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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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48 results for Lp error

AI enhances refinery optimization by detecting data errors and improving decision-making.

problem Interpreting and applying LP solutions for refinery optimization is challenging due to simplifications and data errors.
method Transformed ECOD methodology, Anomaly Detection tools, and high-dimensional data analysis.
result Identifies data supply errors and reveals business opportunities in refinery scheduling and planning.

New offline RL algorithm with optimal sample complexity using LP and error bounds.

problem Finding optimal policies from offline data with limited coverage and function approximation.
method Developed a new LP reformulation with error bounds and constraints for offline RL.
result Achieved optimal O(1/n)O(1/\sqrt{n}) sample complexity under various assumptions.

This paper improves online learning algorithms for LP problems, achieving better regret bounds.

problem Achieving optimal regret bounds in online linear programming.
method Develops a new framework for first-order online learning algorithms under certain error bound conditions.
result First-order learning algorithms achieve o(T)o(\sqrt{T}) regret in continuous support and O(logT)\mathcal{O}(\log T) regret in finite support, improving over O(T)\mathcal{O}(\sqrt{T}).

We show that the log-likelihood of several probabilistic graphical models is Lipschitz continuous with respect to the lp-norm of the parameters. We discuss several implications of Lipschitz parametrization. We present an upper bound of the Kullback-Leibler divergence that allows understanding methods that penalize the …

2012-02-14abs ↗pdf ↗

Sharp Lp affine isoperimetric inequalities are established for the entire class of Lp projection bodies and the entire class of Lp centroid bodies. These new inequalities strengthen the Lp Petty projection and the Lp Busemann--Petty centroid inequality.

2008-09-11abs ↗pdf ↗

FLAIR measures LP competitiveness in AMMs, improving LP performance evaluations.

problem LP returns are affected by both market risk and competitive strategies.
method Introduces FLAIR metric to quantify LP competitiveness and assesses its impact on LP returns.
result FLAIR captures dynamic behavior of LPs and differentiates between active provisioning strategies.

JIT liquidity providers can sometimes reduce overall market liquidity by crowding out passive LPs.

problem JIT liquidity providers can reduce overall market liquidity by crowding out passive LPs.
method Game-theoretic model with asymmetrically informed agents to analyze JIT liquidity provision in blockchain-based decentralized exchanges.
result JIT LPs only provide liquidity to uninformed orders and crowd out passive LPs when order volume is not sufficiently elastic to pool depth, potentially reducing overall market liquidity.

Study on LP-Sasakian manifolds with generalized η-Ricci solitons.

problem Properties of LP-Sasakian manifolds with generalized η-Ricci solitons.
method Investigation of LP-Sasakian manifolds with generalized η-Ricci solitons associated to the general connection.
result Existence of generalized η-Ricci solitons on a 4-dimensional LP-Sasakian manifold.

Proposes a new calibration error estimator for deep neural networks.

problem Improves calibration of deep neural networks, especially for canonical calibration.
method Uses a Dirichlet kernel density estimate to create a low-bias, trainable calibration error estimator.
result Asymptotically converges to true LpL_p calibration error, enabling efficient estimation and mini-batch updates.

In this paper, we give a new sharp generalization bound of lp-MKL which is a generalized framework of multiple kernel learning (MKL) and imposes lp-mixed-norm regularization instead of l1-mixed-norm regularization. We utilize localization techniques to obtain the sharp learning rate. The bound is characterized by the d…

2011-03-27abs ↗pdf ↗

The abstract discusses p-harmonic forms and their geometric properties, proving new theorems about Lp-cohomology.

problem The abstract tackles the geometric properties of p-harmonic forms and their role in Lp-cohomology.
method The approach involves using p-harmonic and p-coclosed forms to reprove vanishing theorems and provide injectivity theorems.
result The main finding is the reproof of vanishing theorems and the provision of injectivity theorems for Lp-cohomology.

Backtesting framework for CLMMs on Uniswap V3 reduces reward estimation error.

problem Estimating rewards for CLMMs in Uniswap V3 liquidity pools.
method Parametric model for liquidity distribution, historical data analysis.
result Error in reward estimation less than 1% for each pool.

Study on liquidity providers' performance in decentralized exchanges.

problem Unclear profitability of liquidity providers in decentralized exchanges.
method Reconstructing LP PnL dynamics from on-chain events, introducing a new metric.
result Only about one out of six LPs avoids losses, suggesting open questions about LP participation motives.

Classifies SL(n) covariant matrix-valued valuations on Lp-spaces.

problem Classifying SL(n) covariant matrix-valued valuations on Lp-spaces.
method Established a complete classification for continuous and SL(n) covariant matrix-valued valuations on Lp(Rn,|x|2dx), eliminating matrix symmetry assumption.
result Unique characterization of such valuations by the moment matrix in n>2, rotation matrix in 2D.

In this work we introduce a category of discrete Lagrange--Poincare systems LP_d and study some of its properties. In particular, we show that the discrete mechanical systems and the discrete mechanical systems obtained by the Lagrangian reduction of symmetric discrete mechanical systems are objects in LP_d. We introdu…

2015-11-20abs ↗pdf ↗

Efficient method for multi-label text classification with large label sets.

problem Computational inefficiency in handling a large number of unique labels.
method Proposed efficient LP-ICP approach to reduce computational complexity.
result The contextualised-based classifier outperforms non-contextualised ones and achieves state-of-the-art performance.

New algorithm reduces online decision-making regret with efficient LP re-solving and parallel first-order method.

problem Worse regret guarantees and high computational cost of LP-based OLP algorithms.
method Combines LP-based and first-order OLP methods, re-solving LP subproblems periodically and using parallel first-order method.
result Achieves O(log(T/f)+f)\mathscr{O}(\log (T/f) + \sqrt{f}) regret, balancing computational efficiency and superior regret guarantee.

Optimizes liquidity withdrawal timing for AMM LPs to balance fees and impermanent loss.

problem Balancing fees and impermanent loss in automated market makers.
method Stochastic control problem with endogenous stopping time, numerical solutions via Euler scheme and Longstaff-Schwartz method.
result Optimal exit strategy depends on volatility, fees, and market dynamics.

High-fee pools attract more liquidity but execute less volume; low-fee pools have more stable LPs.

problem Optimal liquidity supply and execution on decentralized exchanges with fixed gas costs.
method Analysis of Uniswap data to compare high- and low-fee pools.
result Fragmented liquidity leads to more LPs and competition, improving overall market efficiency.

Existence and uniqueness of the solution to the discrete Lp Minkowski problem for p\mathfrak{p}-capacity are proved when p1p \geq 1 and 1<p<n1<\mathfrak{p}<n. For general Lp Minkowski problem for p\mathfrak{p}-capacity, existence and uniqueness of the solution are given when p1p \geq 1 and 1<p21<\mathfrak{p}\le 2. These r…

2017-02-27abs ↗pdf ↗

MAP inference for general energy functions remains a challenging problem. While most efforts are channeled towards improving the linear programming (LP) based relaxation, this work is motivated by the quadratic programming (QP) relaxation. We propose a novel MAP relaxation that penalizes the Kullback-Leibler divergence…

2012-06-18abs ↗pdf ↗

New formula identifies and quantifies costs for automated market makers.

problem Adverse selection costs faced by liquidity providers in automated market makers.
method Derives a Black-Scholes-like formula for AMMs and identifies loss-versus-rebalancing cost.
result Closed-form expressions for LVR applicable to all automated market makers.

Modeling DEX liquidity with heterogeneous LPs and MEV bots.

problem Understanding and predicting the dynamics of decentralized cryptocurrency exchanges.
method Mean-field game approach to model liquidity providers' optimal strategies and interactions.
result Calibrated model produces consistent pool exchange rate dynamics and liquidity evolution.

This paper improves conformal prediction for robust interval estimation under distribution shifts.

problem Robustness of conformal prediction under distribution shifts.
method Modeling distribution shifts using Levy-Prokhorov (LP) ambiguity sets, which capture both local and global perturbations.
result Constructs robust conformal prediction intervals that remain valid under distribution shifts.

Optimal fees protect passive LPs in AMMs under varying market conditions.

problem Adverse selection losses in AMMs are not offset by static trading fees.
method Dynamic reduced-form model with parallel AMM and CEX, large-scale simulations, real market data analysis.
result Optimal AMM fees are stable under normal conditions but high in volatile periods to protect LPs.

Paper optimizes liquidity provision in decentralized finance markets.

problem Strategic LPs face predictable losses and concentration risk in CL pools.
method Derive optimal liquidity provision strategy based on fees, PL, and concentration risk.
result Optimal strategy increases fee revenue and profit from marginal rate changes.

LP-FT improves personalized model training in FL by balancing generalization and personalization.

problem Federated Learning struggles with balancing global generalization and local personalization due to non-identical data distributions.
method Adapting Linear Probing followed by full Fine-Tuning (LP-FT) to the FL setting.
result LP-FT outperforms standard fine-tuning in balancing personalization and generalization across various datasets and PFT variants.

Graph neural networks improve solving linear optimization problems.

problem Improving the efficiency of solving linear optimization problems.
method Using graph neural networks to simulate standard interior-point methods for linear optimization problems.
result Graph neural networks can solve linear optimization problems close to optimality, often outperforming conventional solvers.