arXiv preprints from January 1, 2026 through September 23, 2026 — 18:15:22 EST
Divergence measures are essential tools for detecting distributional shifts in model monitoring, particularly crucial given the volatility of financial data. While the Population Stability Index is the most widely used measure, Jensen-Shannon Divergence and Kullback-Leibler Divergence offer distinct advantages. Jensen-Shannon...
Large pretrained time-series models such as TimesFM are attractive for financial forecasting, but raw directional accuracy is a misleading scoreboard in equity markets. An early LoRA adapter in this project appeared to reach roughly 80% directional accuracy; we show this is not evidence of skill. Over a long horizon in a rising...
During the 1999-2019 U.S. housing cycle, three empirical facts present a puzzle: in the boom period, the correlation between income growth and mortgage growth is (1) negative across ZIP codes within a metropolitan area, but (2) positive across metropolitan areas, and (3) the metropolitan areas that experience the worst bust also show...
Compute (computing power) is a scarce, capital-intensive input at the center of the AI economy. Compute capital expenditure and service flow already exceed 1% of U.S. GDP and are growing rapidly. The price of compute reflects uncertainty over AI adoption. The announced launch of compute futures turns this uncertainty into a tradable...
We study a continuous-time portfolio optimization problem in which an investor is evaluated relative to a non-replicable benchmark and seeks to control the persistence of benchmark-relative underperformance. We introduce a benchmark-relative drawdown-duration criterion that penalizes the expected discounted time spent in unfavorable...
Electronic over-the-counter (OTC) liquidity provision is increasingly shaped not only by the price of the next quote, but also by a dealer's accumulated standing with clients and platforms. We develop a stochastic-control model in which request-for-quote (RFQ) win ratios and streaming fill ratios feed back into future flow through...
Trader-facing dynamic fees are increasingly proposed for automated market makers (AMMs), but historical data do not identify how order flow would respond: trader-facing fees do not vary, trader types are latent, and a replayed tape is not a sequential decision environment. We therefore construct a minimal closed-loop simulator in...
We develop a variational formulation of Kyle's model of informed trading that accommodates stochastic liquidity and multiple traded assets. The main equilibrium result is stated first: under a martingale dual condition, a matrix-valued martingale depth process generates a linear-Gaussian equilibrium with stochastic matrix-valued price...
Deep generative models are increasingly used as simulators for downstream decision-making under data scarcity, but in risk-sensitive applications their usefulness depends on rare adverse scenarios rather than typical samples. Standard generative objectives prioritize bulk distributional fidelity, leaving low-probability tails...
We introduce Self-Similar Generative Estimation (SS-GEN), a method for simulating multivariate tail events and estimating rare-event probabilities in both heavy and light-tailed settings. SS-GEN exploits asymptotic tail structure to decompose the tail distribution into an explicit radial component and a nonparametric angular...
We study optimal portfolio and consumption in a regime-switching multi-name credit market with default contagion. Defaults generate portfolio losses and alter the intensities of surviving securities. Under Cobb--Douglas utility, homogeneity reduces the HJB equation to a recursive ODE system indexed by the default states. Solving it...
In this article, we extend the theorem of heart\cite{Barwick_2015}, which implies Quillen's dévissage theorem by \cite{Efimov2025}, to generic small stable $\infty$-categories. To be precise, we establish a necessary and sufficient condition under when an exact functor between stable $\infty$-categories induces isomorphisms of...
The rapid progress of diffusion models highlights the growing need for detecting generated images. Previous research demonstrates that incorporating diffusion-based measurements, such as reconstruction error, can enhance the generalizability of detectors. However, ignoring the differing impacts of aleatoric and epistemic uncertainty...
The rapid development of high-throughput sequencing technologies has led to an explosive increase in biological sequence data, making sequence clustering a fundamental task in large-scale bioinformatics analyses. Unlike traditional clustering problems, biological sequence clustering faces unique challenges due to the lack of direct...
Emerging applications in manufacturing, wireless communication, and molecular data storage require robust coding schemes that remain effective under physical distortions where codewords may be arbitrarily fragmented and partially missing. To address such challenges, we propose a new family of error-correcting codes, termed...
In narrow, unstructured underwater environments such as environmental monitoring and minimally invasive medical procedures, micro soft robots exhibit unique advantages due to their flexible movement capabilities and small size. At the same time, applying bionic technology to the structural design of micro soft robots can significantly...
Language models are increasingly used for social robot navigation, yet existing benchmarks largely overlook principled prompt design for socially compliant behavior. This limitation is particularly relevant in practice, as many systems rely on small vision language models (VLMs) for efficiency. Compared to large language models, small...
This paper addresses the estimation of signals with sublinear sparsity sent over the additive white Gaussian noise channel. This fundamental problem arises in designing denoisers used in message-passing algorithms for sublinear sparsity. From a theoretical perspective, the main results are direct and converse theorems in the sublinear...
Speech Emotion Recognition models typically use single categorical labels, overlooking the inherent ambiguity of human emotions. Ambiguous Emotion Recognition addresses this by representing emotions as probability distributions, but progress is limited by unreliable ground-truth distributions inferred from sparse human annotations....
Extracting cohesive subgraphs from complex networks is a fundamental task in graph analytics and is essential for understanding biological, social, and web graphs. The edge-based $γ$-quasi-clique model offers a flexible alternative by identifying subgraphs whose edge densities exceed a specified threshold $γ$. However, finding the...
Suppose that $G$ is a finite solvable group and $V$ is a finite, faithful and completely reducible $G$-module. Let $N$ be a nilpotent subgroup of $G$, then there exits $v \in V$ such that $|\bC_N(v)| \leq (|N|/p)^{1/p}$, where $p$ is the smallest prime divisor of $|N|$.
Deploying learning-based controllers across heterogeneous robots is challenging due to platform differences, inconsistent interfaces, and inefficient middleware. To address these issues, we present UniCon, a lightweight framework that standardizes states, control flow, and instrumentation across platforms. It decomposes workflows into...
Against the backdrop of e-commerce restructuring consumption patterns, last-mile delivery stations have substantially fulfilled the function of community retail distribution. However, the current tax system only levies a low labor service tax on delivery fees, resulting in a tax contribution from the massive circulating goods value...
Search agents have emerged as a pivotal paradigm for solving open-ended, knowledge-intensive reasoning tasks. However, training these agents via Reinforcement Learning (RL) faces a critical dilemma: interacting with live commercial Web APIs is prohibitively expensive, while relying on static data snapshots often introduces noise due...
Cybersecurity superintelligence -- artificial intelligence exceeding the best human capability in both speed and strategic reasoning -- represents the next frontier in security. This paper documents the emergence of such capability through three major contributions that have pioneered the field of AI Security. First, PentestGPT (2023)...