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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.

168,786 papers · 148 categories

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232464695927 · Jun 202019922001200920172026
48 results for Dynamic Distribution Adaptation

DAAN dynamically adapts adversarial learning for better domain adaptation.

problem Dynamic evaluation of global vs local domain distributions for adversarial learning.
method Dynamic Adversarial Adaptation Network (DAAN) that dynamically learns domain-invariant representations.
result DAAN achieves better classification accuracy compared to state-of-the-art methods.

Adaptive sampling for multimodal distributions converges faster than classical methods.

problem Sampling from multimodal distributions efficiently.
method Adaptive linear dynamics with adaptive diffusion coefficients and vector fields, interpreted as weighted Wasserstein gradient flows.
result Derivative-free dynamics can achieve significantly faster convergence for nonconvex potentials.

STAD adapts models to evolving time-based data shifts.

problem Gradual distribution shifts over time challenge existing test-time adaptation methods.
method Bayesian filtering method that learns time-varying dynamics in hidden features.
result STAD excels in handling small batch sizes and label shift on real-world data.

A new algorithm flattens multi-modal distributions for better deep learning.

problem Bayesian learning in big data with multi-modal distributions.
method Contour Stochastic Gradient Langevin Dynamics (CSGLD) algorithm.
result The CSGLD algorithm avoids local traps in deep neural networks.

In an adaptive population which models financial markets and distributed control, we consider how the dynamics depends on the diversity of the agents' initial preferences of strategies. When the diversity decreases, more agents tend to adapt their strategies together. This change in the environment results in dynamical…

2006-09-26abs ↗pdf ↗

Bayesian Federated Learning improves model reliability in dynamic environments.

problem Uncertainty quantification and robust adaptation in distributed learning.
method Proposes a continual BFL framework using SGLD for sequential updates and continual learning challenges.
result Continual Bayesian updates preserve knowledge and adapt to evolving data.

Dynamic risk measures follow law invariance principles over time.

problem Tackles dynamic risk measurement principles.
method Shows equivalence between adapted law invariance and recursive one-step conditional-law representation for time-consistent risk measures.
result Identifies adapted law invariance as the dynamic counterpart of ordinary law invariance.

The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm is associated with a reward distribution. In static MABs, the reward distributi…

2017-12-08abs ↗pdf ↗

An adaptive clustering algorithm learns from evolving data without manual tuning.

problem Clustering in dynamic data environments where distributions change over time.
method ART-based topological clustering with self-adjusting vigilance parameter.
result The algorithm outperforms state-of-the-art methods in clustering performance and continual learning.

Paper tackles online adaptation to changing label distributions.

problem Adapting machine learning models to changing label distributions in real-world settings.
method Leverages novel analysis to show estimation of expected test loss is possible without true labels. Proposes adaptation algorithms inspired by classical online learning techniques.
result Empirically verified that OGD is particularly effective and robust to various label shift scenarios.

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.

OSAMD adapts online to changing distributions with limited labels.

problem Models struggle with continual distribution shifts and expensive labeling in changing environments.
method Online Active Continual Adaptation with OSAMD, an online teacher-student structure and margin-based criterion.
result OSAMD achieves favorable dynamic regret bounds under changing environments with limited labels.

KOMET identifies Koopman operators from model parameter trajectories to adapt to evolving data distributions.

problem Adaptation of parametric models to non-stationary environments.
method Data-driven framework using Koopman operator identification and Extended Dynamic Mode Decomposition (EDMD).
result KOMET achieves high autonomous-rollout accuracies of 0.981 to 1.000 over 100 time steps on various drifting datasets.

Efficient EP algorithm improves smoothing distribution inference in financial models.

problem Computational intractability of smoothing distribution in high dimensions.
method Adapted expectation propagation (EP) algorithms for the unified skew-normal family.
result Accuracy gains in financial illustrations over existing approximate algorithms.

New model explains price dynamics of Bitcoin with psychological factors.

problem Understanding price variations in cryptocurrency markets with psychological factors.
method Extended agent-based model with heterogeneous psychological parameters.
result Model shows diverse dynamics based on psychological correlation.

EvoMSN tackles time series forecasting under distribution shifts by evolving multi-scale normalization.

problem Accurate long-term time series forecasting under complex distribution shifts.
method EvoMSN framework with multi-scale statistics prediction and adaptive ensembling for collaborative updating.
result Improves forecasting performance of five mainstream methods on benchmark datasets.

Paper tackles dynamic label shift in online learning, achieving optimal performance.

problem Adapting to changing class marginals in online supervised and unsupervised learning.
method Develops novel algorithms reducing adaptation to online regression, achieving optimal dynamic regret.
result Achieves superior performance in various online label shift scenarios.

Optimal asset allocation strategy outperforms stochastic benchmark.

problem Achieving higher terminal wealth than a stochastic benchmark.
method Data-driven Neural Network optimization framework for dynamic asset allocation.
result Optimal adaptive strategy outperforms benchmark with higher median and right-skewed terminal wealth.

PRZI traders adapt their quote-prices based on a strategy parameter s, affecting market dynamics.

problem Understanding the dynamics of continuous double auction markets with adaptive traders.
method Introduced a new zero-intelligence trader PRZI that uses a parameterised probability distribution to generate quote-prices. Used a stochastic hill-climber algorithm to adapt strategies based on market conditions.
result The co-evolutionary dynamics of PRZI traders can lead to rich and complex market behaviors, including periods of stability and change.

Adaptive Langevin dynamics reduces bias in Bayesian inference with mini-batching.

problem Bias in posterior sampling due to mini-batching in Bayesian inference.
method Adaptive Langevin dynamics with dynamical friction to correct noise.
result Quantified bias in posterior distribution due to mini-batching.

Neural HMM with AGA captures multi-scale dynamics in financial markets.

problem Capturing multi-scale temporal dynamics in financial markets.
method Parallel multi-resolution encoders, adaptive gating, and multi-head attention.
result Outperforms fixed-resolution baselines in predicting price movements and liquidity shocks.

Method predicts how probability distributions evolve over time.

problem Predicting how systems described by probability distributions evolve under different conditions.
method Wasserstein Parallel Transport
result Wasserstein Parallel Transport provides counterfactual comparisons of distributional dynamics.

Framework expands particle filtering to estimate states beyond prior boundaries.

problem Limitations of traditional particle filtering in estimating states outside prior support.
method Diffusion-Enhanced Particle Filtering Framework with adaptive diffusion, entropy-driven regularisation, and kernel-based perturbations.
result Framework significantly improves state estimation accuracy and success rates for out-of-boundary targets.

A new approach for test-time adaptation detects and reacts to distribution shifts.

problem Improving test-time accuracy under distribution shifts.
method Online self-training with a detection tool based on entropy values and betting martingales.
result The classifier's entropy values match those of the source domain, building invariance to distribution shifts.

A quantum walk-based method for generating precise probability distributions efficiently.

problem Generating high-precision probability distributions for various applications.
method Integrates variational quantum circuits with split-step quantum walks to dynamically tune coin parameters and evolve quantum states.
result Achieves high simulation fidelity and reduces computational overhead compared to conventional methods.

The main challenge for adaptive regulation of linear-quadratic systems is the trade-off between identification and control. An adaptive policy needs to address both the estimation of unknown dynamics parameters (exploration), as well as the regulation of the underlying system (exploitation). To this end, optimism-based…

2017-11-20abs ↗pdf ↗

ANADDH uses deep learning to improve volatility risk management.

problem Traditional Vega hedging strategies are inadequate for rapidly changing markets.
method Combines distributional reinforcement learning with adaptive Nesterov acceleration.
result Significant performance gains over existing hedging techniques.

Paper presents a self-adaptive learning model for robust classification and regression.

problem Dealing with various datasets of different complexity.
method Combines DNDN and DSP, an end-to-end training approach with multiple randomly initialized softmax layers and adaptive soft pruning.
result The model demonstrates no performance loss compared with unpruned models and higher robustness over different data and feature distributions.

DoubleAdapt improves stock trend forecasting by adapting models to evolving data.

problem Incremental learning for stock trend forecasting is challenging due to distribution shifts.
method DoubleAdapt framework with two adapters for data and model adaptation.
result DoubleAdapt achieves state-of-the-art predictive performance on real-world stock datasets.

A new method computes high-dimensional optimal transport using flow neural networks.

problem Computing optimal transport for high-dimensional data.
method Optimizing a flow model to minimize transport cost between two arbitrary distributions.
result Trained optimal transport flow enables downstream tasks like DRE and domain adaptation.

Based on the daily data of American and Chinese stock markets, the dynamic behavior of a financial network with static and dynamic thresholds is investigated. Compared with the static threshold, the dynamic threshold suppresses the large fluctuation induced by the cross-correlation of individual stock prices, and leads…

2010-02-18abs ↗pdf ↗

The study explores how agents learn and adapt preferences in dynamic environments.

problem Adaptive behavior and preference learning in reinforcement learning tasks.
method The approach involves self-supervised learning of preferences, distinguishing between environmental and intrinsic observations, and evaluating with model-free and model-based reinforcement learning.
result The methodology successfully minimizes surprisal and expected free energy in dynamic environments.

Adaptive sampling improves graph diffusion models by maintaining uniform information speed.

problem Standard diffusion models overlook non-homogeneous dynamics on complex manifolds.
method Information-geometric framework using Fisher-Rao metric and Drift Variation Score (DVS).
result DVS solver ensures uniform rate of distributional change, improving structural fidelity and efficiency.

Dynamic treatment regimes are of growing interest across the clinical sciences as these regimes provide one way to operationalize and thus inform sequential personalized clinical decision making. A dynamic treatment regime is a sequence of decision rules, with a decision rule per stage of clinical intervention; each de…

2010-06-30abs ↗pdf ↗

The agent-based model of stock price dynamics on a directed evolving complex network is suggested and studied by direct simulation. The stationary regime is maintained as a result of the balance between the extremal dynamics, adaptivity of strategic variables and reconnection rules. The inherent structure of node agent…

2007-01-13abs ↗pdf ↗

Framework improves gradient estimation for faster training convergence.

problem Efficiently estimating noisy gradients in stochastic optimization.
method Dynamic adaptive importance sampling combining multiple distributions.
result Adaptively weighted multiple importance sampling yields superior gradient estimates.