Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

8.3%16.6%24.8%33.1% · Jun 202019922001200920172026
48 results for Binary Quadratic Optimization

Paper proposes a QUBO formulation that reduces binary variables in Bayesian network learning.

problem Reducing the number of binary variables in QUBO formulations for Bayesian network learning.
method Proposes a new QUBO formulation that minimizes binary variables.
result Significantly reduces the number of binary variables required for Bayesian network structure learning.

Improves scalability of Bayesian optimization for combinatorial spaces.

problem Optimizing expensive functions over large combinatorial spaces.
method Parametrized Submodular Relaxation (PSR) to solve AFO problems for BOCS.
result Significant improvements in scalability and accuracy for BOCS model.

The paper develops efficient estimators for semi-parametric binary models in distributed computing.

problem Estimation and inference challenges in large-scale data under non-smooth objective functions.
method Proposes one-shot and multi-round divide-and-conquer estimators with adaptive kernel smoothing to relax constraints and achieve superlinear optimization error.
result Establishes quadratic convergence up to optimal statistical error rate and handles dataset heterogeneity and high-dimensional sparse parameters.

We propose 1\ell_1 norm regularized quadratic surface support vector machine models for binary classification in supervised learning. We establish their desired theoretical properties, including the existence and uniqueness of the optimal solution, reduction to the standard SVMs over (almost) linearly separable data s…

2019-08-22abs ↗pdf ↗

We generalize Conway's approach to integral binary quadratic forms on Q to study integral binary hermitian forms on quadratic imaginary extensions of Q. In Conway's case, an indefinite form that doesn't represent 0 determines a line ("river") in the spine T associated with SL(2,Z) in the hyperbolic plane. In our genera…

2011-04-08abs ↗pdf ↗

Extends quadratic loss for SVM and deep learning to improve pattern correlation.

problem Improving generalization in supervised binary classification and regression tasks.
method Extends quadratic loss, restarts from problem (8) in [3], proposes new algorithms, uses multiple kernel learning.
result Comparable results with standard losses and parameterized quadratic loss.

New conic quadratic formulations improve outlier detection in regression models.

problem Detecting outliers in regression models with corrupted data.
method Deriving stronger second-order conic relaxations without big-M constraints.
result Proposed formulations are significantly faster than existing methods.

New BDEs reveal singular surfaces from line congruences.

problem Understanding binary differential equations associated with line congruences.
method Applied pointwise to quadratic differential forms, studying quotients of quadratic forms and associated polar lines.
result Introduced a new singular surface in Euclidean 3-space.

This tutorial explains Linear Discriminant Analysis (LDA) and Quadratic Discriminant Analysis (QDA) as two fundamental classification methods in statistical and probabilistic learning. We start with the optimization of decision boundary on which the posteriors are equal. Then, LDA and QDA are derived for binary and mul…

2019-06-01abs ↗pdf ↗

Paper proposes a novel optimization method for disaggregating smart meter data.

problem Energy disaggregation, inferring appliance-specific energy consumption from aggregate meter data.
method Two-stage optimization approach: first phase uses mixed integer programming, second phase binary quadratic optimization with penalty terms and appliance constraints.
result Proposed method successfully reconstructs appliance signatures, overcoming previous optimization-based methods' limitations.

Improved VQE for large DPO problems in finance.

problem Dynamic Portfolio Optimization (DPO) with many assets.
method Tailored VQE workflow, ISQR routine, VQE Constrained method.
result Achieved financial performance similar to classical methods.

This paper aims at refined error analysis for binary classification using support vector machine (SVM) with Gaussian kernel and convex loss. Our first result shows that for some loss functions such as the truncated quadratic loss and quadratic loss, SVM with Gaussian kernel can reach the almost optimal learning rate, p…

2017-02-28abs ↗pdf ↗

We consider support recovery in the quadratic logistic regression setting - where the target depends on both p linear terms xix_i and up to p2p^2 quadratic terms xixjx_i x_j. Quadratic terms enable prediction/modeling of higher-order effects between features and the target, but when incorporated naively may involve solvi…

2017-03-08abs ↗pdf ↗

Quantum optimization for portfolios with risk and diversification constraints.

problem Implementing complex constraints in portfolio optimization for financial applications.
method Transformed portfolio optimization into a quadratic binary optimization problem suitable for quantum annealers.
result Demonstrated practical implementation of daily constraints in real data using quantum processors.

New lower bounds improve logistic log-likelihood optimization and inference.

problem Designing computationally tractable lower bounds for logistic log-likelihoods.
method Developed a piece-wise quadratic lower bound that uniformly improves tangent quadratic minorizers.
result Improves the speed of convergence and accuracy of variational Bayes approximations.

The F-measure, which has originally been introduced in information retrieval, is nowadays routinely used as a performance metric for problems such as binary classification, multi-label classification, and structured output prediction. Optimizing this measure is a statistically and computationally challenging problem, s…

2013-10-17abs ↗pdf ↗

Study Alexander polynomials of modular knots, revealing finite and infinite coefficient properties.

problem Investigate Alexander polynomials of modular knots.
method Use Burau representation and geometric SL2(Z)\mathrm{SL}_2(\mathbb{Z})-invariants.
result Alexander polynomials of modular knots have both finite and infinite coefficient properties.

Proposes a quantum-inspired algorithm for selecting representative data subsets.

problem Selecting the most representative subset of data from a larger dataset.
method Uses a Quadratic Unconstrained Binary Optimization (QUBO) problem approach.
result Demonstrates the effectiveness of the selector algorithm in finance applications.

We give a graphical theory of integral indefinite binary Hamiltonian forms ff analogous to the one by Conway for binary quadratic forms and the one of Bestvina-Savin for binary Hermitian forms. Given a maximal order O\mathcal O in a definite quaternion algebra over Q\mathbb Q, we define the waterworld of ff, analog…

2018-10-15abs ↗pdf ↗

Convolutional neural network (CNN)-based feature learning has become state of the art, since given sufficient training data, CNN can significantly outperform traditional methods for various classification tasks. However, feature learning becomes more difficult if some training labels are noisy. With traditional regular…

2019-12-06abs ↗pdf ↗

A new reinforcement learning method improves Max-Cut solutions without needing training data.

problem Max-Cut problem is NP-hard, and existing methods struggle with generalizability and scalability.
method Training-data-free reinforcement learning approach to hyperplane rounding for Max-Cut optimization.
result Our method consistently achieves better Max-Cut solutions across various graph types.

We study the problem of determining the optimal low dimensional projection for maximising the separability of a binary partition of an unlabelled dataset, as measured by spectral graph theory. This is achieved by finding projections which minimise the second eigenvalue of the graph Laplacian of the projected data, whic…

2015-09-04abs ↗pdf ↗

A scalable gradient-based framework for sparse portfolio selection.

problem Sparse minimum-variance portfolio selection with cardinality constraint.
method Gradient-based optimization with Boolean relaxation and tunable parameter.
result Matches commercial solvers in most instances, differing by a few assets with negligible error in portfolio variance.

We investigate a hybrid quantum-classical solution method to the mean-variance portfolio optimization problems. Starting from real financial data statistics and following the principles of the Modern Portfolio Theory, we generate parametrized samples of portfolio optimization problems that can be related to quadratic b…

2018-10-19abs ↗pdf ↗

Quantum computers can optimize foreign exchange reserves management.

problem Optimizing foreign exchange reserves management using quantum computing.
method Demonstrated through quantum Monte Carlo risk measurement and quantum algorithms for portfolio optimization.
result Quantum computers can theoretically optimize FX reserves management in the future.

This paper addresses a novel data science problem, prescriptive price optimization, which derives the optimal price strategy to maximize future profit/revenue on the basis of massive predictive formulas produced by machine learning. The prescriptive price optimization first builds sales forecast formulas of multiple pr…

2016-05-18abs ↗pdf ↗

Tensor decomposition has been extensively used as a tool for exploratory analysis. Motivated by neuroscience applications, we study tensor decomposition with Boolean factors. The resulting optimization problem is challenging due to the non-convex objective and the combinatorial constraints. We propose Binary Matching P…

2018-10-10abs ↗pdf ↗

We prove that every lens space contains a genus one homologically fibered knot, which is contrast to the fact that some lens spaces contain no genus one fibered knot. In the proof, the Chebotarev density theorem and binary quadratic forms in number theory play a key role. We also discuss the Alexander polynomial of hom…

2017-02-09abs ↗pdf ↗

An attractive approach for fast search in image databases is binary hashing, where each high-dimensional, real-valued image is mapped onto a low-dimensional, binary vector and the search is done in this binary space. Finding the optimal hash function is difficult because it involves binary constraints, and most approac…

2015-01-05abs ↗pdf ↗