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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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209419628837 · Jun 202019922001200920172026
48 results for Stable Optimization

Algorithm identifies optimal stable matching in uncertain two-sided markets.

problem Sequential learning in two-sided markets with unknown preferences.
method Pure exploration approach with elimination-based algorithms exploiting partial preference information.
result Identification of pervasive stable matching for optimal stable matching identification.

New method identifies optimal subset of stable information to transfer for better model generalization.

problem Non-reliability of machine learning models to dataset shifts.
method Causal minimax learning approach to identify optimal subset of stable information.
result Proposed algorithm efficiently searches for optimal subset with minimal worst-case risk.

Optimal regularity theory for stable minimal hypersurfaces with small singular set.

problem Optimal regularity of stable minimal hypersurfaces with small singular set.
method Analysis of stable minimal hypersurfaces in a specific domain with small singular set.
result Optimal size assumption on the non-immersed singular set guarantees optimal regularity.

The paper extends stable minimal hypersurface results to δ-stable hypersurfaces in R^(n+1).

problem Extending stable minimal hypersurface results to δ-stable hypersurfaces.
method Regularity and compactness theorems for immersed δ-stable minimal hypersurfaces in R^(n+1).
result Optimal range of δ for δ-stable hypersurfaces.

Stable neural flows ensure robustness and efficiency in deep learning.

problem Ensuring robustness and stability in deep learning models.
method Introducing a stable variant of neural ODEs with a neural network parametrizing an energy functional, solving as an optimal control problem with adjoint sensitivity analysis.
result The proposed model provides robustness against input perturbations and low computational burden.

Develops a new method for efficient stochastic bilevel optimization.

problem Stochastic bilevel optimization problems in machine learning applications.
method Single-Timescale stochAstic BiLevEl optimization (STABLE) method.
result Achieves the same order of sample complexity as stochastic gradient descent for single-level optimization.

The paper optimizes portfolios using a new GARCH model with regime switching and tempered stable innovations.

problem Mitigating left tail risk in multi-asset portfolios.
method Proposes a Markov regime-switching GARCH model with multivariate normal tempered stable innovation (MRS-MNTS-GARCH) for portfolio optimization.
result Optimal portfolios with tail risk measures outperform standard deviation-based portfolios and equally weighted portfolios in various performance metrics.

The OLS estimator optimally identifies stable linear systems with a finite number of samples.

problem Identifying stable linear systems with a finite number of samples.
method Finite-time analysis of the Ordinary Least Squares (OLS) estimator for stable linear systems.
result The OLS estimator achieves optimal sample complexity for stable systems, matching existing lower bounds up to universal factors.

Paper proposes HTAF for stable training of binary neural networks.

problem Challenges in training binary neural networks with gradient-based optimization.
method HTAF is a smooth approximation to the Heaviside function that enables stable training.
result HTAF enables stable training of various binary neural networks with gradient-based optimization.

This paper applies Thompson Sampling to asymmetric α\alpha-stable bandits for financial and wireless data.

problem Optimizing exploration-exploitation in multi-armed bandits with asymmetric α\alpha-stable distributions.
method Thompson Sampling applied to unknown asymmetric α\alpha-stable reward distributions.
result Demonstrates effectiveness of Thompson Sampling for asymmetric α\alpha-stable bandits.

New method turns optimization algorithms into uniformly stable learning algorithms for non-Euclidean norms.

problem Non-Euclidean norms in binary classification problems.
method Black-box reduction method using uniformly convex regularizers.
result Achieves optimal statistical risk bounds on excess risk for non-Euclidean norms.

In this paper we investigate the relationship between Funding Value Adjustment (FVA) and Net Stable Funding Ratio (NSFR). FVA is defined in a consistent way with NSFR such that the new framework of FVA monitors the costs due to keeping NSFR at an acceptable level, as well. In addition, the problem of choosing the optim…

2017-01-01abs ↗pdf ↗

Optimizes cryptocurrency portfolios using MNTS GARCH model.

problem Optimizing cryptocurrency portfolios with non-Gaussian return dynamics.
method Multivariate normal tempered stable (MNTS) GARCH model for non-Gaussian returns, Foster-Hart risk optimization.
result Foster-Hart optimization yields a more profitable portfolio with better risk-return balance.

The study extends GBM to include stable nonzero prices and finds a pronounced potential well.

problem The standard GBM model cannot describe stable nonzero prices in financial dynamics.
method Generalized GBM with polynomial drift of order q, model selection, and Markov chain Monte Carlo ensembles of potential functions.
result The optimal model for financial data is q=2, indicating the existence of a stable price.

Stable and consistent model alignment for language models without assuming human preference models.

problem Lack of statistical consistency in existing alignment methods.
method Relative density ratio optimization between preferred and mixture of preferred and non-preferred data distributions.
result Our approach achieves statistical consistency and stability, providing tighter convergence guarantees.

SFB uses stable features to adapt unstable ones for better performance.

problem Improving classifier performance on out-of-distribution data by leveraging stable features.
method SFB learns a predictor that separates stable and unstable features, then adapts unstable predictions using stable predictions.
result SFB can learn an asymptotically-optimal predictor without test-domain labels.

New method estimates tempered stable Lévy models with high accuracy.

problem Estimating volatility and jump intensity of tempered stable Lévy processes.
method Iterative method combining Truncated Realized Quadratic Variations and small-time approximations.
result Method outperforms existing alternatives in various scenarios.

Proposes a new portfolio optimization method considering reward, dispersion, and asymmetry.

problem Capturing fat-tails and asymmetry in asset return distributions.
method Market model with tempered stable distribution; extended mean-variance optimization.
result Closed-form solutions for VaR and CVaR; efficient frontier extended to three dimensions.

Collaborative filtering (CF) is a popular technique in today's recommender systems, and matrix approximation-based CF methods have achieved great success in both rating prediction and top-N recommendation tasks. However, real-world user-item rating matrices are typically sparse, incomplete and noisy, which introduce ch…

2018-11-06abs ↗pdf ↗

This paper extends homological stability results for configuration spaces of manifolds.

problem Homological stability of configuration spaces of manifolds.
method Analyzing the cohomology of configuration spaces of manifolds, focusing on stability in odd and even degrees.
result The stable range for homology groups of configuration spaces depends on the dimension of the manifold and the number of configuration points.

This paper optimizes cryptocurrency portfolios by clustering price correlations and improving risk-return profiles.

problem Volatility and regulatory uncertainty in cryptocurrency markets make portfolio construction challenging.
method The paper combines network analysis, price forecasting, and portfolio theory to identify stable groups of correlated cryptocurrencies.
result Predictive consensus-clustering portfolios maintain positive and stable performance up to a 14-day horizon, with favourable gain-loss asymmetry and tighter tail-risk control.

Investigates Q value evolution in Stable Baselines for DQL in simple vs complex environments.

problem DQL in Stable Baselines struggles with simple non-game environments.
method Comparison of TrafficLight and FrozenLake environments; Q value decomposition analysis.
result Q values meander far from optimal in complex relationships between states.

This paper optimizes performative risk by focusing on convex properties and developing efficient algorithms.

problem Performative risk, the loss experienced by decision makers, is not optimized by stable models.
method Identifying convex properties of loss function and model-induced distribution shift, developing algorithms for optimization.
result Optimization of performative risk with better sample efficiency than generic methods.

Despite the growing prominence of generative adversarial networks (GANs), optimization in GANs is still a poorly understood topic. In this paper, we analyze the "gradient descent" form of GAN optimization i.e., the natural setting where we simultaneously take small gradient steps in both generator and discriminator par…

2017-06-13abs ↗pdf ↗

Spectral gradient methods outperform Euclidean in certain deep learning scenarios.

problem When do spectral gradient updates outperform Euclidean in deep learning?
method Layerwise condition comparing squared nuclear-to-Frobenius ratio to stable rank of activations.
result Spectral updates can be more effective than Euclidean in deep networks and transformers.

New algorithms achieve uniform stability for empirical risk minimization.

problem Designing uniformly stable optimization algorithms for empirical risk minimization.
method Black-box conversion of smooth optimization algorithms and development of Mirror Descent for smooth optimization.
result Optimal algorithms with uniform stability and convergence rates for smooth optimization.

New algorithm learns stable LDSs with lower error and better control performance.

problem Learning stable LDSs from data with minimal reconstruction error and stability constraints.
method Proposes an optimization method using a recent characterization of stable matrices, iteratively improving reconstruction error and ensuring stability.
result Achieves orders-of-magnitude improvement in reconstruction error compared to existing methods.

Batch Normalization (BatchNorm) is a widely adopted technique that enables faster and more stable training of deep neural networks (DNNs). Despite its pervasiveness, the exact reasons for BatchNorm's effectiveness are still poorly understood. The popular belief is that this effectiveness stems from controlling the chan…

2018-05-29abs ↗pdf ↗

We improve MoE models for classification with rigorous guarantees and practical methods.

problem Limited guarantees for stable maximum-likelihood training and model selection in softmax-gated MoE models.
method Derived a batch MM algorithm with closed-form updates, proved finite-sample rates, and developed a dendrogram selector.
result Achieved near-parametric optimal rates for parameter recovery and improved accuracy over baselines.

Persistent homology analysis provides means to capture the connectivity structure of data sets in various dimensions. On the mathematical level, by defining a metric between the objects that persistence attaches to data sets, we can stabilize invariants characterizing these objects. We outline how so called contour fun…

2019-06-11abs ↗pdf ↗

This work examines the stability of GD and SGD near minima, revealing nonlinear dynamics that differ from linear analysis.

problem The stability of optimization algorithms like GD and SGD near minima is not well understood.
method The authors derive an exact criterion for stable oscillations of GD near minima in the multivariate setting, considering high-order derivatives.
result Nonlinear dynamics can diverge in expectation even if a single batch is unstable, challenging linear analysis.

Stable Adversarial Learning improves robustness to distributional shifts.

problem Vulnerability of machine learning algorithms to distributional shifts.
method SAL algorithm that constructs a practical uncertainty set and conducts differentiated robustness optimization based on covariate stability.
result The proposed method uniformly improves performance across unknown distributional shifts.

Neuroimage analysis usually involves learning thousands or even millions of variables using only a limited number of samples. In this regard, sparse models, e.g. the lasso, are applied to select the optimal features and achieve high diagnosis accuracy. The lasso, however, usually results in independent unstable feature…

2015-03-25abs ↗pdf ↗

Adaptive importance sampling for estimating point process statistics.

problem Estimating the expected value of a statistic of a locally stable point process.
method Adaptive importance sampling with Poisson point processes and cross-entropy minimization.
result The proposed estimator converges to the target value almost surely and is asymptotically normal.