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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.

169,341 papers · 148 categories

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74147221294 · Jun 202019922001200920182026
48 results for Static vs adaptive

Optimal trade execution strategies show adaptive methods reduce costs.

problem Optimal trade execution with short-term price predictive signals.
method Comparison of static and adaptive strategies with transient and instantaneous market impacts.
result Adaptive strategies significantly reduce transaction costs compared to static strategies.

The paper extends static Systemic Risk Measures to a conditional setting.

problem Investigating how static Systemic Risk Measures can be adapted to a conditional framework.
method Providing a general dual representation result, analyzing Conditional Shortfall Systemic Risk Measures, and providing explicit formulas for exponential preferences.
result Explicit formulas for Conditional Shortfall Systemic Risk Measures and a time consistency property.

SPLICE generates accurate time-series imputations with reliable prediction intervals.

problem Lack of reliability guarantees in time-series imputation models.
method Modular framework combining latent generative imputation with distribution-free prediction intervals.
result SPLICE achieves lowest mean Load-only MSE and best CRPS on various datasets.

This paper reviews methods for discovering patient subgroups from EHR data.

problem Discovering subgroups of patients and co-occurring medical conditions from EHR data.
method Low-rank data approximation methods like matrix and tensor decompositions.
result These methods provide transparent and interpretable insights into patient phenotypes.

In a recent paper, the authors established the uniqueness of photon spheres in static vacuum asymptotically flat spacetimes by adapting Bunting and Masood-ul-Alam's proof of static vacuum black hole uniqueness. Here, we establish uniqueness of suitably defined sub-extremal photon spheres in static electro-vacuum asympt…

2015-08-03abs ↗pdf ↗

In a recent paper the first author established the uniqueness of photon spheres, suitably defined, in static vacuum asymptotically flat spacetimes by adapting Israel's proof of static black hole uniqueness. In this note we establish uniqueness of photon spheres by adapting the argument of Bunting and Masood-ul-Alam, wh…

2015-04-22abs ↗pdf ↗

Adapts data analysis for growing data, improving generalization guarantees.

problem Challenges of overfitting and statistical validity in adaptive workflows with growing data.
method Generalizes adaptive analysis on dynamic data, incorporating time-varying empirical accuracy bounds and mechanisms.
result First generalization bounds for adaptive analysis on dynamic data, matching prior works' improvement over data splitting.

In many practical applications of clustering, the objects to be clustered evolve over time, and a clustering result is desired at each time step. In such applications, evolutionary clustering typically outperforms traditional static clustering by producing clustering results that reflect long-term trends while being ro…

2011-04-11abs ↗pdf ↗

The paper defines mass for certain spacetimes with positive cosmological constant.

problem Defining mass for specific spacetimes with positive cosmological constant.
method Proposes and discusses a mass definition for compact static metrics with positive cosmological constant.
result Characterizes de Sitter solution as the only static vacuum metric with zero mass.

AdS uniqueness and black hole energy bounds proven.

problem Proving uniqueness of Anti-de Sitter spacetime and energy bounds for AdS black holes.
method Adapted Wang's proof to static asymptotically locally hyperbolic vacuum metrics and higher-genus horizons.
result Negativity of free energy ETSE-TS for AdS black holes with higher-genus horizons.

We consider a multi-armed bandit problem in a setting where each arm produces a noisy reward realization which depends on an observable random covariate. As opposed to the traditional static multi-armed bandit problem, this setting allows for dynamically changing rewards that better describe applications where side inf…

2011-10-27abs ↗pdf ↗

New research shows fixed-budget best-arm identification cannot match static oracle performance.

problem Fixed-budget best-arm identification's performance limitations.
method Analysis of various adaptive and static algorithms for best-arm identification.
result For any algorithm, there exists at least one instance where the error decay rate is at most \((1 + \frac{\log(K)}{8})^{-1}\) times that of the static oracle.

Investigates model risk and semi-static hedging for martingale constrained models.

problem Model risk distributionally robust sensitivities for functionals on the Wasserstein space.
method Introduces distributionally robust problem with semi-static hedging strategies.
result Explicit characterizations of model risk optimal semi-static hedging strategies.

ARO overfits by making constraints dependent on uncertainty, leading to brittleness.

problem ARO's adaptive policies become brittle when realizations fall outside the uncertainty set.
method Assigning constraint-specific uncertainty set sizes with probabilistic guarantees.
result Regularization through specific uncertainty set sizes ensures stability and flexibility.

Extends DeTEcT framework for token economies with dynamic and probabilistic parameters.

problem Modeling wealth distribution in token economies with dynamic and probabilistic parameters.
method Introduces four parametrization techniques: dynamic vs static, probabilistic vs non-probabilistic.
result Derives existing wealth distribution models from DeTEcT framework with added restrictions.

New algorithm achieves both static and dynamic regret optimally against an oblivious adversary for deterministic losses.

problem Achieving optimal static and dynamic regret simultaneously in adversarial bandits.
method Extends impossibility result to deterministic losses, uses negative static regret and Blackwell approachability.
result First algorithm achieving optimal static and dynamic regret simultaneously against an oblivious adversary.

Based on the daily data of American and Chinese stock markets, the dynamic behavior of a financial network with static and dynamic thresholds is investigated. Compared with the static threshold, the dynamic threshold suppresses the large fluctuation induced by the cross-correlation of individual stock prices, and leads…

2010-02-18abs ↗pdf ↗

Study improves dynamic PT fleet optimization under noisy demand predictions.

problem Accurately predicting dynamic public transport demand for effective fleet management.
method Experimental case study in Copenhagen, using linear programming to optimize fleets.
result Optimized fleet performance is mainly affected by noise distribution skew and large errors.

Adaptive portfolio outperforms static alternatives by 120% over 5 years.

problem Achieving strong and stable long-term performance in diversified portfolios.
method RL-BHRP: A two-level, learning-based approach that adjusts sector and stock exposures dynamically.
result Adaptive portfolio outperforms static alternatives by 120% over 5 years.

Dynamic pricing improves DeFi lending efficiency by reducing regret to logarithmic levels.

problem Static pricing mechanisms in DeFi lending protocols lead to suboptimal welfare and revenue.
method Online learning model for static and dynamic pricing models in DeFi lending.
result Adaptive supply models achieve logarithmic regret, outperforming static models.

QLBS and RLOP methods improve option pricing and hedging performance.

problem Improving option pricing and hedging performance under market frictions.
method Incorporates risk aversion and trading costs into QLBS, proposes RLOP approach.
result RLOP outperforms in dynamic hedging by reducing shortfall probability.

Dynamic risk measures follow law invariance principles over time.

problem Tackles dynamic risk measurement principles.
method Shows equivalence between adapted law invariance and recursive one-step conditional-law representation for time-consistent risk measures.
result Identifies adapted law invariance as the dynamic counterpart of ordinary law invariance.

Adaptive pooling operators improve sound event detection with weak labels.

problem Efficiently label audio recordings with weakly annotated sound sources.
method Developed adaptive pooling operators for multiple instance learning.
result Adaptive pooling operators outperform non-adaptive methods on static predictions and nearly match strong annotations.

Universal algorithm minimizes adaptive regret for various convex functions.

problem Minimizing adaptive regret in changing environments for multiple convex functions.
method Borrowing MetaGrad's idea of multiple learning rates and using sleeping experts.
result First universal algorithm for minimizing adaptive regret of convex functions.

The α\alpha-Alternator adapts to varying noise levels in sequences, improving robustness and performance.

problem Current models assume uniform noise levels, limiting performance on noisy temporal data.
method Introduces α\alpha-Alternator using Vendi Score to dynamically adjust noise sensitivity.
result Outperforms Alternators and state-of-the-art models in trajectory prediction, imputation, and forecasting.

Adaptive Misinformation defends against model stealing attacks by sending incorrect predictions for OOD queries.

problem Model stealing attacks clone target models using black-box query access and a surrogate dataset.
method Selective sending of incorrect predictions for Out-Of-Distribution (OOD) queries to degrade attacker's clone model accuracy.
result Our defense reduces attacker's clone model accuracy by up to 40% while maintaining benign user accuracy under 0.5%.

Adaptive Monte Carlo schemes developed over the last years usually seek to ensure ergodicity of the sampling process in line with MCMC tradition. This poses constraints on what is possible in terms of adaptation. In the general case ergodicity can only be guaranteed if adaptation is diminished at a certain rate. Import…

2015-07-21abs ↗pdf ↗

Physics-informed methods infer spatial dynamics from static snapshots, but limits exist.

problem Inferring spatial dynamics from static molecular patterns.
method Combining flexible representations with mechanistic constraints, analyzing structural identifiability, and adapting physics-informed schemes.
result Static spatial patterns can identify spatially varying dynamics, but limits exist due to modeling choices.

Existence of strong randomized equilibria in mean-field games with common noise.

problem Existence of strong solutions in mean-field games of optimal stopping.
method Connection with Bank-El Karoui's representation problem and continuity assumptions.
result Existence of strong randomized mean-field equilibrium under certain conditions.

RG-TTA adapts neural forecasters to streaming time series shifts by modulating adaptation intensity.

problem Adapting neural forecasters to distribution shifts in streaming time series data.
method RG-TTA uses a meta-controller that continuously modulates adaptation intensity based on distributional similarity.
result RG-TTA achieves the lowest MSE in 156 of 224 seed-averaged experiments, reducing MSE by 5.7% vs TTA.

DynBRO learns robustly from dynamic Byzantine workers.

problem Fault-tolerant distributed learning with dynamic Byzantine workers.
method Multi-level Monte Carlo (MLMC) gradient estimation and adaptive learning rate.
result DynaBRO nearly matches static setting's convergence rate with O(T)\mathcal{O}(\sqrt{T}) Byzantine worker changes.

Study compares adaptive vs fixed query learning methods.

problem Comparing adaptive and fixed query learning methods for task approximation.
method Examined in-context and agentic learning in two settings: unrestricted and realizable.
result Adaptivity does not hinder performance in unrestricted setting but can in realizable setting.

This paper proposes a continuous timing strategy for growth vs. defensive style allocation.

problem Dynamic allocation of growth and defensive ETF baskets using macro-market timing signals.
method Continuous smooth score combining multiple factors, mapped to G/D weights, smoothed with EWMA.
result Continuous style timing strategy outperforms static benchmarks in risk-adjusted returns.

In this paper, we explore and detail our experiments in a high-dimensionality, multi-class image classification problem often found in the automatic recognition of Sign Languages. Here, our efforts are directed towards comparing the characteristics, advantages and drawbacks of creating and training Support Vector Machi…

2012-10-28abs ↗pdf ↗