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.

169,051 papers · 148 categories

Trend · papers per month

3867721,1571,543 · Jun 202019922001200920172026
48 results for opportunistic learning

AdaLinUCB optimizes exploration-exploitation for contextually varying costs.

problem Optimizing decision-making in environments with varying exploration costs.
method Adaptive Upper-Confidence-Bound (AdaLinUCB) algorithm for opportunistic learning.
result AdaLinUCB achieves O((log T)^2) regret bound, significantly outperforming other algorithms.

We consider the task of opportunistic channel access in a primary system composed of independent Gilbert-Elliot channels where the secondary (or opportunistic) user does not dispose of a priori information regarding the statistical characteristics of the system. It is shown that this problem may be cast into the framew…

2009-08-03abs ↗pdf ↗

This paper uses bandit algorithms to reduce the cost of user interface experimentation in online retail.

problem Reducing the cost of user interface experimentation in online retail.
method Modeling user interface experimentation as an opportunistic bandit problem, reducing the cost of exploration.
result Significant regret reduction and improved contextual information for testing.

In this paper, we propose and study opportunistic bandits - a new variant of bandits where the regret of pulling a suboptimal arm varies under different environmental conditions, such as network load or produce price. When the load/price is low, so is the cost/regret of pulling a suboptimal arm (e.g., trying a suboptim…

2017-09-12abs ↗pdf ↗

In this paper, we investigate cost-aware joint learning and optimization for multi-channel opportunistic spectrum access in a cognitive radio system. We investigate a discrete time model where the time axis is partitioned into frames. Each frame consists of a sensing phase, followed by a transmission phase. During the …

2018-04-11abs ↗pdf ↗

Empirical study shows carriers ignore past shippers' behavior, focusing only on current actions.

problem Opportunistic behavior by shippers and carriers in dynamic freight markets.
method Empirical analysis of carrier reciprocity in US truckload transportation sector.
result Carriers do not remember shippers' past behaviors but respond to current actions.

This paper improves fairness in recommendation systems by learning individual preferences across multiple dimensions.

problem Fairness in recommender systems, especially in areas with social impact.
method Opportunistic multi-aspect re-ranking approach that learns individual preferences and enhances provider fairness.
result Achieves a better trade-off between accuracy and fairness across multiple fairness dimensions.

A new approach uses deep learning to manage vehicular content efficiently.

problem Managing content replication and caching in vehicular networks efficiently.
method Data-driven, centralized approach using a Convolutional Neural Network (CNN).
result Effective strategies derived to modulate FC operation in space and adapt to mobility changes.

RL-Exec uses reinforcement learning to optimize BTC-USD liquidation, outperforming traditional methods.

problem Optimizing liquidation strategies on BTC-USD limit-order books with transient impact and latency.
method PPO agent trained on historical BTC-USD limit-order book replays, incorporating impact resilience and fees.
result RL-Exec significantly outperforms TWAP and a VWAP-like baseline on BTC-USD liquidation, with performance improving with longer execution horizons.

Traditional activity recognition systems work on the basis of training, taking a fixed set of sensors into account. In this article, we focus on the question how pattern recognition can leverage new information sources without any, or with minimal user input. Thus, we present an approach for opportunistic activity reco…

2017-01-30abs ↗pdf ↗

OverQ increases model accuracy by handling outliers in neural networks with minimal hardware changes.

problem Handling outliers in neural network weights and activations for low-precision quantization.
method Overwrite quantization (OverQ) that opportunistically increases bitwidth for activation outliers.
result OverQ can handle over 90% of outliers and achieve +5% ImageNet Top-1 accuracy on a quantized ResNet-50 at 4 bits.

Machine learning enhances wireless network authentication for diverse devices.

problem Complex dynamic wireless environments challenge conventional authentication methods.
method Intelligent authentication using machine learning for diverse physical layer attributes.
result Machine learning-based authentication provides cost-effective, reliable, and situation-aware security.

A novel approach for cost-sensitive feature acquisition in data streams.

problem Learning scenarios with feature acquisition at a cost.
method Incremental feature acquisition using a context-aware feature-value function in a reinforcement learning paradigm.
result The proposed method efficiently acquires features and makes accurate predictions.

New method uses interval-based metric to validate prediction uncertainty in machine learning.

problem Validation of prediction uncertainty in machine learning regression tasks is unreliable due to heavy-tailed distributions.
method Shift from variance-based metrics to interval-based Prediction Interval Coverage Probability (PICP).
result PICP method more quickly and reliably tests prediction intervals than variance-based metrics.

Enhances mobile context prediction using weakly supervised learning.

problem Power consumption and limited training data for always-on context prediction.
method Weakly supervised learning framework for multi-modal sensing.
result Personalized context prediction model with improved accuracy.

Multitask Gaussian process regression reduces data generation costs for molecular property prediction.

problem Data bottleneck in training surrogate models for molecular properties.
method Multitask Gaussian process regression over heterogeneous data sources (CC and DFT).
result Predicts at CC-level accuracy with over an order of magnitude reduction in data generation cost.

FOCUS addresses label quality disparity in FL for healthcare applications.

problem Label quality disparity in federated learning for healthcare applications.
method FOCUS maintains a small set of benchmark samples and computes the mutual cross-entropy between local and benchmark datasets to quantify label credibility. It then adjusts client weights based on credibility values.
result FOCUS effectively reduces the impact of noisy labels from clients, improving model performance.

TraderTalk uses LLMs to simulate human trading interactions in financial markets.

problem Simulating realistic human trading interactions in financial markets.
method Hybrid ABM with LLM-generated behaviors for detailed conversations.
result Successfully replicates trade-to-order volume ratios in financial markets.

AI traders learn to exploit meta-orders from slower traders, increasing their profits.

problem Adverse selection of medium-frequency traders by high-frequency AI agents.
method Reinforcement learning in a Hawkes LOB model, with impulse control and PPO.
result AI agents can learn to capitalize on meta-orders, increasing their profits.

Market impact is reduced when orders are filled with concentrated counterparts.

problem Market impact increases with a large number of trading counterparts.
method Analyzed London Stock Exchange data to show concentrated trading impacts market price.
result Concentrated trading reduces market impact when matched with similarly concentrated counterparts.

New algorithm reduces communication time in federated learning.

problem Intermittent connectivity and non-i.i.d. data slow federated learning convergence.
method Lyapunov optimization for efficient device scheduling.
result Significant reduction in communication time with improved convergence rates.

With the maturation of metabolomics science and proliferation of biobanks, clinical metabolic profiling is an increasingly opportunistic frontier for advancing translational clinical research. Automated Machine Learning (AutoML) approaches provide exciting opportunity to guide feature selection in agnostic metabolic pr…

2017-10-09abs ↗pdf ↗

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.

Optimal trading strategy using LQR framework with price mean-reversion.

problem Developing a dynamic trading strategy in a market with linear and quadratic costs.
method Model Predictive Control (MPC) approach to optimize trading curve with positivity constraints.
result Optimal trading curve reacts opportunistically to price changes while satisfying constraints.

Study uses random forest to detect unlawful insider trading in financial data.

problem Detecting and identifying unlawful insider trading in complex financial data.
method Integrates PCA-RF and standalone RF models with semi-manually labeled transactions.
result 96.43% accurate classification of transactions, 95.47% lawful, 98.00% unlawful.

ClusterLOB clusters market events to identify different trading behaviors.

problem Understanding market microstructure and participant behavior in financial markets.
method ClusterLOB uses K-means++ algorithm to cluster market events based on six time-dependent features.
result ClusterLOB identifies three distinct trading behaviors: directional, opportunistic, and market-making participants.

A simple framework uses daily prices and volumes to beat the market.

problem Optimizing portfolio performance using only observable data.
method Three matrices derived from price history: return correlations, monthly ranking Markov chains.
result Market-beating portfolio with high Sharpe ratios.

DASC combines social media and car sensors to improve disaster response.

problem Inconsistent reliability and inconsistent availability of human sensors.
method Hybrid social-car sensing system using game theory, feedback control, and MDP.
result DASC improves detection accuracy and efficiency in disaster response.

Paper proposes a feature-wise change detection method for improving indoor positioning accuracy.

problem Improving the quality of reference fingerprint maps in indoor positioning systems.
method Inspired by RANSAC, the paper uses resampling of features to estimate intermediate locations and identifies candidate locations using MJI.
result The approach improves positioning accuracy by 20% and achieves 90% change detection accuracy.

Meta-learning improves neural networks by adapting learning algorithms.

problem Conventional AI approaches solve tasks from scratch, but meta-learning aims to improve the learning algorithm.
method Meta-learning adapts a learning algorithm based on multiple learning episodes.
result Meta-learning can tackle deep learning challenges like data and computation bottlenecks.