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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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215430644859 · Jun 202019922001200920172026
48 results for curve optimization

A new algorithm computes elastic shape distances between curves efficiently.

problem Computing elastic shape distances between curves in high dimensions.
method Dynamic Programming for optimal diffeomorphisms and Kabsch-Umeyama algorithm for optimal rotation matrices.
result Efficient computation of elastic shape distances with improved efficiency for closed curves.

The square root velocity framework is a method in shape analysis to define a distance between curves and functional data. Identifying two curves if they differ by a reparametrisation leads to the quotient space of unparametrised curves. In this paper we study analytical and topological aspects of this construction for …

2015-07-09abs ↗pdf ↗

The paper studies properties of optimal metrics associated to curves on surfaces.

problem Investigating properties of optimal metrics associated to curves on surfaces.
method Starting from a filling curve and a separating curve, constructing a two integer parameter family of curves and deriving coarse length bounds and qualitative properties of their associated optimal metrics.
result There are infinitely many pairs of filling curves with distinct inf invariants but the same self-intersection number.

Accelerates pulsar light curve inference with learned representations and optimization.

problem Computational expense of Markov chain Monte Carlo methods for posterior inference.
method Combining U-Net latent representations with local simulator-guided optimization.
result 120x reduction in inference time (24 hours to 12 minutes) with accuracy preserved.

Estimates personalized treatment response curves using covariates.

problem Flexible estimation of personalized treatment response curves.
method Sieve based nonparametric estimator of smoothed regimen-response curve function.
result Asymptotic linearity and undersmoothing criteria for efficient estimation.

Optimizes profit in targeted marketing across multiple markets with varying marketing expenditures.

problem Maximizing profit in a sequential marketing strategy with multiple markets and varying marketing costs.
method Near-optimal algorithms in an adversarial bandit setting, proving regret bounds for different demand curve types.
result Proved near-optimal regret bounds for the profit-maximization problem in targeted marketing.

Paper estimates optimal ROC curve arc length and AUC, improving classification performance.

problem Estimating optimal ROC curve arc length and AUC in imbalanced binary classification.
method Expresses arc length and AUC as variational objectives, estimating using positive and negative samples.
result Proposed classification procedure maximizes an approximate lower bound of maximal AUC.

Optimizes bond portfolios to avoid worst-case losses.

problem Finding the worst-case value of a bond portfolio over a range of yield curves and spreads.
method Solves a convex-concave saddle point optimization problem to find the worst-case value and construct a robust portfolio.
result Constructs a bond portfolio that includes the worst-case value, ensuring robustness against market uncertainties.

This paper aims at formulating the issue of ranking multivariate unlabeled observations depending on their degree of abnormality as an unsupervised statistical learning task. In the 1-d situation, this problem is usually tackled by means of tail estimation techniques: univariate observations are viewed as all the more …

2017-05-03abs ↗pdf ↗

New method saves computational budget by ranking and transferring learning curves.

problem Expensive automated machine learning methods for hyperparameter and neural architecture optimization.
method Tackles as a ranking and transfer learning problem, optimizing a pairwise ranking loss and leveraging learning curves from other datasets.
result Accelerates neural architecture search by a factor of up to 100 without significant performance degradation.

Study variance-optimal hedging of forward curve derivatives under stochastic volatility.

problem Variance-optimal hedging of forward curve derivatives with stochastic volatility.
method Assumes HJM-Musiela dynamics modulated by stochastic covariance, uses Galtchouk-Kunita-Watanabe projection.
result Density of finite-maturity strategies, convergence of finite-rank projections, decomposition of hedging error.

New optimization method improves AUC for binary classification and changepoint detection.

problem Non-convex AUC and sub-optimal points in ROC curves.
method AUM (Area Under Min(FP, FN)) surrogate loss function based on sorting and summing ROC curve points.
result AUM minimization learning algorithm improves AUC and speeds up compared to previous methods.

The optimality of the integral inequality γk12+k22+k32ds>2π\int\limits_γ\sqrt{k_1^2+k_2^2+k_3^2}ds>2π for closed curves with non-vanishing curvatures in R4\mathbb R^4 is discussed. We prove that an arbitrary closed curve of constant positive curvatures in R4\mathbb R^4 satisfies the inequality $\int\limits_γ\sqrt{k_1^2+k_2^2+k_3^2}ds…

2018-11-27abs ↗pdf ↗

Establishes a Li-Yau type inequality for curves in any codimension.

problem Finding a lower bound for the normalized bending energy of curves in Euclidean space of any codimension.
method Variational approach, Langer-Singer's classification of elasticae, André's algebraic-independence theorem.
result Optimal inequality for any codimension except for planar closed curves with odd multiplicity.

We give optimal lower bounds for the number of sextactic points on a simple closed curve in the real projective plane. Sextactic points are after inflection points the simplest projectively invariant singularities on such curves. Our method is axiomatic and can be applied in other situations.

2000-08-17abs ↗pdf ↗

A new FFT-based method for fast rigid alignment of 2D closed curves.

problem Rigid alignment of 2D closed curves with application to shape analysis.
method FFT-based algorithm for optimal rigid alignment of closed curves with O(N log N) complexity.
result Order of magnitude speed-up in curve alignment compared to previous methods.

Optimizes AMM markets with a new framework reducing complex optimization to simpler root finding.

problem Optimizing routing and arbitrage in AMM markets.
method Restricts search to boundary of optimal space using marginal prices, reducing high-dimensional optimization to lower-dimensional root finding.
result Significantly faster and more robust performance compared to the original convex optimization method.

Optimal bounds on rational points on algebraic curves established.

problem Bounding the number of rational points on algebraic curves of degree dd.
method Combination of smooth parametrizations and Pólya's criterion.
result Optimal upper bound Cd2H2/d(logH)κC d^2 H^{2/d} (\log H)^κ with constants CC and κκ.

The purpose of this paper relies on the study of long term affine yield curves modeling. It is inspired by the Ramsey rule of the economic literature, that links discount rate and marginal utility of aggregate optimal consumption. For such a long maturity modelization, the possibility of adjusting preferences to new ec…

2014-04-07abs ↗pdf ↗

This work studies learning curves for revenue maximization algorithms.

problem Understanding the performance of revenue-maximizing algorithms as they learn from more data.
method Initiates the study of learning curves for revenue maximization, providing a near-complete characterization of their rate of decay.
result Learning curves for revenue maximization can decay arbitrarily slowly or almost exponentially fast, depending on the distribution and optimal revenue.

Optimal dividend payout strategies with drawdown constraint identified.

problem Optimal dividend payout strategies under a drawdown constraint.
method Solving a two-dimensional optimal control problem using viscosity solutions and calculus of variations.
result A two-curve strategy is optimal for sufficiently large initial and maximum dividend rates, with a surprising limit result for large maximum dividend rates.

Of concern is the study of the space of curves in homogeneous spaces. Motivated by applications in shape analysis we identify two curves if they only differ by their parametrization and/or a rigid motion. For curves in Euclidean space the Square-Root-Velocity-Function (SRVF) allows to define and efficiently compute a d…

2017-12-13abs ↗pdf ↗

Study preserves planar and graphical properties of curves under elastic flow.

problem Maintaining planar and graphical properties of non-compact curves under elastic flow.
method Extended recent work on adapted elastic energy to derive thresholds for planar and graphical embeddedness.
result Derived new Li--Yau type inequality for complete planar curves.

We consider portfolio optimization in futures markets. We model the entire futures price curve at once as a solution of a stochastic partial differential equation. The agents objective is to maximize her utility from the final wealth when investing in futures contracts. We study a class of futures price curve models wh…

2012-04-12abs ↗pdf ↗

Adaptive market maker curves minimize arbitrage losses in DeFi.

problem Asset trading prices in AMMs trail behind centralized exchanges, causing LP losses.
method Adapts market maker bonding curves to trader behavior using a differential equation derived from the Glosten-Milgrom model.
result Optimal adaptive curves minimize arbitrage losses while remaining competitive.

This study examines abnormal geodesics in 2D-Zermelo navigation problems, revealing their role in separating time minimal and maximal curves.

problem The role of abnormal geodesics in planar Zermelo navigation problems with strong current.
method Geometric time optimal control approach, focusing on the heading angle of the ship.
result Abnormal geodesics separate time minimal and maximal curves, and are both small-time minimizing and maximizing.