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.
Most deep learning-based models for speech enhancement have mainly focused on estimating the magnitude of spectrogram while reusing the phase from noisy speech for reconstruction. This is due to the difficulty of estimating the phase of clean speech. To improve speech enhancement performance, we tackle the phase estima…
As surrogate functions of L0-norm, many nonconvex penalty functions have been proposed to enhance the sparse vector recovery. It is easy to extend these nonconvex penalty functions on singular values of a matrix to enhance low-rank matrix recovery. However, different from convex optimization, solving the nonconvex l…
In this short survey article we collect the current state of the art in the nascent field of \textit{quantum enhancements}, a type of knot invariant defined by collecting values of quantum invariants of knots with colorings by various algebraic objects over the set of such colorings. This class of invariants includes c…
This work analyzes centered binary Restricted Boltzmann Machines (RBMs) and binary Deep Boltzmann Machines (DBMs), where centering is done by subtracting offset values from visible and hidden variables. We show analytically that (i) centering results in a different but equivalent parameterization for artificial neural …
The involutory birack counting invariant is an integer-valued invariant of unoriented tangles defined by counting homomorphisms from the fundamental involutory birack of the tangle to a finite involutory birack over a set of framings modulo the birack rank of the labeling birack. In this first of an anticipated series …
In a previous paper, the authors defined an equivariant version of the so-called Saito duality between the monodromy zeta functions as a sort of Fourier transform between the Burnside rings of an abelian group and of its group of characters. Here a so-called enhanced Burnside ring B(G) of a finite group G…
Enhances data valuation by integrating global and local statistical properties.
problem Insufficient consideration of global and local statistical properties in data valuation methods.
method Proposes a method that fuses global and local statistical properties into regularization terms for Shapley value estimation and dynamic data valuation.
result Demonstrates improved performance and efficiency of data valuation methods through integration of global and local statistical properties.
Enhances financial market valuation and trading algorithms using distributional value functions.
problem Accurate valuation and optimal trading decisions in financial markets.
method Combines predictive knowledge and deep reinforcement learning to introduce CDG-Model, a flexible framework for financial market valuation and trading.
result Improved market valuation and trading performance through enhanced feature creation and integration of real-world market factors.
We establish geometric and topological properties of the space of value functions in finite state-action Markov decision processes. Our main contribution is the characterization of the nature of its shape: a general polytope (Aigner et al., 2010). To demonstrate this result, we exhibit several properties of the structu…
S. Nelson, M. Orrison, V. Rivera {\cite{S}} modified Kauffman's construction of bracket. Their invariant ΦXβ takes value in a finite ring Z2[t]/(1+t+t3). In this paper, the author generalizes this invariant. The new invariant takes value in a polynomial ring. Furthermore, for a tricolorable link diagram, the au…
We introduce a model in which a regulator employs mechanism design to embed her human capital beta signal(s) in a firm's capital structure, in order to enhance the value of her post career change indexed executive stock option contract with the firm. We prove that the agency cost of this revolving door behavior increas…
Define quiver representation-valued invariants for classical and virtual knots
problem Define quiver representation-valued invariants for classical and virtual knots
method Define an infinite family of quiver representation-valued invariants of classical and virtual knots associated to a choice of data vector consisting of a biquandle, abelian group, set of biquandle arrows weights with values in the abelian group, coefficient ring and set of biquandle endomorphisms.
result Extract four new polynomial invariants as decategorifications
The aim of the present note is to enhance groups Gn3 and to construct new invariants of classical braids. In particular, we construct invariants valued in GN2 groups. In groups Gn2, the identity problem is solved, besides, their structure is much simpler than that of Gn3. I am grateful t…
Finite-horizon lookahead policies are abundantly used in Reinforcement Learning and demonstrate impressive empirical success. Usually, the lookahead policies are implemented with specific planning methods such as Monte Carlo Tree Search (e.g. in AlphaZero). Referring to the planning problem as tree search, a reasonable…
We give a purely combinatorial construction of colored sln link homology. The invariant takes values in a 2-category where 2-morphisms are given by foams, singular cobordisms between sln webs; applying a (TQFT-like) representable functor recovers (colored) Khovanov-Rozansky homology. Novel f…
Stein variational gradient descent (SVGD) is a particle-based inference algorithm that leverages gradient information for efficient approximate inference. In this work, we enhance SVGD by leveraging preconditioning matrices, such as the Hessian and Fisher information matrix, to incorporate geometric information into SV…
Reliability Options are capacity remuneration mechanisms aimed at enhancing security of supply in electricity systems. They can be framed as call options on electricity sold by power producers to System Operators. This paper provides a comprehensive mathematical treatment of Reliability Options. Their value is first de…