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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.

168,786 papers · 148 categories

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21416282 · Jun 202019922001200920172026
48 results for Python programming

skscope simplifies sparsity-constrained optimization in Python.

problem Tedious mathematical deduction and programming for sparsity-constrained optimization.
method Introduces skscope, a Python library that allows users to solve sparsity-constrained optimization problems by just programming the objective function.
result skscope enables state-of-the-art solvers to quickly attain sparse solutions in high-dimensional spaces, achieving up to 80x speedup.

Selecting the best policy to keep the balance between what a company holds in cash and what is placed in alternative investments is by no means straightforward. We here introduce PyCaMa, a Python module for multiobjective cash management based on linear programming that allows to derive optimal policies for cash manage…

2017-02-16abs ↗pdf ↗

Pyro is a probabilistic programming language built on Python as a platform for developing advanced probabilistic models in AI research. To scale to large datasets and high-dimensional models, Pyro uses stochastic variational inference algorithms and probability distributions built on top of PyTorch, a modern GPU-accele…

2018-10-18abs ↗pdf ↗

The study confirms that most positive 2-bridge knots up to 31 crossings do not have chirally cosmetic surgeries.

problem Determining which positive 2-bridge knots up to 31 crossings have chirally cosmetic surgeries.
method Using the obstruction formula from arXiv:2112.03144 and a Python program to compute classical knot invariants.
result Positive 2-bridge knots up to 31 crossings, except (2,2n+1)(2, 2n+1) torus knots, do not admit chirally cosmetic surgeries.

In this paper we introduce ZhuSuan, a python probabilistic programming library for Bayesian deep learning, which conjoins the complimentary advantages of Bayesian methods and deep learning. ZhuSuan is built upon Tensorflow. Unlike existing deep learning libraries, which are mainly designed for deterministic neural netw…

2017-09-18abs ↗pdf ↗

Model predicts customer churn in financial institutions using neural networks.

problem Manual feature engineering in customer churn prediction.
method Developed a Multi-layer Perceptron model using Artificial Neural Network architecture.
result Artificial Neural Network model achieved comparable performance to Neuro Solution Infinity software.

Regression is widely used by practioners across many disciplines. We reformulate the underlying optimisation problem as a second-order conic program providing the flexibility often needed in applications. Using examples from portfolio management and quantitative trading we solve regression problems with and without con…

2013-10-12abs ↗pdf ↗

Probabilistic techniques are central to data analysis, but different approaches can be difficult to apply, combine, and compare. This paper introduces composable generative population models (CGPMs), a computational abstraction that extends directed graphical models and can be used to describe and compose a broad class…

2016-08-18abs ↗pdf ↗

Paper tackles goal-directed generation of discrete structures using conditional generative models.

problem Challenges in generating structured discrete data, especially for problems like program synthesis and materials design.
method Investigates conditional generative models to directly model the distribution of discrete structures given properties of interest. Introduces a novel approach to optimize a reinforcement learning objective.
result Improvements over maximum likelihood estimation and other baselines in generating molecules and identifying short python expressions.

d3p package enables efficient Bayesian inference with differential privacy.

problem Efficiently performing Bayesian inference under differential privacy constraints.
method Differentially private variational inference for flexible probabilistic models.
result Achieves significant speed-up in runtime for complex models.

BayesBlend blends multiple models' predictions for better insurance loss predictions.

problem Improving insurance loss predictions by combining multiple models.
method Pseudo-Bayesian model averaging, stacking, and hierarchical stacking.
result BayesBlend provides a user-friendly way to blend model predictions and estimate weights.

Simplifies efficient estimation via automatic differentiation and probabilistic programming.

problem Constructing efficient estimators for complex statistical models.
method Automatic differentiation applied to statistical functionals, avoiding the need to derive efficient influence functions.
result Users can generate efficient estimators with minimal code, simplifying the process for non-experts.

This dissertation uses ILP to learn Bayesian network structures efficiently.

problem Learning the structure of Bayesian networks from data.
method Integer Linear Programming formulation with cluster constraints and cutting planes.
result The approach finds feasible solutions for Bayesian network structures efficiently.

There is a perceived trade-off between machine learning code that is easy to write, and machine learning code that is scalable or fast to execute. In machine learning, imperative style libraries like Autograd and PyTorch are easy to write, but suffer from high interpretive overhead and are not easily deployable in prod…

2018-10-16abs ↗pdf ↗

Scikit-multiflow is a multi-output/multi-label and stream data mining framework for the Python programming language. Conceived to serve as a platform to encourage democratization of stream learning research, it provides multiple state of the art methods for stream learning, stream generators and evaluators. scikit-mult…

2018-07-12abs ↗pdf ↗

In this work we simulate null geodesics for the Bonnor massive dipole metric by implementing a symbolic-numerical algorithm in Sage and Python. This program is also capable of visualizing in 3D, in principle, the geodesics for any given metric. Geodesics are launched from a common point, collectively forming a cone of …

2015-04-19abs ↗pdf ↗

We propose an SDP relaxation for the Gromov-Wasserstein distance, providing globally optimal solutions.

problem Matching objects between incomparable spaces using the Gromov-Wasserstein distance.
method Semi-definite programming (SDP) relaxation of the GW distance.
result The SDP relaxation provides globally optimal solutions for the GW distance in some instances.

A new layer learns abstract relations from graph structure using finite-state automata.

problem Learning abstract relations from graph structure for program analysis.
method Relaxing the problem into learning finite-state automata policies on a graph-based POMDP and training these policies using implicit differentiation.
result GFSA layer finds shortcuts in grid-world graphs and reproduces simple static analyses on Python programs.