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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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136271407542 · Jun 202019922001200920172026
48 results for computational friendliness

The notion of friendliness between trees first appeared in solution of Lando's problem on intersection of polyhedra in 3-space. A tree is friendly to a path graph if edges of the tree can be numbered so that for each k,s the path between the edges k and k+1 contains either both or none of the edges k+2s,k+2s+1. Theorem…

2015-09-01abs ↗pdf ↗

This paper focuses on coordinate update methods, which are useful for solving problems involving large or high-dimensional datasets. They decompose a problem into simple subproblems, where each updates one, or a small block of, variables while fixing others. These methods can deal with linear and nonlinear mappings, sm…

2016-01-05abs ↗pdf ↗

A new, computationally friendly formula for a class of risk-averse preferences.

problem Characterizing a class of risk-averse preferences called uniformly weighted divergence preferences.
method Introducing a new formula that characterizes UWDP as the translation-invariant hull of state-independent expected utility.
result UWDP are the translation-invariant hull of state-independent expected utility over L0L^0.

For a given cusped 3-manifold MM admitting an ideal triangulation, we describe a method to rigorously prove that either MM or a filling of MM admits a complete hyperbolic structure via verified computer calculations. Central to our method are an implementation of interval arithmetic and Krawczyk's Test. These techni…

2013-10-12abs ↗pdf ↗

We prove that every Legendrian knot in the tight contact structure of the 3-sphere is determined by the contactomorphism type of its exterior. Moreover, by giving counterexamples we show this to be not true for Legendrian links in the tight 3-sphere. On the way a new user-friendly formula for computing the Thurston-Ben…

2016-04-18abs ↗pdf ↗

Quantum computing optimizes ESG portfolios efficiently.

problem Optimizing investment portfolios with risk, return, and ESG considerations.
method Formulated discrete Markowitz portfolio theory (DMPT) for quantum annealers, incorporating ESG ratings.
result Discrete portfolios converge to continuous solutions as budgets increase, outperforming traditional methods.

Flexible Cox model for time-dependent covariates with complex sparsity patterns.

problem Lack of flexibility in enforcing specific sparsity patterns in time-dependent Cox models.
method Proposes a flexible framework for variable selection in time-dependent Cox models, accommodating complex selection rules.
result Achieves accurate estimation with low false alarm rates for complex covariate structures.

Financial decisions impact our lives, and thus everyone from the regulator to the consumer is interested in fair, sound, and explainable decisions. There is increasing competitive desire and regulatory incentive to deploy AI mindfully within financial services. An important mechanism towards that end is to explain AI d…

2019-06-24abs ↗pdf ↗

Introduction to contact invariant in bordered Floer homology.

problem Understanding the contact invariant in bordered Floer homology.
method Construction relies on special foliated open books, with a procedure to obtain such books and a local proof of vanishing for overtwisted structures.
result Explicit bordered computation of the vanishing of the contact invariant for overtwisted structures.

The high computational complexity associated with training deep neural networks limits online and real-time training on edge devices. This paper proposed an end-to-end training and inference scheme that eliminates multiplications by approximate operations in the log-domain which has the potential to significantly reduc…

2019-10-22abs ↗pdf ↗

Root Cause Analysis for Anomalies is challenging because of the trade-off between the accuracy and its explanatory friendliness, required for industrial applications. In this paper we propose a framework for simple and friendly RCA within the Bayesian regime under certain restrictions (that Hessian at the mode is diago…

2018-08-13abs ↗pdf ↗

Spider GAN accelerates GAN training with a new approach.

problem Stable training of Generative adversarial networks (GANs).
method Spider GAN leverages a novel approach to identify closely related datasets (friendly neighborhoods) and uses a new measure (signed inception distance) to accelerate GAN training.
result Spider GAN achieves faster convergence and state-of-the-art FID values with one-fifth of the training iterations.

New approach improves adversarial robustness without sacrificing natural generalization.

problem Balancing adversarial robustness and natural generalization in machine learning.
method Friendly adversarial training (FAT) using early-stopped PGD to find least adversarial data.
result Early-stopped PGD achieves adversarial robustness without compromising natural generalization.

Clarinet uses complementary labels to train classifiers with less source data.

problem Training classifiers with true-label data from source domain is costly.
method Proposes CLARINET to train classifiers with complementary-label source data and unlabeled target data.
result CLARINET significantly outperforms baselines in unsupervised domain adaptation.

TRUST improves tree models' accuracy while maintaining interpretability.

problem Piecewise-constant regression trees lack in predictive accuracy compared to black-box models.
method Combines Random Forest accuracy with interpretability of shallow trees and sparsity of linear models, using LLMs for explanations.
result TRUST outperforms other interpretable models in predictive accuracy and matches Random Forest's accuracy.

A power-law fit to the empirical inference-compute frontier in LOB prediction suggests a scaling-law-style frontier.

problem Limit order book prediction
method Using a suite of models ranging from small decision trees to neural LOB architectures
result A power-law fit to the low- and mid-compute non-MLPLOB frontier extrapolates across multiple orders of magnitude and attains R2=0.941R^2=0.941 on the excluded high-compute MLPLOB target frontier.

A simplified, user-friendly repackaging of the curvature estimates implied by the Seiberg-Witten equations is formulated in terms of the convex hull of the set of monopole classes. New results are also obtained concerning boundary cases of the resulting forms of the curvature estimates.

2006-11-15abs ↗pdf ↗

Optimized method tackles convex optimization with heavy-tailed noise.

problem Convex optimization problems with noisy gradients.
method Vanilla stochastic proximal subgradient method without gradient clipping or normalization.
result Achieves optimal complexity for various convex optimization types under heavy-tailed noise.

In this paper, we explore a general Aggregated Gradient Langevin Dynamics framework (AGLD) for the Markov Chain Monte Carlo (MCMC) sampling. We investigate the nonasymptotic convergence of AGLD with a unified analysis for different data accessing (e.g. random access, cyclic access and random reshuffle) and snapshot upd…

2019-10-21abs ↗pdf ↗

HMQ improves quantization for edge devices with mixed precision.

problem Efficient quantization for edge devices with uniform, power-of-two thresholds.
method Introduces HMQ, a mixed precision quantization block that repurposes Gumbel-Softmax for searching over quantization schemes.
result Achieves competitive and state-of-the-art results on ImageNet despite restrictions.

On-device inference of machine learning models for mobile phones is desirable due to its lower latency and increased privacy. Running such a compute-intensive task solely on the mobile CPU, however, can be difficult due to limited computing power, thermal constraints, and energy consumption. App developers and research…

2019-07-03abs ↗pdf ↗

This reviews the econophysics activities in Belgium from my admittedly biased point of view. Unknown historical notes or facts are presented for the first time explaining the aims, whence evolution of the research papers and friendly connections with colleagues. Comments on endeavors are also provided. The lack of offi…

2012-11-26abs ↗pdf ↗

We study holomorphic foliations with an affine homogeneous transverse structure. We give a friendly characterization of the case of transversely affine foliations in terms of matrix valued pairs of differential forms. This leads naturally to the study of the case of foliations with singularities. A first extension theo…

2014-11-02abs ↗pdf ↗

We present the preliminary high-level design and features of DynamicPPL.jl, a modular library providing a lightning-fast infrastructure for probabilistic programming. Besides a computational performance that is often close to or better than Stan, DynamicPPL provides an intuitive DSL that allows the rapid development of…

2020-02-07abs ↗pdf ↗

These lecture notes are a friendly introduction to monopole Floer homology. We discuss the relevant differential geometry and Morse theory involved in the definition. After developing the relation with the four-dimensional theory, our attention shifts to gradings and correction terms. Finally, we sketch the analogue in…

2016-05-10abs ↗pdf ↗

DP-Net uses dynamic programming for efficient deep neural network compression.

problem Efficiently compressing deep neural networks while maintaining accuracy.
method Dynamic Programming for optimal weight quantization and clustering-friendly training.
result Achieves up to 77X compression ratio on Wide ResNet with minimal accuracy loss.