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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.

168,657 papers · 148 categories

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48 results for Dynamic Contexts

Optimally explores dynamical systems with varying properties using context inference.

problem Learning dynamics models for systems with varying properties.
method Formulates dynamics models as stochastic processes conditioned on a latent context variable inferred from system transitions. Uses probabilistic formulation to compute optimal action sequences for exploration.
result Demonstrates effectiveness of the method on non-linear toy-problems and reinforcement learning environments.

A method for learning a context latent vector to improve generalization in model-based RL.

problem Learning a global dynamics model that can generalize across different dynamics.
method Decomposes learning a global dynamics model into two stages: learning a context latent vector and predicting next states.
result Achieves superior generalization across various simulated robotics and control tasks.

CoDA adapts dynamics models to new physical systems by conditioning on context.

problem Generalizing to new physical systems with shared dynamics but different contexts.
method Context-informed dynamics adaptation (CoDA) using multiple environments and a hypernetwork.
result State-of-the-art generalization results on nonlinear dynamics.

Efficiently selects top-m designs for various contexts using sequential sampling.

problem Optimizing selection of top-m designs across different contexts.
method Formulated as a stochastic dynamic programming problem, developed sequential sampling policy.
result Asymptotically optimal sampling ratios for efficient selection.

Proposes a new model for more accurate demand forecasting considering dynamic contextual information.

problem Traditional methods fail to capture spatio-temporal and dynamic contextual dependencies in demand forecasting.
method Integrates temporal, relational, spatial, and dynamic contextual dependencies using a Context Integrated Graph Neural Network (CIGNN).
result CIGNN outperforms state-of-the-art baselines in multi-step ahead demand forecasting.

LC-SAC tackles non-stationary dynamics in reinforcement learning.

problem Degradation of deep RL methods in non-stationary environments.
method LC-SAC uses latent context encoders and contrastive loss for dynamic information capture.
result LC-SAC outperforms SAC on environments with drastic dynamics changes.

Paper analyzes Transformer learning dynamics, proving benign landscape for in-context learning.

problem Understanding how Transformers learn in context with nonlinear features.
method Mean-field and two-timescale analysis of Transformer dynamics, proving nonconvex but benign landscape.
result Proves mean-field dynamics avoid saddle points, leading to improved optimization.

Attention-only transformers learn from context via two stages of inference.

problem Learning from corrupted token sequences in minimal transformers.
method Two-stage empirical Bayes interpretation: kernel-weighted posterior mean and particle dynamics.
result Effective denoising without explicit noise schedules, showing posterior-mean recovery under asymptotic conditions.

Transformers achieve near-optimal dynamic regret in non-stationary reinforcement learning.

problem Understanding and handling non-stationary environments in reinforcement learning.
method Demonstrated that transformers can achieve nearly optimal dynamic regret bounds in non-stationary settings.
result Transformers can approximate and learn strategies for non-stationary environments, matching or outperforming existing expert algorithms.

Market-GAN adds context control to financial market data generation.

problem Lack of context labels and precision in generating context-aligned financial data.
method Proposes Contextual Market Dataset and Market-GAN architecture integrating GAN, autoencoder, and supervisors.
result Market-GAN outperforms state-of-the-art models in Dow Jones data generation.

The paper tackles long-context linear system identification with improved sample complexity bounds.

problem Identifying dynamical systems with long dependencies over fixed context windows.
method Established sample complexity bounds for systems with linear dependencies over a context window of length p.
result The learning process is not hindered by slow mixing properties in extended context windows.

HiPPO-Prophecy models can learn dynamical systems without fine-tuning.

problem Learning dynamical systems in context without fine-tuning parameters.
method Introduced a novel weight construction for SSMs that approximates derivatives of input signals.
result Discrete SSMs can predict the next state of any dynamical system after observing previous states.

In this paper, we put the issue of dynamic equivalence of control systems in the context of pullbacks of coframings on infinite jet bundles over the state manifolds. While much attention has been given to differentially flat systems, i.e. systems dynamically equivalent to linear control systems, the advantage of this a…

2011-06-27abs ↗pdf ↗

Transformers can learn noisy linear systems with depth and IID data.

problem Learning noisy linear dynamical systems with transformers.
method Theoretical analysis of multi-layer and single-layer transformers with respect to L2L^2-testing loss.
result Single-layer transformers have a non-diminishing lower bound on approximation error, suggesting depth separation.

VectorNet predicts car behavior using vectorized HD maps and agent dynamics.

problem Predicting behavior in multi-agent systems with self-driving cars.
method VectorNet uses hierarchical graph neural networks on vectorized representations of HD maps and agent trajectories.
result VectorNet achieves comparable or better performance than state-of-the-art methods while using fewer parameters and less computational power.

Study on multi-head softmax attention dynamics for in-context learning.

problem Understanding and optimizing multi-head softmax attention models for multi-task linear regression.
method Gradient flow analysis and spectral mapping technique.
result Gradient flow converges to optimal multi-head softmax attention model, with task allocation emerging during training.

Transformers can learn mixture of linear models efficiently.

problem Existence and generalization of in-context learning for mixture models.
method Theoretical analysis and gradient flow optimization.
result Transformers achieve a prediction error of O(d/n)\mathcal{O}(\sqrt{d/n}) with high probability.

Paper tackles overfitting in RL for trade execution.

problem Overfitting in reinforcement learning methods for optimized trade execution.
method Modeling trade execution as offline RL with dynamic context (ORDC), deriving generalization bound, proposing compact context representations.
result Proposed methods effectively alleviate overfitting and improve performance.

Transformers can implement reinforcement learning algorithms from data without updates.

problem Training reinforcement learning algorithms from data without parameter updates.
method Design a teacher-mimicking training procedure for transformers to implement policy-improvement methods.
result Gradient flow converges to an optimal parameter manifold corresponding to the desired RL update.

Transformer learns to infer partial MDPs for efficient in-context adaptation and exploration.

problem Efficiently adapt and explore in-context without gradient-based updates.
method Uses a transformer to learn inference from training tasks, considering hypothesis space of partial models.
result Adaptation speed and exploration-exploitation balance approach those of an exact posterior sampling oracle.

Novel framework for systemic risk analysis in financial markets.

problem Systemic risk in financial markets.
method Multi-scale network dynamics, transfer entropy networks, agent-based modeling, wavelet decomposition, Model Context Protocol (MCP).
result Multi-scale approach reveals hidden systemic risk patterns.

Study L2L_2 regularization in deep networks, uncovering performance relations and proposing a training schedule.

problem Understanding and optimizing L2L_2 regularization in deep learning models.
method Empirical observations and theoretical analysis of gradient flow dynamics in infinitely wide networks.
result Empirical relations between model performance, L2L_2 coefficient, learning rate, and training steps; optimal regularization parameter prediction; improved training schedule.

Transformers struggle to learn Markovian dynamics, showing NP-hard optimization challenges.

problem Understanding transformers' limitations in learning Markovian dynamical functions.
method Investigated through a structured ICL setup, analyzing loss landscapes and parameter optimization.
result Recovering optimal transformer parameters for Markovian functions is NP-hard.

Recent advancements in recurrent neural network (RNN) research have demonstrated the superiority of utilizing multiscale structures in learning temporal representations of time series. Currently, most of multiscale RNNs use fixed scales, which do not comply with the nature of dynamical temporal patterns among sequences…

2019-02-15abs ↗pdf ↗

We consider a context-based dynamic pricing problem of online products, which have low sales. Sales data from Alibaba, a major global online retailer, illustrate the prevalence of low-sale products. For these products, existing single-product dynamic pricing algorithms do not work well due to insufficient data samples.…

2019-02-17abs ↗pdf ↗

The Dynamic Chain Event Graph (DCEG) is able to depict many classes of discrete random processes exhibiting asymmetries in their developments and context-specific conditional probabilities structures. However, paradoxically, this very generality has so far frustrated its wide application. So in this paper we develop an…

2018-08-17abs ↗pdf ↗

New attack reveals memorization patterns in pre-trained LLMs.

problem Determining if a data point was part of a pre-trained LLM's training set.
method Adapts MIA statistical tests to LLM's perplexity dynamics of subsequences.
result Significantly outperforms prior approaches in membership inference attacks.

Transformers learn algorithms for in-context learning with bounds and stability analysis.

problem Understanding and formalizing in-context learning as an algorithm learning problem.
method Formalizing ICL as a multitask learning problem, deriving generalization bounds, and analyzing stability.
result Transformers can implement near-optimal algorithms for classical regression tasks with i.i.d. and dynamic data.

This short expository note gives an elementary introduction to the study of dynamics on certain moduli spaces, and in particular the recent breakthrough result of Eskin, Mirzakhani, and Mohammadi. We also discuss the context and applications of this result, and connections to other areas of mathematics such as algebrai…

2015-04-30abs ↗pdf ↗

Particles representing tokens cluster in Transformers, influenced by initial tokens and matrix spectrum.

problem Understanding the geometry of learned representations in Transformers.
method Viewing Transformers as particle systems, applying dynamical systems and partial differential equations.
result Particles cluster towards limiting objects, confirming context-awareness and the emergence of leaders.

The study identifies and analyzes different market regimes in equity markets using advanced signal processing techniques.

problem Understanding and quantifying the dynamics of different market regimes in equity markets.
method Data-driven Hilbert--Huang Transform for regime identification, Holo--Hilbert Spectral Analysis for profiling, and Variable-Length Markov Chains for return dynamics modeling.
result Developed markets normalize more effectively as stress subsides, while developing markets retain residual tail dependence and downside persistence.

This paper approaches the definition and properties of dynamic convex risk measures through the notion of a family of concave valuation operators satisfying certain simple and credible axioms. Exploring these in the simplest context of a finite time set and finite sample space, we find natural risk-transfer and time-co…

2007-09-03abs ↗pdf ↗

Direct approach for handling contextual bandits with latent state dynamics.

problem Handling contextual bandits with latent state dynamics, especially when rewards depend on posterior probabilities of hidden states.
method Direct reduction to standard linear contextual bandits, extended analysis of HMM parameters, periodic update of reward-model parameters.
result Periodic update of reward-model parameters allows handling complex dependencies in hidden states.