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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.

169,051 papers · 148 categories

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98196294392 · Jun 202019922001200920182026
48 results for unrealizable case

This paper improves online learning algorithms for unrealizable cases.

problem Improving performance in online learning when the hypothesis class does not contain optimal functions.
method Proposes three new algorithms to reduce the number of mistakes in the unrealizable case.
result The proposed algorithms perform better than existing ones in long-term learning.

Branched covers between Riemann surfaces are associated with certain combinatorial data, and Hurwitz existence problem asks whether given data satisfying those combinatorial constraints can be realized by some branched cover. We connect recent development in spherical conic metrics to this old problem, and give a new m…

2018-05-08abs ↗pdf ↗

Researchers use statistical physics to model neural network learning dynamics.

problem Understanding the learning dynamics of ReLU neural networks.
method Developed a system of differential equations using statistical physics techniques.
result ReLU networks exhibit distinct learning behavior compared to sigmoidal networks.

Gauss diagrams' properties can change with Hamiltonian cycle choice.

problem The impact of Hamiltonian cycle choice on Gauss diagrams.
method Examined realizable and unrealizable Gauss diagrams, and proved preservation of realizability under certain Hamiltonian cycle changes.
result Properties of Gauss diagrams can vary with Hamiltonian cycle choice.

We develop Teichmuller theoretical methods to construct new minimal surfaces in $\BE^3$ by adding handles and planar ends to existing minimal surfaces in $\BE^3$. We exhibit this method on an interesting class of minimal surfaces which are likely to be embedded, and have a low degree Gaußmap for their genus; the (Weier…

1998-06-17abs ↗pdf ↗

A statistical model or a learning machine is called regular if the map taking a parameter to a probability distribution is one-to-one and if its Fisher information matrix is always positive definite. If otherwise, it is called singular. In regular statistical models, the Bayes free energy, which is defined by the minus…

2012-08-31abs ↗pdf ↗

This article examines five common misunderstandings about case-study research: (1) Theoretical knowledge is more valuable than practical knowledge; (2) One cannot generalize from a single case, therefore the single case study cannot contribute to scientific development; (3) The case study is most useful for generating …

2013-04-02abs ↗pdf ↗

Worst-Case Sensitivity measures model sensitivity to uncertainty set size.

problem Model sensitivity to uncertainty set size in Distributionally Robust Optimization.
method Introducing Worst-Case Sensitivity as a measure of model sensitivity, and deriving closed-form expressions for various uncertainty sets.
result DRO solutions can be sensitive to the family and size of the uncertainty set, and worst-case sensitivity reflects these properties.

Proposes a new framework for balancing average- and worst-case performance in machine learning.

problem Robustness issues in machine learning, especially in safety-critical domains.
method Probabilistic robustness framework that balances average- and worst-case performance.
result Effective algorithm balances average- and worst-case performance with lower computational cost.

Solves equality case in isoperimetric inequality for non-convex domains.

problem Equality case in relative isoperimetric inequality outside convex sets.
method Analyzes non-convex domains to settle the equality case.
result Solves the equality case for relative isoperimetric inequality outside arbitrary convex sets.

Paper improves worst-case regret bounds for RLSVI in reinforcement learning.

problem Minimizing regret in reinforcement learning with randomized value functions.
method Introduces a clipping variant of Thompson Sampling for RLSVI.
result Achieves a ildeO(H2SAT) ilde{\mathrm{O}}(H^2S\sqrt{AT}) worst-case regret bound.

GenAI improves actuarial practices through case studies.

problem Improving actuarial practices using AI.
method Four case studies using LLMs, Retrieval-Augmented Generation, and vision-enabled LLMs.
result GenAI enhances claim cost prediction, market comparisons, and car damage classification.

New algorithms reduce complexity for solving nonconvex optimization problems with stochastic objectives and constraints.

problem Solving nonconvex optimization problems with stochastic objectives and constraints.
method Single-loop quadratic penalty and augmented Lagrangian algorithms with variance reduction techniques.
result Achieved best-known complexity guarantees for solving nonconvex optimization problems with stochastic objectives and constraints.

A method for logistic regression inference using both internal and external data.

problem Inability to estimate intercept and marginal case proportion in case-control logistic regression.
method Empirical likelihood approach integrating internal and external data.
result Intercept parameter becomes identifiable with external information, and all parameters are estimable consistently.

Optimizes bond portfolios to avoid worst-case losses.

problem Finding the worst-case value of a bond portfolio over a range of yield curves and spreads.
method Solves a convex-concave saddle point optimization problem to find the worst-case value and construct a robust portfolio.
result Constructs a bond portfolio that includes the worst-case value, ensuring robustness against market uncertainties.

Study evaluates and compares numerical differentiation methods on three case studies.

problem Evaluating and comparing numerical differentiation methods for efficiency.
method Forward, Backward, and Centered Finite-Difference methods applied at two levels of precision.
result Different methods perform differently across case studies, with varying levels of computational cost and accuracy.

Study extreme-case Value-at-Risk under IFR distributions, providing guidance for risk management.

problem Understanding extreme-case risk measures under distributional ambiguity and increasing failure rate.
method Characterized extreme-case range Value-at-Risk under mean and variance constraints with increasing failure rate.
result Characterized specific characteristics of extreme-case distributions under IFR constraints.

Qualitative behavior of Bach flow is established on compact four-dimensional locally homogeneous product manifolds. This is achieved by lifting to the homogeneous universal cover and, in most cases, capitalizing on the resultant group structure. The resulting system of ordinary differential equations is carefully analy…

2018-03-21abs ↗pdf ↗

New analysis shows halting time is predictable for large models, improving optimization efficiency.

problem Understanding the average-case complexity of optimization algorithms for large-scale models.
method Average-case analysis of first-order methods on random least squares and neural networks.
result Halting time is independent of input distribution, leading to tighter convergence rates.

We will compare three types of prices, namely, rational (hedging) prices, geometric (growth rate) prices, and martingale (measure) prices. We will show that rational prices in the complete market theory are sometimes contrary to common sense. In the continuous-time case, we insist that the market model should differ be…

2008-03-11abs ↗pdf ↗

Paper finds analytical solution for portfolio selection under worst-case model risk.

problem Portfolio optimization under model risk.
method Analytical solution for mean-variance portfolio selection in worst-case scenario.
result Analytical solution differs from previous numerical results, indicating model risk as estimation risk.

In this paper the author studies the isoperimetric problem in $\re^n$ with perimeter density xp|x|^p and volume density 1.1. We settle completely the case n=2,n=2, completing a previous work by the author: we characterize the case of equality if 0p10\leq p\leq 1 and deal with the case <p<1-\infty<p<-1 (with the additional a…

2017-06-29abs ↗pdf ↗

We prove a formula relating the analytic torsion and Reidemeister torsion on manifolds with boundary in the general case when the metric is not necessarily a product near the boundary. The product case has been established by W. Luck and S. M. Vishik. We find that the extra term that comes in here in the nonproduct cas…

1999-01-12abs ↗pdf ↗

Introduction. Case Based Reasoning (CBR) is an emerg- ing decision making paradigm in medical research where new cases are solved relying on previously solved similar cases. Usually, a database of solved cases is provided, and every case is described through a set of attributes (inputs) and a label (output). Extracting…

2013-03-07abs ↗pdf ↗

This paper calculates worst-case target semi-variances for uncertain losses.

problem Managing risk when loss distribution is uncertain and only partial information is known.
method Derives worst-case target semi-variances for symmetric or non-negative losses under uncertainty sets representing investor's undesirable scenarios.
result Closed-form expressions for worst-case target semi-variances are derived.

Study topological properties of integrable case on Lie algebra so(4).

problem Topological analysis of integrable case for Euler's equations on so(4).
method Construction of bifurcation diagrams, determination of critical points, description of Liouville tori bifurcations, computation of loop molecules.
result Some topological properties of Kovalevskaya case can be derived from the case on so(4).

We give an overview about finiteness properties of soluble S-arithmetic groups. Both, the number field case and the function field case are covered. The main result is: If B is a Borel subgroup in a Chevalley group and R is an S-arithmetic ring, then the group B(R) has finiteness length |S|-1 in the function field case…

2002-12-29abs ↗pdf ↗

Study pseudo-holomorphic disks in real analytic hypersurfaces using exterior differential systems.

problem Existence of pseudo-holomorphic disks in non-integrable real analytic hypersurfaces.
method Theory of exterior differential systems.
result Non-existence of certain equivalent structures in the non-integrable case.

The study proves convergence of conic 4-spheres' geometry to boundary cases.

problem Convergence of conic 4-spheres' geometry to boundary cases.
method Proved a convergence theorem on the moduli space of constant σ₂ metrics for conic 4-spheres.
result When a numerical condition converges to the boundary case, conic 4-spheres' geometry converges to the boundary case while preserving capacity.

In this paper, we attach an LL_\infty-algebra to any coisotropic submanifold in a Jacobi manifold. Our construction generalizes and unifies analogous constructions by Oh-Park (symplectic case), Cattaneo-Felder (Poisson case), Lê-Oh (locally conformal symplectic case). As a new special case, we attach an LL_\infty-alg…

2014-10-30abs ↗pdf ↗

New framework identifies worst-case shifts for predictive resource allocation models.

problem Identifying harmful shifts in predictive models for resource allocation.
method Hierarchical model structure and submodular optimization for worst-case loss.
result Empirical evidence shows divergent worst-case shifts identified by different metrics.