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arXiv research

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.

169,181 papers · 148 categories

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6341,2671,9012,534 · Jun 202019922001200920182026
48 results for Barzilai and Borwein

Proposes a new metric selection for VM-PG with improved convergence.

problem Improves convergence of VM-PG methods for ill-conditioned problems.
method Diagonal Barzilai-Borwein stepsize for adaptive metric selection.
result Improved convergence results for ill-conditioned problems.

Improved SVRG method using BB techniques for faster convergence.

problem Improving the convergence speed of stochastic variance reduction methods.
method Incorporates Barzilai-Borwein (BB) techniques as second-order information into SVRG.
result Proves linear convergence of the proposed method and its variants.

One of the major issues in stochastic gradient descent (SGD) methods is how to choose an appropriate step size while running the algorithm. Since the traditional line search technique does not apply for stochastic optimization algorithms, the common practice in SGD is either to use a diminishing step size, or to tune a…

2016-05-13abs ↗pdf ↗

Adaptive step sizes improve optimization for convex and nonconvex problems.

problem Optimizing functions that are not strongly convex.
method Bridge nonconvex and strongly convex problems via regularization, then apply Barzilai-Borwein step sizes with SARAH.
result Regularized SARAH methods achieve better complexity in nonconvex problems.

Improved SPSA-FSR method for feature selection and ranking in machine learning.

problem Feature selection and ranking in machine learning.
method Improved Simultaneous Perturbation Stochastic Approximation (SPSA) method with Barzilai and Borwein (BB) method for non-monotone iteration gains.
result Dramatically reduces the number of iterations required for convergence without impacting solution quality.

A new algorithm reduces the time for ordinal embedding, making it faster and more scalable.

problem Efficiently learning representations from ordinal comparisons, especially for large datasets.
method SVRG-SBB: Stochastic variance reduced gradient with adaptive step size.
result Achieves $O( rac{1}{T})$ convergence rate and global linear convergence under certain assumptions.

Study predictive performance of linear regression with random functional covariates.

problem Theoretical predictive performance of linear regression with random functional covariates.
method Theoretical analysis of ridge and ridge-less least-squares regression with random functional covariates.
result Probabilistic bounds on predictive excess risk for random functional covariates.

Survey of large language models in financial prediction and trading.

problem Improving predictability and robustness of financial predictions and trading decisions.
method Task-centered taxonomy, review of empirical evidence, design patterns, benchmarks, and challenges analysis.
result Improved predictability and robustness of financial predictions and trading decisions through large language models.

Synthesizes machine learning applications in reliability and safety.

problem Navigating the fragmented literature on ML for reliability and safety.
method Overview of ML categories, review of applications, discussion of Deep Learning.
result Machine learning can provide novel insights and improve accident prevention.

The paper refutes standard asset pricing models and introduces new theories.

problem Inaccuracies in standard asset pricing models.
method Introduces new theories and empirical tests to explain asset pricing anomalies.
result New theories explain why standard models are inaccurate and provide insights.

This paper examines anomalies and frauds in blockchain networks and proposes detection techniques.

problem Anomalies and frauds undermine blockchain networks' integrity and security.
method Statistical and machine learning methods, game-theoretic solutions, digital forensics, reputation-based systems, and risk assessment techniques.
result Practical applications and insights for enhancing blockchain network security.

Develops generic spike-and-slab priors for high-dimensional linear regression.

problem Bayesian high-dimensional linear regression challenges.
method Proposes a class of generic spike-and-slab priors and a unified framework for theoretical assessment.
result Achieves nearly-optimal posterior contraction rate and model selection consistency under general conditions.

Extended superalgebras from twistor and Killing spinors in constant curvature and Einstein manifolds.

problem Constructing extended superalgebras from twistor and Killing spinors.
method Using twistor and Killing spinors, symmetry operators, and KY/CKY forms, extended superalgebras are constructed.
result Extended Killing and conformal superalgebras are constructed in constant curvature and Einstein manifolds.

CK simplifies ML model deployment and reproducibility with open APIs and DevOps.

problem Making ML models reproducible and deployable across different environments.
method Decompose complex systems into reusable sub-components with unified APIs and DevOps principles.
result Automatically co-design and optimize ML models for speed, accuracy, energy, and size.

Paper reviews intrinsic motivations and their role in open-ended learning.

problem Understanding intrinsic motivations and their role in open-ended learning.
method Defining intrinsic motivations, presenting psychological/neuroscientific and computational models.
result Links between psychological/neuroscientific and computational models of intrinsic motivations.

The study characterizes and classifies specific types of manifolds using conformal and quasi-Einstein properties.

problem Characterizing and classifying manifolds with specific geometric properties.
method Analyzing warped products, contact manifolds, and semi-Riemannian manifolds.
result Characterizations and classifications of weakly conformally flat and quasi-Einstein manifolds.

We introduce blockchains and distributed ledgers and describe their potential applications to money and banking. The analysis compares public and private ledgers and outlines the suitability of various types of ledgers for different purposes. Furthermore, a few historical prototypes of blockchains and distributed ledge…

2017-03-04abs ↗pdf ↗

These notes give an introduction to Geometric Invariant Theory and symplectic reduction, with lots of pictures and simple examples. We describe their applications to moduli of bundles and varieties, and their infinite dimensional analogues in gauge theory and the theory of special metrics on algebraic varieties. Donald…

2005-12-17abs ↗pdf ↗

A new method discovers equations from data using Bayesian and kernel techniques.

problem Discovering equations from data is hard due to sparsity and noise.
method Kernel regression for function estimation and Bayesian spike-and-slab prior for uncertainty quantification.
result KBASS method outperforms state-of-the-art methods on benchmark tasks.

Spin geometry reviewed with applications in physics.

problem None explicitly stated, but related to spin geometry and its applications.
method Definitions of spin geometry, Clifford algebras, and spinors; discussion of differential operators, twistor and Killing spinors; holonomy classification; construction of symmetry operators and extended superalgebras.
result Construction of extended superalgebras and methods to find solutions of Seiberg-Witten equations.

Designing effective and efficient classifier for pattern analysis is a key problem in machine learning and computer vision. Many the solutions to the problem require to perform logic operations such as `and', `or', and `not'. Classification and regression tree (CART) include these operations explicitly. Other methods s…

2014-05-27abs ↗pdf ↗

The paper identifies short-term and long-term time scales in stock markets with and without structural breaks.

problem Understanding the nature of stock markets at short-term and long-term time scales.
method Applied Zivot and Andrews structural trend break model to identify structural breaks. Used empirical mode decomposition and Hurst exponent to analyze time scales.
result Identified short-term and long-term time scales in stock markets, with short-term scales within few days to 3 months and long-term scales greater than 5 months.

We present an introduction to the geometry of higher order vector and co-vector bundles (including higher order generalizations of the Finsler geometry and Kaluza--Klein gravity) and review the basic results on Clifford and spinor structures on spaces with generic local anisotropy modeled by anholonomic frames with ass…

2004-06-28abs ↗pdf ↗

Italy and the Eurozone are heading in the year 2012 into a financial depression of unprecedented magnitude, with a forthcoming multitude of often contradictory public economic and financial stability emergency interventions whose ultimate endogenous and exogenous effects on public and private health spending and on the…

2012-07-26abs ↗pdf ↗

This is the first monograph on the geometry of anisotropic spinor spaces and its applications in modern physics. The main subjects are the theory of gravity and matter fields in spaces provided with off--diagonal metrics and associated anholonomic frames and nonlinear connection structures, the algebra and geometry of …

2001-12-12abs ↗pdf ↗

Gluck twists on spheres yield equivalent 4-manifolds under certain conditions.

problem Understanding when Gluck twists on spheres result in homeomorphic or simple homotopy equivalent manifolds.
method Analyzing the Gluck twist operation on 4-manifolds with spheres of different relationships (concordant, homotopic) and examining their resulting manifolds.
result Gluck twists on concordant or homotopic spheres yield equivalent 4-manifolds under specific conditions.

Tropical geometry and weighted lattices improve curve and surface fitting.

problem Fitting max-\star tropical curves and surfaces to data.
method Max-\star algebra, weighted lattices, morphological adjunctions.
result Optimal piecewise-linear regression for max-\star curves and surfaces.

A pedagogical but concise overview of fiber bundles and their connections is provided, in the context of gauge theories in physics. The emphasis is on defining and visualizing concepts and relationships between them, as well as listing common confusions, alternative notations and jargon, and relevant facts and theorems…

2016-07-02abs ↗pdf ↗

This paper reviews MDS, Sammon mapping, and Isomap, explaining their theory and applications.

problem Exploring multidimensional data structures and mappings.
method Explains classical MDS, metric MDS, kernel classical MDS, Sammon mapping, Isomap, and their applications.
result Detailed understanding of MDS, Sammon mapping, and Isomap methods.

Joyce has shown that the fundamental quandle of a classical knot can be derived from consideration of the fundamental group and the peripheral structure of the knot, and also that the group and much of the peripheral structure can be recovered from the quandle. We generalize these results to arbitrary dimensions, and a…

2009-05-25abs ↗pdf ↗

Detects and traces masterminds behind cryptocurrency pump-and-dump schemes.

problem Identifying and tracing the entities organizing cryptocurrency manipulation.
method Collects real-time data from social networks and cryptocurrency markets, constructs temporal attributed graphs, and uses GNN to identify masterminds.
result Achieves higher F1 scores and precision than state-of-the-art fraud detection methods, detects 438 masterminds.