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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.

168,694 papers · 148 categories

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0111 · Mar 201819922001200920172026
3 results for “decision-changing”
Optimal Investment under the Influence of Decision-changing Imitationeess.SY

Study optimal investment under imitation of decision-changing rates.

problem Optimal investment under imitation of decision-changing rates.
method Proposed integral disparity to quantify imitation, derived general solution using variational method, analyzed asymptotic properties, validated with real data.
result Investor's optimal decisions under imitation of decision-changing rates.
investmentimitationdecision-changingoptimalfinance
2024-09-17abs ↗pdf ↗
Delayed Impact of Fair Machine Learningcs.LG

Fairness in machine learning has predominantly been studied in static classification settings without concern for how decisions change the underlying population over time. Conventional wisdom suggests that fairness criteria promote the long-term well-being of those groups they aim to protect. We study how static fairne…

2018-03-12abs ↗pdf ↗
Movement Penalized Bayesian Optimization with Application to Wind Energy Systemsstat.ML

New algorithm reduces costs in wind energy systems by minimizing decision changes.

problem Costs associated with decision changes in wind energy systems.
method Episodic CBO with movement costs using Gaussian Process and mirror descent.
result Our algorithm consistently outperforms standard CBO in altitude optimization.
wind energyBayesian optimizationcost minimizationmirror descentmetrical task systems
2022-10-14abs ↗pdf ↗