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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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1223 · Apr 201919922001200920172026
42 results for PSO

In this paper we contribute a novel algorithm family, which generalizes many unsupervised techniques including unnormalized and energy models, and allows us to infer different statistical modalities (e.g. data likelihood and ratio between densities) from data samples. The proposed unsupervised technique, named Probabil…

2019-03-25abs ↗pdf ↗

PSO optimizes model parameters in nonstandard distributions.

problem Estimating model parameters in nonstandard distributions using existing algorithms.
method Particle Swarm Optimization (PSO) as an alternative optimization routine.
result PSO produces more optimal or convergent results than existing algorithms.

PSO improves GG-optimal designs for up to 5 factors, reducing computation time.

problem Computing highly GG-optimal designs for response surface models is computationally expensive.
method Extended Particle Swarm Optimization (PSO) for optimal design problems.
result PSO generates improved GG-optimal designs for up to 5 factors with comparable computational cost.

New algorithm uses PSO to optimize DNN training parameters in distributed systems.

problem Reducing synchronization frequency in DNN training leads to poor convergence.
method Integrates PSO into distributed training to automatically compute new parameters.
result Proposed algorithm outperforms synchronous methods in distributed DNN training.

For a fixed compact Riemann surface X, of genus at least 2, we count the number of connected components of the moduli space of maximal Higgs bundles over X for the hermitian groups PSp(2n,R)PSp(2n,R), PSO(2n)PSO^*(2n), PSO0(2,n)PSO_0(2,n) and E614E_6^{-14}. Hence the same result follows for the number of connected components of the moduli …

2016-12-20abs ↗pdf ↗

The paper defines and calculates Reidemeister torsion for a specific class of representations.

problem Defining and calculating Reidemeister torsion for G-Anosov representations.
method Symplectic chain complex method to establish a novel formula for R-torsion.
result Reidemeister torsion is well-defined and calculated for G-Anosov representations.

Optimizes power systems with energy storage under uncertainty using scenario-based method.

problem Optimizing power systems with energy storage, intermittent renewable generation, and uncontrollable loads under uncertainty.
method Developed a novel solution method based on scenario optimization and strategic sampling to solve the chance-constrained optimal power system operation problem.
result The strategic sampling method significantly improves computational efficiency and data-driven convex approximation of power flow.

For positive integers pp and qq let G:=PSO(p,q)G:=\textrm{PSO}(p,q) be the projective indefinite special-orthogonal group of signature (p,q)(p,q). We study counting problems in the Riemannian symmetric space XGX_G of GG and in the pseudo-Riemannian hyperbolic space Hp,q1\mathbb{H}^{p,q-1}. Let SXGS\subset X_G be a totally geodesic …

2018-12-03abs ↗pdf ↗

Properly discontinuous actions of a surface group by affine automorphisms of Rd\mathbb R^d were shown to exist by Danciger-Gueritaud-Kassel. We show, however, that if the linear part of an affine surface group action is in the Hitchin component, then the action fails to be properly discontinuous. The key case is that o…

2018-12-10abs ↗pdf ↗

The paper connects PSO and CBO methods using stochastic modeling and mean-field limits.

problem Global optimization problems with particle swarm optimization and consensus based optimization.
method Stochastic differential equations and mean-field approximation to derive macroscopic hydrodynamic equations.
result Derives mean-field approximation for PSO and links it to CBO methods.

Geometric interpretation of Fock-Goncharov positivity and disk stabilization in symmetric space.

problem Understanding Fock-Goncharov positivity and its geometric implications.
method Geometric interpretation and bending deformations of Fuchsian representations.
result Stabilization of a uniform Finsler quasi-convex disk in the symmetric space.

One of the key elements in the banking industry rely on the appropriate selection of customers. In order to manage credit risk, banks dedicate special efforts in order to classify customers according to their risk. The usual decision making process consists in gathering personal and financial information about the borr…

2017-04-14abs ↗pdf ↗

This paper proposes the use of an optimization algorithm, namely PSO to decide the initial centroids in K-means, to eventually get better accuracy. The vectorized notation of the optimal centroids can be thought of as entities in an optimization space, where the accuracy of K-means over a random subset of the data coul…

2019-04-19abs ↗pdf ↗

We prove the Bloch conjecture : $ c_2(E) \in H^4_\cald (X,\bbz(2))$ is torsion for holomorphic rank two vector bundles EE with an integrable connection over a complex projective variety XX. We prove also the rationality of the Chern-Simons invariant of compact arithmetic hyperbolic three-manifolds. We give a sharp hi…

1994-07-19abs ↗pdf ↗

A probability density function (pdf) encodes the entire stochastic knowledge about data distribution, where data may represent stochastic observations in robotics, transition state pairs in reinforcement learning or any other empirically acquired modality. Inferring data pdf is of prime importance, allowing to analyze …

2018-07-27abs ↗pdf ↗

Study defines and optimizes bank reliability using LR and PSO.

problem Lack of reliability concept in financial services.
method Logistic Regression (LR) for initial estimation, Particle Swarm Optimization (PSO) for optimization.
result Optimal financial ratios maximize bank reliability.

Strict plurisubharmonicity proven for Teichmüller energy on Hitchin representations.

problem Proving strict plurisubharmonicity of Teichmüller energy for Hitchin representations.
method Analyzing energy functional EE on Teichmüller space associated to Hitchin representations.
result Strict plurisubharmonicity of energy functional EE proven.

The paper constructs a symplectic groupoid for a specific Poisson structure.

problem Integrating the Adler-Gelfand-Dikii Poisson structure on Lie groups.
method Constructing a symplectic groupoid Morita equivalent to the quasi-symplectic groupoid.
result The constructed symplectic groupoid is Morita equivalent to the quasi-symplectic groupoid.

The study examines growth of quadratic forms under Anosov subgroups.

problem Growth of quadratic forms under Anosov subgroups.
method Analyzes exponential bounds and asymptotic counting functions for distances between geodesic copies of symmetric spaces.
result Shows asymptotic behavior of counting functions for certain choices of quadratic forms.

Future grid scenario analysis requires a major departure from conventional power system planning, where only a handful of most critical conditions is typically analyzed. To capture the inter-seasonal variations in renewable generation of a future grid scenario necessitates the use of computationally intensive time-seri…

2016-12-14abs ↗pdf ↗

Study improves electricity price forecasting accuracy using a hybrid model.

problem Accurate short-term electricity price forecasting is challenging due to social and natural factors.
method Hybrid model combining GARMA, G-GARCH, Wavelet, LLWNN, and optimization algorithms.
result The hybrid model outperforms other models in Nord Pool Electricity markets.

Automatic text summarization tools have a great impact on many fields, such as medicine, law, and scientific research in general. As information overload increases, automatic summaries allow handling the growing volume of documents, usually by assigning weights to the extracted phrases based on their significance in th…

2019-06-26abs ↗pdf ↗

Dual model predicts electricity spot prices using neural networks and wavelets.

problem Forecasting hourly electricity spot prices.
method Dual generalized long memory modelling with k-factor GARMA and G-GARCH models, using LLWNN and PSO for variance prediction.
result The hybrid k-factor GARMA-LLWNN model outperforms other methods in forecasting accuracy.

Bus transit systems are the backbone of public transportation in the United States. An important indicator of the quality of service in such infrastructures is on-time performance at stops, with published transit schedules playing an integral role governing the level of success of the service. However there are relativ…

2019-11-30abs ↗pdf ↗

Hybrid models improve groundwater level prediction and uncertainty analysis.

problem Predicting and analyzing uncertainty of monthly groundwater levels.
method Six evolutionary optimization algorithms (GOA, CSO, WA, GA, KA, PSO) hybridized with ANFIS, ANN, and SVM.
result ANFIS-GOA outperformed other models in predicting groundwater levels.