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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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224448672896 · Jun 202019922001200920172026
48 results for NP problem

Develops algorithms for multi-class Neyman-Pearson classification with cost sensitivity.

problem Asymmetric misclassification costs in multi-class classification problems.
method Establishes connection with cost-sensitive learning, proposes two algorithms, extends NP oracle properties.
result Proposes algorithms with theoretical guarantees for multi-class Neyman-Pearson classification.

We show that the problem of determining whether a knot in the 3-sphere is non-trivial lies in NP. This is a consequence of the following more general result. The problem of determining whether the Thurston norm of a second homology class in a compact orientable 3-manifold is equal to a given integer is in NP. As a coro…

2016-04-01abs ↗pdf ↗

We show that {\sc Heegaard Genus g\leq g}, the problem of deciding whether a triangulated 3-manifold admits a Heegaard splitting of genus less than or equal to gg, is NP-hard. The result follows from a quadratic time reduction of the NP-complete problem {\sc CNF-SAT} to {\sc Heegaard Genus g\leq g}.

2016-06-05abs ↗pdf ↗

We prove that for every d2d\geq 2, deciding if a pure, dd-dimensional, simplicial complex is shellable is NP-hard, hence NP-complete. This resolves a question raised, e.g., by Danaraj and Klee in 1978. Our reduction also yields that for every d2d \ge 2 and k0k \ge 0, deciding if a pure, dd-dimensional, simplicial com…

2017-11-22abs ↗pdf ↗

We prove that certain problems naturally arising in knot theory are NP--hard or NP--complete. These are the problems of obtaining one diagram from another one of a link in a bounded number of Reidemeister moves, determining whether a link has an unlinking or splitting number kk, finding a kk-component unlink as a sub…

2018-09-27abs ↗pdf ↗

We prove that the problem of deciding whether a 2- or 3-dimensional simplicial complex embeds into R3\mathbb{R}^3 is NP-hard. Our construction also shows that deciding whether a 3-manifold with boundary tori admits an S3\mathbb{S}^{3} filling is NP-hard. The former stands in contrast with the lower dimensional cases wh…

2017-08-25abs ↗pdf ↗

We show that the problem of showing that a cusped 3-manifold M is not hyperbolic is in NP, assuming S3S^3-RECOGNITION is in coNP. To this end, we show that IRREDUCIBLE TOROIDAL RECOGNITION lies in NP. Along the way we unconditionally recover SATELLITE KNOT RECOGNITION lying in NP. This was previously known only assumin…

2019-07-02abs ↗pdf ↗

I prove that if markets are weak-form efficient, meaning current prices fully reflect all information available in past prices, then P = NP, meaning every computational problem whose solution can be verified in polynomial time can also be solved in polynomial time. I also prove the converse by showing how we can "progr…

2010-02-11abs ↗pdf ↗

We show that the problem of recognizing that a knot diagram represents a specific torus knot, or any torus knot at all, is in the complexity class NPco-NP{\sf NP} \cap {\sf co\text{-}NP}, assuming the generalized Riemann hypothesis. We also show that satellite knot detection is in NP{\sf NP} under the same assumption, and t…

2017-06-14abs ↗pdf ↗

Trading system uses NP-hard optimization to select stocks for high Sharpe ratio trading.

problem Finding profitable, uncorrelated stocks for high Sharpe ratio trading.
method NP-hard combinatorial optimization using Ising machine and simulated bifurcation algorithm.
result Trading strategy with FPGA-based system achieves 164 μs response latency.

We prove that the three-sphere recognition problem lies in the complexity class NP. Our work relies on Thompson's original proof that the problem is decidable [Math. Res. Let., 1994], Casson's version of her algorithm, and recent results of Agol, Hass, and Thurston [ArXiv, 2002].

2004-07-05abs ↗pdf ↗

Two DRL policies collaborate to solve NP-hard routing problems.

problem Solving complex routing problems like TSP without expert knowledge.
method Learning Collaborative Policies (LCP) using seeder and reviser policies.
result Improves solution quality over single-policy DRL on various NP-hard routing problems.

It has recently been shown that the problem of testing global convexity of polynomials of degree four is {strongly} NP-hard, answering an open question of N.Z. Shor. This result is minimal in the degree of the polynomial when global convexity is of concern. In a number of applications however, one is interested in test…

2018-06-16abs ↗pdf ↗

Rényi Neural Processes replace KL divergence with Rényi divergence to improve NP performance.

problem Parameterization coupling in Neural Processes leads to prior misspecification.
method Propose Rényi Neural Processes (RNP) by replacing KL divergence with Rényi divergence.
result Significant performance improvements in real-world problems, including better log-likelihoods.

NP-iMCMC algorithm for nonparametric models in universal PPLs.

problem Developing inference algorithms for arbitrary nonparametric models in universal PPLs.
method Unifying involutive MCMC framework with a general procedure for state movement.
result Proves the correctness of the NP-iMCMC sampler and shows significant performance improvements.

Equity-Transformer solves NP-hard min-max routing problems efficiently.

problem Min-max routing problems with multiple agents and large-scale applications.
method Sequential planning approach with Transformer and equitable workload distribution inductive biases.
result Significant runtime and cost reductions in min-max mTSP and min-max mPDP tasks.

We investigate the computational complexity of some problems in three-dimensional topology and geometry. We show that the problem of determining a bound on the genus of a knot in a 3-manifold, is NP-complete. Using similar ideas, we show that deciding whether a curve in a metrized PL 3-manifold bounds a surface of area…

2002-05-06abs ↗pdf ↗

Paper tackles P vs NP problem in portfolio optimization with cardinality constraints and Black-Scholes derivatives.

problem Operationalizing the P vs NP problem in cardinality-constrained portfolio selection.
method Mixed-integer quadratic program with genetic algorithms, Monte Carlo sampling, and greedy screening.
result Cardinality constraint reshapes efficient frontier, highlighting trade-offs between stability and computational cost.

Recognition of Seifert fibered spaces with boundary is computationally tractable.

problem Recognizing Seifert fibered spaces with boundary.
method Proving the existence of fundamental horizontal surfaces and normal vertical annuli with bounded total weight.
result The decision problem is in NP and the construction problem is in FNP.

Given a tame knot K presented in the form of a knot diagram, we show that the problem of determining whether K is knotted is in the complexity class NP, assuming the generalized Riemann hypothesis (GRH). In other words, there exists a polynomial-length certificate that can be verified in polynomial time to prove that K…

2011-12-05abs ↗pdf ↗

In this paper we extend the works of Tancer and of Malgouyres and Francés, showing that (d,k)(d,k)-collapsibility is NP-complete for dk+2d\geq k+2 except (2,0)(2,0). By (d,k)(d,k)-collapsibility we mean the following problem: determine whether a given dd-dimensional simplicial complex can be collapsed to some kk-dimensional sub…

2017-03-20abs ↗pdf ↗

We show that three natural decision problems about links and 3-manifolds are computationally hard, assuming some conjectures in complexity theory. The first problem is determining whether a link in the 3-sphere bounds a Seifert surface with Thurston norm at most a given integer; this is shown to be NP-complete. The sec…

2016-02-26abs ↗pdf ↗

Neural Processes (NPs) are a class of models that learn a mapping from a context set of input-output pairs to a distribution over functions. They are traditionally trained using maximum likelihood with a KL divergence regularization term. We show that there are desirable classes of problems where NPs, with this loss, f…

2019-10-01abs ↗pdf ↗

Study shows optimal RL with transition look-ahead is NP-hard for 2\ell \geq 2.

problem Optimal reinforcement learning with transition look-ahead is computationally hard.
method Proved NP-hardness for 2\ell \geq 2 using linear programming.
result There is a precise boundary between tractable and intractable cases for RL with look-ahead.

We investigate the complexity of finding an embedded non-orientable surface of Euler genus gg in a triangulated 33-manifold. This problem occurs both as a natural question in low-dimensional topology, and as a first non-trivial instance of embeddability of complexes into 33-manifolds. We prove that the problem is NP…

2016-02-25abs ↗pdf ↗

Paper solves NP-hard sparse mixed linear regression problem with provable guarantees.

problem Sparse mixed linear regression on unlabeled data.
method Invex relaxation for intractable problem with theoretical guarantees.
result Exact recovery of data labels and close approximation of regression parameters.

We give a reduction from {\sc clique} to establish that sparse PCA is NP-hard. The reduction has a gap which we use to exclude an FPTAS for sparse PCA (unless P=NP). Under weaker complexity assumptions, we also exclude polynomial constant-factor approximation algorithms.

2015-02-19abs ↗pdf ↗

EPMF factorizes matrices by adjusting their entries to match a specified power.

problem Factorizing matrices with adjusted entries to match a specified power.
method Analyzes the computational complexity of exact and approximate EPMF problems.
result Exact EPMF is strongly NP-hard, but can be solved in polynomial time when rank is fixed.

New MIP formulations for neural network Lipschitz constant estimation.

problem Ensuring robustness of neural networks by calculating their Lipschitz constant.
method Reformulating the neural network Lipschitz estimation problem as a Quadratically Constrained MIP (MIQCQP) problem.
result Solutions of the MIQCQP formulations provide bounds on the Lipschitz constant, with conditions for exactness.