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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.

168,694 papers · 148 categories

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162324486648 · Jun 202019922001200920172026
48 results for two-valued functions

Study on 2-valued dynamics on complex plane, showing some dynamics can't be group actions.

problem Whether 2-valued dynamics can be defined by the action of a 2-valued group.
method Construction of examples of dynamics that are or are not group actions.
result Some 2-valued dynamics on complex plane cannot be defined by the action of a 2-valued group.

Optimizes dividend payouts with fixed costs and regime switching.

problem Maximizing dividends with fixed transaction costs and regime switching.
method Identifies optimal dividend strategy as a two-barrier impulsive strategy.
result Explicit determination of optimal strategy for various drift and volatility scenarios.

The paper extends risk measures to two-step approximations and studies log-concave distributions.

problem Extending classical risk measures to two-step approximations.
method Optimization problem for determining optimal regime thresholds and values for log-concave distributions.
result Conditions for the uniqueness of regime changing in log-concave distributions.

We prove that the norm of the Euler class E for flat vector bundles is 2n2^{-n} (in even dimension nn, since it vanishes in odd dimension). This shows that the Sullivan--Smillie bound considered by Gromov and Ivanov--Turaev is sharp. We construct a new cocycle representing E and taking only the two values ±2n\pm 2^{-n}

2010-09-13abs ↗pdf ↗

We propose a differentiable sigmoid function for efficient p-value calculation in clustering.

problem Efficient and accurate p-value calculation for clustering algorithms.
method Designed a differentiable sigmoid function to approximate the Dip-p-value transformation.
result Accelerates computation and integrates well with gradient descent-based learning schemes.

The abstract link L_d of the complex isolated singularity x^2 + y^2 + z^2 + v^{2d} = 0 is diffeomorphic to S^3 \times S^2. We classify the embedded links of these singularities up to regular homotopies precomposed with diffeomorphisms of S^3 \times S^2. Let us denote by i_d the inclusion of L_d in S^7. We show that for…

2013-10-18abs ↗pdf ↗

We consider a two-valued function uu that is either Dirichlet energy minimizing, C1,μC^{1,μ} harmonic, or in C1,μC^{1,μ} with an area-stationary graph such that Almgren's frequency (restricted to the singular set) is continuous at a singular point Y0Y_0. As a corollary of recent work of Wickramasekera and the author, if t…

2014-10-27abs ↗pdf ↗

Deep residual networks can approximate any continuous function using control theory.

problem Universal approximation capabilities of deep residual neural networks.
method Relating residual networks to control systems and using Lie algebraic techniques.
result Deep residual networks with adequately deep layers can approximate any continuous function on a compact set.

Pessimistic Minimax Value Iteration finds efficient NE policies from offline data.

problem Finding an approximate Nash equilibrium in offline Markov games with non-uniform coverage.
method Pessimistic Minimax Value Iteration (PMVI) constructs pessimistic value function estimates and solves NEs.
result Established a nearly minimax optimal result for offline Markov games with function approximation.

Researchers prove an index formula for spinors on 3-manifolds branching along graphs.

problem Index formula for Dirac operators on 3-manifolds with branch points.
method Analyzes Dirac operator on two-valued spinors on a 3-manifold with a graph branch, with boundary conditions.
result Index formula vanishes when the branch is a smooth curve, extends to graphs with vertices.

Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) are popular risk measures from academic, industrial and regulatory perspectives. The problem of minimizing CVaR is theoretically known to be of Neyman-Pearson type binary solution. We add a constraint on expected return to investigate the Mean-CVaR portfolio sele…

2013-08-10abs ↗pdf ↗

Proposes a new algorithm for learning continuous-time Bayesian network structures.

problem Lack of constraint-based algorithms for continuous-time Bayesian networks.
method Develops a constraint-based algorithm using statistical tests for conditional independence.
result The proposed algorithm is more accurate with variables having more than two values.

Traffic classification has various applications in today's Internet, from resource allocation, billing and QoS purposes in ISPs to firewall and malware detection in clients. Classical machine learning algorithms and deep learning models have been widely used to solve the traffic classification task. However, training s…

2019-06-12abs ↗pdf ↗

We classify the Markov traces factoring through the Birman-Wenzl-Murakami (BMW) algebras. For this purpose, we define a common `cover' for the two variations of the BMW-algebra originating from the quantum orthogonal/symplectic duality, which are responsible for the so-called `Dubrovnik' variation of the Kauffman polyn…

2014-03-17abs ↗pdf ↗

The use of low-precision fixed-point arithmetic along with stochastic rounding has been proposed as a promising alternative to the commonly used 32-bit floating point arithmetic to enhance training neural networks training in terms of performance and energy efficiency. In the first part of this paper, the behaviour of …

2018-04-14abs ↗pdf ↗

Deep convolutional neural networks (CNNs) are powerful tools for a wide range of vision tasks, but the enormous amount of memory and compute resources required by CNNs pose a challenge in deploying them on constrained devices. Existing compression techniques, while excelling at reducing model sizes, struggle to be comp…

2019-03-07abs ↗pdf ↗

Regularized linear regression improves binary classification performance, especially with ridge and 1\ell_1 regularization.

problem Improving binary classification accuracy with noisy labels.
method Systematic study of regularization strengths on linear classifiers trained on noisy binary classification data.
result Ridge regression consistently improves classification error, while 1\ell_1 regularization can induce sparsity and \ell_\infty regularization can concentrate weights to two values.

New algorithm reduces regret by allowing free exploration in multi-armed bandits.

problem Designing an adaptive policy to minimize regret with a free exploration budget.
method Introduced (α,β)(α,β)-probably saving policies and a two-phase algorithm UFE-KLUCB-H.
result UFE-KLUCB-H accumulates strictly less regret than non-free exploration policies.

Real-world applications of machine learning tools in high-stakes domains are often regulated to be fair, in the sense that the predicted target should satisfy some quantitative notion of parity with respect to a protected attribute. However, the exact tradeoff between fairness and accuracy is not entirely clear, even f…

2019-06-19abs ↗pdf ↗

A new method selects regions of interest in GC-MS data without prior target selection.

problem Challenges in GC-MS data analysis due to fragmentation and shared fragment ions.
method Uses a pseudo F-ratio moving window (ψψFRMV) to automatically select regions of interest.
result Algorithm can accurately identify signal regions in GC-MS data.

Develops methods for selecting and estimating smooth functional coefficients in high-dimensional multivariate functional data.

problem Functional predictor selection and estimation of smooth functional coefficients in high-dimensional multivariate functional data.
method Functional group-sparse regression methods in a generic Hilbert space of infinite dimension.
result Consistency of estimation and selection (oracle property) under infinite-dimensional Hilbert spaces.

FFBO optimizes functions as inputs and outputs, improving on existing BO methods.

problem Optimizing functions as both inputs and outputs in complex systems.
method Function-on-function Gaussian process (FFGP) model with a separable operator-valued kernel, scalar upper confidence bound (UCB) acquisition function, and scalable functional gradient ascent algorithm (FGA).
result FFBO outperforms existing methods in synthetic and real-world data.

Chirped sinosoids and interferometric phase plots are functions that are not periodic, but are the composition of a smooth function and a periodic function. These functions functions factor into a pair of maps: from their domain to a circle, and from a circle to their codomain. One can easily imagine replacing the circ…

2015-01-25abs ↗pdf ↗

The Fridman function is bounded by the injectivity radius for certain hyperbolic manifolds.

problem Bounding the Fridman function for hyperbolic manifolds.
method Analyzing the relationship between the Fridman function and the injectivity radius function.
result The Fridman function is bounded above by the injectivity radius function for certain hyperbolic manifolds.