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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.

168,742 papers · 148 categories

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122243365486 · Jun 202019922001200920172026
48 results for Dynamic adaptation

FNSDA adapts to new dynamics via Fourier space adaptation.

problem Generalizing to unseen dynamical systems with limited data.
method Automatic partitioning of known environments in Fourier modes and adaptation of specific modes for new environments.
result FNSDA achieves superior or competitive generalization performance with reduced parameter cost.

Paper proposes algorithms to minimize both dynamic and adaptive regret simultaneously.

problem Traditional regret minimization algorithms are suboptimal for changing environments.
method Developed novel online algorithms to minimize dynamic and adaptive regret simultaneously.
result Proposed algorithms minimize dynamic and adaptive regret over any interval.

We derive a class of macroscopic differential equations that describe collective adaptation, starting from a discrete-time stochastic microscopic model. The behavior of each agent is a dynamic balance between adaptation that locally achieves the best action and memory loss that leads to randomized behavior. We show tha…

2004-08-20abs ↗pdf ↗

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.

Improved algorithm for adaptive dueling bandits with near-optimal regret bound.

problem Non-stationary dueling bandits with unknown number of preference changes.
method Elimination-based rescheduling algorithm for adaptive dynamic regret.
result Near-optimal ildeO(SextttCWT) ilde{O}(\sqrt{S^{ exttt{CW}} T}) dynamic regret bound.

AdaptOn achieves logarithmic regret in adaptive control of unknown partially observable linear systems.

problem Adaptive control in partially observable linear dynamical systems.
method AdaptOn algorithm that estimates system dynamics through online learning and gradient descent.
result AdaptOn achieves a logarithmic regret bound of polylog(T) after T steps.

Selective reinitialization improves adaptability of neural bandits in dynamic environments.

problem Loss of plasticity in neural bandits, leading to rigid neural network parameters.
method Selective Reinitialization (SeRe) framework that dynamically resets underutilized units.
result SeRe enhances adaptability of CNB algorithms, reducing cumulative regret in dynamic environments.

The recent advances in deep transfer learning reveal that adversarial learning can be embedded into deep networks to learn more transferable features to reduce the distribution discrepancy between two domains. Existing adversarial domain adaptation methods either learn a single domain discriminator to align the global …

2019-09-18abs ↗pdf ↗

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.

Dynamic residual adapters improve performance across multiple latent domains without domain labels.

problem Overfitting to large domains and ignoring smaller ones in multi-domain learning.
method Dynamic residual adapters and augmentation strategies inspired by style transfer.
result Dynamic residual adapters significantly outperform standard models on multiple latent domains.

This work proposes a meta-learning approach for better adaptation of source code models.

problem Adapting source code models to unseen local contexts.
method Formulated as a meta-learning problem, selecting targeted information for adaptation.
result Improved performance in code auto-completion tasks, especially for identifiers and literals.

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 ↗

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.

Adaptive neural network approximates stochastic system densities.

problem Approximating high-dimensional stochastic dynamical systems.
method Temporal KRnet (tKRnet) trained with adaptive collocation points and temporal decomposition.
result Improves density approximation for stochastic systems without curse of dimensionality.

Study cryptocurrency price dynamics using adaptive EMD and spectral analysis.

problem Analyze the time-varying volatility of cryptocurrency prices.
method Adaptive complementary ensemble empirical mode decomposition (ACE-EMD) and Hilbert spectral analysis.
result Reveal the properties of various timescales in cryptocurrency price dynamics.

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.

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.

This paper improves volatility forecasting using dynamic subset selection in genetic programming.

problem Improving accuracy of implied volatility forecasting.
method Dynamic training-subset selection methods applied to genetic programming.
result Dynamic subset selection improves predictive accuracy of genetic programming models.

This paper explores adaptive neural activation in RNNs for better learning.

problem Fixed neural activation functions limit the performance and adaptability of RNNs.
method Developed a novel parametric family of nonlinear activation functions inspired by biological neurons.
result Adaptive neural activation improves learning speed and performance in RNNs.

This paper improves neural network generalization by dynamically learning kernel parameters.

problem Improving neural network generalization and adaptability.
method Diagonal adaptive kernel model that learns kernel eigenvalues and output coefficients during training.
result The diagonal adaptive kernel model significantly improves generalization over fixed-kernel methods.

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.

Stochastic Gradient Langevin Dynamics infuses isotropic gradient noise to SGD to help navigate pathological curvature in the loss landscape for deep networks. Isotropic nature of the noise leads to poor scaling, and adaptive methods based on higher order curvature information such as Fisher Scoring have been proposed t…

2019-06-10abs ↗pdf ↗

Three adaptive methods improve financial forecasting and portfolio management.

problem Improving financial forecasting and portfolio management in volatile markets.
method Dynamic Model Selection (DMS), Adaptive Ensemble (AE), Dynamic Asset Allocation (DAA).
result Adaptive methods outperform long-only benchmarks in US market returns.

High-velocity streams of high-dimensional data pose significant "big data" analysis challenges across a range of applications and settings. Online learning and online convex programming play a significant role in the rapid recovery of important or anomalous information from these large datastreams. While recent advance…

2013-07-23abs ↗pdf ↗

Algorithm tackles adaptive discretization in adversarial Lipschitz bandits for dynamic pricing and auctions.

problem Adaptive discretization in adversarial Lipschitz bandits.
method Adversarial Zooming algorithm for adaptive discretization.
result First algorithm for adversarial Lipschitz bandits with instance-dependent regret bounds.

An algorithm is presented for momentum gradient descent optimization based on the first-order differential equation of the Newtonian dynamics. The fictitious mass is introduced to the dynamics of momentum for regularizing the adaptive stepsize of each individual parameter. The dynamic relaxation is adapted for stochast…

2018-05-13abs ↗pdf ↗

A Kyle-inspired model with adaptive agents explains excess volatility and volatility clustering.

problem Reconciling asymmetrically informed traders with adaptive market hypothesis.
method Proposes a model with adaptive agents using inductive reasoning, reconciling Kyle model with Adaptive Market Hypothesis.
result Microfoundations for GARCH models and volatility clustering explained.

Algorithm adapts to non-stationary rewards without prior knowledge.

problem Optimizing decisions in non-stationary environments without prior knowledge of changes.
method Optimization-based algorithm that restarts when non-stationarity is detected.
result Achieves tighter dynamic regret bound and is nearly minimax optimal.