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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.

169,051 papers · 148 categories

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36811 · Apr 202019922001200920172026
48 results for Transient Disturbance

Paper uses DL and image embedding to classify power grid disturbances.

problem Classifying transient disturbances in power grids.
method Transformed time series data into images using Gramian Angular Field, then applied CNN and RNN for classification.
result DL algorithms outperform traditional data mining methods in power grid disturbance classification.

EGFC learns from streaming data to classify power quality disturbances.

problem Real-time detection and classification of power quality disturbances.
method Evolving Gaussian Fuzzy Classification (EGFC) framework with semi-supervised learning.
result Encouraging classification results from online data streams.

Paper uses deep reinforcement learning for better control of rocket engines during start-up phases.

problem Lack of optimal control during transient phases of liquid rocket engines.
method Deep reinforcement learning approach for optimal control of a gas-generator engine's continuous start-up phase.
result Deep reinforcement learning controller achieves highest performance and minimal computational effort.

New approach generates optimal disturbances for controller verification.

problem Optimizing disturbances for controller verification with blackbox access.
method Online learning approach that adaptively generates disturbances based on controller inputs.
result New algorithm (MOTR) outperforms existing methods in simulated examples.

SCPO learns robust policies without modeling disturbance, improving real-world task performance.

problem Poor performance of reinforcement learning in real-world tasks due to disturbance in transition dynamics.
method State-conservative policy optimization (SCPO) that reduces disturbance to state space and approximates it with a gradient-based regularizer.
result SCPO learns robust policies without prior knowledge of disturbance or simulators, improving performance in robot control tasks.

The paper analyzes how disturbances affect the convergence of algorithms in complex systems.

problem Analyzing the impact of disturbances on algorithm convergence in complex systems.
method Leveraging converse Lyapunov theorems, the paper derives stability bounds and convergence rates in the presence of disturbances.
result Key inequalities quantify the impact of disturbances on algorithmic performance.

Study examines how disturbances affect financial returns in Austrian forests.

problem Financial impact of disturbances on timberland returns in Austria.
method Applied probability theory to analyze two management regimes: even-aged and semi-stationary.
result Severe disturbances can lead to a shift from continuous-cover to even-aged forestry, affecting financial sensitivity.

Efficient algorithm for online control with adversarial disturbances, nearly minimizing regret.

problem Online control of linear systems with adversarial disturbances.
method Developed an efficient algorithm that provides nearly tight regret bounds.
result The algorithm nearly minimizes regret for the problem of online control with adversarial disturbances.

Framework predicts and prepares for rain-induced microwave link attenuation.

problem Severe signal attenuation due to weather conditions degrades network performance.
method Predictive Network Reconfiguration (PNR) framework using LSTM for attenuation prediction and MSNR for dynamic routing.
result Framework improves network utilization by more than 200% compared to reactive algorithms.

New method learns nonlinear projections for reduced-order modeling of complex dynamical systems.

problem Modeling transient dynamics near a manifold in nonlinear systems.
method Constrained autoencoder neural networks with invertible activation functions and biorthogonal weight matrices.
result Demonstrated effectiveness on a vortex shedding model, learning oblique fibers for fast dynamics.

Paper revisits set membership estimation for linear systems with relaxed disturbance bounds.

problem Set membership estimation for linear systems with disturbances bounded by convex sets.
method Adopted block-martingale small-ball condition and random perturbed control policies to establish convergence rates.
result Established convergence rates for disturbances bounded by general convex sets.

Band-limited SAC improves learning efficiency and stability in simulated environments.

problem Improving sample efficiency and stability in SAC algorithms.
method Artificially bandlimiting the target critic's spatial resolution using a convolutional filter.
result Bandlimited SAC outperforms classic twin-critic SAC in various Gym environments and is more stable.

New method uses neural nets to control systems safely with disturbances.

problem Designing safe control laws for systems with disturbances.
method Imitation learning to train neural network controllers that satisfy CBF constraints.
result Demonstrated on a unicycle model with external disturbances.

Safe exploration method for RL under disturbance ensures safety with probabilistic guarantees.

problem Safe reinforcement learning in real environments with disturbance.
method Uses partial prior knowledge and conservative inputs to ensure state constraint satisfaction.
result Guaranteed safety with pre-specified probability in the presence of stochastic disturbance.

New algorithm achieves logarithmic regret for adversarial online control.

problem Online linear-quadratic control in systems with adversarial disturbances.
method Characterization of optimal offline control law, reduced to online learning with approximate advantage functions.
result First algorithm with logarithmic regret for arbitrary adversarial disturbance sequences.

Detects anomalies in astronomical time series data.

problem Identifying new and interesting transients in large astronomical surveys.
method Two novel methods: a probabilistic neural network and a Bayesian parametric model.
result Neural networks are less suitable for anomaly detection in time series data compared to parametric models.

New method identifies network dynamics and noise structure.

problem Estimating network and disturbance topologies in dynamic systems.
method Extended multi-step Sequential Linear Regression and Weighted Null Space Fitting methods.
result Consistent estimation of dynamic networks with reduced computational burden.

Study non-rectangular robust MDPs for average-reward, finding optimal policies and transient values.

problem Non-rectangular robust Markov decision processes under average-reward criterion.
method Proves history-dependent policies are robust-optimal, introduces transient-value framework, constructs epoch-based policy.
result Existence and properties of robust optimal policies, transient value bounds.

New method controls linear systems with partial info and disturbances.

problem Controlling linear dynamical systems under partial observation and adversarial disturbances.
method Double Spectral Control (DSC) using two-level spectral approximation strategy.
result Matches best known regret guarantees with exponential runtime improvement.

New method decomposes Markov chain rewards into persistent and transient components.

problem Ambiguity in classical evaluation methods for Markov chains with reducible and periodic states.
method Minimal exact quotient by the real peripheral invariant subspace, decomposing rewards into persistent and transient components.
result Exact comparison with classical methods shows that the new decomposition reallocates the same information, making persistent modes explicit.

Study examines the training process of an unsupervised learning model for detecting gravitational-wave transient noise.

problem Transient noise in gravitational-wave detector data causes instability and signal overlap.
method Unsupervised deep learning with variational autoencoder and invariant information clustering applied to the Gravity Spy dataset.
result Training process of the unsupervised learning architecture is examined and reported.

Study solves utility maximization in a transient price impact market.

problem Utility maximization in a market with transient price impact.
method Developed a discrete-time model and removed market depth and resilience process restrictions.
result Solved the utility maximization problem without convexity of attainable portfolio values.

WRAAC uses Wasserstein distance for robust reinforcement learning.

problem Lack of quantified robustness to system dynamics in existing reinforcement learning algorithms.
method Leverages Wasserstein distance to connect state disturbance to transition kernel disturbance, reducing infinite-dimensional optimization to a finite-dimensional problem.
result Designs a novel algorithm, WRAAC, that achieves robust reinforcement learning.

Bayesian method optimizes rescheduling for multipurpose batch processes with incomplete look-ahead information.

problem Optimizing rescheduling for multipurpose batch processes under incomplete look-ahead information.
method Proposes a Bayesian dynamic scheduling method that learns from disturbances and updates schedules online.
result Achieves statistically better long-term costs and system nervousness compared to existing periodic rescheduling strategies.

Novel method uses information theory to measure causal influences during transient neural events.

problem Characterizing network interactions during transient neural events.
method Structural Causal Models, Information Theory, Transfer Entropy, Dynamic Causal Strength, Relative Dynamic Causal Strength.
result Introduced a novel measure, relative Dynamic Causal Strength, with theoretical and empirical support.

Unsupervised learning classifies transient noise in gravitational wave detectors.

problem Transient noise interferes with gravitational wave signals, causing instability.
method Combines variational autoencoder and invariant information clustering.
result Consistent classification with Gravity Spy project labels.

Solves VWAP liquidation under transient market impact.

problem Optimal liquidation with VWAP benchmark in a transient market.
method Analyzes linear and transient market impact, considers risk-averse investors with CARA utility, finds explicit solutions in continuous and discrete time.
result Explicit solutions found, optimal VWAP includes both buy and sell trades even with convex decay kernel.

We discuss an "extrinsic" property of knots in a 3-subspace of the 3-sphere S3S^3 to characterize how the subspace is embedded in S3S^3. Specifically, we show that every knot in a subspace of the 3-sphere is transient if and only if the exterior of the subspace is a disjoint union of handlebodies, i.e. regular neighbor…

2015-02-17abs ↗pdf ↗

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.

We study a multiplicative transient price impact model for an illiquid financial market, where trading causes price impact which is multiplicative in relation to the current price, transient over time with finite rate of resilience, and non-linear in the order size. We construct explicit solutions for the optimal contr…

2015-01-08abs ↗pdf ↗

Study optimal execution in a transient price impact model with multiple traders.

problem Optimal execution among multiple traders with transient price impact.
method Analyzed NN-player optimal execution games in an Obizhaeva--Wang model with and without regularization. Derived equilibrium solutions and explained their behavior.
result Existence of equilibrium restored with a specific time-dependent cost on block trades, and equilibrium is tractable.

New algorithm improves understanding of decentralized SBO transient iteration complexity.

problem Limited understanding of how network topology, data heterogeneity, and nested structures affect SBO.
method D-SOBA framework with two variants: D-SOBA-SO and D-SOBA-FO, providing non-asymptotic convergence analysis and transient iteration complexity.
result First theoretical understanding of how network topology, data heterogeneity, and nested structures influence decentralized SBO.

Paper improves autonomous vehicle safety and efficiency with new reinforcement learning methods.

problem Improving robustness and safety in autonomous vehicle control.
method Developed and compared two algorithms: Robust Adversarial Reinforcement Learning and Neural Fictitious Self Play.
result The new algorithms lead to improved driving efficiency and reduced collision rates.

Develops robust MDPs for unknown disturbances with performance guarantees.

problem Unknown disturbance distribution in MDPs.
method Empirical distribution, sublevel set of distance function, weak convergence, concentration inequality.
result Robust optimal value function converges to true optimal value function with increasing sample sizes.

Paper proposes tensor-based method for semiconductor manufacturing process control.

problem Challenges of traditional process control methods in high-dimensional image-based overlay errors.
method Builds a high-dimensional process model, proposes tensor-on-vector regression algorithms, designs EWMA controller for tensor data.
result The method reduces overlay errors using limited control recipes and is superior especially when disturbances are not stable.

In this work we seek for an approach to integrate safety in the learning process that relies on a partly known state-space model of the system and regards the unknown dynamics as an additive bounded disturbance. We introduce a framework for safely learning a control strategy for a given system with an additive disturba…

2018-11-09abs ↗pdf ↗

SMC analysis reveals key transient effects in macroeconomic ABM.

problem Analysis of complex ABMs is challenging and often relies on ad hoc methods.
method Statistical model checking (SMC) implemented through MultiVeStA.
result Clear contrast across parameter families in macro-financial and structural sweeps.