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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6 results for “Signal-adaptive”

Optimal Signal-Adaptive Trading with Temporary and Transient Price Impactq-fin.TR

Optimal trading strategy adapts to signals in markets with price impact.

problem Optimal liquidation in markets with linear price impact and predictive signals.

method Formulated as a stochastic control problem, solved using probabilistic and convex analytic techniques.

result Explicit solution for optimal trading strategy in terms of SDEs.

Optimal trading Price impact Predictive signals Stochastic control Forward-backward SDEs

2020-02-21abs ↗pdf ↗

Adversarial Contamination Meets Hard Thresholding: An Iterative Algorithm with Signal Adaptivity and Minimax Optimalitystat.ML

New algorithm resists contamination in high-dimensional regression with optimal performance.

problem Adversarial and measurement errors in high-dimensional data.

method Adversarial Contamination-resistant Iterative Hard Thresholding (AC-IHT) algorithm.

result Achieves minimax near-optimal estimation and signal-adaptive support recovery.

Adversarial contamination Hard thresholding Robust regression Minimax optimality Signal-adaptive

2026-06-26abs ↗pdf ↗

Explicit Signal-Adaptive Sequential Optimal Execution Quotesq-fin.TR

Unified theory for optimal execution through signal-adaptive quotes in limit order books.

problem Optimal execution in limit order books with signal-dependent factors.

method Develops a unified solution theory for four execution criteria, incorporating signal-dependent drift, price impact, inventory risk, and execution risk.

result Explicit formulas reveal optimal quoting strategies and show signal-dependent drift can significantly affect execution.

optimal execution limit order book signal-dependent drift price impact inventory risk

2026-05-22abs ↗pdf ↗

Decoupling Shrinkage and Selection for the Bayesian Quantile Regressionecon.EM

The paper decouples shrinkage and selection in Bayesian Quantile Regression.

problem Improving prediction accuracy in high-dimensional Bayesian Quantile Regression.

method Two-step procedure: shrinkage through continuous priors, sparsification through SAVS.

result The method reduces bias and provides interpretable variable selection.

Bayesian Quantile Regression Shrinkage Sparsity Variable Selection Quantile Regression

2021-07-18abs ↗pdf ↗

Graph Metric Learning via Gershgorin Disc Alignmentcs.LG

A fast metric learning framework using Gershgorin disc alignment.

problem Learning effective metrics for graph-based data.

method Fast projection-free metric learning via Gershgorin disc alignment.

result Efficiently computed graph metric matrices outperform competing methods.

Graph metric learning Metric learning Gershgorin disc alignment Frank-Wolfe iterations Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG)

2020-01-28abs ↗pdf ↗

Fast and Slow Optimal Trading with Exogenous Informationq-fin.TR

Game theory model for optimal trading with end-of-day constraints.

problem Optimal trading strategy in a game between slow and fast traders.

method Coupled stochastic control problems, Fredholm integral equation solution.

result Explicit solution to the game with profitable strategies for both players.

Game theory Optimal trading Stochastic control Stackelberg equilibrium End-of-day constraints

2022-10-04abs ↗pdf ↗