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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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5111621 · May 202619922001200920172026
48 results for asymmetric bit-width

Improves matrix multiplication throughput for asymmetric bit-width operands.

problem Matrix multiplications between asymmetric bit-width operands, especially 8- and 4-bit, are not efficiently handled by existing SIMD instructions.
method Proposes a new SIMD matrix multiplication instruction that uses mixed precision on inputs (8- and 4-bit) and accumulates into 16-bit output, improving throughput.
result Offers 2x improvement in throughput compared to existing symmetric-operand-size instructions, with negligible overflow.

Bayesian Bits unifies quantization and pruning through gradient optimization.

problem Joint mixed precision quantization and pruning for efficient neural networks.
method Gradient-based optimization with a novel bit width decomposition and learnable stochastic gates.
result Bayesian Bits achieves better accuracy vs. efficiency trade-off compared to static bit width networks.

Similar to convolution neural networks, recurrent neural networks (RNNs) typically suffer from over-parameterization. Quantizing bit-widths of weights and activations results in runtime efficiency on hardware, yet it often comes at the cost of reduced accuracy. This paper proposes a quantization approach that increases…

2017-10-20abs ↗pdf ↗

We analyze the effect of quantizing weights and activations of neural networks on their loss and derive a simple regularization scheme that improves robustness against post-training quantization. By training quantization-ready networks, our approach enables storing a single set of weights that can be quantized on-deman…

2020-02-18abs ↗pdf ↗

Study finds optimal learning rate schedules for sub-100M quantization-aware training across bit-widths.

problem Optimal learning rate schedules for quantization-aware training depend on bit-width.
method Factorial grid testing over bit-width, warmdown fraction, LR magnitude, model size, and seed.
result INT6 QAT requires a different schedule than higher-precision training, falsifying the primary hypothesis.

Paper optimizes KWS models using NAS and quantization for limited resources.

problem Developing efficient keyword spotting models in resource-constrained environments.
method Neural Architecture Search (NAS) for model structure optimization and quantization of weights and activations.
result Achieved high accuracy (95.55%) with minimal parameters and operations using NAS and quantization.

Low bit-width integer weights and activations are very important for efficient inference, especially with respect to lower power consumption. We propose Monte Carlo methods to quantize the weights and activations of pre-trained neural networks without any re-training. By performing importance sampling we obtain quantiz…

2019-05-29abs ↗pdf ↗

In recent years Deep Neural Networks (DNNs) have been rapidly developed in various applications, together with increasingly complex architectures. The performance gain of these DNNs generally comes with high computational costs and large memory consumption, which may not be affordable for mobile platforms. Deep model q…

2017-12-04abs ↗pdf ↗

LSQ+ improves quantization of neural nets with Swish activations, achieving state-of-the-art results.

problem Quantization of neural nets with Swish activations, especially negative activations, leads to significant performance loss.
method Introduces learnable scale and offset parameters for asymmetric quantization, and uses MSE-based initialization for quantization parameters.
result Significantly outperforms LSQ for low-bit quantization of neural nets with Swish activations, achieving up to 5.6% gain with W2A2 quantization of EfficientNet-B0.

Study of geometric analysis on asymmetric metric spaces, including heat flow and Sobolev spaces.

problem Analysis of geometric properties on asymmetric metric measure spaces.
method Introduction of upper gradients, qq-Laplacian, and qq-heat flow in asymmetric settings.
result Extension of concepts from symmetric to asymmetric metric measure spaces.

This work optimizes neural network bit-width and layer-width for efficiency.

problem Efficient optimization of deep neural networks for reduced size and computational demands.
method Cluster-based tree-structured Parzen estimator for surrogate modeling, Hessian-based pruning for parameter reduction.
result 20% decrease in model size with 12x reduction in search time compared to existing methods.

This study examines asymmetric cross-correlations in cryptocurrency markets using fractal analysis.

problem Exploring asymmetric multifractal cross-correlations in cryptocurrency markets.
method Fractal analysis and MF-ADCCA method to investigate asymmetric volatility dynamics.
result Cross-correlations are stronger in downtrend markets than in uptrend markets for maturing BTC and ETH.

Theoretical justification for asymmetric actor-critic algorithms in reinforcement learning.

problem Lack of precise theoretical justification for asymmetric actor-critic algorithms in reinforcement learning.
method Adapting a finite-time convergence analysis to the asymmetric actor-critic setting with linear function approximators.
result A finite-time bound reveals that the asymmetric critic eliminates aliasing errors in the agent state.

We consider the problem of designing locality sensitive hashes (LSH) for inner product similarity, and of the power of asymmetric hashes in this context. Shrivastava and Li argue that there is no symmetric LSH for the problem and propose an asymmetric LSH based on different mappings for query and database points. Howev…

2014-10-21abs ↗pdf ↗

The paper improves asymmetric causality tests by addressing inefficiencies and statistical significance issues.

problem Inefficiencies and statistical significance issues in asymmetric causality tests.
method Improved asymmetric causality tests via partial cumulative sums for positive and negative components, explicitly testing differences between causal parameters.
result Efficiently tested hypotheses on asymmetric causal interaction between financial markets.

Improved neural quantization reduces accuracy loss to less than 1% with 4-bit weights.

problem Reducing accuracy loss in neural quantization below 8-bits.
method Layer-wise calibration and integer programming to optimize bit-width allocation.
result Less than 1% accuracy degradation with 4-bit weights and activations.

We propose Deep Asymmetric Multitask Feature Learning (Deep-AMTFL) which can learn deep representations shared across multiple tasks while effectively preventing negative transfer that may happen in the feature sharing process. Specifically, we introduce an asymmetric autoencoder term that allows reliable predictors fo…

2017-08-01abs ↗pdf ↗

In this paper we show how the study of asymmetric R&D alliances, that are those between young and small firms and large and MNEs firms for knowledge exploration and/or exploitation, requires the adoption of a coopetitive framework which consider both collaboration and competition. We draw upon the literature on asymmet…

2012-05-13abs ↗pdf ↗

Bayesian VI copula models capture asymmetric intraday equity dependence.

problem Modeling asymmetric and extreme tail dependence in financial data.
method Bayesian variational inference for skew-t copula models in high dimensions.
result The copula captures substantial heterogeneity in asymmetric dependence over equity pairs and time.

Extends multidimensional scaling to analyze three-way asymmetric proximities.

problem Analyzing asymmetric and three-way proximities in a Euclidean space.
method Unified h-plot methodology for three-way asymmetric proximities, including symmetric and conditional frameworks.
result Identification of archetypal profiles and clustering structures.

In recent years, correntropy has been seccessfully applied to robust adaptive filtering to eliminate adverse effects of impulsive noises or outliers. Correntropy is generally defined as the expectation of a Gaussian kernel between two random variables. This definition is reasonable when the error between the two random…

2019-11-21abs ↗pdf ↗

This paper introduces constrained mixtures for continuous distributions, characterized by a mixture of distributions where each distribution has a shape similar to the base distribution and disjoint domains. This new concept is used to create generalized asymmetric versions of the Laplace and normal distributions, whic…

2015-03-22abs ↗pdf ↗

Enhances reinforcement learning with partial state information.

problem Improving learning under partial observability with limited privileged signals.
method Introduced informed asymmetric actor-critic framework that uses arbitrary state-dependent privileged signals.
result Unbiased policy gradient estimates with arbitrary privileged signals.

Paper defines saddle points in asymmetric Dynkin games using martingale theory.

problem Tackles saddle point conditions in asymmetric Dynkin games with partial information.
method Uses martingale theory to identify super and submartingales related to equilibrium payoffs.
result Characterizes saddle point strategies in terms of equilibrium payoffs' dynamics and Doob-Meyer decompositions.

Study uncovers new phase transitions in asymmetric causal inference scenarios.

problem Understanding typical phase transitions in asymmetric causal inference.
method Combining Causal inference (C-inf) and Low-rank recovery (LRR) with Random duality - Free probability theory (RDT-FPT).
result Discovering a doubling low-rankness phenomenon in asymmetric scenarios.

Modified asymmetric hidden Markov models for time series with autoregressive components.

problem Dynamic relationships between variables in time series data.
method Introducing an asymmetric autoregressive component to recent asymmetric hidden Markov models.
result The model can choose the optimal autoregressive order for better likelihood.

Study proves value of non-Markovian games with partial, asymmetric info.

problem Value of non-Markovian Dynkin games with partial and asymmetric information.
method Probabilistic and functional analytic approach based on Sion's min-max theorem.
result Existence of optimal strategies for both players in randomised stopping times.

Innovative extensions to option pricing models using asymmetric Brownian motion and random walk approaches.

problem Capturing empirical phenomena like return skewness, heavy tails, and volatility asymmetry in option pricing models.
method Developing the Geometric Asymmetric Brownian Motion (GABM) within the Bachelier--Black--Scholes--Merton framework.
result Deriving closed-form option pricing formulas and a discrete-time binomial tree algorithm that converges to the GABM limit.

Online Active Learning (OAL) aims to manage unlabeled datastream by selectively querying the label of data. OAL is applicable to many real-world problems, such as anomaly detection in health-care and finance. In these problems, there are two key challenges: the query budget is often limited; the ratio between classes i…

2019-11-18abs ↗pdf ↗

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.

Machine learning improves beta forecasts, enhancing equity valuation and portfolio performance.

problem Improving beta forecasts for better equity valuation and portfolio performance.
method Using machine learning on a large cross-section of US stocks with various firm characteristics.
result Machine learning improves out-of-sample performance of asymmetric beta measures.

Proposes a method to generate prediction intervals using weighted asymmetric loss functions.

problem Generating reliable prediction intervals for neural network models.
method Uses a weighted asymmetric loss function to estimate prediction intervals.
result The method produces reliable prediction intervals in complex machine learning scenarios.