Research
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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

Trend · papers per month

count% of corpus
0.3%0.5%0.8%0.1% · Jul 202119922001200920172026
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 tradingPrice impactPredictive signalsStochastic controlForward-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 contaminationHard thresholdingRobust regressionMinimax optimalitySignal-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 executionlimit order booksignal-dependent driftprice impactinventory 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 RegressionShrinkageSparsityVariable SelectionQuantile 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 learningMetric learningGershgorin disc alignmentFrank-Wolfe iterationsLocally Optimal Block Preconditioned Conjugate Gradient (LOBPCG)
2020-01-28abs ↗pdf ↗