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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.

168,742 papers · 148 categories

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236472708944 · Jun 202019922001200920172026
48 results for major problems

Proposes MM-DUST for efficient generalized lasso solution paths.

problem Efficiently solve generalized lasso problems in large-scale and non-linear models.
method Majorization-minimization dual stagewise algorithm incorporating quadratic majorizers and stagewise learning.
result Established the uniform convergence of approximated solution paths.

Unified approach for federated learning using MM optimization.

problem Scaling stochastic optimization to federated learning.
method Unified Majorize-Minimize (MM) framework for stochastic optimization, extended to federated learning.
result Unified algorithm \QSMM\ for federated learning that aggregates surrogate majorizing functions.

Proposes BMME for optimizing nonsmooth nonconvex problems with block structure.

problem Optimizing nonsmooth nonconvex problems with block structure.
method Block Alternating Bregman Majorization Minimization with Extrapolation (BMME).
result Subsequential convergence to a first-order stationary point under mild assumptions, global convergence under stronger conditions.

Study on price formation in a market with a major player and minor firms.

problem Equilibrium price formation in a market with a major financial firm and many minor firms.
method Analyzes the equilibrium price process in both finite and mean field models, considering idiosyncratic and common noises.
result Derives the functional form of price impact for the major firm in both market sizes.

The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but nontrivial to project onto their intersection. Algorithms based on Newton's metho…

2012-11-16abs ↗pdf ↗

Best-of-Majority improves inference performance in Pass@kk settings.

problem Inference in difficult tasks often underperforms with single-shot selection methods.
method Combining majority voting and Best-of-N, Best-of-Majority restricts candidates to high-frequency responses.
result Best-of-Majority achieves minimax optimal regret and outperforms other methods.

This paper considers the mean-reverting portfolio design problem arising from statistical arbitrage in the financial markets. The problem is formulated by optimizing a criterion characterizing the mean-reversion strength of the portfolio and taking into consideration the variance of the portfolio and an investment budg…

2016-11-25abs ↗pdf ↗

Wisdom of the crowd revealed a striking fact that the majority answer from a crowd is often more accurate than any individual expert. We observed the same story in machine learning--ensemble methods leverage this idea to combine multiple learning algorithms to obtain better classification performance. Among many popula…

2019-09-28abs ↗pdf ↗

This research solves Plateau's problem for CRPC surfaces.

problem Constructing surfaces with constant ratio of principal curvatures.
method Proposed a family of surfaces containing a given minimal surface without flat points.
result Obtained a partial solution to Plateau's problem for CRPC surfaces.

New bounds on majority voting's accuracy for multi-class classification problems.

problem Determining the accuracy of majority voting for multi-class classification.
method Analyzing the majority voting function under different voter conditions and distributions.
result The error rate of majority voting exponentially decays or grows with the number of voters under certain conditions.

RCAM-based ensemble combines binary classifiers using similarity and vote scheme.

problem Improving binary classification accuracy through ensemble methods.
method RCAM-based ensemble combining classifiers using similarity and recurrent consult-vote scheme.
result RCAM-based ensemble outperforms individual classifiers and majority voting.

Develops variational framework for LQG risk-sensitive MFGs with major-minor interactions.

problem Risk-sensitive optimal control in LQG systems with major-minor interactions.
method Variational approach, nonlinear necessary and sufficient condition of optimality, equivalent risk-neutral measure, Markovian closed-loop best-response strategies.
result Derives optimal control strategies for LQG risk-sensitive MFGs with major-minor interactions, establishing Nash and ε\varepsilon-Nash equilibria.

We propose an inference method to estimate sparse interactions and biases according to Boltzmann machine learning. The basis of this method is L1L_1 regularization, which is often used in compressed sensing, a technique for reconstructing sparse input signals from undersampled outputs. L1L_1 regularization impedes the …

2015-03-11abs ↗pdf ↗

We revisit the classical decision-theoretic problem of weighted expert voting from a statistical learning perspective. In particular, we examine the consistency (both asymptotic and finitary) of the optimal Nitzan-Paroush weighted majority and related rules. In the case of known expert competence levels, we give sharp …

2013-12-02abs ↗pdf ↗

Geometric approach to majorizing measures for polyhedra and general compact objects.

problem Understanding the relationship between a space and its convex hull in geometric measure theory.
method Geometric approach using covering number relationships and volume ratios.
result Established a method to evaluate covering number and volume ratios for various spaces.

In this paper we develop a method for learning nonlinear systems with multiple outputs and inputs. We begin by modelling the errors of a nominal predictor of the system using a latent variable framework. Then using the maximum likelihood principle we derive a criterion for learning the model. The resulting optimization…

2016-06-14abs ↗pdf ↗

Paper introduces a new performance metric for class imbalance datasets.

problem Challenges in selecting and comparing models for imbalanced datasets.
method Proposes a new performance measure based on the harmonic mean of Recall and Selectivity normalized in class labels.
result The proposed measure is less sensitive to changes in the majority class and more sensitive to changes in the minority class.

Paper tackles low-rank matrix recovery with column 2,0\ell_{2,0}-norm regularization.

problem Low-rank matrix recovery problems with column sparsity constraints.
method Developed alternating majorization-minimization (AMM) methods with extrapolation and hybrid AMM.
result Global convergence analysis and superior performance in matrix completion problems.

Deep learning improves solving medical imaging problems with sparse data.

problem Solving underdetermined inverse problems in medical imaging.
method Analyzing the structure of training data suitable for deep learning to solve highly non-linear underdetermined systems.
result Deep learning can learn reconstruction maps from training data for highly underdetermined systems.

In this paper, we consider an 0\ell_{0}-norm penalized formulation of the generalized eigenvalue problem (GEP), aimed at extracting the leading sparse generalized eigenvector of a matrix pair. The formulation involves maximization of a discontinuous nonconcave objective function over a nonconvex constraint set, and is…

2014-08-28abs ↗pdf ↗

QMME balances cost and speed in convex optimization.

problem Slow convergence of first-order methods and high cost of second-order methods.
method Minimizing quadratic majorants with fixed curvature at each iteration.
result QMME framework achieves sequential convergence under standard assumptions.

Optimal trading strategies identified in electricity markets with a major player.

problem Price formation and optimal trading in intraday electricity markets with strategic interactions.
method Stochastic control theory and mean field games with a major player.
result Nash equilibrium identified in closed form for the asymptotic case.