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

285683111 · May 202619922001200920172026
48 results for heterogeneous participants

FedAMD framework improves federated learning with partial client participation.

problem Data heterogeneity and inactive client updates in partial client participation.
method Anchor sampling divides clients into anchor and miner groups, using large and small batches respectively.
result FedAMD achieves faster convergence and improved model performance compared to state-of-the-art methods.

Study quantifies impacts of heterogeneity in FL on smartphone data.

problem Heterogeneity in FL devices causes performance degradation.
method Collected 136k smartphone data, built heterogeneity-aware FL platform, conducted extensive experiments.
result Heterogeneity causes up to 9.2% accuracy drop and 2.32x training time increase.

Federated learning enables the creation of a powerful centralized model without compromising data privacy of multiple participants. While successful, it does not incorporate the case where each participant independently designs its own model. Due to intellectual property concerns and heterogeneous nature of tasks and d…

2019-10-08abs ↗pdf ↗

FedZKT enables resource-constrained devices to participate in federated learning with heterogeneous models.

problem Inequality in resource allocation hinders participation from resource-constrained devices in federated learning.
method Zero-shot knowledge transfer through a server-assigned distillation process.
result FedZKT effectively transfers knowledge across heterogeneous on-device models without requiring comparable local training efforts.

New algorithm reduces communication time in federated learning.

problem Intermittent connectivity and non-i.i.d. data slow federated learning convergence.
method Lyapunov optimization for efficient device scheduling.
result Significant reduction in communication time with improved convergence rates.

Paper proposes SCALLION and SCAFCOM for compressed FL with reduced communication.

problem Reducing communication overhead in Federated Learning with data heterogeneity and partial participation.
method Revisit and simplify stochastic controlled averaging, proposing SCALLION and SCAFCOM for unbiased and biased compression.
result SCALLION and SCAFCOM outperform existing methods in communication and computation complexities.

A fair reward system boosts participation in federated learning.

problem Fairness in federated learning among competitive agents with siloed data.
method Hierarchically fair federated learning (HFFL) framework with proportional rewards based on contribution levels.
result Efficacy of HFFL in maintaining fairness and facilitating federated learning in competitive settings.

Paper models limit order book with informed traders and market makers.

problem Modeling the limit order book with heterogeneous market participants.
method Agent-based model with four types of participants: informed traders, noise traders, informed market makers, and noise market makers. Based on Glosten-Milgrom and Huang-Rosenbaum-Saliba approaches.
result Derived the static limit order book characteristics and compared them with existing models.

Optimizes pension mix of PAYGO, EET, and individual savings.

problem Balancing PAYGO, EET, and individual savings in funded pension schemes.
method Solves a Nash equilibrium between pension participants and government, considering age-dependent preferences and optimal asset allocation.
result Identifies critical ages and optimal contribution rates for maximizing overall utility.

The paper explores how to fairly share longevity risk among participants of tontine schemes.

problem Fair distribution of longevity risk among participants with varying wealth and health.
method Develops a modeling framework for sharing benefits among survivors in tontine schemes.
result There are multiple ways to share longevity risk, depending on social cohesion.

Paper tackles unknown participation in FL, proposing FedAU for better performance.

problem Unknown participation statistics in federated learning impact performance.
method Adapting aggregation weights in FedAvg based on participation history.
result FedAU converges to optimal solution and has desirable properties.

Entropy regularization improves sparse model discovery in federated learning.

problem Sparse model discovery in federated learning with limited data.
method Entropy regularization of gate distributions for probabilistic sparse model exploration.
result Entropy regularization leads to better sparse model recovery and performance.

Artemis framework improves distributed learning with bidirectional compression and partial participation.

problem Learning in distributed or federated settings with communication constraints and device partial participation.
method Artemis framework using bidirectional compression, memory mechanism, and Polyak-Ruppert averaging.
result Fast rates of convergence (linear up to a threshold) under weak assumptions on stochastic gradients.

Proposes SROF for row-wise fusion in federated learning for multivariate responses.

problem Heterogeneous client models with shared variable-level structure.
method Sparse Row-wise Fusion (SROF) regularizer and RowFed algorithm.
result Empirically shows consistent error reduction and stronger variable-level cluster recovery.

We present an empirical study of the intertwined behaviour of members in a financial market. Exploiting a database where the broker that initiates an order book event can be identified, we decompose the correlation and response functions into contributions coming from different market participants and study how their b…

2011-04-04abs ↗pdf ↗

ISP improves GNN expressivity by stratifying nodes based on graph invariants.

problem Graph Neural Networks struggle with expressivity and structural heterogeneity.
method Invariant-Stratified Propagation (ISP) using ISP-WL and ISPGNN.
result ISP achieves enhanced expressivity beyond 1-WL, with theoretical guarantees and practical improvements.

This work models GHG offset credit markets to find optimal strategies for market participants.

problem Optimizing GHG offset credit markets to reduce emissions and penalize excess emissions.
method Characterized optimal behavior in single-player and two-player GHG offset credit markets using optimal stopping and control problems, and mixed-Nash equilibria.
result Market participants benefit from optimal OC trading and generation, highlighting the importance of acting optimally.

New framework provides privacy guarantees for practical federated learning.

problem Inadequate privacy guarantees for federated learning due to restrictive assumptions.
method Fed-α\alpha-NormEC, integrating multiple local updates, partial client participation, and standard assumptions.
result Provably convergent and differentially private federated learning framework.

Federated Learning is a distributed learning paradigm with two key challenges that differentiate it from traditional distributed optimization: (1) significant variability in terms of the systems characteristics on each device in the network (systems heterogeneity), and (2) non-identically distributed data across the ne…

2018-12-14abs ↗pdf ↗

This paper evaluates CFL algorithms for handling data heterogeneity in federated learning.

problem Handling data heterogeneity among clients in federated learning.
method Comparative evaluation of two state-of-the-art CFL algorithms with a proposed taxonomy of data heterogeneities.
result Analysis of CFL performance across different heterogeneity scenarios using extrinsic clustering metrics.

The paper tackles personalized policy learning from diverse data sources in a federated setting.

problem Learning personalized decision policies from observational bandit feedback across multiple heterogeneous data sources.
method Introduces a novel regret analysis for distinguishing global and local regret, and presents a federated policy learning algorithm using local policies trained with doubly robust offline policy evaluation strategies.
result Establishes finite-sample upper bounds on global and local regret, characterizing them by source heterogeneity and distribution shift.

FedAVOT improves federated learning by aligning user distributions.

problem Partial client participation leads to biased and unstable updates in federated learning.
method Formulates aggregation as masked optimal transport to align availability and importance distributions.
result Achieves a standard O(1/√T) rate, independent of the number of participating users per round.

New insights show Medicaid impacts on ED use vary widely, with some groups seeing significant increases.

problem Understanding the varied impacts of Medicaid on emergency department use.
method Causal machine learning methods to identify heterogeneous impacts.
result Meaningful heterogeneity in the effect of Medicaid on ED use, with a small group driving the overall effect.

An interbank market lets participants pool the risk arising from the combination of illiquid investments and random withdrawals by depositors. But it also creates the potential for one bank's failure to trigger off avalanches of further failures. We simulate a model of interbank lending to study the interplay of these …

2001-04-04abs ↗pdf ↗

We present an analysis of the price impact associated with trades effected by different financial firms. Using data from the Spanish Stock Market, we find a high degree of heterogeneity across different market members, both in the instantaneous impact functions and in the time-dependent market response to trades by ind…

2011-09-01abs ↗pdf ↗

A new method for efficient online federated learning reduces communication overhead.

problem Real-world limitations in online federated learning, such as heterogeneous client participation and communication delays.
method Proposes a communication-efficient asynchronous online federated learning (PAO-Fed) strategy.
result Achieves the same convergence properties as online federated stochastic gradient while reducing communication overhead by 98 percent.

Proposes PFWCP for multi-agent tasks with privacy and validity guarantees.

problem Challenges in uncertainty quantification for multi-agent settings.
method Personalized federated weighted conformal prediction (PFWCP) combining local density ratio weighting and weighted quantile aggregation.
result Asymptotically valid coverage guarantees for each agent in heterogeneous settings.

This paper analyzes deep federated learning for low-dimensional data, revealing intrinsic dimensionality's role in convergence rates.

problem Insufficient investigation of generalization error in heterogeneous federated learning, especially for low-dimensional data.
method Statistical analysis of deep federated regression in a two-stage sampling model.
result Intrinsic dimensionality, characterized by entropic dimension, determines convergence rates for deep learners.

Using high frequency data, we have studied empirically the change of volatility, also called volatility derivative, for various time horizons. In particular, the correlation between the volatility derivative and the volatility realized in the next time period is a measure of the response function of the market particip…

2001-05-08abs ↗pdf ↗

We consider a simple market where a vendor offers multiple variants of a certain product and preferences of both the vendor and potential buyers are heterogeneous and possibly even antagonistic. Optimization of the joint benefit of the vendor and the buyers turns the toy market into a combinatorial matching problem. We…

2009-02-03abs ↗pdf ↗

In this paper we formulate the now classical problem of optimal liquidation (or optimal trading) inside a Mean Field Game (MFG). This is a noticeable change since usually mathematical frameworks focus on one large trader in front of a "background noise" (or "mean field"). In standard frameworks, the interactions betwee…

2016-10-31abs ↗pdf ↗

Federated learning enables a large amount of edge computing devices to jointly learn a model without data sharing. As a leading algorithm in this setting, Federated Averaging (\texttt{FedAvg}) runs Stochastic Gradient Descent (SGD) in parallel on a small subset of the total devices and averages the sequences only once …

2019-07-04abs ↗pdf ↗

FedDANE adapts DANE for federated learning, but underperforms compared to existing methods.

problem Federated learning's practical constraints and device heterogeneity.
method Adapted DANE for federated learning, providing convergence guarantees for convex and non-convex functions.
result Empirically, FedDANE underperforms compared to FedAvg and FedProx.

Federated Learning with L0 constraint improves sparsity and performance.

problem Inherent sparsity in data and models leads to dense models with poor generalizability.
method L0 constraint on model density achieved through probabilistic gates and federated stochastic gradient descent.
result Achieves target sparsity (rho) in FL with minimal loss in statistical performance.

This paper analyzes error feedback in compressed federated learning for non-convex optimization problems.

problem Reducing communication cost in federated learning with biased gradient compression.
method Proposes Fed-EF, a compressed federated learning scheme with error feedback, and analyzes its convergence rate and performance under partial client participation.
result Fed-EF can match the convergence rate of full-precision FL under data heterogeneity with a linear speedup and no extra slow-down factor due to stale error compensation.