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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.

168,657 papers · 148 categories

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48 results for upstream examples

The paper analyzes how forgetting in LLMs is linked to simple task-upstream example associations.

problem Forgetting of upstream knowledge in fine-tuned LLMs.
method Empirical analysis of forgotten examples in NN upstream examples after MM new tasks, using low-rank matrix approximation.
result Forgetting can be predicted efficiently using matrix completion over empirical associations.

The paper finds a surprising positive correlation between upstreamness and downstreamness in global value chains.

problem The puzzling positive correlation between upstreamness and downstreamness in industries and countries.
method Analysis of a simple model of random Input/Output tables and experiments on empirical data.
result Upstreamness and downstreamness of the same industrial sector/country are positively correlated with a slope close to +1.

Study uses multidimensional SE-NBD process to analyze default portfolios and identify shock amplification.

problem Analyzing interactions and shock propagation in default portfolios with multiple sectors.
method Applied multidimensional self-exciting negative binomial distribution (SE-NBD) process to 13 sectors.
result Identified upstream and downstream sectors, showing shock amplification in default portfolios.

NeVI-Cut uses neural networks to efficiently propagate uncertainty without feedback.

problem Efficiently propagating uncertainty in downstream Bayesian analysis without feedback.
method NeVI-Cut combines neural networks and normalizing flows for variational inference.
result NeVI-Cut achieves significant computational gains and higher accuracy than traditional methods.

UBM transfers bias mitigation from upstream to downstream tasks efficiently.

problem Bias in fine-tuned language models across various tasks.
method Apply bias mitigation to an upstream model, then fine-tune a downstream model on this mitigated model.
result UBM effects transfer to new downstream tasks, creating less biased models.

Paper examines adversarial attacks on weather forecasting models, focusing on TC trajectory prediction.

problem Adversarial attacks can mislead downstream TC trajectory predictions in DLWF models.
method Proposes Cyc-Attack, a method using a surrogate model and skewness-aware loss function to generate adversarial TC paths.
result Cyc-Attack achieves higher true positive rates and lower false alarm rates compared to conventional methods.

Study shows scaling up models doesn't always improve downstream tasks.

problem Understanding why scaling up models doesn't always improve downstream performance.
method Systematic study of 4800 experiments on various models, analyzing performance on 20 downstream tasks.
result Performance on downstream tasks saturates as model size increases, revealing a nonlinear relationship.

New algorithm REFUEL shows multitask representation learning is more sample-efficient in RL.

problem Understanding the benefit of representation learning in reinforcement learning.
method Developed REFUEL algorithm for multitask low-rank RL, analyzing both upstream and downstream tasks.
result Multitask representation learning is provably more sample-efficient than individual task learning.

New methods detect modular structure in neural networks, revealing surprising effects of dropout.

problem Detecting functional modules in neural networks for learning, compositionality, and generalization.
method Two families of methods: upstream and downstream, to define similarity between units.
result Dropout dramatically increased modularity, and there's little agreement between upstream and downstream methods.

This paper investigates multi-task reinforcement learning in non-Markovian decision making, showing benefits in sample efficiency.

problem Investigating multi-task reinforcement learning in non-Markovian decision making processes.
method Developed a joint model class for tasks and used the ηη-bracketing number to quantify complexity and similarity.
result Multi-task reinforcement learning can improve sample efficiency in non-Markovian decision making processes.

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.

We study the problem of learning representations with controllable connectivity properties. This is beneficial in situations when the imposed structure can be leveraged upstream. In particular, we control the connectivity of an autoencoder's latent space via a novel type of loss, operating on information from persisten…

2019-06-21abs ↗pdf ↗

CARV reduces compute cost for downstream pipelines using diffusion models.

problem High variance in Monte Carlo estimators from diffusion models limits compute efficiency.
method CARV uses hierarchical MC estimation with amortized upstream computation and stratified-inverse-CDF.
result CARV delivers 2-3x effective compute multipliers without changing the objective.

Simplex-valued data appear throughout statistics and machine learning, for example in the context of transfer learning and compression of deep networks. Existing models for this class of data rely on the Dirichlet distribution or other related loss functions; here we show these standard choices suffer systematically fr…

2020-02-20abs ↗pdf ↗

Study strategic competition in commodity markets using impulse-switching controls.

problem Strategic competition between upstream and downstream firms in commodity markets.
method Non-zero-sum stochastic differential game with mixed impulse/switching controls.
result Multiple Nash equilibria found, depending on the number of switches by the downstream firm.

New method ranks sectors and countries using local and aggregate I-O data.

problem Ranking sectors and countries in global value chains using incomplete I-O tables.
method Rank-11 approximation to I-O tables using local and aggregate information.
result Consistently good performance in reconstructing rankings of upstreamness and downstreamness.

Network models assume unrealistic idiosyncratic risk, which can be mitigated by allowing for correlated shocks.

problem Network models assume idiosyncratic risk, which can be unrealistic and lead to incorrect predictions.
method Proposed a production-based asset pricing model to account for substitutability between trade partners and correlation in supply and demand shocks.
result Assets positively exposed to average propagation of upstream and downstream shocks earn lower average risk premia.

Optimizes ad pruning in sponsored search systems using reinforcement learning.

problem How to efficiently select top K ads from N candidates to maximize revenue.
method Model-free reinforcement learning approach considering downstream as a black-box environment.
result Remarkable improvements in revenue achieved through reinforcement learning.

Reinforcement learning algorithms are known to be sample inefficient, and often performance on one task can be substantially improved by leveraging information (e.g., via pre-training) on other related tasks. In this work, we propose a technique to achieve such knowledge transfer in cases where agent trajectories conta…

2019-10-14abs ↗pdf ↗

A new method corrects bias in machine learning for trading by filtering out non-executable prices.

problem Contaminated data from price limits causes misleading performance metrics in trading models.
method Mask-first design with tradability filters, GPU optimization, and penalized losses.
result The system achieves Sharpe ratios of 1.63 on real data, significantly outperforming existing methods.

Study examines value relevance of oil and gas reserve disclosures in London Stock Exchange.

problem Uncertainty in oil and gas reserves poses accounting challenges for investors.
method Empirical analysis using archival data and multifactor framework.
result Changes in reserves and their components are associated with share returns, but insignificantly due to oil price and longitudinal effects. Quality of disclosures positively impacts share returns.

The current leading computer vision models are typically feed forward neural models, in which the output of one computational block is passed to the next one sequentially. This is in sharp contrast to the organization of the primate visual cortex, in which feedback and lateral connections are abundant. In this work, we…

2019-10-16abs ↗pdf ↗

We propose a practical approach based on federated learning to solve out-of-domain issues with continuously running embedded speech-based models such as wake word detectors. We conduct an extensive empirical study of the federated averaging algorithm for the "Hey Snips" wake word based on a crowdsourced dataset that mi…

2018-10-09abs ↗pdf ↗

We model a network economy with three sectors: downstream firms, upstream firms, and banks. Agents are linked by productive and credit relationships so that the behavior of one agent influences the behavior of the others through network connections. Credit interlinkages among agents are a source of bankruptcy diffusion…

2010-06-17abs ↗pdf ↗

LIM enhances investment performance and efficiency at scale.

problem Diminishing returns and rising labor/time costs in traditional quantitative investment research.
method End-to-end learning and universal modeling to create a global patterns foundation model.
result Optimized performance for specific tasks through transfer learning of global patterns.

ACL improves robustness with unlabeled data, and we analyze its generalization using Rademacher complexity.

problem Improving robustness of deep networks against adversarial attacks using unlabeled data.
method We analyze the generalization performance of Adversarial Contrastive Learning (ACL) using Rademacher complexity.
result The average adversarial risk of the downstream tasks can be upper bounded by the adversarial unsupervised risk of the upstream task.

Ensembling word embeddings to improve distributed word representations has shown good success for natural language processing tasks in recent years. These approaches either carry out straightforward mathematical operations over a set of vectors or use unsupervised learning to find a lower-dimensional representation. Th…

2018-08-13abs ↗pdf ↗

Improved neural topic model for semi-supervised learning.

problem Representing textual data in an interpretable manner with limited labeled data.
method Label-Indexed Neural Topic Model (LI-NTM) that combines deep generative models with semi-supervised learning.
result LI-NTM outperforms existing models in document reconstruction and classifier performance.

Proposes a method to construct risk-neutral marginals from arbitrage-free option prices.

problem Lack of risk-neutral marginals that are free of arbitrage and easy to use.
method Explicit construction of risk-neutral marginals from discrete arbitrage-free option prices.
result Explicit construction guarantees risk-neutral marginals free of butterfly and calendar arbitrage.

This research smooths out fluid equations to avoid sudden shocks.

problem Formation of shock singularities in compressible fluid equations.
method Information geometric regularization of unidimensional pressureless Euler equations.
result Smooth global solutions without artificial viscosity.

The paper tackles fair representation learning by smoothing feature mappings.

problem Legal liability for discriminatory use of data by organizations.
method Mapping features to a fair representation space, certifying fairness through chi-squared mutual information.
result Smoothing representation distribution provides generalization guarantees of fairness and maintains accuracy for downstream tasks.

Method adapts frozen models for few-shot tasks without training.

problem Deployment constraints limit model updates, necessitating new adaptation methods.
method Exponential tilting of latent distribution for inference.
result Method outperforms parameter-update methods across benchmarks.

A new conformal prediction framework for two-stage models identifies stage-wise uncertainty.

problem Limited coverage guarantees and lack of modular structure understanding in existing conformal prediction methods.
method Decomposes prediction residuals into stage-specific components, calibrates parameters using FWER control, and adapts to non-stationary settings.
result Improves coverage and identifies stage-wise error contributions compared to standard conformal methods.