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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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83166248331 · Jun 202019922001200920172026
48 results for cost constraints

New method reduces total cost constraints in CBwK to sqrt(T) with fairness application.

problem Maximize rewards while adhering to total cost constraints in CBwK.
method Dual strategy based on projected-gradient-descent updates.
result Total cost constraints reduced to sqrt(T) with poly-logarithmic terms.

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.

We investigate the application of two heuristic methods, genetic algorithms and tabu/scatter search, to the optimisation of realistic portfolios. The model is based on the classical mean-variance approach, but enhanced with floor and ceiling constraints, cardinality constraints and nonlinear transaction costs which inc…

2005-01-04abs ↗pdf ↗

The notion of expense in Bayesian optimisation generally refers to the uniformly expensive cost of function evaluations over the whole search space. However, in some scenarios, the cost of evaluation for black-box objective functions is non-uniform since different inputs from search space may incur different costs for …

2019-09-09abs ↗pdf ↗

New method optimizes costly functions with unknown costs and budget constraints.

problem Optimizing functions with unknown and heterogeneous evaluation costs under a budget constraint.
method Budgeted multi-step expected improvement acquisition function.
result Our method outperforms existing approaches in various synthetic and real problems.

In this work we consider adversarial contextual bandits with risk constraints. At each round, nature prepares a context, a cost for each arm, and additionally a risk for each arm. The learner leverages the context to pull an arm and then receives the corresponding cost and risk associated with the pulled arm. In additi…

2016-10-17abs ↗pdf ↗

A new method for optimal transport using neural ODEs that preserves marginal constraints.

problem Optimal transport between two continuous distributions with specific cost functions.
method Iterative construction of neural ODEs to minimize transport cost while preserving marginal constraints.
result Monotonic interior approach that decreases transport cost efficiently.

New methods reduce computational cost for Gaussian Markov Random Fields with sparse constraints.

problem Inference and simulation of GMRFs are computationally prohibitive with many constraints.
method Proposes a basis transformation into blocks of constrained and non-constrained subspaces.
result Significantly outperforms existing alternatives in computational cost.

New algorithm reduces regret and constraint violation in constrained bandit problems.

problem Optimizing under budget and stochastic constraints in resource-constrained settings.
method Lyapunov optimization methodology, tLyOn{ t LyOn} algorithm.
result Achieves O(KBlogB)O(\sqrt{K B\log B}) regret and zero constraint-violation for large BB.

Paper improves COCO problem, reducing constraint violation at the cost of slightly more regret.

problem Online Convex Optimization with adversarial constraints.
method Proposes new policies that trade off regret for reduced constraint violation.
result Achieves ildeO(dT+Tβ) ilde{O}(\sqrt{dT}+ T^β) regret and ildeO(dT1β) ilde{O}(dT^{1-β}) CCV.

New framework for online influencer selection considering cost constraints.

problem Real-world social advertising budget limitations and cost variability of influencers.
method Introduces a budgeted framework for online influence maximization using an algorithm with semi-bandit feedback.
result Improves the state of the art regret bound for cardinality constraint setting.

COF algorithm minimizes cost in multi-armed bandits with known costs and reward constraints.

problem Minimizing cost while meeting a minimum reward requirement in uncertain environments.
method COF algorithm that intelligently combines samples from all arms to gauge feasibility and minimize cost.
result COF achieves instance-dependent upper bounds on cumulative cost and quality regret.

Study allocates resources to strategic agents while balancing cost and incentives.

problem Dynamic allocation of reusable resources to strategic agents with private valuations under long-term cost constraints.
method Incentive-aware framework combining epoch-based lazy updates and randomized exploration rounds.
result Achieves ildeO(T) ilde{\mathcal{O}}(\sqrt{T}) social welfare regret, satisfies all cost constraints, and ensures incentive alignment.

New algorithm optimizes online network resource allocation with long-term constraints.

problem Optimal resource reservation in communication networks with job transfers and budget limits.
method Randomized exponentially weighted method for long-term constraints.
result Upper bound for regret and cumulative constraint violations established.

Study optimal policies under budget and coverage constraints.

problem Optimal policy learning with budget and coverage constraints.
method Combination of knapsack structure, affine threshold rule, linear programming relaxation, Greedy-Lagrangian (GLC), and rank-and-cut (RC) algorithms.
result GLC closely approximates the optimal solution and achieves near-optimal performance in finite samples; RC is approximately optimal under certain conditions.

Proposes a novel SVM model for binary classification with different misclassification costs.

problem Real-world classification problems with varying misclassification costs.
method Incorporates performance constraints in SVM formulation to seek a hyperplane with maximal margin and misclassification rates below given thresholds.
result The proposed model gives users control over misclassification rates in one class at the expense of the other.

In this paper, we study correlation clustering under fairness constraints. Fair variants of kk-median and kk-center clustering have been studied recently, and approximation algorithms using a notion called fairlet decomposition have been proposed. We obtain approximation algorithms for fair correlation clustering und…

2020-02-06abs ↗pdf ↗

This work proposes an online learning approach to tighten constraints in stochastic control problems.

problem Solving chance-constrained stochastic optimal control problems is computationally challenging.
method Reformulate chance constraints as a binary regression problem and use a GP model to learn constraint-tightening parameters online.
result The approach tightens constraints more effectively, leading to lower costs in numerical experiments.

Study on distributed nonparametric function estimation with optimal rate and cost of adaptation.

problem Optimal rate of convergence and cost of adaptation in distributed nonparametric function estimation.
method Distributed minimax estimation and adaptive estimation under communication constraints for Gaussian sequence model and white noise model.
result Established minimax rate of convergence and exact communication cost for adaptation.

New algorithm reduces regret and constraint violation in online convex optimization with predictions.

problem Online convex optimization with time-varying constraints and predictions.
method Primal-dual algorithm combining Follow-The-Regularized-Leader with adaptive steps.
result Achieves O(T3β4)\mathcal O(T^{\frac{3-β}{4}}) regret and O(T1+β2)\mathcal O(T^{\frac{1+β}{2}}) constraint violation bounds.

In this short note, we consider mean-variance optimized portfolios with transaction costs. We show that introducing quadratic transaction costs makes the optimization problem more difficult than using linear transaction costs. The reason lies in the specification of the budget constraint, which is no longer linear. We …

2020-01-06abs ↗pdf ↗

New method reduces deep learning training costs by approximating vector-jacobian products.

problem Efficiently training deep neural networks with reduced computational and memory costs.
method Randomized, unbiased approximations of vector-jacobian products during backpropagation.
result Validated potential for reducing deep learning training costs through unbiased estimates.

Designs a neural network to reduce training cost by mapping to higher dimensions.

problem High training cost in neural networks.
method Maps feature vectors to higher dimensional space, designs weight matrices to reduce cost, uses convex constraints.
result Reduces training cost as the number of layers increases, without cross-validation.

Optimizing rewards under budget constraints with correlated costs and rewards.

problem Maximizing total expected reward under a budget constraint on total cost with correlated and potentially heavy-tailed cost-reward pairs.
method Proposes algorithms exploiting correlation between cost and reward via linear minimum mean-square error estimation to achieve tight regret bounds.
result Achieves O(logB)O(\log B) regret for a budget B>0B>0 under certain moment conditions.

Constrained Markov Decision Processes are a class of stochastic decision problems in which the decision maker must select a policy that satisfies auxiliary cost constraints. This paper extends upper confidence reinforcement learning for settings in which the reward function and the constraints, described by cost functi…

2020-01-26abs ↗pdf ↗

Study examines how business units can benefit from group cohesion under regulatory constraints.

problem Regulatory constraints limit business units' ability to form a single cohesive group.
method Defined and analyzed cohesive risk measures to minimize capital costs.
result Cohesive risk measures allow groups to achieve minimal capital costs without altering individual liabilities.

Study financial contracts pricing in markets with nonproportional costs and constraints.

problem Financial contract pricing in markets with nonproportional transaction costs and portfolio constraints.
method Direct and dual characterization of market-consistent prices with acceptable risk thresholds.
result Extension of the Fundamental Theorem of Asset Pricing to include good deals and scalable good deals.

We consider the problem of option hedging in a market with proportional transaction costs. Since super-replication is very costly in such markets, we replace perfect hedging with an expected loss constraint. Asymptotic analysis for small transactions is used to obtain a tractable model. A general expansion theory is de…

2013-09-19abs ↗pdf ↗

MPC framework reduces execution costs and schedule deviations in trading.

problem Executing large orders in markets under time and liquidity constraints.
method Model Predictive Control (MPC) framework balancing order completion, market impact, and opportunity cost.
result Significant reductions in slippage and schedule shortfall compared to benchmarks.

Canary optimizes VaR-constrained RL problems with a conservative bound using Cantelli's inequality.

problem Optimizing reinforcement learning policies under VaR constraints in dense cost regimes.
method Employing Cantelli's inequality to create a conservative and smooth bound on VaR constraints based on moments of cost returns. Extending trust-region framework for worst-case bounds on policy improvement and constraint violation.
result Canary reliably satisfies VaR constraints with fewest violations and earliest permanent satisfaction, while maintaining reward competitiveness.

Study contextual bandits with stage-wise constraints, proving regret bounds and extending results.

problem Contextual bandits with stage-wise constraints in high probability and expectation settings.
method Upper-confidence bound algorithms for linear and non-linear reward/cost functions, extending to multiple constraints.
result Regret bounds for various settings, including non-linear reward/cost functions.

Develops a framework for cost-efficient Bayesian optimization with constraints.

problem Optimizing designs with minimal cost in constrained search spaces.
method Constrained multi-fidelity Bayesian optimization (CMFBO) with automatic stopping criterion.
result Minimizes overall sampling costs while ensuring feasibility.

Develops risk measures for markets with constraints and costs.

problem Risk measures in markets with portfolio constraints and transaction costs.
method Embeds portfolio constraints and transaction costs into securities market; provides comprehensive analysis of risk measures properties.
result Establishes dual representations for convex and quasiconvex risk measures.

An algorithm for maximizing rewards under linear cost constraints.

problem Maximizing rewards while adhering to cost constraints in a linear bandit problem.
method Proposes an upper-confidence bound algorithm called optimistic pessimistic linear bandit (OPLB) for constrained contextual linear bandits.
result Proves an O~(dTτc0)\widetilde{\mathcal{O}}(\frac{d\sqrt{T}}{τ-c_0}) bound on regret for the proposed algorithm.

We study distribution testing with communication and memory constraints in the following computational models: (1) The {\em one-pass streaming model} where the goal is to minimize the sample complexity of the protocol subject to a memory constraint, and (2) A {\em distributed model} where the data samples reside at mul…

2019-06-11abs ↗pdf ↗