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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.

168,695 papers · 148 categories

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5111621 · Oct 202319922001200920172026
48 results for COLT 2023

The paper solves open questions in computable PAC learning, providing a complete landscape.

problem Understanding the boundaries and capabilities of computable PAC learning.
method Analyzing and constructing decidable hypothesis classes with different sample complexities and Littlestone dimensions.
result A complete understanding of CPAC learnability, answering open questions and confirming conjectures.

New sampling and identity-testing methods for mixtures of distributions that don't satisfy approximate tensorization of entropy.

problem Sampling and identity-testing for mixtures of distributions that don't satisfy approximate tensorization of entropy.
method Fast mixing of Glauber dynamics and efficient identity-testers in the coordinate-conditional sampling access model.
result Efficient identity-testers for mixtures of ATE distributions in the coordinate-conditional sampling access model.

CoLT assesses neural posterior estimates by detecting discrepancies across conditioning inputs.

problem Validating neural posterior estimates from limited data.
method Conditional Localization Test (CoLT) learns a localization function to detect strong deviations.
result CoLT provides rigorous guarantees and practical scalability for comparing true and neural posterior distributions.

New algorithm reduces sample complexity for multi-distribution learning.

problem Achieving data-efficient multi-distribution learning with robustness and fairness.
method Proposes a novel algorithm with sample complexity (d+k)/varepsilon^2 for Vapnik-Chervonenkis (VC) dimension d, matching lower bounds.
result Algorithm matches best-known lower bound and resolves open problems in COLT 2023.

This work accelerates gradient descent with anytime convergence guarantees.

problem Improving the convergence rate of gradient descent methods.
method Proposes a stepsize schedule for gradient descent that achieves anytime convergence rates.
result Gradient descent can achieve convergence rates of O(T1.119)O(T^{-1.119}) for any stopping time TT.

Study on computing and estimating calibration distance, showing hardness and efficiency.

problem Computing and estimating calibration distance under different assumptions.
method Efficient algorithm for exact computation, polynomial-time approximation scheme; sample-based estimation for upper bounds.
result The problem becomes NP-hard when assumptions are removed, but efficient algorithms exist under certain conditions.

Analysis finds no evidence of banks managing deposit run risk prior to 2023 Regional Banking Crisis.

problem Determining factors for deposit run risk management before a regional banking crisis.
method Cross-sectional analysis of interest rate and equity use by banks.
result No evidence of banks managing deposit run risk via their balance sheet.

Study on list learning with noisy data, showing limits and some learnable cases.

problem Learning from noisy data in a list learning context.
method Inspired by coding theory, extends list learning model to study sparse conjunctions and parities/majors.
result Sparse conjunctions can be efficiently list learned under certain conditions, but parities and majors cannot be efficiently learned.

Novel approach to universal online learning for bounded losses, closing open problems.

problem Characterizing processes for universal online learning under non-i.i.d. conditions.
method Characterization of processes admitting strong and weak universal learning, introduction of optimistically universal learning rule.
result Introduction of a novel 1NN algorithm that is optimistically universal for bounded losses.

This work proves lower bounds on a greedy teaching set construction algorithm.

problem Characterize the best-case teaching dimension of a concept class.
method A greedy algorithm that iteratively adds points to the teaching set to restrict the concept class the most.
result Lower bounds on the performance of the greedy approach for small k, extending up to k ≤ c*d for small constant c.

We study the algorithmic problem of estimating the mean of heavy-tailed random vector in Rd\mathbb{R}^d, given nn i.i.d. samples. The goal is to design an efficient estimator that attains the optimal sub-gaussian error bound, only assuming that the random vector has bounded mean and covariance. Polynomial-time solutio…

2019-08-13abs ↗pdf ↗

Study reveals clusters of resilient and vulnerable Spanish agri-food firms post-Ukraine-Russia war.

problem Financial resilience of agri-food companies in Spain during the Ukraine-Russia conflict.
method Cluster analysis using centred log-ratios for compositional data of financial ratios.
result Increase in resilient firms by 2023, highlighting sectoral adaptation to economic challenges.

New algorithm tackles multi-agent reinforcement learning with optimal convergence rate.

problem Multi-agent reinforcement learning with large state spaces and linear function approximations.
method Refined AVLPR framework with data-dependent pessimistic estimation and action-dependent bonuses.
result First algorithm with optimal O(T1/2)O(T^{-1/2}) convergence rate and no poly(AmaxA_{\max}) dependency.

Learning linear predictors with the logistic loss---both in stochastic and online settings---is a fundamental task in machine learning and statistics, with direct connections to classification and boosting. Existing "fast rates" for this setting exhibit exponential dependence on the predictor norm, and Hazan et al. (20…

2018-03-25abs ↗pdf ↗

Fossil power firms have recently profited more than renewables, but this may be a temporary phenomenon.

problem The profitability gap between renewable and fossil power firms in Europe.
method Machine-learning clustering and Bayesian model averaging.
result Renewable power firms are becoming more profitable, while fossil power firms are becoming less so.

Improved privacy and efficiency in online convex optimization.

problem Differentially private online convex optimization in high dimensions.
method Improves upon Agarwal et al. [2023] by reducing dimension factors and removing smoothness requirement.
result Best known rates for (ε,δ)(ε, δ)-differentially private online convex optimization in the regime of ε not being very small.

We propose a hypergraph-based active learning scheme which we term HS2HS^2, HS2HS^2 generalizes the previously reported algorithm S2S^2 originally proposed for graph-based active learning with pointwise queries [Dasarathy et al., COLT 2015]. Our HS2HS^2 method can accommodate hypergraph structures and allows one to ask bo…

2018-11-25abs ↗pdf ↗

Improved private learning of halfspaces with reduced sample complexity.

problem Private learning of halfspaces with reduced sample complexity.
method Iterative algorithm for solving linear feasibility problem, improving state-of-the-art results.
result Sample complexity reduced to d2.52logGd^{2.5} \cdot 2^{\log^*|G|}, improving d2d^2 factor.

InvestLM is a financial domain LLM tuned on LLaMA-65B for investment advice.

problem Improving financial text understanding and advice generation for investment.
method Curated financial instruction dataset, LLaMA-65B, less-is-more-for-alignment approach.
result InvestLM provides comparable responses to state-of-the-art commercial models.

Improved sampling from non-log-concave distributions with polynomial query complexity.

problem Sampling from distributions with non-log-concave densities efficiently.
method Combining Ornstein-Uhlenbeck process assumptions and polynomial moment conditions.
result Polynomial query complexity improvement over previous methods.

A new tree-based model for varying coefficients using CGBM.

problem Modeling varying coefficients with high dimensionality and complex interactions.
method Tree-based varying coefficient model with CGBM for varying coefficients, dimension-wise early stopping, and feature importance scores.
result The model produces comparable out-of-sample loss to neural networks, demonstrating effectiveness.

The 2008 financial crisis revealed banking consolidation paradoxically increased systemic fragility and global financial contagion with negligible spatial decay.

problem Fundamental vulnerabilities in interconnected banking systems during the 2008 financial crisis were inadequately addressed by existing frameworks.
method Developed a unified spatial-network framework using spectral analysis of network Laplacian operators combined with spatial difference-in-differences identification.
result Banking consolidation paradoxically increased systemic fragility and global financial contagion with negligible spatial decay.

Study finds super-efficiency correlates more strongly with stock market valuation than ROA in Chinese banks.

problem Investigating the relationship between bank efficiency and stock market valuation.
method Employed a non-radial, non-oriented slack-based super-efficiency Data Envelopment Analysis (Super-SBM-UND-VRS) model, treating NPLs as undesired output.
result Super-efficiency is more strongly correlated with stock market valuation than ROA, as measured by Tobin's Q.