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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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48 results for feasible space

Bayesian search optimizes exploration of feasible solutions under expensive constraints.

problem Identifying feasible solutions in computationally expensive constraint spaces.
method Bayesian models with an acquisition function for efficient exploration and exploitation.
result The proposed acquisition function improves the prediction of feasibility.

SnareNet adds repair layers to neural networks to ensure outputs meet physical constraints.

problem Unconstrained neural network predictions violate physical or safety requirements.
method SnareNet appends a differentiable repair layer that navigates constraints to produce feasible outputs.
result SnareNet consistently improves objective quality while satisfying constraints more reliably.

CEILS generates feasible counterfactual explanations by considering causal impacts.

problem Current counterfactual explanations lack feasibility and causal impact consideration.
method CEILS integrates causal reasoning into existing counterfactuals generation algorithms.
result CEILS provides feasible recommendations to achieve desired outcomes.

Researchers extend the concept of metric spaces to Lorentzian spaces and prove the feasibility of their c-completion.

problem Extending the concept of metric spaces to Lorentzian spaces and proving their c-completion.
method Revisiting Lorentzian metric spaces, constructing c-completion, proving feasibility and endowing with Lorentzian metric space structure.
result The c-completion of Lorentzian metric spaces is feasible and well-suited, completing the original space in a precise sense.

Multi-objective optimization is a crucial matter in computer systems design space exploration because real-world applications often rely on a trade-off between several objectives. Derivatives are usually not available or impractical to compute and the feasibility of an experiment can not always be determined in advance…

2018-10-11abs ↗pdf ↗

Develops a new framework for integrating satellite allocations in small portfolios.

problem Feasibility constraints in small portfolios, not return predictability, are the primary concerns.
method A four-layer feasibility framework: physical, economic, structural, and epistemic.
result Closed-form feasibility bounds on satellite size, turnover, and breadth without return forecasts.

Based on the property that solving the system of linear matrix equations via the column space and the row space projections boils down to an approximation in the least squares error sense, a formulation for learning the weight matrices of the multilayer network can be derived. By exploiting into the vast number of feas…

2018-11-20abs ↗pdf ↗

The classical multi-set split feasibility problem seeks a point in the intersection of finitely many closed convex domain constraints, whose image under a linear mapping also lies in the intersection of finitely many closed convex range constraints. Split feasibility generalizes important inverse problems including con…

2016-12-16abs ↗pdf ↗

Geometric theory explains substitutability in market outcomes based on production constraints.

problem Understanding substitutability in markets with structured feasible products.
method Modeling the set of feasible products as a compact Riemannian manifold to study intrinsic geometry and its effects on substitutability.
result Intrinsic geometry of the feasible set governs substitutability and market outcomes, with curvature controlling technological substitution elasticity.

Aims to optimize complex multivariate systems with constraints.

problem Optimizing force-field systems in physics with large-scale simulations.
method Combines machine learning and experimental design to find feasible input combinations.
result Locates multiple good regions in the input space.

New algorithm exploits curvature of feasible sets for fast online convex optimization.

problem Online convex optimization with fast rates.
method Adapting FTL algorithm to curvature of feasible sets.
result Achieves logarithmic regret bound of O(ρlogT)O(ρ\log T) in stochastic environments.

Comonotonic allocations are restored under certain constraints, improving risk-sharing.

problem Feasibility constraints can distort optimal risk-sharing allocations.
method Identified componentwise convex-order solidity as a sufficient condition to restore comonotonic allocations.
result Componentwise convex-order solidity ensures comonotonic improvements under feasible constraints.

DFFL tackles federated learning with heterogeneous objectives and constraints.

problem Federated learning with clients having different objectives and feasible regions.
method Derived heterogeneity bounds for cost-vector distances and support-function/shape-distance terms. Lifted pointwise bounds to local-versus-federated excess-risk comparison.
result Federation is beneficial when the statistical advantage of pooling exceeds a client-specific heterogeneity penalty.

Study tests feasibility of linear programs with bandit feedback.

problem Testing feasibility of unknown linear programs with bandit feedback.
method Developed a novel test based on low-regret algorithms and a nonasymptotic law of iterated logarithms.
result Proved that the test is reliable and adapts to the signal level, with mean sample costs scaling as \( \widetilde{O}(d^2/Γ^2) \).

Paper defines conditions for feasible correlation matrices from factor structures.

problem Feasibility of option implied correlation matrices in non-FX markets.
method Quantitative and economic approaches to solve the nearest correlation matrix problem.
result Introduces methods to ensure feasible correlation matrices from factor structures.

Mathematical framework for transfer learning feasibility and transfer risk.

problem Theoretical analysis of transfer learning.
method Reformulated transfer learning as an optimization problem, introduced transfer risk concept.
result Demonstrated the potential and benefits of incorporating transfer risk in transfer learning evaluation.

Space mapping calibrates financial models, shown feasible for Heston model.

problem Calibrating financial models with few observable parameters and non-linear constraints.
method Space mapping approach using a coarse surrogate model and fine model calibration.
result Space mapping approach feasible for Heston model calibration.

Proposes a recursive MPC scheme with probabilistic safety guarantees for uncertain dynamic systems.

problem Probabilistic safety guarantees for MPC in dynamic environments with unknown stochastic agents.
method Uses conformal prediction to derive high-confidence prediction regions and gradually relax safety constraints online.
result Ensures recursive feasibility of MPC schemes by relaxing safety constraints over time.

The study examines higher-order modern portfolio theory with complex critical points and feasible portfolio variety.

problem Understanding the complex critical points and feasible portfolio variety in higher-order modern portfolio theory.
method Established genericity conditions for utility functions with higher-order cumulants, analyzed discriminant loci, and determined the dimension and degree of the feasible portfolio variety.
result The utility function has a constant number of complex critical points under genericity conditions, and the feasible portfolio variety has a determined dimension and degree.

A scalable method for deep metric learning using chance constraints.

problem Improving deep metric learning by addressing feasibility issues.
method Relating DML to chance constraints, reformulating as a feasibility problem, and iteratively training proxies.
result The method effectively improves deep metric learning performance across multiple benchmarks.

Reward-poisoning attacks can force RL agents to learn bad policies, and we categorize and quantify their feasibility.

problem Reward-poisoning attacks can manipulate RL agents to learn undesirable policies.
method Categorize attacks by infinity-norm constraint, provide thresholds for feasibility, and develop adaptive attack strategies.
result Adaptive reward-poisoning attacks can achieve the nefarious policy in polynomial steps, while non-adaptive attacks require exponential steps.

The paper introduces GAER to assess market feasibility under geopolitical and institutional constraints.

problem Feasibility of adaptive market efficiency under heterogeneous institutional and geopolitical conditions.
method Structural framework integrating adaptive market theory, institutional economics, and political economy.
result GAER as a diagnostic indicator for portfolio construction feasibility.

Soft-Radial Projection solves gradient saturation in constrained deep learning.

problem Gradient saturation in deep learning models when integrating hard constraints.
method Introduces Soft-Radial Projection, a differentiable layer that maps predictions onto constraint boundaries without rank-deficient Jacobians.
result Improves convergence and solution quality over state-of-the-art methods.

COF algorithm minimizes cost in multi-armed bandits with known costs and reward constraints.

problem Minimizing cost while meeting a minimum reward requirement in uncertain environments.
method COF algorithm that intelligently combines samples from all arms to gauge feasibility and minimize cost.
result COF achieves instance-dependent upper bounds on cumulative cost and quality regret.

NEST optimizes deep learning training by placing devices efficiently across networks and memory.

problem Inefficient device placement in distributed deep learning leads to high communication and memory overhead.
method NEST uses network-, compute-, and memory-aware dynamic programming to optimize device placement.
result NEST achieves up to 2.43 times higher throughput and better memory efficiency.

Work in Counterfactual Explanations tends to focus on the principle of "the closest possible world" that identifies small changes leading to the desired outcome. In this paper we argue that while this approach might initially seem intuitively appealing it exhibits shortcomings not addressed in the current literature. F…

2019-09-20abs ↗pdf ↗