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.
A new test detects noise in graph data, useful for forecasting.
In this paper we investigate the effectiveness of Alternating Direction Implicit (ADI) time discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial differential equation, which is semidiscretized by applying finite difference schemes on nonuniform spatial grids. We consider t…
Large bundles of myelinated axons, called white matter, anatomically connect disparate brain regions together and compose the structural core of the human connectome. We recently proposed a method of measuring the local integrity along the length of each white matter fascicle, termed the local connectome. If communicat…
Paper defends machine learning models from adversarial attacks using GLRT.
In this work, we present a comparison of a shallow and a deep learning architecture for the automated segmentation of white matter lesions in MR images of multiple sclerosis patients. In particular, we train and test both methods on early stage disease patients, to verify their performance in challenging conditions, mo…
We investigate conditions under which test statistics exist that can reliably detect examples, which have been adversarially manipulated in a white-box attack. These statistics can be easily computed and calibrated by randomly corrupting inputs. They exploit certain anomalies that adversarial attacks introduce, in part…
Paper presents certified defenses against adversarial patch attacks.
Watermarking of deep neural networks (DNN) can enable their tracing once released by a data owner. In this paper, we generalize white-box watermarking algorithms for DNNs, where the data owner needs white-box access to the model to extract the watermark. White-box watermarking algorithms have the advantage that they do…
We study the effectiveness of various approaches that defend against adversarial attacks on deep networks via manipulations based on basis function representations of images. Specifically, we experiment with low-pass filtering, PCA, JPEG compression, low resolution wavelet approximation, and soft-thresholding. We evalu…
Study analyzes correlation structure in two-factor Hull-White model for XVA calculations.
Machine Learning systems are vulnerable to adversarial attacks and will highly likely produce incorrect outputs under these attacks. There are white-box and black-box attacks regarding to adversary's access level to the victim learning algorithm. To defend the learning systems from these attacks, existing methods in th…
Optimal distributed testing under communication constraints with shared randomness.
This paper offers a general and comprehensive definition of the day-of-the-week effect. Using symbolic dynamics, we develop a unique test based on ordinal patterns in order to detect it. This test uncovers the fact that the so-called "day-of-the-week" effect is partly an artifact of the hidden correlation structure of …
Optimal data splitting improves covariance matrix estimation in large datasets.
Threshold tests have recently been proposed as a useful method for detecting bias in lending, hiring, and policing decisions. For example, in the case of credit extensions, these tests aim to estimate the bar for granting loans to white and minority applicants, with a higher inferred threshold for minorities indicative…
No minimal charts with exactly seven white vertices found.
Tract-specific diffusion measures, as derived from brain diffusion MRI, have been linked to white matter tract structural integrity and neurodegeneration. As a consequence, there is a large interest in the automatic segmentation of white matter tract in diffusion tensor MRI data. Methods based on the tractography are p…
Algorithm learns from both labeled and arbitrary test examples, giving guarantees for bounded VC dimension classes.
New framework uses trading volume instead of volatility for stock pricing.
New defense method inspired by encryption improves visual classification accuracy.
Black women and white men have the highest income disparity in the U.S.
In this paper, we study the problem of how to defend classifiers against adversarial attacks that fool the classifiers using subtly modified input data. In contrast to previous works, here we focus on the white-box adversarial defense where the attackers are granted full access to not only the classifiers but also defe…
This paper analyzes crypto white papers under MiCAR, highlighting NLP's role.
The paper develops a method to model high-dimensional data with many variables and weak signals.
The choice of model class is fundamental in statistical learning and system identification, no matter whether the class is derived from physical principles or is a generic black-box. We develop a method to evaluate the specified model class by assessing its capability of reproducing data that is similar to the observed…
ODS improves adversarial attacks by maximizing output diversity.
Paper studies federated nonparametric testing with privacy constraints, achieving optimal rates and adaptive testing.
We present a new approach to the optimal portfolio problem for an insider with logarithmic utility. Our method is based on white noise theory, stochastic forward integrals, Hida-Malliavin calculus and the Donsker delta function.
Enhances geodesic fiber tracking in white matter using modified metrics and tensor data.
Inferring the latent variable generating a given test sample is a challenging problem in Generative Adversarial Networks (GANs). In this paper, we propose InvGAN - a novel framework for solving the inference problem in GANs, which involves training an encoder network capable of inverting a pre-trained generator network…
In-vivo examination of the physical connectivity of axonal projections through the white matter of the human brain is made possible by diffusion weighted magnetic resonance imaging (dMRI) Analysis of dMRI commonly considers derived scalar metrics such as fractional anisotrophy as proxies for "white matter integrity," a…
This paper studies business cycle patterns in UK sectoral output. It analyzes the distinction between white noise processes and their non-white noise counterparts in the frequency domain and further examines the associated features and patterns for the process where white noise conditions are violated. The characterist…
Paper estimates non-causal graphical models using covariance extension and transportation distance.
Deep neural networks are susceptible to various inference attacks as they remember information about their training data. We design white-box inference attacks to perform a comprehensive privacy analysis of deep learning models. We measure the privacy leakage through parameters of fully trained models as well as the pa…
We investigate minimal charts with loops, a simple closed curve consisting of edges of label containing exactly one white vertex. We shall show that there does not exist any loop in a minimal chart with exactly seven white vertices in this paper.
Tractograms are mathematical representations of the main paths of axons within the white matter of the brain, from diffusion MRI data. Such representations are in the form of polylines, called streamlines, and one streamline approximates the common path of tens of thousands of axons. The analysis of tractograms is a ta…
New formulas for barrier options in stochastic volatility models with nonzero correlation.
Neural networks are known to be vulnerable to adversarial examples. In this note, we evaluate the two white-box defenses that appeared at CVPR 2018 and find they are ineffective: when applying existing techniques, we can reduce the accuracy of the defended models to 0%.
The safety and robustness of learning-based decision-making systems are under threats from adversarial examples, as imperceptible perturbations can mislead neural networks to completely different outputs. In this paper, we present an adaptive view of the issue via evaluating various test-time smoothing defense against …
Study tests uniformity of categorical data against missing-ball alternatives, finding chi-squared test outperforms.
A model order reduction framework reduces financial risk analysis models efficiently.
Paper proposes a new Autoencoder for robustly encoding white matter streamlines.
Adversarial testing methods based on Projected Gradient Descent (PGD) are widely used for searching norm-bounded perturbations that cause the inputs of neural networks to be misclassified. This paper takes a deeper look at these methods and explains the effect of different hyperparameters (i.e., optimizer, step size an…
Transfer learning improves model robustness against adversarial attacks.
We compare the robustness of humans and current convolutional deep neural networks (DNNs) on object recognition under twelve different types of image degradations. First, using three well known DNNs (ResNet-152, VGG-19, GoogLeNet) we find the human visual system to be more robust to nearly all of the tested image manip…
Develops GLRT for defending against adversarial attacks in hypothesis testing.
Paper presents a fast algorithm for pricing Bermudan swaptions under the two-factor Hull-White model.
A non-traditional approach to the discretization of differential-geometrical connections was suggested by the authors in 1997. At the same time we started studying first order difference ``black and white triangle operators (equations)'' on triangulated surfaces with a black and white coloring or triangles. In this wor…