Exchanges implement intentional trade delays to limit the harmful impact of low-latency trading. Do such "speed bumps" curb investment in fast trading technology? Data is scarce since trading technologies are proprietary. We build an experimental trading platform where participants face speed bumps and can invest in fa…
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
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48 results for “fast speed”
NUFFT for the Fast COS Methodq-fin.CP
A new NUFFT method speeds up option pricing for various strikes.
problem Efficiently pricing many options of the same maturity but different strikes.
method Non-uniform fast Fourier transform (NUFFT) applied to the COS method.
result Significantly faster computation of option prices.
This paper speeds up Gaussian process regression for autocorrelated data.
problem Temporal overfitting in Gaussian process models for autocorrelated data.
method Modifying existing Gaussian process approximations to handle blocked, de-correlated data.
result Proposed methods accelerate Gaussian process regression on autocorrelated data without sacrificing performance.
Fastest video anomaly detection via teacher-student distillation.
problem Anomaly detection in video at high speed.
method Adversarial knowledge distillation from object-level teacher models.
result 7-62 times faster than state-of-the-art methods.
Improves sampling speed of ARM models without losing accuracy.
problem Slow sampling from ARMs.
method Predictive sampling algorithm using ARM fixed-point iteration and learned forecasting modules.
result Significant improvements in sampling speed and efficiency.
Novel PairNet speeds up ANN training with fast hyperparameter optimization.
problem Slow training of traditional ANNs with many hyperparameters.
method Partition inputs into subspaces, optimize hyperparameters via linear equations, train local PairNets in subspaces.
result PairNet achieves higher speeds and lower MSEs than traditional ANNs.
A new algorithm speeds up matrix operations in Neural Networks.
problem Time-consuming matrix operations in Neural Networks.
method An algorithm that increases the degree of parallelism of matrix multiplication.
result The algorithm speeds up several matrix operations in Neural Networks.
Exchanges acquire excess processing capacity to accommodate trading activity surges associated with zero-sum high-frequency trader (HFT) "duels." The idle capacity's opportunity cost is an externality of low-latency trading. We build a model of decentralized exchanges (DEX) with flexible capacity. On DEX, HFTs acquire …
Fast feature selection for SHM using canonical correlation.
problem Feature selection for structural health monitoring.
method Greedy search of sum of squared canonical correlation coefficients.
result Extremely fast feature selection with good performance.
Adaptive workflow combines fast amortized inference with MCMC for many datasets.
problem Trade-off between computational speed and sampling accuracy in Bayesian inference.
method Adaptive workflow integrating amortized inference and MCMC with principled diagnostics.
result Efficiency gains with high posterior quality on tens of thousands of datasets.
iSTFTNet2 improves iSTFTNet's speed and lightness with 1D-2D CNN.
problem Efficiently synthesizing high-fidelity speech.
method Improved iSTFTNet using 1D-2D CNNs for temporal and spectrogram structures.
result iSTFTNet2 is faster and more lightweight with comparable speech quality.
Speeds up training and inference by pruning entire channels before training.
problem Training and inference speed in deep neural networks.
method Structured pruning applied before training, focusing on removing entire channels and hidden units.
result 2x speedup in training and 3x speedup in inference.
New method uses algebras to speed up link Floer homology calculations.
problem Computing link Floer homology efficiently.
method Using bordered algebras to compute link Floer homology.
result Fast computation of the Thuston polytope for links.
RCS-YOLO improves brain tumor detection speed and accuracy.
problem Efficiently detecting brain tumors with high accuracy and speed.
method Proposes RCS-YOLO, a fast and accurate brain tumor detector using YOLO with Reparameterized Convolution and channel Shuffle.
result RCS-YOLO outperforms other YOLO versions in speed and accuracy on brain tumor detection.
Non-autoregressive method speeds up protein folding prediction 23 times.
problem Generating protein sequences with higher order interactions.
method Discrete diffusion conditioned on 3D structure using ProteinMPNN.
result 23 times speed up in inference without performance loss.
Fast calculation of Gaussian Process multiple-fold cross-validation residuals and their covariancesstat.ME
We speed up Gaussian process cross-validation calculations and improve model diagnostics.
problem Efficiently calculating cross-validation residuals and their covariances in Gaussian processes.
method Generalized fast Gaussian process leave-one-out formulae to multiple-fold cross-validation, highlighting covariance structures.
result Correcting for residual covariances in cross-validation improves back to Maximum Likelihood Estimation.
Fast variational Bayes methods improve geospatial data analysis speed and accuracy.
problem Inaccurate and slow variational Bayes methods for large geospatial data.
method Combination of calculus of variations, closed-form gradient updates, and linear response corrections.
result Comparable accuracy to spNNGP with reduced computational costs and faster speed.
This paper speeds up OCSSVM training using SMO.
problem Training One-Class Slab SVMs is slow.
method Uses updated SMO to divide large problems into smaller, analytically solvable subproblems.
result Training OCSSVMs scales better with large datasets.
Weak labels can significantly speed up learning for strong tasks.
problem Learning with limited strong labels.
method Using weak labels to accelerate learning of strong tasks.
result Weak labels can accelerate learning to rate.
Paper speeds up Gaussian process inference using Matérn kernels.
problem Efficiently performing Gaussian process inference for large datasets.
method Exact Matérn kernel decomposition into empirical cumulative distribution functions, combined with divide-and-conquer approach.
result The proposed algorithm significantly speeds up Gaussian process inference for low-dimensional problems with hundreds of thousands of data points.
MultiRocket boosts TSC speed and accuracy with pooling and transformations.
problem Efficient time series classification with high accuracy.
method Multiple pooling operators and transformations applied to raw and differenced series.
result MultiRocket outperforms MiniRocket and is competitive with state-of-the-art methods in terms of accuracy and speed.
Novel deep learning approach for fast, differentiable fluid simulations.
problem Challenges in solving incompressible fluid dynamics equations efficiently.
method Physics-constrained training approach for convolutional neural networks.
result Trained models can handle various fluid phenomena and offer fast simulations.
Develops deep learning for fast, accurate option pricing models.
problem Computational efficiency and accuracy in option pricing models.
method Neural network generators solving backward Kolmogorov equations for TPDFs.
result Ultra-fast, highly accurate option pricing models for various asset models.
SingleProp speeds up robust neural network training with minimal certification.
problem Efficiently defending neural networks against adversarial attacks with certified guarantees.
method SingleProp regularizer that requires only one forward pass per training iteration.
result Comparable certified accuracy to state-of-the-art defenses, but significantly faster training.
Convolutional autoregressive models have recently demonstrated state-of-the-art performance on a number of generation tasks. While fast, parallel training methods have been crucial for their success, generation is typically implemented in a naïve fashion where redundant computations are unnecessarily repeated. This res…
Fast BATLLNN speeds up verification of TLL NNs by 400x.
problem Verifying output constraints for TLL NNs.
method Uses TLL architecture and decoupled box constraints to improve verification performance.
result 400x faster than state-of-the-art verifiers.
DistillKac generates images quickly using damped wave equations.
problem Generating high-quality images efficiently.
method Uses damped wave equations and Kac dynamics for finite speed transport.
result Fast image generation with high quality and numerical stability.
A new algorithm speeds up neural network training with less data.
problem Slow convergence of traditional neural network training methods.
method Decouples hidden layers and updates connections through bootstrapping, resampling, and linear regression.
result Empirically shows faster convergence with fewer data points.
We present an easily implemented, fast, and accurate method for approximating extreme quantiles of compound loss distributions (frequency+severity) as are commonly used in insurance and operational risk capital models. The Interpolated Single Loss Approximation (ISLA) of Opdyke (2014) is based on the widely used Single…
New algorithm speeds up RNN time series prediction by filtering noise.
problem Predicting smooth trajectories from noisy time series data.
method Analyzed RNN dynamics to propose an efficient noise filtering algorithm.
result Significant speedup in predictive process without accuracy loss.
We study the problem of approximating orthogonal matrices so that their application is numerically fast and yet accurate. We find an approximation by solving an optimization problem over a set of structured matrices, that we call extended orthogonal Givens transformations, including Givens rotations as a special case. …
SparseChem speeds up ML for small molecules.
problem Training fast and accurate ML models for high-dimensional data.
method Supports millions of features and compounds, trains various models.
result Fast and accurate machine learning models for biochemical applications.
Hybrid analytic and machine-learned baryonic property insertion into galactic dark matter haloesastro-ph.GA
Hybrid model speeds up galaxy simulations by incorporating baryonic properties.
problem Inaccurate baryonic properties in dark matter-only simulations.
method Combining analytic models and machine learning for faster, more accurate simulations.
result Hybrid model outperforms machine learning alone for some baryonic properties.
We consider a single security market based on a limit order book and two investors, with different speeds of trade execution. If the fast investor can front-run the slower investor, we show that this allows the fast trader to obtain risk free profits, but that these profits cannot be scaled. We derive the fast trader's…
New method speeds up Gaussian process training and inference for large datasets.
problem Training and inference in Gaussian processes are computationally expensive for large datasets.
method Iterative alternating projection method that accesses subblocks of the kernel matrix, reducing time and space complexity.
result Empirically, the method accelerates GP training and inference by up to 72x compared to conjugate gradients.
Gaussian process regression (GPR) is a non-parametric Bayesian technique for interpolating or fitting data. The main barrier to further uptake of this powerful tool rests in the computational costs associated with the matrices which arise when dealing with large data sets. Here, we derive some simple results which we h…
We present a dual subspace ascent algorithm for support vector machine training that respects a budget constraint limiting the number of support vectors. Budget methods are effective for reducing the training time of kernel SVM while retaining high accuracy. To date, budget training is available only for primal (SGD-ba…
Statistical image reconstruction (SIR) methods are studied extensively for X-ray computed tomography (CT) due to the potential of acquiring CT scans with reduced X-ray dose while maintaining image quality. However, the longer reconstruction time of SIR methods hinders their use in X-ray CT in practice. To accelerate st…
New ACV method speeds up CV in high dimensions with approximate low-rank data.
problem Accurate model assessment in high-dimensional, large data settings with expensive algorithms.
method Developed a new ACV algorithm that uses low-rank approximations of the Hessian matrix.
result The new method is fast and accurate in the presence of approximate low-rank data.
PairNets optimize AI models for fast IoT applications.
problem Slow training and high memory usage of deep neural networks.
method Developed Pairwise Neural Networks (PairNets) with low memory and fast training.
result PairNets achieve faster training (one epoch) and lower prediction errors.
Combines variational autoencoders with normalizing flows for faster training.
problem Training normalizing flow models like Glow is slow and requires deep architectures.
method Integrates Glow with a variational autoencoder to speed up training.
result The combined model achieves similar image quality and likelihood to Glow but trains faster.
Density-Regression improves deep uncertainty estimation with faster inference.
problem Efficient uncertainty estimation under distribution shifts with modern deep models.
method Leverages density function for fast inference and distance-aware feature space.
result Density-Regression achieves competitive uncertainty estimation performance.
The enumeration of normal surfaces is a crucial but very slow operation in algorithmic 3-manifold topology. At the heart of this operation is a polytope vertex enumeration in a high-dimensional space (standard coordinates). Tollefson's Q-theory speeds up this operation by using a much smaller space (quadrilateral coord…
Fast classification for sparse models, even with correlated features.
problem Sparse classification with many correlated features.
method Linear and quadratic surrogate cuts, priority queue, and analytical solution for exponential loss.
result 2 to 5 times faster than previous approaches, interpretable models with comparable accuracy.
Paper speeds up topological signal identification and cycle matching.
problem Efficiently identifying and matching topological signals across datasets.
method Cohomological approach to persistent homology computation.
result Significantly faster performance on large-scale datasets.
Kernel methods have great promise for learning rich statistical representations of large modern datasets. However, compared to neural networks, kernel methods have been perceived as lacking in scalability and flexibility. We introduce a family of fast, flexible, lightly parametrized and general purpose kernel learning …
We present a very fast algorithm for general matrix factorization of a data matrix for use in the statistical analysis of high-dimensional data via latent factors. Such data are prevalent across many application areas and generate an ever-increasing demand for methods of dimension reduction in order to undertake the st…
Improves distributed SGD convergence speed with reduced computation load.
problem Mitigating stragglers in distributed SGD to speed up convergence.
method Modeling communication and computation times, adapting number of workers and computation load dynamically.
result Significantly reduces computation load while improving convergence speed.