Two efficient ridge solutions improve BLS for new inputs, enhancing accuracy and speed.
problem Improving BLS for new added inputs in a learning system.
method Proposes recursive and square-root BLS algorithms using inverse and inverse Cholesky factor updates.
result Both proposed ridge solutions improve BLS accuracy and speed, especially with larger lambda.
Enhances robustness of BLS using MCC criterion.
problem Outliers sensitivity in standard BLS.
method Adopting maximum correntropy criterion (MCC) for training output weights.
result C-BLS achieves excellent robustness to outliers.
The Bayesian Lasso is constructed in the linear regression framework and applies the Gibbs sampling to estimate the regression parameters. This paper develops a new sparse learning model, named the Bayesian Lasso Sparse (BLS) model, that takes the hierarchical model formulation of the Bayesian Lasso. The main differenc…
BL learns interpretable optimization structures from data.
problem Learning interpretable optimization structures from data.
method BL parameterizes a compositional utility function from intrinsically interpretable modular blocks.
result BL supports architectures from single to hierarchical compositions, modeling hierarchical optimization structures.
Two new ridge solutions improve BLS on added nodes, achieving better accuracy.
problem Improving the Broad Learning System (BLS) for new nodes.
method Proposed two ridge solutions for BLS output weights, updating efficiently.
result Proposed ridge solutions achieve better testing accuracy than original BLS.
Novel approach trains ASR models with less supervision using bilevel optimization.
problem Training acoustic models for ASR with minimal supervision.
method Bilevel optimization with unsupervised and supervised losses.
result Achieves superior performance compared to existing methods.
Given a link L, the Blanchfield pairing Bl(L) is a pairing which is defined on the torsion submodule of the Alexander module of L. In some particular cases, namely if L is a boundary link or if the Alexander module of L is torsion, Bl(L) can be computed explicitly; however no f…
Bayesian Black-Litterman model updated to use market data for latent variables.
problem Subjective investor views in BL model.
method Treating (q,Ω) as latent variables and learning them from market data. result Improved Sharpe ratios by 50% and reduced turnover by 55%.
Unified framework combines views and optimization for better portfolio management.
problem Optimizing portfolio weights with dynamic adjustment based on volatility.
method Dynamic sliding window adjusting horizon, factor estimates, BL posterior returns, and weights over time.
result Outperforms dynamic mean-variance optimization without BL views, providing stronger downside risk control.
New algorithm extends Greville's method for partitioned matrices efficiently and stably.
problem Efficiently compute pseudoinverse of partitioned matrices without retraining.
method Incorporates inverse Cholesky factorization to reduce computational complexity and improve stability.
result 1 iteration to compute pseudoinverse of whole matrix from first part, addressing all cases.
Let BlP1Pn be a Kähler manifold obtained by blowing up a complex projective space Pn along a line P1. We prove that BlP1Pn does not admit constant scalar curvature Kähler metrics in any rational Kähler class, but admits extremal m…
A multilayer perceptron can behave as a generative classifier by applying bidirectional learning (BL). It consists of training an undirected neural network to map input to output and vice-versa; therefore it can produce a classifier in one direction, and a generator in the opposite direction for the same data. The lear…
The intrinsic geometry of the Kerr ergosurface on constant Boyer-Lindquist (BL), Kerr, and Doran time slices is characterized. Unlike the BL slice, which had been previously studied, the other slices (i) do not have conical singularities at the poles (except the Doran slice in the extremal limit), (ii) have finite pola…
In this paper, a nonparametric maximum likelihood (ML) estimator for band-limited (BL) probability density functions (pdfs) is proposed. The BLML estimator is consistent and computationally efficient. To compute the BLML estimator, three approximate algorithms are presented: a binary quadratic programming (BQP) algorit…
Given a null-homologous knot K in a rational homology 3-sphere M, and the standard infinite cyclic covering X~ of (M,K), we define an invariant of triples of curves in X~, by means of equivariant triple intersections of surfaces. We prove that this invariant provides a map φ on $\Al^{\otimes 3…
Given a simple Lie group H of real rank at least 2 we show that the maximum cardinality of a set of isospectral non-isometric H-locally symmetric spaces of volume at most x grows at least as fast as xclogx/(loglogx)2 where c=c(H) is a positive constant. In contrast with the real rank 1 case, t…
New model for multi-armed bandits with growing arms.
problem Balancing exploration and exploitation in a growing set of arms.
method Introduces Ballooning Multi-Armed Bandits (BL-MAB) and analyzes existing algorithms.
result Achieves sub-linear regret under certain conditions.
The paper tackles combinatorial pure exploration with various feedback structures and proposes efficient algorithms.
problem Identifying the optimal action in a combinatorial space with limited feedback and nonlinear rewards.
method Designs polynomial-time adaptive algorithms for CPE-BL and CPE-PL, providing sample complexity analyses.
result The proposed algorithms achieve sample complexity close to lower bounds and outperform existing methods.
The paper predicts U.S. nonfarm employment using machine learning.
problem Predicting deviations from expected U.S. nonfarm employment.
method Extracted predictive features from aggregated payroll data, trained machine learning models.
result Trained models show excellent performance with R2 of 0.9985 and 99.99% directional accuracy.
Novel asynchronous SGD method resists Byzantine attacks without server storage.
problem Asynchronous distributed learning with Byzantine attacks and failures.
method Buffered Asynchronous SGD (BASGD) and its momentum variant (BASGDm).
result BASGD and BASGDm resist non-omniscient and omniscient attacks without server storage.
In this brief, we improve the Broad Learning System (BLS) [7] by reducing the computational complexity of the incremental learning for added inputs. We utilize the inverse of a sum of matrices in [8] to improve a step in the pseudoinverse of a row-partitioned matrix. Accordingly we propose two fast algorithms for the c…
New method reduces cloud usage for mobile/IoT predictions.
problem Minimizing cloud usage for mobile/IoT predictions while maintaining accuracy.
method Formulating the BL problem via bracketing functions h−,h+ from a simple class. result Improved performance over prior methods, validated on real-world datasets.
This research combines DRL with BL model for better portfolio optimization.
problem Lack of dynamic correlation knowledge in DRL for optimal portfolio optimization.
method Hybrid model combining DRL and Black-Litterman model.
result DRL agent significantly outperforms other strategies in terms of return and risk.
We establish a geometric lower bound for the principal curvature of the level surfaces of solutions to F(D2u,Du,u,x)=0 in convex ring domains, under a refined structural condition introduced by Bianchini-Longinetti-Salani in \cite{BLS}. We also prove a constant rank theorem for the second fundamental form of the …
The paper improves asset allocation using a skew-normal distribution in the Black-Litterman model.
problem Improving asset allocation under skewed return distributions.
method Using the Black-Litterman model with hidden truncation skew-normal distribution and Simaan's three-moment risk model.
result Optimal portfolios have less risk and higher skewness compared to classical BL model.
Let X be a compact Kahler orbifold without \C-codimension-1 singularities. Let D be a suborbifold divisor in X such that D \supset Sing(X) and -pK_X = q[D] for some p, q \in \N with q > p. Assume that D is Fano. We prove the following two main results. (1) If D is Kahler-Einstein, then, applying results from our previo…
Two approaches integrate qualitative views into portfolio optimization, showing aggregation methods outperform robust optimization.
problem Incorporating qualitative views into portfolio optimization models.
method Robust optimization and order aggregation methods.
result Aggregation methods outperform robust optimization in portfolio performance analysis.
The paper studies chambered invariants of real Cauchy-Riemann operators on Riemann surfaces.
problem Counting pseudo-holomorphic curves in symplectic Calabi-Yau 3-folds.
method Constructs three chambered invariants: nBl, n1,2, n2,1, defined by counting solutions to ADHM vortex equations and pseudo-holomorphic sections of bundles. result Conjectures a relationship between n1,2 and n2,1 and symplectic invariants. Geometric approach combines asset returns and investor views for better portfolio optimization.
problem Optimizing portfolios with investor-specific views.
method Generalized Wasserstein barycenter (GWB) to integrate statistical asset returns and investor views.
result The geometric approach offers more flexibility and rewards for correct investor views.
Robo-advisors use MPC to create dynamic investment strategies.
problem Static allocation methods limit robo-advisors' effectiveness.
method Combines MPC with Hidden Markov Model and Black-Litterman for dynamic asset allocation.
result MPC-based strategies outperform static approaches in dynamic and risk-budgeting criteria.
MARCD uses generative scenarios to improve portfolio decisions during regime shifts.
problem Improving portfolio decisions under regime shifts and drawdowns.
method MARCD employs a Gaussian HMM for regime inference, a diffusion generator for scenario production, and a CVaR allocator with tail-weighted and crisis-aware components.
result MARCD reduces maximum drawdowns by 34% compared to baseline methods over 2020-2025.
Quantum computing poses a threat to Bitcoin and Ethereum, but only to spending and not mining.
problem Quantum computing threat to Bitcoin and Ethereum
method Separation of Shor's and Grover's quantum algorithms
result Quantum algorithms' impact on Bitcoin and Ethereum
Hybrid LLM and quantum optimization improve CSA collateral management by 9-10%.
problem Finance-native collateral optimization under ISDA CSAs with legal constraints.
method Hybrid pipeline combining LLM, quantum-inspired exploration, and CP-SAT.
result Improves a strong classical baseline by 9.1-10.7% across different scenarios.
We compute a sharp small-time estimate for implied volatility under a general uncorrelated local-stochastic volatility model. For this we use the Bellaiche \cite{Bel81} heat kernel expansion combined with Laplace's method to integrate over the volatility variable on a compact set, and (after a gauge transformation) we …
The study distills news sources to analyze stock reactions, finding sentiment has asymmetric and sector-specific effects.
problem Analyzing the influence of financial text sources on stock reactions.
method Mixed text sources from professional platforms, blogs, and message boards were distilled using different lexica to analyze sentiment variables.
result Sentiment has an asymmetric and sector-specific effect on stock reactions.