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.
New framework for resilient bi-criteria optimization under noisy feedback.
In this dissertation, we focus on several important problems in structured prediction. In structured prediction, the label has a rich intrinsic substructure, and the loss varies with respect to the predicted label and the true label pair. Structured SVM is an extension of binary SVM to adapt to such structured tasks. I…
Optimal analysis of subset-selection based L_p low rank approximation.
Algorithm finds safe zones in policy Markov Decision Processes to limit trajectory escape.
Efficient algorithms learn causal graphs with minimal interventions.
Given a set of assets and an investment capital, the classical portfolio selection problem consists in determining the amount of capital to be invested in each asset in order to build the most profitable portfolio. The portfolio optimization problem is naturally modeled as a mean-risk bi-criteria optimization problem w…
Algorithm finds a subspace minimizing distances to inliers with outliers.