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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.

168,657 papers · 148 categories

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4589134178 · Jun 202019922001200920172026
48 results for capacity constraint

In this paper, we investigate the common scenario where every candidate item for recommendation is characterized by a maximum capacity, i.e., number of seats in a Point-of-Interest (POI) or size of an item's inventory. Despite the prevalence of the task of recommending items under capacity constraints in a variety of s…

2017-01-18abs ↗pdf ↗

Study capacity constraints in continual learning with a simple model.

problem Understanding optimal resource allocation for agents with limited memory and compute resources.
method Analyzes a capacity-constrained linear-quadratic-Gaussian (LQG) sequential prediction problem and demonstrates optimal capacity allocation strategies.
result Derives a solution to the capacity-constrained LQG sequential prediction problem and shows how to optimally allocate capacity across sub-problems in the steady state.

The paper tackles imbalanced classification under operational constraints, proposing a framework to maximize sensitivity.

problem Detecting minority class observations under severe class imbalance and operational constraints.
method Formal classification framework under capacity constraints, maximizing sensitivity while respecting a user-defined label limit.
result The optimal classifier under capacity constraints is equivalent to the Bayes classifier with reweighted prior probabilities.

Paper studies optimal investing for retirees with risk constraints.

problem Retirees' longevity and living standard risks in a fluctuating market.
method Formulated as a portfolio choice problem under time-varying risk capacity constraint. Derived optimal investment strategy using differential equations. Demonstrated endogenous spending measure and active investment strategy.
result Time-varying risk capacity constraint impacts asset allocation in retirement.

Study online learning with delays and capacity constraints, achieving optimal regret bounds.

problem Online learning with delays and capacity constraints.
method Novel scheduling and preemptive techniques, matching upper and lower bounds.
result Achieves optimal regret bounds across all capacity levels.

A variety of large-scale machine learning problems can be cast as instances of constrained submodular maximization. Existing approaches for distributed submodular maximization have a critical drawback: The capacity - number of instances that can fit in memory - must grow with the data set size. In practice, while one c…

2016-05-31abs ↗pdf ↗

The paper proposes a probabilistic autoencoder for discovering causal directions between variables.

problem Finding the causal direction between two associated variables.
method Building an autoencoder of the joint distribution and maximizing its estimation capacity relative to marginal distributions.
result The higher estimation capacity is consistent with the unconstrained choice of a distribution representing the cause, while the lower capacity reflects the constraints imposed by the mechanism on the distribution of the effect.

Paper tackles inventory management with deep learning, improving performance and adherence to constraints.

problem Managing inventory with limited resources and constraints.
method Proposes a novel method to sample from a distribution of possible constraint paths, extends exo-IDP formulation, introduces neural coordinator, and uses modified DirectBackprop algorithm.
result Deep reinforcement learning policies with a neural coordinator outperform classic baselines in terms of performance and adherence to constraints.

Study optimizes pricing under uncertainty and capacity constraints.

problem Optimizing pricing decisions under demand uncertainty and capacity constraints.
method Analyzes linear demand, stochastic noise, and finite capacity; uses certified demand forecasts and control variates.
result Certified demand forecasts reduce regret from O(T)O(\sqrt{T}) to O(logT)O(\log T) under certain conditions.

This work extends the randomized shortest paths (RSP) model by investigating the net flow RSP and adding capacity constraints on edge flows. The standard RSP is a model of movement, or spread, through a network interpolating between a random-walk and a shortest-path behavior [30, 42, 49]. The framework assumes a unit f…

2019-10-04abs ↗pdf ↗

Optimizes query routing to LLMs under cost and resource constraints.

problem Non-uniform or adversarial batching in per-query routing methods leads to cost inefficiency.
method Batch-level, resource-aware routing framework that jointly optimizes model assignment for each batch.
result Robust routing framework improves accuracy by 1-14% over non-robust methods.

The study connects ECH capacities to Anosov flows, proving infinite capacities and obstructions.

problem Understanding ECH capacities and their relation to Anosov flows.
method Relating ECH capacities to Anosov flows dynamics, proving infinite capacities and obstructions.
result ECH capacities are infinite for many symplectic 4-manifolds, including cotangent disk bundles over surfaces of genus at least two.

Paper investigates Lambda Value-at-Risk under ambiguity and risk sharing.

problem Investigates Lambda Value-at-Risk under ambiguity and risk sharing.
method Establishes equivalence of robust ΛΛVaR and traditional ΛΛVaR under ambiguity sets, analyzes properties, derives explicit formulas, and explores risk sharing.
result Unified and extended the concept of Value-at-Risk under ambiguity, derived explicit formulas for specific ambiguity sets, and explored risk sharing.

This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex transport constraints in addition to having given initial and terminal marginals. Sev…

2018-04-12abs ↗pdf ↗

Maximizes capacity of extensions with fixed boundary data.

problem Maximizing the capacity of extensions with nonnegative scalar curvature.
method Using the method of Lagrange multipliers on the constraint space of scalar-flat extensions.
result Derives variational condition for maximal capacity extensions and proves they have constant scalar curvature.

A long standing open problem in the theory of neural networks is the development of quantitative methods to estimate and compare the capabilities of different architectures. Here we define the capacity of an architecture by the binary logarithm of the number of functions it can compute, as the synaptic weights are vari…

2019-01-02abs ↗pdf ↗

Sharp limits found for storing and retrieving input-output associations in linear associative memories.

problem Understanding the fundamental limits of storing and retrieving input-output associations in neural networks.
method Study of a minimal linear associative memory model, introducing a decoupled model and using statistical physics to characterize storage capacity.
result Linear associative memory can store up to 1/2 log(p) associations, providing a sharp statistical-physics characterization.

The paper connects mass, harmonic functions, and capacity in asymptotically flat 3-manifolds.

problem Connections among ADM mass, harmonic functions, and capacity in asymptotically flat 3-manifolds.
method New formulae for ADM mass via harmonic functions, monotone quantities, and geometric inequalities.
result The mass-to-capacity ratio is bounded below by 1 - sqrt(normalized Willmore functional of the boundary).

This work presents entropic constraints from DAGs with hidden variables.

problem Characterizing causal relations in systems with hidden variables.
method Entropic inequality constraints derived from ee-separation relations.
result These constraints can learn about true causal models from observed data.

This paper extends financial theory to measure learnable market structure under computational constraints.

problem Understanding learnable market structure under bounded computational capacity.
method Introduces financial epiplexity as a measure of learnable market structure, extending classical information theory.
result Proves that equal entropy does not imply equal epiplexity and derives thresholds for useful regimes.

The paper develops methods to estimate optimal treatment sequences under policy constraints.

problem Estimating the best sequence of treatments over multiple stages for individuals.
method Empirical welfare maximization approach, solving treatment assignment sequentially or simultaneously.
result Established convergence rates and upper bounds for estimation methods.

Study optimal treatment assignment policies under strategic agent responses.

problem Learning optimal treatment policies with strategic agents complicates estimation.
method Dynamic model with threshold convergence to mean-field equilibrium, consistent estimator for policy gradient.
result Threshold for treatment assignment converges to mean-field equilibrium threshold under large but finite number of agents.

Optimal hidden-target learning for online inventory optimization on general convex sets.

problem Online inventory optimization (OIO) on arbitrary bounded convex capacity sets.
method Maintaining a hidden target and projecting it onto the feasible order-up-to set.
result The method improves the best known regret guarantee for OIO on general convex sets from inverse to inverse-square-root dependence on the common-demand probability.

The brain optimizes memory by forgetting what's predictable, improving generalization.

problem Memory consolidation struggles with representational drift, semanticisation, and offline replay.
method Proposes predictive forgetting as a mechanism to optimize generalization by reducing complexity.
result Predictive forgetting improves information-theoretic generalization bounds on stored representations.

HardNet adds hard constraints to neural networks without sacrificing performance.

problem Ensuring adherence to input-dependent constraints in neural networks.
method Appends a differentiable enforcement layer to neural networks for end-to-end training with hard constraint guarantees.
result HardNet retains neural networks' universal approximation capabilities and enables efficient optimization.

Deep imagination optimizes decision-making in large trees with limited resources.

problem Optimal planning in large decision trees with limited resources and time.
method Analytical solutions and numerical analysis of sampling capacity allocation.
result Optimal policy is to allocate few samples per level for deep exploration, favoring depth over breadth.

We obtain a dual representation of the Kantorovich functional defined for functions on the Skorokhod space using quotient sets. Our representation takes the form of a Choquet capacity generated by martingale measures satisfying additional constraints to ensure compatibility with the quotient sets. These sets contain st…

2019-04-09abs ↗pdf ↗

ChatGPT predicts stock market reactions from news headlines without financial training.

problem Predicting stock price movements using non-financial data.
method Used post-knowledge-cutoff headlines to train ChatGPT-4, which forecasts stock market reactions.
result ChatGPT-4 can predict stock market reactions with high accuracy, especially for small stocks and negative news.

Generative Adversarial Networks (GANs) are powerful models for learning complex distributions. Stable training of GANs has been addressed in many recent works which explore different metrics between distributions. In this paper we introduce Fisher GAN which fits within the Integral Probability Metrics (IPM) framework f…

2017-05-26abs ↗pdf ↗

New algorithm tackles dynamic assortment optimization with knapsack constraints.

problem Optimizing retailer's assortment decisions under resource constraints with multi-nomial choice modeling.
method Epoch-based re-solving algorithm that transforms MNL's fractional structure into a linear program with slack variables.
result Regret scales logarithmically with time horizon and resource capacities.

Graph neural networks optimize radio resource management policies for wireless networks.

problem Optimizing user selection and power control in wireless networks with fairness constraints.
method Formulated as a Lagrangian dual problem, RRM policies are parameterized by a GNN architecture trained on channel conditions.
result The method achieves superior tradeoff between average and 5th percentile rates, demonstrating fairness.

Safe-M3^3-UCRL learns safe policies for multi-agent systems with global constraints.

problem Global constraints in mean-field reinforcement learning for multi-agent systems.
method Safe-M3^3-UCRL uses epistemic uncertainty and log-barrier approach to ensure constraints satisfaction.
result Safe-M3^3-UCRL learns safe policies for multi-agent systems with global constraints.

In this paper we combine one method for hierarchical reinforcement learning - the options framework - with deep Q-networks (DQNs) through the use of different "option heads" on the policy network, and a supervisory network for choosing between the different options. We utilise our setup to investigate the effects of ar…

2016-04-27abs ↗pdf ↗

Despite a lack of theoretical understanding, deep neural networks have achieved unparalleled performance in a wide range of applications. On the other hand, shallow representation learning with component analysis is associated with rich intuition and theory, but smaller capacity often limits its usefulness. To bridge t…

2018-03-16abs ↗pdf ↗

Optimal wind farm placement using quantile constraints for better power output.

problem Optimizing wind farm placement to maximize power output considering spatial and temporal wind speed correlations.
method Used a probabilistic neural network with ReLU activation functions to reformulate constraints as linear ones, embedding them into a two-stage stochastic optimization problem.
result The constraint learning approach outperforms classical methods, especially for risk-averse investors.

We study various capacities on compact Kähler manifolds which generalize the Bedford-Taylor Monge-Ampère capacity. We then use these capacities to study the existence and the regularity of solutions of complex Monge-Ampère equations.

2014-02-11abs ↗pdf ↗

Paper addresses FL over MAC with DP constraints, proposing a novel consensus scheme.

problem Federated learning over a multiple access channel with differential privacy constraints.
method Proposes a novel consensus scheme using digital distributed stochastic gradient descent (D-DSGD) with artificial noise to preserve DP.
result Demonstrates improved convergence rate and DP level for a given MAC capacity.