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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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62123185246 · May 202619922001200920172026
48 results for validity index

The paper challenges the validity of cluster validity measures in unsupervised learning.

problem The validity of cluster validity measures in selecting optimal clusterings.
method The authors investigate the use of cluster validity measures as objective functions in unsupervised learning and introduce a new variant of the Dunn index.
result Many cluster validity measures promote clusterings that do not match expert knowledge well.

Develops a new cluster validity index to find multiple optimal cluster numbers.

problem Finding the optimal number of clusters in real-world data with varying densities, sizes, and shapes.
method A new correlation-based cluster validity index that yields multiple local peaks.
result The new index finds multiple optimal cluster numbers in various scenarios.

New cluster validity index detects optimal number of clusters and secondary options.

problem Determining the optimal number of clusters in fuzzy clustering.
method Correlation-based fuzzy cluster validity index (WP index) using fuzzy c-means algorithm.
result WP index outperforms existing indexes in detecting optimal number of clusters and secondary options.

New validity index for fuzzy-possibilistic c-means clustering.

problem Conflicting results in determining the optimal number of clusters due to noisy data points and outliers.
method Introducing a new validity index (FP index) for fuzzy-possibilistic c-means clustering.
result FP index works well in datasets with varying cluster shapes and densities.

We generalize Roe's index theorem for graded generalized Dirac operators on amenable manifolds to multigraded elliptic uniform pseudodifferential operators. The generalization will follow from a local index theorem that is valid on any manifold of bounded geometry. This local formula incorporates the uniform estimates …

2018-06-06abs ↗pdf ↗

XGBoost predicts NEPSE Index log returns with low error and high directional accuracy.

problem Forecasting daily log-returns in the NEPSE Index with high accuracy.
method XGBoost machine learning, feature engineering, hyperparameter optimization, walk-forward validation.
result Optimal XGBoost configuration achieves lowest log-return RMSE and MAE.

Local constancy of index for certain gradient mappings proved.

problem Proving the local constancy of the index for specific gradient mappings.
method Using a more general theorem for quasiregular gradient mappings, deducing the result from the Hessian's properties.
result The index is locally constant for C1,1C^{1,1} functions with uniformly positive determinant Hessian almost everywhere.

This is an expository paper which gives a proof of the Atiyah-Singer index theorem for Dirac operators, presenting the theorem as a computation of the K-homology of a point. This paper and its follow up ("K-homology and index theory II: Elliptic Operators") was written to clear up basic points about index theory that a…

2016-04-12abs ↗pdf ↗

Proposes a method for valid inference in GPLSIMs with longitudinal data.

problem Challenges in longitudinal data inference due to within-subject correlation and unstable variance estimation.
method Profile estimating-equation approach using spline approximation and block empirical likelihood.
result Block empirical likelihood ratio statistic with Wilks-type chi-square limit for joint inference.

This is an expository paper which gives a proof of the Atiyah-Singer index theorem for elliptic operators. Specifcally, we compute the geometric K-cycle that corresponds to the analytic K-cycle determined by the operator. This paper and its companion ("K-homology and index theory II: Dirac Operators") was written to cl…

2016-04-12abs ↗pdf ↗

CDL index improves clustering validation for non-convex data.

problem Selecting clustering algorithms and hyperparameters without labeled data.
method CDL uses compactness, centers, and covariances to compute a probabilistic description length bound.
result CDL outperforms conventional CVIs on synthetic and image benchmarks.

Kernelized bandit algorithm tackles adaptive contextual bandits with single-index models.

problem Adaptive contextual bandits with single-index models and unknown link functions.
method Kernelized ε-greedy algorithm combining Stein-based index estimation and kernel ridge regression for reward functions.
result Unified framework for simultaneous learning and inference in single-index contextual bandits.

Cluster analysis is used to explore structure in unlabeled data sets in a wide range of applications. An important part of cluster analysis is validating the quality of computationally obtained clusters. A large number of different internal indices have been developed for validation in the offline setting. However, thi…

2018-01-08abs ↗pdf ↗

CAF-HFCM automatically forms a cluster hierarchy and optimizes the number of clusters without trial-and-validation.

problem Challenges in determining the optimal number of clusters in fuzzy c-means.
method CAF-HFCM, an auto-fused hierarchical fuzzy c-means method.
result Automatic agglomeration and optimal number of clusters without validity indices.

A new concordance loss improves model performance and reliability in survival prediction.

problem Inconsistent evaluation of deep survival models using likelihood losses.
method Proposed a value-monotone concordance loss (SCL) to improve reliability and optimization.
result SCL achieves comparable discrimination and is the best or within one standard deviation of the best C-index across multiple datasets.

Configuration spaces for computer systems can be challenging for traditional and automatic tuning strategies. Injecting task-specific knowledge into the tuner for a task may allow for more efficient exploration of candidate configurations. We apply this idea to the task of index set selection to accelerate database wor…

2019-09-16abs ↗pdf ↗

The paper evaluates index-based allocation policies using data from randomized control trials.

problem Evaluating index-based allocation policies in resource-scarce scenarios.
method Using data from randomized control trials, the paper introduces an efficient estimator and methods for computing asymptotically correct confidence intervals.
result Valid statistical conclusions can be drawn for index-based allocation policies.

In this paper we formulate a regression problem to predict realized volatility by using option price data and enhance VIX-styled volatility indices' predictability and liquidity. We test algorithms including regularized regression and machine learning methods such as Feedforward Neural Networks (FNN) on S&P 500 Index a…

2019-09-22abs ↗pdf ↗

AGMMNs improve learning of copula models by adaptively selecting kernels.

problem Learning dependence structures in copula models.
method Adaptive bandwidth selection for MMD in GMMNs, increasing kernels based on validation loss.
result AGMMNs significantly improve training performance over GMMNs and parametric models.

Let MM be a compact manifold. and DD a Dirac type differential operator on MM. Let AA be a CC^*-algebra. Given a bundle WW of AA-modules over MM (with connection), the operator DD can be twisted with this bundle. One can then use a trace on AA to define numerical indices of this twisted operator. We prove an …

2003-06-10abs ↗pdf ↗

Well-defined formal definitions for sentiment and opinion are extended to incorporate the necessary elements to provide a formal quantitative definition of reputation. This definition takes the form of a time-based index, in which each element is a function of a collection of opinions mined during a given time period. …

2017-05-28abs ↗pdf ↗

While invasively recorded brain activity is known to provide detailed information on motor commands, it is an open question at what level of detail information about positions of body parts can be decoded from non-invasively acquired signals. In this work it is shown that index finger positions can be differentiated fr…

2015-12-14abs ↗pdf ↗

This paper proposes a governing equation for stock market indexes that accounts for non-stationary effects. This is a linear Fokker-Planck equation (FPE) that describes the time evolution of the probability distribution function (PDF) of the price return. By applying Ito's lemma, this FPE is associated with a stochasti…

2019-10-02abs ↗pdf ↗

Rigidity theorem for critical points of Allen-Cahn equation on S³.

problem Rigidity of critical points with low Morse index on S³.
method Analysis of nullity and symmetries of critical points, Frankel-type theorem for nodal sets.
result Critical points with index five are symmetric and vanish on a Clifford torus, realizing the fifth width of the min-max spectrum.

iCVI-ARTMAP accelerates clustering with adaptive resonance theory and validity indices.

problem Improving clustering efficiency and accuracy using adaptive resonance theory.
method Integrates adaptive resonance theory (ARTMAP) with incremental cluster validity indices (iCVIs) for clustering.
result Significantly reduces clustering time and outperforms other methods on synthetic and real-world data.

It has been noticed that some external CVIs exhibit a preferential bias towards a larger or smaller number of clusters which is monotonic (directly or inversely) in the number of clusters in candidate partitions. This type of bias is caused by the functional form of the CVI model. For example, the popular Rand index (R…

2016-06-17abs ↗pdf ↗

HD-BWDM improves clustering validation in high-dimensional data.

problem Determining the right number of clusters in high-dimensional data.
method HD-BWDM integrates random projection, PCA, trimmed clustering, and medoid-based distances.
result HD-BWDM remains stable and interpretable under high-dimensional projections and contamination.

The authors previously found a model of universal quantum computation by making use of the coset structure of subgroups of a free group GG with relations. A valid subgroup HH of index dd in GG leads to a 'magic' state ψ\left|ψ\right\rangle in dd-dimensional Hilbert space that encodes a minimal informationally com…

2020-01-22abs ↗pdf ↗

Cluster analysis is widely used in the areas of machine learning and data mining. Fuzzy clustering is a particular method that considers that a data point can belong to more than one cluster. Fuzzy clustering helps obtain flexible clusters, as needed in such applications as text categorization. The performance of a clu…

2018-06-05abs ↗pdf ↗

Unified framework predicts S&P500 index direction using transfer learning and causal graph.

problem Predicting the movement of financial indices like S&P500.
method Transfer learning, causal graph, multidisciplinary knowledge, VAE network.
result 74.3% accuracy, 67% F1-score, 0.42 Matthew correlation on 12 years test period.

New method optimizes policies without assuming known link functions between preferences and rewards.

problem Policy alignment with unknown and unrestricted link functions.
method Formulates an ff-divergence-constrained reward maximization problem, learning policies directly.
result Induces a semiparametric single-index binary choice model for policy alignment.

Paper develops new conformal prediction methods for sum or average of unknown labels.

problem Uncertainty quantification in joint distributions of random variables.
method Introduces novel conformal prediction methods for sum or average of unknown labels.
result Validates the proposed method for sum or average of unknown labels under permutation invariant assumptions.

Single Index Models (SIMs) are simple yet flexible semi-parametric models for classification and regression. Response variables are modeled as a nonlinear, monotonic function of a linear combination of features. Estimation in this context requires learning both the feature weights, and the nonlinear function. While met…

2015-06-30abs ↗pdf ↗

Paper uses deep Ritz method for solving stationary Schrödinger equation, proving convergence and feature emergence.

problem Solving stationary Schrödinger equation with high-dimensional features.
method Deep Ritz method, gradient descent, single-index model, two-neuron model.
result Gradient descent converges to near-optimal solution, feature emergence observed in two-neuron model.