On-device research index

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.

168,742 papers · 148 categories

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2 results for “SDDP”

Neural Stochastic Dual Dynamic Programmingcs.LG

Neural model accelerates SDDP for stochastic optimization.

problem Exponential complexity of SDDP limits its applicability to low-dimensional problems.

method Trainable neural model maps problem instances to a low-dimensional piecewise linear value function.

result ν-SDDP significantly reduces problem solving cost without sacrificing solution quality.

stochastic optimization SDDP neural networks reinforcement learning process optimization

2021-12-01abs ↗pdf ↗

Supervised Dynamic Dimension Reduction with Deep Neural Networkstat.ML

Paper proposes SDDP for improving time series forecasting with high-dimensional predictors.

problem Improving time series forecasting with high-dimensional predictors.

method SDDP framework that incorporates target variable and lagged observations into factor extraction process.

result SDDP improves predictive accuracy in time series forecasting.

dimension reduction time series forecasting deep neural networks principal component analysis forecasting accuracy

2025-08-05abs ↗pdf ↗