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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.

168,657 papers · 148 categories

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112225337449 · Jun 202019922001200920172026
48 results for multi-dimensional decision making

Introduces tensor bandits for multi-dimensional online decision making.

problem Optimal decision making in multi-dimensional online scenarios.
method Stochastic low-rank tensor bandits, tensor elimination, tensor epoch-greedy, tensor ensemble sampling.
result Tensor elimination and tensor epoch-greedy algorithms outperform existing methods.

Paper formalizes multi-dimensional FSD using geometric methods.

problem Complex measure theory and calculus barriers to formalization in proof assistants.
method Geometric framework for first-order stochastic dominance in N dimensions.
result Geometric approach bypasses complex integration theory for direct comparison of survival probabilities.

A new method estimates multi-dimensional value distributions using Hilbert space embeddings.

problem Estimating value distributions in complex, multi-dimensional reinforcement learning settings.
method Hilbert space mappings and kernel mean embeddings to estimate the kernel mean embedding of multi-dimensional value distributions.
result Uniform convergence guarantees and robust off-policy evaluation demonstrated in simulations.

MCD offers a complete model understanding for high-stake decisions.

problem Local model understanding in XAI methods is not sufficient for high-stake decisions.
method MCD extends concept-based methods to ensure global model understanding via multi-dimensional subspaces.
result MCD provides a complete model understanding, ensuring the model reasoning is related to the actual model.

Paper formalizes Simon's satisficing through FFSD, proving its equivalence to expected utility theory.

problem Formalizing Herbert Simon's bounded rationality concept in economic decision-making.
method Developed FFSD framework using Lean 4 theorem prover, proving equivalence to expected utility theory.
result Equivalence theorem linking FFSD to expected utility maximization for approximate indicator functions.

TEAFormers preserve multi-dimensional time series structures for better forecasting.

problem Traditional Transformers flatten multi-dimensional time series data, losing critical multi-dimensional relationships.
method Tensor-Augmented Transformer (TEAFormer) with Tensor-Augmentation (TEA) module.
result Significant performance enhancements in time series forecasting across benchmarks.

New method evaluates AI stock prediction systems based on decision-making processes.

problem Lack of evaluation for AI systems' decision-making processes.
method Scores intermediate decision process using large language models and closed-loop reinforcement learning feedback.
result Composite behavioral score correlates with Sharpe ratio and reduces prediction error.

GPR enhances materials discovery by automating parameter space exploration.

problem Automating exploration of large, high-dimensional parameter spaces in materials science.
method Gaussian process regression with inhomogeneous measurement noise and anisotropic kernels.
result Importance and benefits of tuning GPR for materials science experiments.

MTL improves multi-dimensional regression in luminescence sensing.

problem Challenges in modeling multi-dimensional regression problems with classical methods.
method Multi-task learning (MTL) with feed-forward neural networks (FFNNs).
result MTL allows predicting multiple parameters from a single set of measurements.

The paper defines and solves time-inconsistent stopping control problems in multi-dimensional diffusion models.

problem Time-inconsistent problems in control and stopping strategies.
method Formal definition of weak equilibria, extended HJB system, and verification methodology.
result Explicit equilibrium solutions and existence of non-constant equilibria.

KACDP model improves credit default prediction with enhanced interpretability.

problem Insufficient interpretability and limited performance in credit default prediction.
method Kolmogorov-Arnold Networks (KANs) for handling complex multi-dimensional data.
result KACDP model outperforms mainstream models in performance metrics.

Paper introduces G-LowTESTR for efficient tensor bandits.

problem Efficient decision-making in multi-dimensional data with non-linear reward functions.
method Generalized low-rank tensor contextual bandits model and G-LowTESTR algorithm.
result G-LowTESTR achieves superior regret bound compared to vectorization and matricization methods.

We introduce a new loss function for evaluating forecasts and estimate models using it.

problem Lack of a decision-theoretic foundation for evaluating forecasts using the Nash-Sutcliffe efficiency.
method We introduce and analyze the Nash-Sutcliffe loss function and its application in estimating models.
result Nash-Sutcliffe loss provides a decision-theoretic foundation for evaluating and estimating models.

QTMRL uses RL with multi-indicators to improve trading adaptability.

problem Traditional trading models fail in volatile markets due to rigid assumptions.
method Combines multi-indicators with RL for adaptive portfolio management.
result QTMRL outperforms baselines in profitability and risk control.

In this paper we complete and extend our previous work on stochastic control applied to high frequency market-making with inventory constraints and directional bets. Our new model admits several state variables (e.g. market spread, stochastic volatility and intensities of market orders) provided the full system is Mark…

2013-03-28abs ↗pdf ↗

Leveraging the intrinsic symmetries in data for clear and efficient analysis is an important theme in signal processing and other data-driven sciences. A basic example of this is the ubiquity of the discrete Fourier transform which arises from translational symmetry (i.e. time-delay/phase-shift). Particularly important…

2018-12-08abs ↗pdf ↗

Proposes a deep neural network for multi-dimensional functional data classification.

problem Classifying multi-dimensional functional data with non-Gaussian distributions.
method Trains a deep neural network on the principle components of the training data.
result FDNN achieves minimax optimality when log density ratio has a locally connected modular structure.

This paper aims to make a new contribution to the study of lifetime ruin problem by considering investment in two hedge funds with high-watermark fees and drift uncertainty. Due to multi-dimensional performance fees that are charged whenever each fund profit exceeds its historical maximum, the value function is expecte…

2019-09-03abs ↗pdf ↗

Study optimal stopping times for multi-dimensional processes with non-exponential discounting.

problem Optimal stopping in multi-dimensional processes with non-exponential discounting.
method Probabilistic potential theory to establish existence of optimal equilibria.
result Existence of optimal equilibria for multi-dimensional stopping problems.

New method for valid and exact statistical inference of multi-dimensional change-points.

problem Statistical inference of change-points in multi-dimensional sequences.
method Proposes a method to guarantee the statistical reliability of both location and components of detected changes.
result Demonstrates the effectiveness of the method in genomic abnormality identification and human behavior analysis.

Study minimax-optimal rates for offline decision-making with function approximation.

problem Statistical complexity of offline decision-making with function approximation.
method Near minimax-optimal rates for stochastic contextual bandits and Markov decision processes, using pseudo-dimension and behavior policy.
result Established performance limits and new characterization of behavior policy.

Framework for robust decision making in changing environments with privacy constraints.

problem Interactive decision making in changing environments with constraints.
method Hybrid Decision Making with Structured Observations (hybrid DMSO) framework, local differentially private decision making, query-based learning, robust and smooth decision making.
result Strong connections and bounds derived for DEC, SQ dimension, local minimax complexity, learnability, and joint differential privacy.

Stochastic partition models divide a multi-dimensional space into a number of rectangular regions, such that the data within each region exhibit certain types of homogeneity. Due to the nature of their partition strategy, existing partition models may create many unnecessary divisions in sparse regions when trying to d…

2019-03-10abs ↗pdf ↗

New active learning strategy improves decision-making accuracy.

problem Maximizing decision-making accuracy in sequential data acquisition.
method Introduces a novel active learning criterion that maximizes expected information gain on the posterior decision distribution.
result Improved performance in decision-making accuracy compared to existing alternatives.

This paper optimizes a power-to-heat system using reinforcement learning for cost minimization under uncertain conditions.

problem Optimizing a power-to-heat system with fluctuating renewable energy sources.
method Stochastic optimal control, reinforcement learning (Q-learning).
result Reinforcement learning provides an efficient solution to the optimization problem.

The paper tackles individualized decision-making under unmeasured confounding, providing a novel minimax solution and a paradox.

problem Unmeasured confounding in causal inference leads to biased estimates and affects individualized decision-making.
method The authors establish a formal link between individualized decision-making under partial identification and classical decision theory, providing a minimax solution and a paradox.
result A novel minimax solution for individualized decision-making/policy assignment is provided, and an interesting paradox is drawn.

The Chain-of-Decision approach improves forecasting of financial professionals' trading decisions.

problem Challenges in forecasting professionals' behaviors, especially in trading decisions.
method Integrates an opinion-generator-in-the-loop to provide subjective analysis based on news items.
result Promising improvements in the proposed tasks' performance.

The study examines robust decision-making in volatile financial markets, finding action robustness is more impactful than uncertainty tolerance.

problem Sequential decision making in high-frequency markets under evolving uncertainty.
method Analyzes two dimensions of robustness: uncertainty tolerance and action robustness, using simulations and empirical evidence.
result Action robustness has a larger impact on profitability than uncertainty tolerance, and excessive robustness can reduce profitability in illiquid markets.

A new framework designs experiments for better decision-making.

problem Suboptimal experimental designs for downstream decision-making.
method Amortized decision-aware Bayesian Experimental Design (BED) with Transformer Neural Decision Process (TNDP).
result TNDP effectively designs experiments and facilitates accurate decision-making.

We propose the SupRB learning system, a new Pittsburgh-style learning classifier system (LCS) for supervised learning on multi-dimensional continuous decision problems. SupRB learns an approximation of a quality function from examples (consisting of situations, choices and associated qualities) and is then able to make…

2020-02-24abs ↗pdf ↗

Robust deep neural networks estimate multi-dimensional functional data robustly.

problem Estimating location function from multi-dimensional functional data robustly.
method Deep neural networks with ReLU activation, robust to outliers and model misspecification.
result Uniform convergence rates for robust deep neural network estimators.