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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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9172634 · Nov 201919922001200920172026
48 results for deadline resolution

Paper evaluates deadline-ILS on insider trading contracts, finding it distinguishes signals from noise.

problem Deadlines in insider trading contracts and information leakage detection.
method Empirical evaluation using FFIC dataset, hazard-rate estimation, cross-market wallet analysis.
result Deadline-ILS distinguishes signal from proxy artefact, with a significant shift in magnitude.

Develops a new volatility model for prediction markets.

problem Volatility forecasting in prediction markets differs from standard asset markets.
method Combines Wright-Fisher and Glosten-Milgrom mechanisms to model binary prediction markets.
result Structural model outperforms standard ARCH/GARCH models in volatility forecasting.

Study optimal portfolio for households with two goals: random and fixed deadlines.

problem Optimal portfolio choice for households managing random and fixed deadlines.
method Maximizes weighted sum of probabilities of funding both goals in a Black-Scholes market.
result Non-monotonic value function due to interaction between goals under forced funding.

TIP-Search optimizes market prediction accuracy and timeliness under uncertain load.

problem Real-time market prediction requires accurate predictions before a deadline.
method Filters feasible models, dispatches workers, trades accuracy for deadline risk.
result Optimized pool achieves 0.991 timely accuracy and 0.994 raw accuracy.

New method controls false discoveries in online testing with deadlines.

problem Controlling false discoveries in online hypothesis testing with decision deadlines.
method Benjamini-Hochberg-type procedure over a moving window of hypotheses with adaptive threshold parameters.
result Controls false discovery rate at every stage and adaptively chosen stopping times.

ForesightFlow detects informed trading on prediction markets using an information leakage score.

problem Detecting informed trading on decentralized prediction markets.
method Developed an Information Leakage Score (ILS) framework to quantify the fraction of terminal information move priced in before public news events.
result The score connects label generation to proper-scoring-rule literature and reveals systematic biases in insider trading documentation.

We study the optimal timing strategies for trading a mean-reverting price process with afinite deadline to enter and a separate finite deadline to exit the market. The price process is modeled by a diffusion with an affine drift that encapsulates a number of well-known models,including the Ornstein-Uhlenbeck (OU) model…

2017-07-11abs ↗pdf ↗

PAC best arm identification with a deadline, improving efficiency over sequential methods.

problem Identifying an optimal arm under a fixed time constraint.
method Elastic Batch Racing (EBR) algorithm for (ε,δ)(ε, δ)-PAC best arm identification under a deadline.
result EBR is optimal with respect to two hardness results and outperforms sequential methods.

Study evaluates information leakage in Polymarket markets, finding limited applicability and resolution ambiguity.

problem Limited applicability of ILS-dl framework across Polymarket markets.
method Scaling from single-case to population-scale evaluation using ILS-dl framework.
result Only 0.7% of candidate markets yield computable ILS-dl values, and resolution semantics are the main obstacle.

Asymmetry PRISM outperforms CPU and GPU solvers for institutional rebalancing.

problem Institutional rebalancing with deadline constraints
method Asymmetry PRISM
result Asymmetry PRISM-CPU is 4.5x to 24.1x faster than the fastest completed reference row in the same lane.

Investor aims to meet financial goals with deadlines and target amounts, considering stock trading costs.

problem Goal-based portfolio selection with fixed transaction costs.
method Stochastic Perron's method to show value function is unique viscosity solution to quasi-variational inequalities. Existence of optimal strategy established.
result Optimal trading strategy differs significantly from frictionless case, revealing complex regions and strategies.

New framework for fair online allocation in continuous time with deadlines.

problem Fair allocation under deadlines in continuous-time online learning.
method Continuous-time utility maximization, dual ascent optimization for time averages.
result Achieves ildeO(B1/2) ilde{O}(B^{-1/2}) regret bound in the absence of statistical knowledge.

Paper introduces TtT, market-implied transition time, from greenium term structure.

problem Estimating market-implied transition time to a low-carbon economy.
method Develops inference theory for TtT, introduces two stochastic models.
result Combines two-layer analysis for consistent estimation of diffusion parameters.

Optimizes angular velocity transfers for rigid bodies under deadline constraints.

problem Stochastic guidance of spin states of rigid bodies over a hard deadline.
method Structural analysis of Kantorovich optimal coupling formulation for nonlinear dynamics.
result Derives the ground cost for optimal transport of angular velocity.

New algorithm tackles resource allocation in multi-armed bandits to balance speed and throughput.

problem Balancing speed and throughput in stochastic multi-armed bandits with limited resources.
method Proposes an algorithm that trades off between information accumulation and throughput.
result Upper bounds the time taken to find the best arm with a given target success probability.

SR-NAM maps low-res images to multiple high-res images realistically.

problem Mapping low-resolution images to multiple high-resolution images realistically.
method SR-NAM using Non-Adversarial Mapping (NAM) technique and a degradation model.
result Realistic degradation and down-sampling of high-resolution images.

Background: Three-dimensional, whole heart, balanced steady state free precession (WH-bSSFP) sequences provide delineation of intra-cardiac and vascular anatomy. However, they have long acquisition times. Here, we propose significant speed ups using a deep learning single volume super resolution reconstruction, to reco…

2019-12-22abs ↗pdf ↗

This study prioritizes temporal resolution over spatial in energy systems models due to higher influence.

problem The impact of spatial and temporal resolution on energy system models.
method Global sensitivity analysis to compare structural aspects, spatial, and temporal resolution.
result Temporal resolution has a higher influence on all results parameters compared to spatial resolution.

Deep learning improves 3D microscopy resolution without matched target images.

problem Anisotropic resolution in volumetric fluorescence microscopy.
method Cycle-consistent generative adversarial network trained on unpaired 2D images.
result Enhanced axial resolution and restored details between imaging planes.

There are 2^n possible resolutions of a smooth pseudodiagram with n precrossings. If we consider piecewise-linear (PL) pseudodiagrams and resolutions that themselves are PL, certain resolutions of the pseudodiagram may not exist in three-space. We investigate this situation and its impact on the weighted resolution set…

2013-08-30abs ↗pdf ↗

Recently M. Kreck introduced a class of stratified spaces called p-stratifolds [M. Kreck, Stratifolds, Preprint]. He defined and investigated resolutions of p-stratifolds analogously to resolutions of algebraic varieties. In this note we study a very special case of resolutions, so called optimal resolutions, for p-str…

2003-11-18abs ↗pdf ↗

Efficient algorithm approximates discrete random variables with minimal Kolmogorov distance.

problem Estimating the probability of missing deadlines in series-parallel schedules.
method An efficient algorithm that computes a random variable with minimal Kolmogorov distance to a given discrete random variable.
result The algorithm efficiently approximates the probability of missing deadlines with minimal Kolmogorov distance.

A resolution of the St. Petersburg paradox is presented. In contrast to the standard resolution, utility is not required. Instead, the time-average performance of the lottery is computed. The final result can be phrased mathematically identically to Daniel Bernoulli's resolution, which uses logarithmic utility, but is …

2010-11-19abs ↗pdf ↗

The `Folk Theorem' that a smooth action by a compact Lie group can be (canonically) resolved, by iterated blow up, to have unique isotropy type is proved in the context of manifolds with corners. This procedure is shown to capture the simultaneous resolution of all isotropy types in a `resolution tower' which projects …

2009-07-20abs ↗pdf ↗

WrapNet optimizes inference for low-resolution neural networks by using 8-bit additions.

problem Reducing multiplication complexity in low-resolution neural networks.
method Adapting neural networks to use low-resolution (8-bit) additions in accumulators, with a cyclic activation layer and overflow penalty regularizer.
result Achieves comparable classification accuracy to 32-bit counterparts using low-resolution additions.

A refined form of the `Folk Theorem' that a smooth action by a compact Lie group can be (canonically) resolved, by iterated blow up, to have unique isotropy type was established by the authors in the context of manifolds with corners; the canonical construction induces fibrations on the boundary faces of the resolution…

2010-12-28abs ↗pdf ↗

A refined form of the `Folk Theorem' that a smooth action by a compact Lie group can be (canonically) resolved, by iterated blow up, to have unique isotropy type is proved in the context of manifolds with corners. This procedure is shown to capture the simultaneous resolution of all isotropy types in a `resolution stru…

2010-12-28abs ↗pdf ↗

MeshfreeFlowNet generates high-resolution spatio-temporal solutions from low-resolution inputs.

problem Generating high-resolution spatio-temporal solutions from low-resolution inputs.
method Physics-constrained deep learning framework using fully convolutional encoders.
result Significantly outperforms existing baselines in super-resolution of turbulent flows.

Generative adversarial networks generate realistic, time-evolving high-resolution atmospheric fields.

problem Improving spatial resolution of low-resolution atmospheric images.
method Recurrent, stochastic super-resolution GAN for generating ensembles of time-evolving high-resolution atmospheric fields.
result The GAN produces realistic, temporally consistent super-resolution sequences for radar-measured precipitation and cloud optical thickness.

Paper proposes combining GAM and DNN for accurate peak demand estimation from lower-resolution data.

problem Predicting high-resolution peak demand from limited lower-resolution data.
method Combines generalized additive models (GAM) and deep neural networks (DNN) for half-hourly load forecasting.
result Proposed method reduces out-of-sample RMSE by 57.4% compared to benchmark.