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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.

169,051 papers · 148 categories

Trend · papers per month

count% of corpus
0.3%0.5%0.8%0.2% · Sep 201519922001200920172026
6 results for “mode-switching”
Modeling Heterogeneity in Mode-Switching Behavior Under a Mobility-on-Demand Transit System: An Interpretable Machine Learning Approachcs.LG

Paper uses machine learning to model travel mode switching under a new transit system.

problem Modeling individual travel mode preferences and response to new mobility options.
method Interpretable machine learning approach to predict and interpret mode-switching behavior.
result Machine learning captures individual heterogeneity in travel mode choice.
machine learningtravel mode choicemobility-on-demandmode-switchinginterpretability
2019-02-08abs ↗pdf ↗
Managing Cellular Billing Plan Switchingsq-fin.GN

Here we shall consider a very popular practical applied problem of managing mode switching (in this work we are considering managing billing plans). Out of the two parties (service provider and service consumer), participating in the processes modelled here, we shall consider only a consumer type of a problem. Herein w…

2015-09-19abs ↗pdf ↗
Stationary Distributions of the Mode-switching Chiarella Modelq-fin.TR

We find stationary distributions in a financial model with trends and mean-reversion.

problem Financial markets with competing trends and mean-reversion.
method Analytical derivation of stationary distributions in various noise and feedback regimes.
result The distributions are unimodal Gaussians in small noise, small feedback limits, but can be bimodal for stronger trends.
financial marketsstochastic dynamicsstationary distributionsmean-reversiontrending
2025-11-17abs ↗pdf ↗
Towards systematic intraday news screening: a liquidity-focused approachq-fin.TR

The study identifies impactful news articles based on liquidity changes, improving asset return prediction.

problem Evaluating the sentiment of financial news articles for institutional investors.
method Liquidity-driven variables are used to identify impactful news articles, focusing on liquidity mode switches.
result The screened dataset leads to superior performance in short-term asset return prediction.
news sentimentliquiditynews screeningasset return predictionnaive Bayes
2023-04-11abs ↗pdf ↗
A Generative Sampler for distributions with possible discrete parameter based on Reversibilitystat.ML

Unified framework for sampling from complex distributions, including discrete and mixed-variable systems.

problem Sampling from complex unnormalized distributions, especially in discrete or mixed-variable systems.
method Enforces time-reversibility using a prescribed physical transition kernel to minimize Maximum Mean Discrepancy (MMD).
result Demonstrates accurate reproduction of thermodynamic observables and mode-switching behavior across diverse systems.
samplingdiscrete distributionstime-reversibilityMMDMetropolis-Hastings
2026-03-10abs ↗pdf ↗
Identification and Adaptive Control of Markov Jump Systems: Sample Complexity and Regret Boundscs.LG

This paper tackles adaptive control of unknown Markov jump systems with sample complexity and regret bounds.

problem Adaptive control of unknown Markov jump systems with changing dynamics.
method Identification-based adaptive control using a system identification algorithm and certainty equivalent control.
result The proposed adaptive control scheme achieves O(T)\mathcal{O}(\sqrt{T}) regret, improving to O(polylog(T))\mathcal{O}(polylog(T)) with partial knowledge.
Markov jump systemsadaptive controlsample complexityregret boundscertainty equivalent control
2021-11-13abs ↗pdf ↗