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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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69139208277 · Jun 202019922001200920172026
48 results for weighted coefficients

Defines and proves properties of weighted renormalized volume coefficients.

problem None explicitly stated; focuses on mathematical definitions and proofs.
method Defines weighted renormalized volume coefficients and proves their variational nature and polynomial representation.
result Weighted renormalized volume coefficients are variational and can be expressed as polynomials of specific tensors.

Standardizes weighted ranking correlation coefficients to maintain zero expected value.

problem Measuring correlation between weighted rankings of items.
method Develops a standardization function g(·) that transforms coefficients to zero expected value under randomness.
result A general standardization function g(Γ) that preserves the domain [-1,1] and reduces to the identity for coefficients already satisfying zero-expected-value property.

Paper proposes methods for transfer learning with random coefficient ridge regression.

problem Estimation and prediction in high-dimensional settings with related models.
method Two estimators using weighted sums of ridge estimates from target and source models.
result Explicit expression of estimation and prediction risks derived using random matrix theory.

In this paper we study the asymptotic behavior of second-order uniformly elliptic operators on weighted Riemannian manifolds. They naturally emerge when studying spectral properties of the Laplace-Beltrami operator on families of manifolds with rapidly oscillating metrics. We appeal to the notion of H-convergence intro…

2017-10-25abs ↗pdf ↗

Novel characterization of augmented balancing weights combining outcome and weighting models.

problem Improving estimation accuracy in machine learning models with balancing weights.
method Characterization of augmented balancing weights as linear models, extending to ridge and lasso regression.
result Equivalence and closed-form expressions for specific model choices, providing insights into performance.

Study of linear classifiers in infinite imbalance scenarios.

problem Behavior of linear discriminant functions in extreme imbalance conditions.
method Analysis of linear classifiers under infinite imbalance, focusing on weight function properties and limit behavior.
result Limiting coefficient vectors reflect robustness or conservatism, optimizing against worst-case alternatives.

In this note we identify the leading terms of the (reduced) K-energy map with a universal linear combination of the principal and subdominant coefficients of the weight of the mthmth Hilbert point. This shows that the weight F1(λ;X)F_{1}(λ;X) introduced by Donaldson in [SKD02] is just the weight of the CM-polarisation.The eq…

2004-05-27abs ↗pdf ↗

Let φC(Cn)φ\in C^\infty(\Complex^n) be a given real valued function. We assume that $\pr\ddbarφ$ is non-degenerate of constant signature (n,n+)(n_-,n_+) on Cn\Complex^n. When q=nq=n_-, it is well-known that the Bergman kernel for (0,q)(0,q) forms with respect to the kk-th weight e2kφe^{-2kφ}, k>0k>0, admits a full asymptotic expansi…

2012-08-19abs ↗pdf ↗

In this article we prove completeness results for Sobolev metrics with nonconstant coefficients on the space of immersed curves and on the space of unparametrized curves. We provide necessary as well as sufficient conditions for the coefficients of the Riemannian metric for the metric to be metrically complete and we c…

2017-05-22abs ↗pdf ↗

We prove existence and uniqueness of weighted ambient metric for manifolds with density.

problem Existence and uniqueness of weighted ambient metric for manifolds with density.
method Proving existence and uniqueness of weighted ambient metric for manifolds with density.
result Existence and uniqueness of weighted ambient metric for manifolds with density.

We consider an elliptic self-adjoint first order differential operator L acting on pairs (2-columns) of complex-valued half-densities over a connected compact 3-dimensional manifold without boundary. The principal symbol of the operator L is assumed to be trace-free and the subprincipal symbol is assumed to be zero. Gi…

2014-01-09abs ↗pdf ↗

Researchers extend asymptotic analysis to Bergman projections with Gevrey weights.

problem Analyzing Bergman projections with Gevrey weights.
method Extending direct approach to semiclassical asymptotics to Gevrey weights using Fourier integral operators.
result Gevrey symbol amplitude of asymptotic Bergman projection with Gevrey weights and Gevrey-type growth rate.

A new asset allocation model uses Markov states from clustered efficient frontier coefficients.

problem Characterizing market regimes using efficient frontiers for better asset allocation.
method Hierarchical clustering of monthly efficient frontier coefficients to define states, then a Markov process on these states for portfolio optimization.
result The model significantly outperforms benchmark portfolios empirically.

We consider the aff(n1)\mathfrak{aff}(n|1)-module structure on the spaces of differential bilinear operators acting on the superspaces of weighted densities. We classify aff(n1)\mathfrak{aff}(n|1)-invariant binary differential operators acting on the spaces of weighted densities. This result allows us to compute the first $\math…

2018-02-03abs ↗pdf ↗

Study introduces a new investment strategy model using lazy factor and probability weights.

problem Optimizing investment strategies in volatile markets with transaction costs.
method Combines Price Portfolio Forecasting and Mean-Variance Models with Transaction Costs, using probability weights as laziness factor coefficients.
result Model demonstrates adaptability and generalizability in transforming investment strategies.

We introduce a new series RkR_k, k=2,3,4,k=2,3,4,\dots, of integer valued weight systems. The value of the weight system RkR_k on a chord diagram is a signed number of cycles of even length 2k2k in the intersection graph of the diagram. We show that this value depends on the intersection graph only. We check that for small o…

2013-07-18abs ↗pdf ↗

Improves Gower's similarity for mixed-type variables with automatic weighting.

problem Handling missing values and unbalanced variable contributions in Gower's similarity for mixed-type data.
method Automatic weighting scheme minimizing differences in correlation between contributing dissimilarities and weighted Gower's dissimilarity.
result Improved performance in classification and imputation of missing values.

Paper explains DRL strategies for portfolio management using linear models.

problem Difficulty in understanding DRL-based trading strategies.
method Empirical approach using linear models and integrated gradients.
result DRL agents show stronger multi-step prediction power than machine learning methods.

Over the (1,n)(1,n)-dimensional real superspace, n>1n>1, we classify K(n)\mathcal{K}(n)-invariant binary differential operators acting on the superspaces of weighted densities, where K(n)\mathcal{K}(n) is the Lie superalgebra of contact vector fields. This result allows us to compute the first differential cohomology of %the L…

2009-12-27abs ↗pdf ↗

A new stock selection strategy uses combined machine learning with dynamic weighting methods.

problem Improving stock selection accuracy and performance.
method Combined machine learning algorithms with static and dynamic weighting methods.
result IC-based dynamic weighting outperforms static evaluation metrics in backtested returns and predictive performance.

Framework uses deep learning and statistical models to solve PDEs with discontinuous coefficients.

problem Solving PDEs with discontinuous coefficients.
method Two-stage physics-informed deep learning and statistical mixture models.
result Framework achieves adaptability and accurate parameter identification.

We introduce a scalar invariant on manifolds with density which is analogous to the renormalized volume coefficient v3v_3 in conformal geometry. We show that this invariant is variational and that shrinking gradient Ricci solitons are stable with respect to the associated W\mathcal{W}-functional.

2016-03-09abs ↗pdf ↗

Weight decay is one of the standard tricks in the neural network toolbox, but the reasons for its regularization effect are poorly understood, and recent results have cast doubt on the traditional interpretation in terms of L2L_2 regularization. Literal weight decay has been shown to outperform L2L_2 regularization for…

2018-10-29abs ↗pdf ↗

The note answers a question about Betti numbers for 1D Euclidean space.

problem Understanding Betti numbers for vector fields and differential forms in 1D Euclidean space.
method Using Euler vector field and Lie superalgebra structure.
result The Betti numbers are 1 for the case where primary and secondary weights are equal.

A new weighted MCC measure improves classifier performance evaluation.

problem Lack of measures sensitive to observation weights in multiclass classification.
method Proposes weighted versions of Pearson-Matthews Correlation Coefficient (MCC) for binary and multiclass classification.
result Weighted MCC values are higher for classifiers that perform better on highly weighted observations.

Classifies actions of tori on manifolds up to diffeomorphisms.

problem Classifying actions of tori on manifolds up to diffeomorphisms.
method Using triples (Q, λ, c) to classify actions, where Q is a manifold-with-corners, λ is a unimodular labelling, and c is a cohomology class.
result Classifies locally standard smooth actions of T up to equivariant diffeomorphisms.

Robustly estimates linear regression coefficients with adversarial and noisy data.

problem Estimating robust linear regression coefficients with adversarial and noisy data.
method Adversarial robust weighted Huber regression with polynomial computational complexity.
result Derives an estimation error bound that depends on the stable rank and condition number of the covariance matrix.

Hierarchical clustering uses OWA operators to generalize linkage methods and avoid dendrogram inversions.

problem Avoiding unaesthetic inversions in hierarchical clustering dendrograms.
method OWA-based linkages combined with the Lance-Williams formula and conditions on weight generators.
result Conditions for weight generators to produce dendrograms without inversions.

The study examines the independence of GKM manifolds and symmetric spaces.

problem Understanding the independence of isotropy weights in GKM manifolds.
method Using weighted graphs and properties of symmetric spaces, the study analyzes the independence of isotropy weights.
result The maximal independence of G/HG/H is 22, 33, or n=dimTn=\dim T, corresponding to symmetric spaces of rank >2>2.

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