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

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1122 · Jul 201619922001200920172026
24 results for just-in-time

Graph-based ML improves defect prediction in software development.

problem Challenges in predicting defect-prone changes in complex software development.
method Building contribution graphs from developers and source files, using graph-based ML for defect prediction.
result Graph-based ML leads to significantly better defect prediction (F1 score up to 77.55%, MCC up to 53.16%).

Modeling DEX liquidity with heterogeneous LPs and MEV bots.

problem Understanding and predicting the dynamics of decentralized cryptocurrency exchanges.
method Mean-field game approach to model liquidity providers' optimal strategies and interactions.
result Calibrated model produces consistent pool exchange rate dynamics and liquidity evolution.

Study forecasts Turkish residential NGD using JITL-GPR, reducing errors.

problem Accurately predict future monthly NGD for Turkey's import contracts.
method Used historical NG consumption data, applied various time series models, and introduced JITL-GPR.
result JITL-GPR reduces forecast errors compared to traditional methods.

JIT liquidity providers can sometimes reduce overall market liquidity by crowding out passive LPs.

problem JIT liquidity providers can reduce overall market liquidity by crowding out passive LPs.
method Game-theoretic model with asymmetrically informed agents to analyze JIT liquidity provision in blockchain-based decentralized exchanges.
result JIT LPs only provide liquidity to uninformed orders and crowd out passive LPs when order volume is not sufficiently elastic to pool depth, potentially reducing overall market liquidity.

A JAX toolbox solves optimal transport problems for point clouds and histograms.

problem Optimal transport problems between point clouds and histograms.
method Automatic and custom reverse mode differentiation, vectorization, just-in-time compilation, and accelerators support.
result Solves a wide range of optimal transport problems including regularized OT, barycenters, Gromov-Wasserstein, and low-rank solvers.

New method speeds up Gaussian process inference for large datasets.

problem Numerical instability and inefficiency in approximate inference methods for non-Gaussian likelihoods.
method Conjugate-computation variational inference with Kalman recursions.
result Linear-time inference with fast and stable variational inference for state-space GP models.

Study examines stylized facts in DEX markets vs. traditional exchanges.

problem Comparing stylized facts in decentralized exchanges (DEXs) vs. traditional markets.
method Empirical analysis of 24 most active Uniswap v3 pools.
result New statistical regularities in DEX markets, linked to market structure and activity.

This paper develops a stochastic learning-optimization model for resilient automotive supply chains.

problem Supply chain disruptions and volatile demand pose challenges to the UK automotive industry.
method Integrates Bayesian inference with inventory optimization for a two-echelon system subject to stochastic demand and disruptions.
result The integrated approach achieves significant cost reductions and improved resilience during disruptions.

New method improves mHealth user engagement using Thompson sampling for count data.

problem Optimizing mHealth interventions for distal outcomes through proximal context.
method Combines count data models with Thompson sampling for contextual bandits.
result Improves user engagement in mHealth trials compared to existing methods.

Paper develops methods for evaluating mHealth interventions using historical data.

problem Evaluating the long-term effectiveness of mHealth interventions designed for near-term outcomes.
method Develops off-policy estimation techniques to infer long-term average outcomes from historical data.
result Provides estimators and confidence intervals for evaluating mHealth policies.

Proposes pT-Learning for optimal dynamic treatment regimes in mHealth.

problem Challenges in learning optimal dynamic treatment regimes with large intervention options and infinite time horizon.
method Proximal Temporal consistency Learning (pT-Learning) framework for adaptively adjusting between deterministic and stochastic policies.
result Minimax estimator avoids double sampling issue and can incorporate off-policy data.

Data driven soft sensor design has recently gained immense popularity, due to advances in sensory devices, and a growing interest in data mining. While partial least squares (PLS) is traditionally used in the process literature for designing soft sensors, the statistical literature has focused on sparse learners, such …

2019-04-24abs ↗pdf ↗