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.

168,657 papers · 148 categories

Trend · papers per month

202404606808 · Jun 202019922001200920172026
48 results for movement optimization

New algorithm reduces dynamic regret in time-varying movement costs.

problem Dynamic regret in online convex optimization with time-varying movement costs.
method Introduced a novel algorithm for time-varying movement costs, achieving comparator-adaptive dynamic regret bound.
result Established first comparator-adaptive dynamic regret bound of O~((M2+MPT)(T+tλt))\widetilde{\mathcal{O}}(\sqrt{(M^2+MP_T)(T+\sum_t λ_t)}).

Movement primitives are an important policy class for real-world robotics. However, the high dimensionality of their parametrization makes the policy optimization expensive both in terms of samples and computation. Enabling an efficient representation of movement primitives facilitates the application of machine learni…

2020-02-26abs ↗pdf ↗

A large body of animation research focuses on optimization of movement control, either as action sequences or policy parameters. However, as closed-form expressions of the objective functions are often not available, our understanding of the optimization problems is limited. Building on recent work on analyzing neural …

2019-09-17abs ↗pdf ↗

We study online optimization in a setting where an online learner seeks to optimize a per-round hitting cost, which may be non-convex, while incurring a movement cost when changing actions between rounds. We ask: \textit{under what general conditions is it possible for an online learner to leverage predictions of futur…

2019-11-10abs ↗pdf ↗

NoTMF forecasts sparse urban road movement speeds with nonstationary temporal matrix factorization.

problem Sparse and nonstationary movement speed data from urban roads.
method Nonstationary Temporal Matrix Factorization (NoTMF) model.
result NoTMF outperforms baseline models in forecasting urban road movement speeds.

New algorithm reduces costs in wind energy systems by minimizing decision changes.

problem Costs associated with decision changes in wind energy systems.
method Episodic CBO with movement costs using Gaussian Process and mirror descent.
result Our algorithm consistently outperforms standard CBO in altitude optimization.

Machine learning struggles to predict binary options movements due to randomness.

problem Predicting binary options movements using machine learning.
method Tested multiple machine learning models (RF, LR, GB, kNN) and neural networks (MLP, LSTM) on EUR/USD currency pairs.
result None of the models surpassed the ZeroR baseline accuracy, indicating randomness in binary options.

We recast the Calabi flow in DeGiorgi's language of minimizing movements. We establish the long time existence of minimizing movements for K-energy with arbitrary initial condition. Furthermore we establish some a priori regularity of these solutions, and that sufficiently regular minimizing movements are smooth soluti…

2012-08-13abs ↗pdf ↗

Framework uses optimal transport for neural architecture search.

problem Optimizing neural architectures in deep learning.
method Semi-discrete optimization using optimal transport.
result Gradient flow and minimizing movement scheme converge to reaction-diffusion equations.

Taureau uses Twitter sentiment analysis to predict stock market movement.

problem Predicting stock market movement using public opinion on Twitter.
method Obtained historical tweets, filtered and labeled, generated word embeddings, assessed sentiment scores, correlated with stock price movement, designed and evaluated predictive model.
result Taureau can predict stock price movement from lagged sentiment scores.

ChatGPT predicts stock market movements based on Bloomberg headlines, showing a positive correlation over short to medium terms.

problem Predicting stock market movements using news headlines.
method Used a two-stage prompt approach with a dataset of Bloomberg market summaries from 2010 to 2023.
result ChatGPT's sentiment scores correlate positively with future equity market returns over short to medium terms, with a negative correlation over longer horizons.

Paper proves minimizing movements match smooth droplet flow in 3D.

problem Consistency of minimizing movements with smooth mean curvature flow.
method Proved minimizing movements coincide with smooth droplet flow.
result Minimizing movements and smooth mean curvature flow are consistent in 3D.

Model predicts option movements using residual transactions for better market timing.

problem Predicting option movements using standard metrics like open interest and trading volume.
method Analyzes residual transactions, integrates machine learning and regression techniques.
result Identifies early indicators of market trends for better option price forecasting.

MPANF improves naive forecast by incorporating directional information.

problem Challenging to surpass naive forecast in financial time series.
method Combines naive forecast with movement prediction and accuracy.
result MPANF generally outperforms common benchmarks.

Risk hedging can reduce operational costs by adjusting prices and production levels in response to asset price movements.

problem How risk hedging impacts operational decisions in response to asset price movements.
method Developed and solved a risk-management model integrating risk hedging into a price-setting newsvendor problem.
result Hedging generally reduces optimal price and VPQ, but may increase VPQ under certain conditions.

The study introduces a new stickiness parameter for stock prices using a non-linear model.

problem Understanding how closely individual stocks follow a stock index's price movements.
method Developed a non-linear pricing model inspired by tectonic plate movements to measure stickiness.
result Defined a stickiness parameter for stock price returns using a novel model.

Bayesian method infers local rules for collective animal movement.

problem Learn local rules governing long-term group behaviors.
method Bayesian Inverse Reinforcement Learning with Linearly-Solvable Markov Decision Process.
result Recover true costs and find value of collective movement.

Mid-price movement prediction based on limit order book (LOB) data is a challenging task due to the complexity and dynamics of the LOB. So far, there have been very limited attempts for extracting relevant features based on LOB data. In this paper, we address this problem by designing a new set of handcrafted features …

2019-04-10abs ↗pdf ↗

Paper uses deep Q-network to correct eye movement artifacts in OCT volumes.

problem Unsupervised correction of inter-frame misalignments in OCT volumes due to eye movement artifacts.
method Dueling deep Q-network trained to maximize reward signals based on intensity-based image similarity metrics.
result Average normalized mutual information and correlation coefficient of 0.985 and 0.914, respectively.

The paper tracks patient recovery using graphs of joint movement data.

problem Tracking individual patient recovery trajectories in physical therapy.
method Bayesian learning of Random Geometric Graphs from joint movement data.
result Optimal exercise routines can be recommended based on patient recovery data.

Alternative proof of weak solutions to mean curvature flow using minimizing movements.

problem Existence of weak solutions to mean curvature flow and volume preserving mean curvature flow.
method Proposes a new existence proof using a minimizing movements scheme and a novel proxy for distance.
result Unconditional convergence towards a De Giorgi solution for the minimizing movements scheme.

Enhances stock movement prediction using Higher Order Transformers for multimodal time-series data.

problem Predicting stock movements in financial markets with complex dynamics.
method Introduced Higher Order Transformers, extending self-attention and transformer architecture to capture complex market dynamics. Employed low-rank tensor decomposition and kernel attention to manage computational complexity. Integrated technical and fundamental analysis from historical prices and tweets.
result Demonstrated effectiveness of the method on the Stocknet dataset, improving stock movement prediction.

Diversification of an investment into independently fluctuating assets reduces its risk. In reality, movement of assets are are mutually correlated and therefore knowledge of cross--correlations among asset price movements are of great importance. Our results support the possibility that the problem of finding an inves…

2001-11-28abs ↗pdf ↗

This paper predicts weekly stock market movements using machine learning and introduces a new benchmark.

problem Predicting stock market movements using daily data and various ML models.
method Focuses on weekly movements, introduces random traders as a benchmark, uses additional features, and adjusts training datasets.
result Trained models, especially MLP, show good performance across different trends.

Paper uses CNN to predict stock price movement as an image classification problem.

problem Predicting stock price movement using machine learning.
method CNN-based model for classifying stock price movement based on the first hour of trading.
result The algorithm effectively separated between stock price movement classes and outperformed other strategies.

Proposes a THGNN for dynamic financial time series prediction.

problem Challenges in predicting stock market price movements.
method Temporal and heterogeneous graph neural network (THGNN) approach.
result Significantly improved prediction performance compared to state-of-the-art methods.