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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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15304459 · Jun 202019922001200920172026
48 results for SPO paradigm

Many real-world analytics problems involve two significant challenges: prediction and optimization. Due to the typically complex nature of each challenge, the standard paradigm is predict-then-optimize. By and large, machine learning tools are intended to minimize prediction error and do not account for how the predict…

2017-10-22abs ↗pdf ↗

Paper proposes SPO paradigm for better portfolio optimization in real markets.

problem Real-world trading frictions and constraints affect portfolio optimization quality.
method SPO paradigm with decision-focused training using surrogate loss and linear predictors.
result Decision-focused training improves risk-adjusted performance and robustness.

This study explains and mitigates inflated returns and turnover in SPO-based portfolio optimization.

problem Inflated returns and excessive turnover in SPO-based portfolio optimization.
method KKT-based interpretation of portfolio decisions as ranking over adjusted scores, empirical evaluation of stabilization mechanisms.
result Realistic output constraints and portfolio-level turnover control improve SPO-based strategies.

This paper improves risk bounds and calibration for smart predict-then-optimize method.

problem Improving risk bounds and calibration for smart predict-then-optimize method.
method Develops risk bounds and uniform calibration results for the SPO+ loss relative to the SPO loss.
result Empirical minimizer of the SPO+ loss achieves low excess true risk with high probability.

SPO optimizes LLMs by eliminating group-based baselines and variance issues.

problem Frequent degenerate groups and synchronization barriers in group-based policy optimization methods.
method Single-stream Policy Optimization (SPO) replaces per-group baselines with a persistent, KL-adaptive value tracker and global advantage normalization.
result SPO converges more smoothly and attains higher accuracy than GRPO, improving maj@32 by +3.4 pp across five math benchmarks.

Stochastic particle-optimization sampling (SPOS) is a recently-developed scalable Bayesian sampling framework that unifies stochastic gradient MCMC (SG-MCMC) and Stein variational gradient descent (SVGD) algorithms based on Wasserstein gradient flows. With a rigorous non-asymptotic convergence theory developed recently…

2018-11-20abs ↗pdf ↗

Develops active learning method for linear optimization with margin-based criterion.

problem Optimizing decisions in linear optimization problems with limited labeled data.
method Smart Predict-then-Optimize (SPO) loss and margin-based active learning algorithm.
result Algorithm achieves significantly fewer labels than naive supervised learning, especially for minimizing SPO loss.

New loss function handles uncertain constraints in CSLO problems.

problem Handling uncertain inequality constraints in CSLO with machine learning predictions.
method Introduces SPO-RC loss and SPO-RC+ surrogate, trains on truncated datasets, corrects bias.
result SPO-RC+ effectively manages constraint uncertainty and improves performance.

We consider the space of differential operators Dλμ\mathcal{D}_{λμ} acting between λλ- and μμ-densities defined on S12S^{1|2} endowed with its standard contact structure. This contact structure allows one to define a filtration on Dλμ\mathcal{D}_{λμ} which is finer than the classical one, obtained by writting a differen…

2013-02-15abs ↗pdf ↗

A new autoregressive SPO method improves decision-making for dependent data.

problem Improving decision-making for dependent data in stochastic optimization.
method An autoregressive Smart Predict-then-Optimize (SPO) method for time series data.
result Generalization bounds and uniform calibration results for the SPO loss in autoregressive models.

The predict-then-optimize framework is fundamental in many practical settings: predict the unknown parameters of an optimization problem, and then solve the problem using the predicted values of the parameters. A natural loss function in this environment is to consider the cost of the decisions induced by the predicted…

2019-05-27abs ↗pdf ↗

The paper optimizes portfolios by selecting financial ratios via PCA for better value investment.

problem Embedding value investment in portfolio optimization models.
method Principal Component Analysis (PCA) to filter out dominant financial ratios, then applying portfolio optimization model with second-order stochastic dominance criteria.
result PCA-SPO(B) strategy outperforms other models in terms of downside deviation, CVaR, VaR, Sortino, Rachev, and STARR ratios.

In this paper, we show that the Lie superalgebra spo(2l+2n)\mathfrak{spo}(2l+2|n) is into the intersection of Lie superalgebra of contact vector fields K(2l+1n)\mathcal{K}(2l+1|n) and the Lie superalgebra of projective vector fields pgl(2l+2n)\mathfrak{pgl}(2l+2|n). We use mainly the embedding used by P. Mathonet and F. Radoux in "\textit{ …

2016-06-30abs ↗pdf ↗

Decision trees improve decision-making by optimizing predictions of unknown parameters.

problem Optimizing decisions based on predicted unknown parameters.
method SPO Trees (SPOTs) for training decision trees under the SPO loss function.
result SPOTs provide higher quality decisions and significantly lower model complexity compared to other machine learning approaches.

We analyse perception and memory, using mathematical models for knowledge graphs and tensors, to gain insights into the corresponding functionalities of the human mind. Our discussion is based on the concept of propositional sentences consisting of \textit{subject-predicate-object} (SPO) triples for expressing elementa…

2020-01-29abs ↗pdf ↗

Improves drug properties using a novel LLM and reinforcement learning.

problem Optimizing drug properties while retaining chemical stability.
method Structured Policy Optimization (SPO) for fine-tuning a large language model.
result Enhanced drug properties across multiple target objectives.

RL models outperform traditional methods in certain market conditions.

problem Traditional portfolio management methods rely on accurate forecasts and do not incorporate specific investor preferences.
method Deep reinforcement learning with specific investor preferences incorporated into reward functions, realistic transaction costs modelled.
result RL models can significantly outperform traditional methods in upward trending markets, but not in sideways trending markets.

This review explores resampling techniques for imbalanced binary classification.

problem Imbalanced classes lead to poor prediction results in classification.
method Classical, cost-sensitive, and Neyman-Pearson paradigms with resampling techniques and classification methods.
result Complex dynamics among resampling techniques, base methods, metrics, and imbalance ratios.

Combines cost-sensitive and Neyman-Pearson paradigms for better binary classification.

problem Asymmetric binary classification problems with unequal error severities.
method Develops TUBE-CS algorithm to bridge cost-sensitive and Neyman-Pearson paradigms.
result High-probability control of population type I error.

We present two paradigms relating algebraic, topological and quantum computational statistics for the topological model for quantum computation. In particular we suggest correspondences between the computational power of topological quantum computers, computational complexity of link invariants and images of braid grou…

2008-03-08abs ↗pdf ↗

New method optimizes policies without assuming known link functions between preferences and rewards.

problem Policy alignment with unknown and unrestricted link functions.
method Formulates an ff-divergence-constrained reward maximization problem, learning policies directly.
result Induces a semiparametric single-index binary choice model for policy alignment.

The goal of machine learning is to provide solutions which are trained by data or by experience coming from the environment. Many training algorithms exist and some brilliant successes were achieved. But even in structured environments for machine learning (e.g. data mining or board games), most applications beyond the…

2011-05-10abs ↗pdf ↗

This work tackles missing annotations in large sensor datasets.

problem Missing annotations in large sensor datasets negatively affect supervised learning system performance.
method Proposes and evaluates three paradigms to handle gaps: dropping, single label, and unique label, along with a hybrid combination.
result Evaluation of proposed paradigms and hybrid combination shows significant performance improvement.

In this paper, simple mathematical models from Control Theory are applied to three very important economic paradigms, namely (a) minimum wages in self-regulating markets, (b) market-versus-true values and currency rates, and (c) government spending and taxation levels. Analytical solutions are provided in all three par…

2013-03-23abs ↗pdf ↗

This research compares masked diffusion models to autoregressive language models, focusing on architectural differences.

problem Comparing masked diffusion models to autoregressive language models due to architectural differences.
method Equitably compare MDMs within a decoder-only framework, investigating architectural influences.
result Decoder-only MDMs can achieve significant speedups and comparable perplexity with temperature annealing.

DFFL tackles federated learning with heterogeneous objectives and constraints.

problem Federated learning with clients having different objectives and feasible regions.
method Derived heterogeneity bounds for cost-vector distances and support-function/shape-distance terms. Lifted pointwise bounds to local-versus-federated excess-risk comparison.
result Federation is beneficial when the statistical advantage of pooling exceeds a client-specific heterogeneity penalty.

There are two major paradigms of white-box adversarial attacks that attempt to impose input perturbations. The first paradigm, called the fix-perturbation attack, crafts adversarial samples within a given perturbation level. The second paradigm, called the zero-confidence attack, finds the smallest perturbation needed …

2019-10-01abs ↗pdf ↗

MapLUR uses deep learning on map images to estimate NO2 pollution, outperforming traditional methods.

problem Limited availability of data for traditional LUR models makes them hard to adapt to new areas.
method Data-driven, open-source approach using convolutional neural networks trained on map data.
result MapLUR significantly outperforms traditional LUR models, including those with manually engineered features.

Thanks to the advances in machine learning, data-driven analysis tools have become valuable solutions for various applications. However, there still remain essential challenges to develop effective data-driven methods because of the need to acquire a large amount of data and to have sufficient computing power to handle…

2018-07-05abs ↗pdf ↗

This study combines two different learning paradigms, k-nearest neighbor (k-NN) rule, as memory-based learning paradigm and relevance vector machines (RVM), as statistical learning paradigm. This combination is performed in kernel space and is called k-relevance vector (k-RV). The purpose is to improve the performance …

2019-09-18abs ↗pdf ↗

Adjoined Networks trains both base and compressed networks together for efficient model compression.

problem Efficiently compressing deep neural networks while maintaining accuracy.
method Adjoined Networks (AN) trains both a base network and a smaller compressed network simultaneously, sharing parameters.
result AN achieves 71.8% top-1 accuracy with 1.8M parameters and 1.6 GFLOPs on ImageNet.

This paper is concerned with a recently developed paradigm for population-based optimization, termed particle filter optimization (PFO). This paradigm is attractive in terms of coherence in theory and easiness in mathematical analysis and interpretation. Current PFO algorithms only work for single-objective optimizatio…

2018-08-28abs ↗pdf ↗