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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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4228441,2651,687 · Jun 202019922001200920172026
48 results for use cases

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 ↗

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.

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.

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.

Options are generally learned by using an inaccurate environment model (or simulator), which contains uncertain model parameters. While there are several methods to learn options that are robust against the uncertainty of model parameters, these methods only consider either the worst case or the average (ordinary) case…

2019-05-22abs ↗pdf ↗

A cased-based reasoning method predicts rare events on strategic sites using satellite imagery.

problem Manual prediction of rare events on strategic sites is impractical due to large datasets.
method Case-based reasoning approach incorporating expert knowledge for irregular time series and small datasets.
result The method significantly outperforms random selection on challenging applications.

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.

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 ↗

Study approximates worst-case stock trading under uncertainty, quantifying sensitivity.

problem Maximizing worst-case cost of stock gains and losses under uncertainty.
method Approximates worst-case problem by baseline problem as uncertainty vanishes.
result Value of worst-case problem equals baseline value plus correction term.

Neural networks improve loss reserving with case estimates and transaction data.

problem Improving loss reserving accuracy using neural networks.
method Comparison of feed-forward and recurrent neural networks trained on case estimates and transaction data.
result Case estimates significantly improve predictions, but memory-equipped neural networks offer minimal additional benefit.

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.

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.

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.

Framework for worst-case generation using Wasserstein space optimization.

problem Evaluating robustness and stress-testing systems under distribution shifts.
method Min-max optimization over continuous probability distributions in Wasserstein space.
result Global convergence guarantees for the proposed Gradient Descent Ascent scheme.

We present a gluing formula for Gromov-Witten invariants in the case of a triple product. This gluing formula is a simple case of a much more general gluing formula proved and stated using exploded manifolds. We present this simple case because it is relatively easy to explain without any knowledge of exploded manifold…

2015-11-03abs ↗pdf ↗

By making use of the classification of real simple Lie algebra, we get the maximum of the squared length of restricted roots case by case, thus we get the upper bounds of sectional curvature for irreducible Riemannian symmetric spaces of compact type. As an application, we verify Sampson's conjecture in all cases for i…

2005-05-29abs ↗pdf ↗

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.

Pathology reports contain useful information such as the main involved organ, diagnosis, etc. These information can be identified from the free text reports and used for large-scale statistical analysis or serve as annotation for other modalities such as pathology slides images. However, manual classification for a hug…

2019-10-31abs ↗pdf ↗

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.

New method uses unlabeled data to estimate intercept in case-control logistic regression.

problem Estimating intercept in case-control logistic regression.
method Construct likelihood function, use iterative algorithm to find maximum likelihood estimator.
result Proposed method identifies intercept and improves estimation efficiency.

We study the control system of a Riemannian manifold MM of dimension nn rolling on the sphere SnS^n. The controllability of this system is described in terms of the holonomy of a vector bundle connection which, we prove, is isomorphic to the Riemannian holonomy group of the cone C(M)C(M) of MM. Using Berger's list, we…

2014-12-23abs ↗pdf ↗

We study the relationship between the geometry and the Laplace spectrum of a Riemannian orbifold O via its heat kernel; as in the manifold case, the time-zero asymptotic expansion of the heat kernel furnishes geometric information about O. In the case of a good Riemannian orbifold (i.e., an orbifold arising as the orbi…

2008-05-20abs ↗pdf ↗

The concordance genus of a knot K is the minimum three-genus among all knots concordant to K. For prime knots of 10 or fewer crossings there have been three knots for which the concordance genus was unknown. Those three cases are now resolved. Two of the cases are settled using invariants of Levine's algebraic concorda…

2008-07-04abs ↗pdf ↗

Estimates non-parametric logistic model using case-control data and external summary info.

problem Imbalanced binary data in case-control studies.
method Two-step estimation procedure with deep neural network for functional approximation.
result Proposed estimator achieves optimal convergence rate in non-parametric regression.

We investigate the average-case complexity of decision problems for finitely generated groups, in particular the word and membership problems. Using our recent results on ``generic-case complexity'' we show that if a finitely generated group GG has the word problem solvable in subexponential time and has a subgroup of…

2002-06-25abs ↗pdf ↗

In this paper, we present new results on using orthogonal matching pursuit (OMP), to solve the sparse approximation problem over redundant dictionaries for complex cases (i.e., complex measurement vector, complex dictionary and complex additive white Gaussian noise (CAWGN)). A sufficient condition that OMP can recover …

2012-06-11abs ↗pdf ↗

Worst-case bounds on the expected shortfall risk given only limited information on the distribution of the random variables has been studied extensively in the literature. In this paper, we develop a new worst-case bound on the expected shortfall when the univariate marginals are known exactly and additional expert inf…

2017-01-16abs ↗pdf ↗

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 ↗

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.

AI helps assess nature-related financial risks for financial institutions.

problem Challenges in evaluating nature-related risks due to large data volume and complexity.
method Uses AI to address data gaps, uncertainty, and complex systems.
result Potential AI solutions for two use cases: beef supply and water utility.

Paper proves method for calculating NML code length works for continuous models.

problem Uncertainty in calculating NML code length for continuous models.
method Introduced a novel decomposition approach based on the coarea formula to prove correctness for continuous cases.
result Method accurately calculates NML code length for continuous models.

For compact real manifolds, a new double conformal invariant is constructed using the Wodzicki residue and the dd operator in the framework of Connes. In the flat case, we compute this double conformal invariant, and in some special cases, we also compute this double conformal invariants. For complex manifolds, a new …

2011-01-06abs ↗pdf ↗

Novel financial time-series data representation improves industry sector classification.

problem Classifying industries using historical stock returns time-series data.
method Proposed a novel representation based on stock returns embeddings for time-series data, overcoming representational challenges of conventional approaches.
result Substantial performance improvements over baselines using conventional representations.

Study of degenerate contrast functions on Lie groupoids and their geometric structures.

problem Understanding geometric structures on Lie groupoids with degenerate metrics.
method Using Lie groupoids and algebroids, analyze contrast functions and degenerate two-forms.
result Reduction of degenerate two-forms to pseudometric structures under regular conditions.