3D handlebody topology.
Improves causal inference with observational data by balancing features and weights.