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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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48 results for adaptivity index

New methods estimate probabilities from pairwise comparisons, adapting to difficulty.

problem Estimating probabilities from pairwise comparisons with varying difficulty.
method Adaptive estimators using an adaptivity index based on indifference sets.
result CRL estimator has adaptivity index upper bounded by n\sqrt{n} up to logarithmic factors.

Kernelized bandit algorithm tackles adaptive contextual bandits with single-index models.

problem Adaptive contextual bandits with single-index models and unknown link functions.
method Kernelized ε-greedy algorithm combining Stein-based index estimation and kernel ridge regression for reward functions.
result Unified framework for simultaneous learning and inference in single-index contextual bandits.

The paper proves continuity of Morse index for Ricci shrinkers.

problem Lower and upper semi-continuity of the Morse index for gradient Ricci shrinkers.
method Adapting and refining recent arguments on CMC hypersurfaces and polynomially weighted Sobolev spaces, with techniques for non-compact shrinkers.
result Identifies a condition ensuring the Morse index of asymptotically conical shrinkers is bounded below by the f-index of their asymptotic cone.

Local EGOP learns functions varying along a few directions.

problem Efficient estimation of functions varying along a few directions in high-dimensional space.
method Local EGOP learning, a recursive algorithm using EGOP quadratic form as metric and inverse-covariance.
result Local EGOP learning achieves intrinsic dimensional learning rates under noisy manifold hypothesis.

We perform the Bayesian inference of a GARCH model by the Metropolis-Hastings algorithm with an adaptive proposal density. The adaptive proposal density is assumed to be the Student's t-distribution and the distribution parameters are evaluated by using the data sampled during the simulation. We apply the method for th…

2009-08-20abs ↗pdf ↗

We formulate and prove an analog of the Hopf Index Theorem for Riemannian foliations. We compute the basic Euler characteristic of a closed Riemannian manifold as a sum of indices of a non-degenerate basic vector field at critical leaf closures. The primary tool used to establish this result is an adaptation to foliati…

2001-04-11abs ↗pdf ↗

Method improves volatility targeting for index construction.

problem High turnover, leverage spikes, and sensitivity to estimation error in existing volatility-targeting strategies.
method Proportional-control approach for setting index weights that corrects tracking error through feedback.
result The proportional-control approach achieves the target volatility more effectively than open-loop alternatives.

This paper extends the single index model to handle nonlinear relationships.

problem Nonlinear relationships in regression models.
method Exploits conditional distribution over function-driven partitions and uses linear regression for local estimation of index vectors.
result The method provides theoretical guarantees for estimation and prediction, and outperforms state-of-the-art methods.

Adaptive learning model forecasts financial prices using order book data.

problem Forecasting high-frequency financial time series with non-stationary data.
method Adaptive learning model based on order book data, with stationarity and non-stationarity considerations.
result The model outperforms top fixed models and improves forecasting accuracy.

Proposes a transfer learning framework for sparse SIMs without raw source data.

problem Lack of direct access to raw source data and known link functions in transfer learning.
method Source-data-free framework based on SIM, using summary statistics and a multilayer perceptron.
result Consistent improvements over existing approaches in synthetic and real-world data.

Study finds varying market efficiency in prewar and wartime Japanese stock market.

problem Measuring market efficiency in prewar and wartime Japanese stock market.
method Using a new market capitalization-weighted stock price index, the study examines market efficiency over time and historical events.
result The adaptive market hypothesis is supported in the prewar and wartime Japanese stock market, with efficiency varying over time and with historical events.

SA-REMBO adapts to nonstationary high-dimensional optimization.

problem Bayesian Optimization in high-dimensional spaces is limited by the curse of dimensionality and rigidity of global assumptions.
method SA-REMBO uses multiple random Gaussian embeddings and an index variable to adaptively select the best embedding for the optimization problem.
result SA-REMBO outperforms traditional REMBO and other low-rank BO methods across synthetic and real-world benchmarks.

Optimism stabilizes Thompson Sampling for adaptive inference in multi-armed bandits.

problem Subtle inferential properties of Thompson Sampling under adaptive data collection.
method Introduced optimism as a key mechanism to restore stability and validity of inference.
result Suitably implemented optimism stabilizes Thompson Sampling and enables asymptotically valid Wald inference.

SGD shows distinct phases in learning single-index models, achieving optimal sample complexity and regret.

problem Learning single-index models with SGD in adaptive data settings.
method Stochastic gradient descent (SGD) with an optimal learning rate schedule.
result SGD achieves near-optimal sample complexity and regret guarantees across both burn-in and learning phases.

Estimates isotonic functions under unknown permutations, achieving optimal statistical and computational efficiency.

problem Estimating isotonic functions with unknown permutations in multiway comparison data.
method Mirsky partition estimator for minimax optimal and adaptive estimation.
result Achieves optimal worst-case statistical performance and computational efficiency.

The paper extends cluster validity indices for incremental analysis.

problem Providing incremental alternatives for cluster validation.
method Extending iCVI family to include 6 incremental indices and examining their behavior under under- and over-partitioning.
result Over-partitioning is more challenging to detect than under-partitioning.

AGMMNs improve learning of copula models by adaptively selecting kernels.

problem Learning dependence structures in copula models.
method Adaptive bandwidth selection for MMD in GMMNs, increasing kernels based on validation loss.
result AGMMNs significantly improve training performance over GMMNs and parametric models.

The Knowledge Gradient policy is improved for MABs by avoiding dominated actions.

problem Weaknesses in KG policy for MABs, including taking dominated actions.
method Proposed variants of KG that avoid taking dominated actions, including an index heuristic.
result New policies perform well over a range of MABs, including those for which index policies are not optimal.

Proposes a new tensor decomposition method for functional temporal data with adaptive complexity.

problem Challenges in temporal tensor decomposition for general tensor data with continuous indexes.
method Encodes continuous spatial indexes as learnable Fourier features and uses neural ODEs for temporal trajectories. Introduces a sparsity-inducing prior for complexity adaptation.
result Significantly outperforms existing methods in prediction performance and robustness against noise.

New insights into SGD and SGD-M in high dimensions.

problem Understanding and comparing SGD and SGD-M in high-dimensional settings.
method Developed high-dimensional scaling limits for SGD-M and online SGD, examining their dynamics and performance.
result SGD-M amplifies high-dimensional effects, potentially degrading performance compared to online SGD.

Paper proposes Adaptive DDPG for better stock portfolio allocation.

problem Challenges in finding optimal stock portfolio allocation in dynamic stock markets.
method Adaptive Deep Deterministic Reinforcement Learning (Adaptive DDPG) incorporating optimistic or pessimistic reinforcement learning.
result Adaptive DDPG outperforms traditional and baseline strategies in investment return and Sharpe ratio.

Let M be a complete n-dimensional Riemannian spin manifold, partitioned by q two-sided hypersurfaces which have a compact transverse intersection N and which in addition satisfy a certain coarse transversality condition. Let E be a Hermitean bundle with connection on M. We define a coarse multi-partitioned index of the…

2013-08-03abs ↗pdf ↗

New spectral estimates for minimal surfaces with boundary conditions.

problem Quantifying the Morse index of free boundary minimal surfaces.
method Adapted Montiel-Ros partitioning methods to compact manifolds with boundary, accounting for mixed and group actions.
result Explicit two-sided linear bounds on the Morse index for minimal surfaces.

TTT improves model adaptation to test data, especially for nonlinear models.

problem Improving model performance in adapting to test data, especially for nonlinear models.
method Combining Test-time Training (TTT) with In-context Learning (ICL) for nonlinear models.
result TTT enables models to adapt to both feature vector and link function shifts, improving performance.

The paper introduces a new model selection criterion for various time series models.

problem Designing adaptive model selection criteria for a wide range of time series models.
method The approach involves a penalized contrast akin to Hannan and Quinn's criterion, with a data-driven calibrated term.
result The new criteria select the true model almost surely asymptotically for a wide range of time series models.