Research
On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

220441661881 · Jun 202019922001200920172026
48 results for dual approach

Dual explanation method using convex hulls and example-based vectors.

problem Local and global explanation of complex models.
method Dual representation of instances as convex combinations, generating new dual dataset, training linear surrogate model, computing feature importance.
result Effective example-based and local/global explanation of complex models.

We introduce and study the notion of contact dual pair adopting a line bundle approach to contact and Jacobi geometry. A contact dual pair is a pair of Jacobi morphisms defined on the same contact manifold and satisfying a certain orthogonality condition. Contact groupoids and contact reduction are the main sources of …

2019-03-12abs ↗pdf ↗

In this paper we propose a novel dual adversarial co-learning approach for multi-domain text classification (MDTC). The approach learns shared-private networks for feature extraction and deploys dual adversarial regularizations to align features across different domains and between labeled and unlabeled data simultaneo…

2019-09-18abs ↗pdf ↗

Dual-stage sEMG classification improves gesture recognition accuracy.

problem Improving accuracy in hand gesture recognition from sEMG signals.
method Dual-stage classification approach: first stage groups similar activities, second stage classifies within groups.
result Dual-stage classification yields significantly higher accuracy than single-stage approach.

Many supervised learning tasks are emerged in dual forms, e.g., English-to-French translation vs. French-to-English translation, speech recognition vs. text to speech, and image classification vs. image generation. Two dual tasks have intrinsic connections with each other due to the probabilistic correlation between th…

2017-07-03abs ↗pdf ↗

Weak dual pairs defined in Dirac-Jacobi geometry, proving equivalence and leaf correspondence theorems.

problem Defining and studying weak dual pairs in Dirac-Jacobi structures.
method Adopting omni-Lie algebroid approach, proving equivalence and leaf correspondence theorems.
result Existence of self-dual pairs and alternative proof of normal form theorem.

Dual optimization connects ERM-fDR to normalization function.

problem Empirical risk minimization with f-divergence regularization.
method Dual formulation, Legendre-Fenchel transform, implicit function theorem, nonlinear ODE.
result Computational method to calculate normalization function efficiently.

In this paper, we revisit the portfolio optimization problems of the minimization/maximization of investment risk under constraints of budget and investment concentration (primal problem) and the maximization/minimization of investment concentration under constraints of budget and investment risk (dual problem) for the…

2017-09-14abs ↗pdf ↗

In this paper, we study a constrained utility maximization problem following the convex duality approach. After formulating the primal and dual problems, we construct the necessary and sufficient conditions for both the primal and dual problems in terms of FBSDEs plus additional conditions. Such formulation then allows…

2016-12-13abs ↗pdf ↗

We explore the robust replication of forward-start straddles given quoted (Call and Put options) market data. One approach to this problem classically follows semi-infinite linear programming arguments, and we propose a discretisation scheme to reduce its dimensionality and hence its complexity. Alternatively, one can …

2016-03-21abs ↗pdf ↗

The dual Minkowski problem for even data asks what are the necessary and sufficient conditions on an even prescribed measure on the unit sphere for it to be the qq-th dual curvature measure of an origin-symmetric convex body in Rn\mathbb{R}^n. A full solution to this is given when 1<q<n1 < q < n. The necessary and suffic…

2017-03-18abs ↗pdf ↗

In this paper, we study Bertrand surface offsets by considering the dual geodesic trihedron(dual Darboux frame) of the ruled surfaces. We obtain the relationships between the invariants of Bertrand trajectory ruled surfaces. Furthermore, we obtain the conditions for these surface offset to be developable.

2011-08-23abs ↗pdf ↗

PDCA algorithm learns policies for RL with constraints using a primal-dual approach.

problem Offline constrained reinforcement learning with general function approximation.
method Primal-Dual-Critic Algorithm (PDCA) using a primal-dual approach.
result PDCA finds a near saddle point of the Lagrangian, nearly optimal for constrained RL.

New dual formulation reduces generalization error for ERM-fDR.

problem Generalization error in constrained optimization problems.
method Introduces a dual formulation of ERM-fDR using Legendre-Fenchel transform and implicit function theorem.
result Explicit characterizations of generalization error for algorithms under mild conditions.

We present an explicit formula for the topology and H-flux of the T-dual of a general type II compactification, significantly generalizing earlier results. Our results apply to T-dualities with respect to any circle action on spacetime. As before, T-duality exchanges type IIA and type IIB string theories. A new consequ…

2011-08-25abs ↗pdf ↗

The paper analyzes CMDPs, balancing exploration and exploitation to avoid constraint violations.

problem Balancing exploration and exploitation in CMDPs to satisfy constraints.
method Two approaches: optimistic planning and incremental updates of primal and dual variables.
result Both approaches achieve sublinear regret on utility and constraint violations, with stronger guarantees for the linear programming approach.

Dual-CLVSA predicts financial markets using both trading data and sentiment measurements.

problem Predicting financial markets with complex interactions and emotional influences.
method Hybrid convolutional LSTM-based variational sequence-to-sequence model with attention.
result Dual-CLVSA effectively fuses trading data and sentiment measurements, improving prediction performance.

Optimizes wireless network resource management with state-augmented policies.

problem Optimizing network-wide utility with user performance constraints.
method State-augmented parameterization of RRM policy, using dual variables.
result Superior trade-off between mean, minimum, and 5th percentile rates.

A novel semi-supervised outlier detection model detects anomalies with few labels.

problem Efficiently detecting group anomalies with limited labeled data.
method RCC-Dual-GAN model that combines RCC and M-GAN components for semi-supervised outlier detection.
result Significantly improved accuracy in outlier detection with few labeled anomalies.

CADE learns dual node representations for better generalization.

problem Transductive graph embeddings cannot generalize to unseen nodes or across different graphs.
method CADE combines real-time neighborhoods with neighbor-attentioned representation, preserving known node memory.
result CADE outperforms state-of-the-art methods in generalization and context-awareness.

Generalized dual discriminator GANs improve upon traditional GANs by using two discriminators and a flexible loss function.

problem Mode collapse in GANs.
method Introducing dual discriminator αα-GANs and extending the approach to arbitrary functions.
result The approach reduces the optimization problem to a linear combination of an ff-divergence and a reverse ff-divergence.

Dual regularized graph Laplacian improves spectral clustering for community detection.

problem Detecting clusters in networks with improved spectral clustering methods.
method Proposes dual regularized graph Laplacian for three spectral clustering approaches.
result Theoretical analysis shows DRSC and DRSLIM yield stable consistent community detection.

We introduce self-dual manifolds and show that they can be used to encode mirror symmetry for affine-Kähler manifolds and for elliptic curves. Their geometric properties, especially the link with special lagrangian fibrations and the existence of a transformation similar to the Fourier-Mukai functor, suggest that this …

2002-02-02abs ↗pdf ↗

In this paper we study the topological T-dual of spaces with a non-free circle action mainly using the stack theory method of Bunke and co-workers \cite{Bunke1}. We first compare three formalisms for obtaining the Topological T-dual of a semi-free S1S^1-space in a simple example. Then, we calculate the T-dual of genera…

2013-12-06abs ↗pdf ↗

Geometric problems are usually formulated by means of (exterior) differential systems. In this theory, one enriches the system by adding algebraic and differential constraints, and then looks for regular solutions. Here we adopt a dual approach, which consists to enrich a plane field, as this is often practised in cont…

1998-03-11abs ↗pdf ↗

A new method for distributed optimization reduces communication rounds without minibatches.

problem Efficient training in distributed machine learning with different data distributions.
method A primal-dual method (GA-MSGD) applied to the Lagrangian of distributed optimization.
result Achieves linear convergence in communication rounds for strongly convex objectives.

In recent years, there has been a surge of interest in developing deep learning methods for non-Euclidean structured data such as graphs. In this paper, we propose Dual-Primal Graph CNN, a graph convolutional architecture that alternates convolution-like operations on the graph and its dual. Our approach allows to lear…

2018-06-03abs ↗pdf ↗

We present an efficient algorithm for maximum likelihood estimation (MLE) of exponential family models, with a general parametrization of the energy function that includes neural networks. We exploit the primal-dual view of the MLE with a kinetics augmented model to obtain an estimate associated with an adversarial dua…

2019-04-27abs ↗pdf ↗