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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.

168,982 papers · 148 categories

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9172634 · May 202619922001200920172026
48 results for Portable Executable

Improved malware detection by adding auxiliary loss terms to a neural network.

problem Malware detection accuracy with a single label.
method Fit deep neural networks to multiple auxiliary prediction targets derived from metadata.
result Significant improvement in detection performance, reducing false negatives by 42.6% at a low false positive rate.

Many efforts have been made to use various forms of domain knowledge in malware detection. Currently there exist two common approaches to malware detection without domain knowledge, namely byte n-grams and strings. In this work we explore the feasibility of applying neural networks to malware detection and feature lear…

2017-09-05abs ↗pdf ↗

Software automates metabolomics data analysis for reproducible results.

problem Automating reproducible metabolomics data analysis.
method Object-oriented software engineering, Java, XML database, GUI, version control system.
result MeKDDaM-SAGA successfully guides metabolomics applications.

Measuring the similarity of two files is an important task in malware analysis, with fuzzy hash functions being a popular approach. Traditional fuzzy hash functions are data agnostic: they do not learn from a particular dataset how to determine similarity; their behavior is fixed across all datasets. In this paper, we …

2018-12-17abs ↗pdf ↗

CodeReef enables sharing ML models across platforms efficiently.

problem Sharing and deploying ML models across different systems efficiently.
method Developed an open platform to share ML components, automate deployment, and benchmark models.
result Demonstrated efficient deployment and benchmarking of ML models across diverse platforms.

A method distills GANs for mobile devices, reducing computation and storage.

problem Heavy computation and storage cost of GANs on mobile devices.
method Knowledge distillation to train a smaller generator with inherited information from a larger teacher generator, including a discriminator.
result Portable GAN models with strong performance achieved.

We provide complete source code for building a fundamental industry classification based on publically available and freely downloadable data. We compare various fundamental industry classifications by running a horserace of short-horizon trading signals (alphas) utilizing open source heterotic risk models (https://ssr…

2017-06-13abs ↗pdf ↗

Deep convolutional neural networks have been widely used in numerous applications, but their demanding storage and computational resource requirements prevent their applications on mobile devices. Knowledge distillation aims to optimize a portable student network by taking the knowledge from a well-trained heavy teache…

2018-12-17abs ↗pdf ↗

LEMs extend transformer-based architectures for complex execution problems.

problem Handling flexible time boundaries and multiple execution constraints in deep learning.
method Decouples market information processing from execution allocation decisions using TKANs, VSNs, and multi-head attention mechanisms.
result LEMs achieve superior execution performance compared to traditional benchmarks.

Proposes a method to allocate time budgets in mixed criticality systems.

problem Managing execution time variability in mixed criticality systems.
method Quantifies execution time variability using statistical dispersion parameters and proposes a heuristic to allocate time budgets.
result The proposed heuristic reduces the probability of exceeding allocated budgets.

New method reduces fine-tuning cost for reused models.

problem Repeating fine-tuning costs with outdated foundation models.
method Portable Reward Tuning (PRT) trains a reward model to maximize the same loss function as fine-tuning.
result PRT achieves comparable accuracy to inference-time tuning with less inference cost.

The paper analyzes trade execution strategies for large traders in a stochastic market environment.

problem Analyzing trade execution strategies in a stochastic market with price impact.
method Formulated a Markov game model and used backward induction method of dynamic programming.
result Explicit closed-form execution strategy at Markov perfect equilibrium.

Risk-averse trading policies learned from simulated market interactions.

problem Minimizing execution cost in limit order book markets with market impact.
method Risk-sensitive Q-learning applied to Markov Decision Process in a market simulator.
result Derived decision-tree-based execution policies that minimize cost variance.

Paper analyzes the cost and execution of limit orders in a market with random walk price behavior.

problem Cost and execution of limit orders in markets with random walk price behavior.
method Exact solution for the cost of static passive slice execution, derivation of risk and execution probability functions.
result No optimal limit level for order execution in a market with random walk price behavior.

Paper uses DDPG to learn optimal execution strategies in dynamic markets.

problem Learning non-Markovian optimal execution strategies in dynamic financial markets.
method Introduces a novel actor-critic algorithm based on DDPG for transient price impact modeling.
result Successfully approximates optimal execution strategy through numerical experiments.

Develops a new framework for perpetual futures on binary prediction markets.

problem Lack of effective risk management in perpetual futures on binary prediction markets.
method PIRAP framework with six components: index estimator, margin sizing, leverage, funding rule, halt protocol, and eligibility framework.
result Mixed results from empirical evaluation, with some pre-registered floors passing and others failing.

Paper proposes a novel policy distillation method for better order execution in noisy markets.

problem Effective order execution in noisy and imperfect market conditions.
method Policy distillation method to guide reinforcement learning towards optimal trading strategies.
result Significant improvements over various baselines in order execution.

Unified theory for optimal execution through signal-adaptive quotes in limit order books.

problem Optimal execution in limit order books with signal-dependent factors.
method Develops a unified solution theory for four execution criteria, incorporating signal-dependent drift, price impact, inventory risk, and execution risk.
result Explicit formulas reveal optimal quoting strategies and show signal-dependent drift can significantly affect execution.

Dynamic VWAP execution improves by 10-15% in liquid markets.

problem Improving VWAP execution in dynamic markets.
method Recurrent Neural Networks (RNNs) for capturing temporal market dynamics, dynamic adjustment mechanism.
result Significant performance gains in liquid markets (10-15%) over traditional methods.

In portable, 3-D, or ultra-fast ultrasound (US) imaging systems, there is an increasing demand to reconstruct high quality images from limited number of data. However, the existing solutions require either hardware changes or computationally expansive algorithms. To overcome these limitations, here we propose a novel d…

2017-10-27abs ↗pdf ↗

It is shown that certain diffeomorphism or homeomorphism groups with no restriction on support of an open manifold with finite number of ends are bounded. It follows that these groups are uniformly perfect. In order to characterize the boundedness several conditions on automorphism groups of an open manifold are introd…

2009-12-23abs ↗pdf ↗

Optimal trading strategies in fluctuating financial markets are analyzed using complex mathematical models.

problem Optimal execution of trades in markets with fluctuating liquidity and order book depth.
method Continuous-time limit order book model with càdlàg semimartingale strategies, quadratic BSDEs.
result Characterization of minimal execution costs and existence of optimal strategies.

Many learning agents impact a financial market model, showing complex dynamics.

problem Understanding the dynamics of financial markets with multiple learning agents.
method Agent-based model of financial market with multiple reinforcement learning agents interacting.
result Inclusion of learning agents changes market dynamics to match empirical data.

Forward inference techniques such as sequential Monte Carlo and particle Markov chain Monte Carlo for probabilistic programming can be implemented in any programming language by creative use of standardized operating system functionality including processes, forking, mutexes, and shared memory. Exploiting this we have …

2014-03-03abs ↗pdf ↗

The volume weighted average price (VWAP) execution strategy is well known and widely used in practice. In this study, we explicitly introduce a trading volume process into the Almgren-Chriss model, which is a standard model for optimal execution. We then show that the VWAP strategy is the optimal execution strategy for…

2014-08-26abs ↗pdf ↗

Sunshine trading theory predicts lower execution costs and liquidity provision through explicit preannouncements, but evidence is scarce in traditional markets.

problem Adverse selection on liquidity provision
method Reconstructing metaorders and comparing them with visible TWAP executions
result Visible TWAPs face lower execution costs and leave a smaller permanent price impact compared to hidden metaorders.

This paper develops a method to select a reference contract for multi-contract quoting to minimize execution risk.

problem Minimizing execution risk in multi-contract quoting sequences.
method Develops a diagnostic framework using order-flow Hawkes forecasts and CLF to select a stable reference contract.
result Event-history and LOB-state signals offer complementary views for reference-contract selection.