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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.

168,742 papers · 148 categories

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371013 · May 202619922001200920172026
48 results for SPO triples

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 ↗

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 ↗

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.

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.

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.

Every link in the 3-sphere has a projection to the plane where the only singularities are pairwise transverse triple points. The associated diagram, with height information at each triple point, is a triple-crossing diagram of the link. We give a set of diagrammatic moves on triple-crossing diagrams analogous to the Re…

2017-06-28abs ↗pdf ↗

Two triples of triangles having pairwise disjoint outlines in 3-space are called combinatorially isotopic if one triple can be obtained from the other by a continuous motion during which the outlines of the triangles remain pairwise disjoint. We conjecture that it can be algorithmically checked if an (ordered or unorde…

2019-08-11abs ↗pdf ↗

Triple linking numbers were defined for 3-component oriented surface-links in 4-space using signed triple points on projections in 3-space. In this paper we give an algebraic formulation using intersections of homology classes (or cup products on cohomology groups). We prove that spherical links have trivial triple lin…

2000-07-24abs ↗pdf ↗

We consider a knot homotopy as a cylinder in 4-space. An ordinary triple point pp of the cylinder is called {\em coherent} if all three branches intersect at pp pairwise with the same index. A {\em triple unknotting} of a classical knot KK is a homotopy which connects KK with the trivial knot and which has as singu…

2010-05-02abs ↗pdf ↗

In the 1950's Milnor defined a family of higher order invariants generalizing the linking number. Even the first of these new invariants, the triple linking number, has received and fruitful study since its inception. In the case that LL has vanishing pairwise linking numbers, this triple linking number gives an integ…

2019-01-16abs ↗pdf ↗

Study describes moduli of quaternionic hyperbolic triples of points.

problem Tackles the congruence classes of triples of points in quaternionic hyperbolic space.
method Introduces invariants and defines quaternionic Goldman invariants for mixed configurations.
result Defines quaternionic analogues of Goldman invariants for mixed configurations.

The triple linking number of an oriented surface link was defined as an analogical notion of the linking number of a classical link. We consider a certain mm-component T2T^2-link (m3m \geq 3) determined from two commutative pure mm-braids aa and bb. We present the triple linking number of such a T2T^2-link, by usin…

2011-02-18abs ↗pdf ↗

Paper proves static triples with specific curvature are standard hemispheres.

problem Proving rigidity of static triples with half harmonic Weyl curvature.
method Analyzes static triples with positive scalar curvature and half harmonic Weyl curvature.
result Proves static triples with half harmonic Weyl curvature and positive scalar curvature are standard hemispheres.

Extends Manin triples to Lie bialgebroids over Lie groupoids.

problem Characterizing Lie bialgebroids via Manin triples.
method Establishing correspondence between Lie bialgebroid groupoids and multiplicative Manin triples.
result New viewpoint on co-quadratic Lie algebroids and Manin triple description of Lie bialgebroid crossed modules.

This paper shows how to create surface-links with many triple points.

problem Creating surface-links with a large number of triple points.
method Analogous to knot diagrams, the paper uses broken sheet diagrams to project surface-links and analyze their triple points.
result There are non-split surface-links with arbitrarily many triple points.

Paper explores relationships between triple chords and a specific homotopy relation in knot theory.

problem Understanding the relationship between triple chords and a homotopy equivalence class in knot theory.
method Analyzes the number of triple chords and their connection to the strong (1, 2) homotopy equivalence class.
result Prime knot projections are trivialized by strong (1, 2) homotopy if they have no triple chords.

Homotopy on nanophrases is an equivalence relation defined using some data called a homotopy data triple. We define a product on homotopy data triples. We show that any homotopy data triple can be factorized into a product of prime homotopy data triples and this factorization is unique up to isomorphism and order. If a…

2009-10-28abs ↗pdf ↗

Symmetric spaces' connections form Lie admissible triple algebras.

problem Understanding the algebraic structure of symmetric spaces' connections.
method Analyzing the connection as a binary operator on tangent bundle sections, identifying Lie admissibility constraints.
result Connection algebra of symmetric spaces is a Lie admissible triple algebra.

Constructs perturbations of a minimal surface with triple junctions.

problem Minimal surfaces with triple junctions in curved spaces.
method Constructs stationary perturbations with given boundary conditions.
result Constructs minimal surfaces with triple junctions in R2imesS1\mathbb{R}^2 imes \mathbb{S}^1.

This paper compiles and calculates triple point numbers for surface-links in Yoshikawa's table.

problem Determining the triple point number of surface-links in Yoshikawa's table.
method Using broken sheet diagrams, the paper compiles known triple point numbers and calculates or bounds the remaining ones.
result Compilation and calculation of triple point numbers for surface-links in Yoshikawa's table.