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.
PLoP optimizes LoRA placement for efficient large model finetuning.
Deep RL optimizes sensor placement in digital twins for dynamic data acquisition.
Proposes adaptive ridge regression for functional linear models with piecewise shapes.
Deployment of unmanned aerial vehicles (UAVs) as aerial base stations can deliver a fast and flexible solution for serving varying traffic demand. In order to adequately benefit of UAVs deployment, their efficient placement is of utmost importance, and requires to intelligently adapt to the environment changes. In this…
Adaptive market-making strategy improves profit by adjusting to order flow.
We present Placeto, a reinforcement learning (RL) approach to efficiently find device placements for distributed neural network training. Unlike prior approaches that only find a device placement for a specific computation graph, Placeto can learn generalizable device placement policies that can be applied to any graph…
In this paper, we use an aerial base station (aerial-BS) to enhance fairness in a dynamic environment with user mobility. The problem of optimally placing the aerial-BS is a non-deterministic polynomial-time hard (NP-hard) problem. Moreover, the network topology is subject to continuous changes due to the user mobility…
ConvGNP improves sensor placement for climate monitoring.
We study the optimal placement problem of a stock trader who wishes to clear his/her inventory by a predetermined time horizon t, by using a limit order or a market order. For a diffusive market, we characterize the optimal limit order placement policy and analyze its behavior under different market conditions. In part…
New approach uses secants to improve sensor placement and feature selection for nonlinear systems.
Optimal sensor placement minimizes information loss from simulations.
Optimal bidding strategy for multi-platform ad auctions under budget constraints.
A new model approximates complex functions in parameter space.
A new algorithm learns optimal source placement in large networks.
We consider the problem of adaptively placing sensors along an interval to detect stochastically-generated events. We present a new formulation of the problem as a continuum-armed bandit problem with feedback in the form of partial observations of realisations of an inhomogeneous Poisson process. We design a solution m…
BALLAST optimizes Lagrangian observer placement for ocean vector fields.
Optimizes web publisher revenues from RTB auctions.
New method optimizes sensor placement for stochastic systems efficiently.
Optimal wind farm placement using quantile constraints for better power output.
To execute a trade, participants in electronic equity markets may choose to submit limit orders or market orders across various exchanges where a stock is traded. This decision is influenced by the characteristics of the order flow and queue sizes in each limit order book, as well as the structure of transaction fees a…
Paper proposes a COP model for Algo trading using LQR.
Using ultra-high-frequency data extracted from the order flows of 23 stocks traded on the Shenzhen Stock Exchange, we study the empirical regularities of order placement in the opening call auction, cool period and continuous auction. The distributions of relative logarithmic prices against reference prices in the thre…
Study optimizes sensor placement for accurate parameter estimation in complex systems.
Runtime and scalability of large neural networks can be significantly affected by the placement of operations in their dataflow graphs on suitable devices. With increasingly complex neural network architectures and heterogeneous device characteristics, finding a reasonable placement is extremely challenging even for do…
We observe the effects of the three different events that cause spread changes in the order book, namely trades, deletions and placement of limit orders. By looking at the frequencies of the relative amounts of price changing events, we discover that deletions of orders open the bid-ask spread of a stock more often tha…
Marine buoys aid in the battle against Illegal, Unreported and Unregulated (IUU) fishing by detecting fishing vessels in their vicinity. Marine buoys, however, may be disrupted by natural causes and buoy vandalism. In this paper, we formulate marine buoy placement as a clustering problem, and propose dropout k-means an…
We identify and analyze statistical regularities and irregularities in the recent order flow of different NASDAQ stocks, focusing on the positions where orders are placed in the orderbook. This includes limit orders being placed outside of the spread, inside the spread and (effective) market orders. We find that limit …
Study designs neural networks for fault localization, state estimation, and optimal PMU placement in power systems.
With the growing demand for data connectivity, network service providers are faced with the task of reducing their capital and operational expenses while simultaneously improving network performance and addressing the increased connectivity demand. Although Network Function Virtualization (NFV) has been identified as a…
Optimal stock trading strategy with market orders and limit orders in a risky market.
We discuss how the shape of a special Cosserat rod can be represented as a path in the special Euclidean algebra. By shape we mean all those geometric features that are invariant under isometries of the three-dimensional ambient space. The representation of the shape as a path in the special Euclidean algebra is intrin…
In this work we introduce two novel deterministic annealing based clustering algorithms to address the problem of Edge Controller Placement (ECP) in wireless edge networks. These networks lie at the core of the fifth generation (5G) wireless systems and beyond. These algorithms, ECP-LL and ECP-LB, address the dominant …
Sparse Gaussian process quantile regression tackles computational challenges in Bayesian quantile regression.
We study the relaxation dynamics of the bid-ask spread and of the midprice after a sudden, large variation of the spread, corresponding to a temporary crisis of liquidity in a double auction financial market. We find that the spread decays very slowly to its normal value as a consequence of the strategic limit order pl…
This paper designs sensor arrays for estimating unsteady flows efficiently.
This paper optimizes how deep learning models are distributed across different devices.
Surface mount technology (SMT) is an enhanced method in electronic packaging in which electronic components are placed directly on soldered printing circuit board (PCB) and are permanently attached on PCB with the aim of reflow soldering process. During reflow process, once deposited solder pastes start melting, electr…
The ability to perform offline A/B-testing and off-policy learning using logged contextual bandit feedback is highly desirable in a broad range of applications, including recommender systems, search engines, ad placement, and personalized health care. Both offline A/B-testing and off-policy learning require a counterfa…
Private business schools in India face a common problem of selecting quality students for their MBA programs to achieve the desired placement percentage. Generally, such data sets are biased towards one class, i.e., imbalanced in nature. And learning from the imbalanced dataset is a difficult proposition. This paper pr…
In a number of situations, collecting a function value for every data point may be prohibitively expensive, and random sampling ignores any structure in the underlying data. We introduce a scalable optimization algorithm with no correction steps (in contrast to Frank-Wolfe and its variants), a variant of gradient ascen…
Although behavioral economics has demonstrated that there are many situations where rational choice is a poor empirical model, it has so far failed to provide quantitative models of economic problems such as price formation. We make a step in this direction by developing empirical models that capture behavioral regular…
NEST optimizes deep learning training by placing devices efficiently across networks and memory.
We introduce a fully probabilistic framework of consumer product choice based on quality assessment. It allows us to capture many aspects of marketing such as partial information asymmetry, quality differentiation, and product placement in a supermarket.
Knot-based, sparse Gaussian processes have enjoyed considerable success as scalable approximations to full Gaussian processes. Problems can occur, however, when knot selection is done by optimizing the marginal likelihood. For example, the marginal likelihood surface is highly multimodal, which can cause suboptimal kno…
We show that the statistics of spreads in real order books is characterized by an intrinsic asymmetry due to discreteness effects for even or odd values of the spread. An analysis of data from the NYSE order book points out that traders' strategies contribute to this asymmetry. We also investigate this phenomenon in th…
Inertial information processing plays a pivotal role in ego-motion awareness for mobile agents, as inertial measurements are entirely egocentric and not environment dependent. However, they are affected greatly by changes in sensor placement/orientation or motion dynamics, and it is infeasible to collect labelled data …
This paper is split in three parts: first we use labelled trade data to exhibit how market participants accept or not transactions via limit orders as a function of liquidity imbalance; then we develop a theoretical stochastic control framework to provide details on how one can exploit his knowledge on liquidity imbala…
Unified theory for optimal execution through signal-adaptive quotes in limit order books.