arXiv subjects

Avi Bagchi

Publications and source records attributed to Avi Bagchi.

3 recordsLinked to original sources

arXiv2026

Factor Dimensionality and the Bias-Variance Tradeoff in Diffusion Portfolio Models

In this paper, we implement and evaluate a conditional diffusion model for asset return prediction and portfolio construction on large-scale equity data. Our method models the full distribution of future returns conditioned on firm characteristics (i.e.\ factors), using the resulting conditional moments to construct portfolios. We observe a clear bias--variance tradeoff: models conditioned on too few factors underfit and produce overly diversified portfolios, while models conditioned on too many factors overfit, resulting in unstable and highly concentrated allocations with poor out-of-sample performance. Through an ablation over factor dimensionality, we reveal an intermediate number of factors that achieves the best generalization and outperforms baseline portfolio strategies.

cs.CE↗

arXiv2025

Doppler Invariant CNN for Signal Classification

Radio spectrum monitoring in contested environments motivates the need for reliable automatic signal classification technology. Prior work highlights deep learning as a promising approach, but existing models depend on brute-force Doppler augmentation to achieve real-world generalization, which undermines both training efficiency and interpretability. In this paper, we propose a convolutional neural network (CNN) architecture with complex-valued layers that exploits convolutional shift equivariance in the frequency domain. To establish provable frequency bin shift invariance, we use adaptive polyphase sampling (APS) as pooling layers followed by a global average pooling layer at the end of the network. Using a synthetic dataset of common interference signals, experimental results demonstrate that unlike a vanilla CNN, our model maintains consistent classification accuracy with and without random Doppler shifts despite being trained on no Doppler-shifted examples. Overall, our method establishes an invariance-driven framework for signal classification that offers provable robustness against real-world effects.

eess.SP↗

arXiv2025

Watermarking Discrete Diffusion Language Models

Watermarking has emerged as a promising technique to track AI-generated content and differentiate it from authentic human creations. While prior work extensively studies watermarking for autoregressive large language models (LLMs) and image diffusion models, it remains comparatively underexplored for discrete diffusion language models (DDLMs), which are becoming popular due to their high inference throughput. In this paper, we introduce one of the first watermarking methods for DDLMs. Our approach applies a distribution-preserving Gumbel-max sampling trick at every diffusion step and seeds the randomness by sequence position to enable reliable detection. We empirically demonstrate reliable detectability on LLaDA, a state-of-the-art DDLM. We also analytically prove that the watermark is distortion-free, with a false detection probability that decays exponentially in the sequence length. A key practical advantage is that our method realizes desired watermarking properties with no expensive hyperparameter tuning, making it straightforward to deploy and scale across models and benchmarks.

cs.CR↗