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.
Extends GENO framework for GPU optimization of constrained ML problems.
This paper develops a framework for training and evaluating neural networks for MPC.
Optimizes AMM markets with a new framework reducing complex optimization to simpler root finding.
Recent work has shown how to embed differentiable optimization problems (that is, problems whose solutions can be backpropagated through) as layers within deep learning architectures. This method provides a useful inductive bias for certain problems, but existing software for differentiable optimization layers is rigid…
Physarum-inspired solver speeds up LP solving in neural networks.
A new method corrects bias in machine learning for trading by filtering out non-executable prices.