Research
On-device research index

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

Trend · papers per month

58116174232 · Jun 202019922001200920172026
48 results for competitive advantage

The authors propose a parametric model called the arena model for prediction in paired competitions, i.e. paired comparisons with eliminations and bifurcations. The arena model has a number of appealing advantages. First, it predicts the results of competitions without rating many individuals. Second, it takes full adv…

2018-11-25abs ↗pdf ↗

Paper tackles unfair advantages in DARTS, presenting Fair DARTS to improve neural architecture search.

problem Performance collapse in DARTS due to unfair advantages in skip connections.
method Relax exclusive competition to collaborative, let architectural weights be independent, and use zero-one loss for discretization.
result New state-of-the-art results on CIFAR-10 and ImageNet, demonstrating the effectiveness of Fair DARTS.

The article proposes a dynamic model for a company's life cycle under competitive influence.

problem Modeling a company's life cycle in a competitive environment.
method Utilized Markov model with known action costs and transition probabilities, affected by outside factors.
result Demonstrates the usefulness of the model in determining future actions of a company.

Study reveals hierarchical structure of global geo-industrial clusters using labor flow network.

problem Identifying and analyzing the hierarchical structure of geo-industrial clusters globally.
method Constructed a labor flow network from LinkedIn data and applied recursive network community detection.
result Geo-industrial clusters defined by labor flow show stronger association with financial performance.

Enhanced deep CNNs improve cardiac abnormality diagnosis from ECGs.

problem Diagnosing cardiac abnormalities from 12-lead ECGs.
method Training an enhanced deep convolutional neural network with hand-crafted features, data preprocessing, and augmentation.
result Promising generalization performance in ECG diagnosis.

The boom of deep learning induced many industries and academies to introduce machine learning based approaches into their concern, competitively. However, existing machine learning frameworks are limited to sufficiently fulfill the collaboration and management for both data and models. We proposed NSML, a machine learn…

2018-10-08abs ↗pdf ↗

Theory explains why DARTS favors deep architectures over shallow ones.

problem DARTS selects architectures with dominated skip connections, leading to performance degradation.
method Theoretical analysis of operations' effects on network optimization; introduces sparse binary gates and path-depth-wise regularization.
result Theoretical proof that architectures with more skip connections converge faster.

This paper proposes Self-Imitation Learning (SIL), a simple off-policy actor-critic algorithm that learns to reproduce the agent's past good decisions. This algorithm is designed to verify our hypothesis that exploiting past good experiences can indirectly drive deep exploration. Our empirical results show that SIL sig…

2018-06-14abs ↗pdf ↗

Study copyright's impact on creative industries using AI-generated fonts.

problem Estimating supply and demand in creative industries with AI-generated content.
method Neural network embeddings, spatial regression, event-study analyses, structural model of supply and demand.
result Copyright can raise consumer welfare by encouraging product relocation.

An ability to postpone one's execution without penalty provides an important strategic advantage in high-frequency trading. To elucidate competition between traders one has to formulate to a quantitative theory of formation of the execution price from market expectations and quotes. This theory was provided in 2005 by …

2012-04-06abs ↗pdf ↗

Improved SAC with AWMP for better control tasks.

problem Discontinuous and non-smooth optimal policies in reinforcement learning.
method Advantage Weighted Mixture Policy (AWMP) for SAC, learning state-specific weights.
result SAC with AWMP outperforms SAC in four control tasks.

Hybridizes genetic algorithms with PROMOTHEE for better economic activity localization decisions.

problem Making optimal location decisions for economic activities considering multiple criteria.
method Hybridization of genetic algorithms with PROMOTHEE method for multicriteria analysis.
result Improves decision-making for economic activity localization.

SQS uses quantum kernels to improve credit scoring with fewer data points.

problem Credit scoring models struggle with scarce and skewed data.
method Systemic Quantum Score (SQS) leverages quantum kernels for better pattern extraction.
result SQS shows improved performance and pattern extraction with fewer data points.

Machine learning approaches to multi-label document classification have to date largely relied on discriminative modeling techniques such as support vector machines. A drawback of these approaches is that performance rapidly drops off as the total number of labels and the number of labels per document increase. This pr…

2011-07-13abs ↗pdf ↗

This paper uses bandit algorithms to reduce the cost of user interface experimentation in online retail.

problem Reducing the cost of user interface experimentation in online retail.
method Modeling user interface experimentation as an opportunistic bandit problem, reducing the cost of exploration.
result Significant regret reduction and improved contextual information for testing.

STCN combines TCNs with stochastic latent variables for sequence modeling.

problem Performance gap between TCNs and stochastic RNNs, especially with multiple layers of random variables.
method Proposes a hierarchy of stochastic latent variables in a modular architecture.
result Achieves state-of-the-art log-likelihoods across various tasks.

New methods for inferring, predicting, and estimating continuous-time, discrete-event processes.

problem Inferring, predicting, and estimating entropy rate of continuous-time, discrete-event processes.
method Bayesian structural inference extended with neural networks.
result Methods are competitive for prediction and entropy-rate estimation with state-of-the-art.

We offer new formulas for European option pricing under tempered stable processes.

problem Pricing European options under tempered stable processes.
method Series expansions for tempered stable densities and European option prices.
result Our formulas are hyperparameter-free and competitive with traditional methods.

Competitive methods for multi-label classification typically invest in learning labels together. To do so in a beneficial way, analysis of label dependence is often seen as a fundamental step, separate and prior to constructing a classifier. Some methods invest up to hundreds of times more computational effort in build…

2015-03-31abs ↗pdf ↗

Robust Trimmed k-means improves clustering with outliers and mixed data.

problem Real-world data often contains outliers and mixed membership clusters, complicating traditional clustering methods.
method Proposes Robust Trimmed k-means (RTKM) that robustifies k-means for both single- and multi-membership data.
result RTKM outperforms other methods on multi-membership data with outliers and single membership data with outliers.

New algorithms improve privacy-preserving data release using external predictions.

problem Privacy-preserving data release with improved utility using external information.
method Learning-augmented algorithms for multiple quantile release.
result Error guarantees scale with prediction quality, almost recovering state-of-the-art guarantees.

Modeling trading behavior with information signals and limit order books, showing market impact and equilibrium properties.

problem Analyzing the impact of information signals on trading behavior and market equilibrium in limit order books.
method Static equilibrium model with profit-maximizing investors and competitive dealers, using iterative algorithms and asymptotic analysis.
result The market impact of large trades follows a power law with fat tails and a logarithmic law with lighter tails, and the order book flattens as noise trading increases.

A new method removes policy optimization in adversarial imitation learning.

problem Adversarial imitation learning's delicate alternated optimization.
method Explicitly condition discriminator on two policies, solving generator's optimization problem directly.
result Simpler approach competitive to prevalent methods.

Adversarial deep hedging learns to hedge without specifying asset price models.

problem Lack of effective underlying asset models for deep hedging.
method Adversarial learning framework where a hedger and a generator compete to improve hedging performance.
result Adversarial deep hedging achieves competitive performance without explicit asset process modeling.

Efficient multi-class classification with well-calibrated uncertainty.

problem Trade-off between uncertainty calibration and speed in multi-class Gaussian process classification.
method Proposes a new likelihood function leading to a conditionally conjugate model with efficient variational inference.
result Up to two orders faster than state-of-the-art methods with well-calibrated uncertainty estimates.

New method combines value function decomposition and policy gradients for cooperative multi-agent reinforcement learning.

problem Challenges in cooperative multi-agent reinforcement learning, especially credit assignment and large action spaces.
method Decomposed Soft Actor-Critic (mSAC) method with Q network architecture, discrete probabilistic policy, and counterfactual advantage function.
result Significantly outperforms policy-based approach COMA and achieves competitive results with SOTA value-based approach Qmix.

Deep learning matches classical feature-based AS models for TSP.

problem Automated selection of algorithms for the TSP.
method Evolved instances, deep neural network, visual representation.
result Deep learning approach matches classical feature-based models.

Generative moment matching network (GMMN) is a deep generative model that differs from Generative Adversarial Network (GAN) by replacing the discriminator in GAN with a two-sample test based on kernel maximum mean discrepancy (MMD). Although some theoretical guarantees of MMD have been studied, the empirical performanc…

2017-05-24abs ↗pdf ↗

GRUwE improves irregular time series prediction with simpler, efficient RNN-based approach.

problem Irregularly sampled multivariate time series prediction challenges.
method Gated Recurrent Unit with Exponential basis functions (GRUwE).
result GRUwE achieves competitive or superior performance compared to recent state-of-the-art methods.

Reinforcement learning improves insurance claims reserving by learning from all claim trajectories.

problem Traditional reserving models learn only from settled claims, missing valuable data from ongoing claims.
method Formulated as a Markov decision process, uses reinforcement learning to update OCL estimates sequentially.
result Soft Actor-Critic implementation achieves competitive claim-level accuracy and strong aggregate performance.