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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.

168,695 papers · 148 categories

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4080120160 · Jun 202019922001200920172026
48 results for QUBO formulation

Paper proposes a QUBO formulation that reduces binary variables in Bayesian network learning.

problem Reducing the number of binary variables in QUBO formulations for Bayesian network learning.
method Proposes a new QUBO formulation that minimizes binary variables.
result Significantly reduces the number of binary variables required for Bayesian network structure learning.

This paper uses QUBO to train machine learning models on quantum computers.

problem Efficiently training machine learning models on quantum computers.
method Formulated three machine learning models (linear regression, SVM, k-means) as QUBO problems.
result Formulations are more efficient or equivalent in time and space complexity to classical methods.

This paper uses quantum computing to solve sparse linear regression problems efficiently.

problem Sparse linear regression to identify important features from a large set of variables.
method Formulates the 0\ell_0 optimization problem as a QUBO problem and solves it using the D-Wave adiabatic quantum computer.
result The QUBO solution matches the optimal solution for a wide range of sparsity penalty values across datasets.

Quantum computing improves feature selection in machine learning.

problem Optimizing feature selection in machine learning problems.
method Formulated feature selection as a QUBO problem and compared quantum and classical methods.
result Quantum computing can outperform classical methods in feature selection, depending on data set.

Hybrid classical-quantum framework optimizes portfolio rebalancing with reduced transaction costs.

problem Optimizing portfolio rebalancing with reduced transaction costs and lookahead bias.
method Combining Ledoit-Wolf shrinkage covariance estimation, hierarchical correlation clustering, entropy-regularised Genetic Algorithm, minimum-variance and equal-weight benchmarks, QUBO formulation, and QAOA for solving the combinatorial optimisation problem.
result GA + QAOA strategy outperforms classical methods with reduced rebalances and transaction costs.

Optimizes train schedules and maintenance using CP and QA.

problem Optimizing train schedules and maintenance considering constraints.
method Used Constraint Programming and Quantum Annealing to model and solve the problem.
result Both CP and QA approaches produce comparable results on real quantum computers.

A new reinforcement learning method improves Max-Cut solutions without needing training data.

problem Max-Cut problem is NP-hard, and existing methods struggle with generalizability and scalability.
method Training-data-free reinforcement learning approach to hyperplane rounding for Max-Cut optimization.
result Our method consistently achieves better Max-Cut solutions across various graph types.

Hybrid LLM and quantum optimization improve CSA collateral management by 9-10%.

problem Finance-native collateral optimization under ISDA CSAs with legal constraints.
method Hybrid pipeline combining LLM, quantum-inspired exploration, and CP-SAT.
result Improves a strong classical baseline by 9.1-10.7% across different scenarios.

Quantum algorithm finds extrema in discrete optimisation problems.

problem Finding extrema in discrete optimisation functions.
method Quantum unstructured search algorithm (QSERA) to map and find extrema.
result Quadratic speed-up over classical algorithms for discrete optimisation.

A key problem in financial mathematics is the forecasting of financial crashes: if we perturb asset prices, will financial institutions fail on a massive scale? This was recently shown to be a computationally intractable (NP-hard) problem. Financial crashes are inherently difficult to predict, even for a regulator whic…

2018-10-16abs ↗pdf ↗

Proposes a quantum-inspired algorithm for selecting representative data subsets.

problem Selecting the most representative subset of data from a larger dataset.
method Uses a Quadratic Unconstrained Binary Optimization (QUBO) problem approach.
result Demonstrates the effectiveness of the selector algorithm in finance applications.

Quantum optimization for portfolios with risk and diversification constraints.

problem Implementing complex constraints in portfolio optimization for financial applications.
method Transformed portfolio optimization into a quadratic binary optimization problem suitable for quantum annealers.
result Demonstrated practical implementation of daily constraints in real data using quantum processors.

A quantum framework optimizes collateral allocation for derivatives.

problem Legal constraints and operational rules in collateral allocation for derivatives.
method Certified higher-order quantum framework that normalizes margin requirements and builds a bounded neighborhood of actions.
result Quantum framework improves certified sample quality compared to classical methods.

Optimal data-driven formulations are found for learning and decision-making with historical data.

problem Designing optimal learning and decision-making formulations from historical data.
method Define a yardstick for measuring formulation quality, then construct an optimal formulation that is uniformly closer to the true cost.
result Existence of three distinct out-of-sample performance regimes with corresponding optimal formulations.

Defines a metric and form for a bundle moduli space, leading to a zero-curvature formulation.

problem Formulating a metric and form for a bundle moduli space.
method Defines an algebraic metric and closed 3-form on a subspace of the moduli of GG-bundles.
result Shows a zero-curvature formulation for a σσ-model with target the moduli space.

We study ranking quantilized mean-field games to select top-performing agents.

problem Selecting top-performing agents in competitive scenarios.
method Developed two formulations: target-based and threshold-based, and provided analytic and semi-explicit solutions.
result Analytic and semi-explicit solutions for quantilized mean-field consistency conditions.

New conic quadratic formulations improve outlier detection in regression models.

problem Detecting outliers in regression models with corrupted data.
method Deriving stronger second-order conic relaxations without big-M constraints.
result Proposed formulations are significantly faster than existing methods.

The paper develops mixed-integer formulations for neural networks using partitioning.

problem Optimizing trained ReLU neural networks with balanced model size and tightness.
method Partitioning node inputs into groups, forming the convex hull via disjunctive programming.
result The proposed formulations outperform existing ones, especially with fewer partitions.

Equivalent formulations for low-rank matrix optimization are proven.

problem Low-rank matrix optimization with rank constraints.
method Established geometric landscape connections between manifold and factorization formulations.
result Equivalence between manifold and factorization formulations at FOSPs, SOSPs, and strict saddles.

A new Lagrangian formulation of the Raychaudhuri equation in non-Riemannian geometry.

problem Formulating the Raychaudhuri equation in non-Riemannian geometries.
method Established a formal connection between the expansion scalar and the cross-sectional volume of the congruence. Derived a Lagrangian and Hamiltonian formulation.
result The expansion scalar equals the fractional rate of change of volume, weighted by a scalar factor.

We propose a parallelizable sparse inverse formulation Gaussian process (SpInGP) for temporal models. It uses a sparse precision GP formulation and sparse matrix routines to speed up the computations. Due to the state-space formulation used in the algorithm, the time complexity of the basic SpInGP is linear, and becaus…

2016-10-25abs ↗pdf ↗

Dirac structures are geometric objects that generalize both Poisson structures and presymplectic structures on manifolds. They naturally appear in the formulation of constrained mechanical systems. In this paper, we show that the evolution equa- tions for nonequilibrium thermodynamics admit an intrinsic formulation in …

2017-04-12abs ↗pdf ↗

The optimal binning is the optimal discretization of a variable into bins given a discrete or continuous numeric target. We present a rigorous and extensible mathematical programming formulation for solving the optimal binning problem for a binary, continuous and multi-class target type, incorporating constraints not p…

2020-01-22abs ↗pdf ↗

New formulations capture aversion to ambiguity about volatility.

problem Capturing aversion to ambiguity about unknown and time-varying volatility.
method Introduces novel preference formulations and compares them with existing models.
result Illustrates the impact of ambiguity aversion in static and dynamic models.

In this technical paper, we present a new formulation of higher parallel transport in strict higher gauge theory required for the rigorous construction of Wilson lines and surfaces. Our approach is based on an original notion of Lie crossed module cocycle and cocycle 1- and 2-gauge transformation with a non standard do…

2014-10-03abs ↗pdf ↗

We introduce a new convex formulation for stable principal component pursuit (SPCP) to decompose noisy signals into low-rank and sparse representations. For numerical solutions of our SPCP formulation, we first develop a convex variational framework and then accelerate it with quasi-Newton methods. We show, via synthet…

2014-06-04abs ↗pdf ↗

Current pharmaceutical formulation development still strongly relies on the traditional trial-and-error approach by individual experiences of pharmaceutical scientists, which is laborious, time-consuming and costly. Recently, deep learning has been widely applied in many challenging domains because of its important cap…

2018-09-06abs ↗pdf ↗