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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

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219438656875 · Jun 202019922001200920182026
48 results for optimal extraction

An optimal extraction strategy is found for a price-maker company selling an exhaustible commodity.

problem Maximizing profits from selling an extractable commodity with price impact.
method Two-dimensional degenerate singular stochastic control problem with finite fuel. Explicit solution to Hamilton-Jacobi-Bellman equation verified.
result Optimal extraction rules differ based on the type of price process (drifted Brownian motion vs. Ornstein-Uhlenbeck process).

This paper studies a finite-fuel two-dimensional degenerate singular stochastic control problem under regime switching that is motivated by the optimal irreversible extraction problem of an exhaustible commodity. A company extracts a natural resource from a reserve with finite capacity, and sells it in the market at a …

2016-02-22abs ↗pdf ↗

Paper proposes nearly unsupervised hashcode learning for relation extraction.

problem Relation extraction from text, especially in biomedical domains.
method Optimized hashcode representations learned from data points without class labels, followed by supervised classification.
result Significant accuracy improvements over state-of-the-art methods.

Proposes a method to extract robust features that improve classifier robustness.

problem Improving classifier robustness to small perturbations in input space.
method Introduces an additional penalty term in the information bottleneck framework to minimize Fisher information, optimizing a variational bound using stochastic gradient descent.
result Optimally robust features are jointly Gaussian, and the method produces classifiers with increased robustness to perturbations.

Kernel methods linked to feature subspaces and maximal correlation kernels.

problem Understanding kernel methods and their relationship to feature extraction.
method Established a correspondence between feature subspaces and kernels, introduced maximal correlation kernels, and demonstrated their optimality.
result Kernel SVM on maximal correlation kernel achieves minimum prediction error.

Proposes a framework to extract ordered eigenfunctions from contextual kernels.

problem Lack of exact spectral decomposition in existing methods.
method Modular building blocks for compatibility with contextual kernels and scalability.
result Extracted eigenfunctions provide effective importance scores for feature selection.

Extracts invariant features to predict Y without confounding by Z, using conditional independence and optimal transport.

problem Extracting invariant features to predict Y without confounding by Z, a response variable influenced by unknown confounders Z.
method Develops a methodology penalizing statistical dependence between feature and confounders conditioned on Y, using the Optimal Transport Barycenter Problem.
result The method extracts invariant features in the Gaussian case, equivalent to penalizing dependence between feature and conditional random variable Z_Y.

A new framework extracts informative features from multiple data types.

problem Finding maximally correlated feature representations from multimodal data.
method Soft-HGR framework, which relaxes whitening constraints while preserving feature geometry.
result Soft-HGR learns more informative feature mappings and is more efficient to optimize.

FOSC-X: An extended framework for extracting multiple optimal flat clusterings from hierarchical cluster trees

problem Extracting multiple optimal flat clusterings from hierarchical cluster trees
method Dynamic programming with lower and upper feasibility bounds
result Guaranteed optimal rankings of top-M solutions with linear-time complexity

This paper studies the problem of optimally extracting nonrenewable natural resource in light of various financial and economic restrictions and constraints. Taking into account the fact that the market values of the main natural resources i.e. oil, natural gas, copper,...,etc, fluctuate randomly following global and s…

2016-06-10abs ↗pdf ↗

In this paper, a genetic algorithm-based frequency-domain feature search (GAFDS) method is proposed for the electroencephalogram (EEG) analysis of epilepsy. In this method, frequency-domain features are first searched and then combined with nonlinear features. Subsequently, these features are selected and optimized to …

2017-01-22abs ↗pdf ↗

Extracts patterns from mobile network data for better resource management.

problem Improving network efficiency and resource allocation for mobile users.
method Spatiotemporal analysis of internet activity records (IARs) data.
result Developed a mobile traffic partitioning scheme.

Method extracts features from signals for classification with explainability.

problem Lack of interpretability in signal classification models.
method Combining scattering transform and multiclass logistic regression with zeroth-order optimization.
result Uncovered the meaning of scattering transform coefficients.

We propose a method to extract interpretable rules from tree ensembles.

problem Tree ensembles are accurate but hard to interpret.
method Propose an estimator to extract compact sets of decision rules from tree ensembles.
result Our estimator improves accuracy and reveals useful relationships in the data.

Bayesian meta-learning on relation graphs improves few-shot relation extraction.

problem Predicting relations in sentences with limited labeled examples.
method Bayesian meta-learning on a global relation graph, using graph neural networks and Langevin dynamics.
result Framework effectively learns and generalizes to new relations.

This work bridges competitive learning with gradient-based learning for faster feature extraction.

problem Lack of powerful feature extractors in competitive learning methods.
method Introduces gradient-based competitive layers for feature extraction.
result Demonstrates theoretical equivalence and faster convergence of gradient-based competitive layers.

A nonparametric method for time series analysis extracts envelopes, detects peaks, and clusters data.

problem Extracting envelopes, detecting peaks, and clustering in time series data.
method Iterative procedure that minimizes L1L_1 drift to create upper and lower bounding signals, using Viterbi-like path tracking and optimal elimination rules.
result Efficiently calculated solution with near-linear time complexities for various applications.

Topological Bayesian Optimization finds optimal structures using topological data.

problem Optimizing complex structured data like material or neural network structures.
method Extract topological information from structures using persistent homology, apply Bayesian optimization with kernels for persistence diagrams.
result Topological information improves search efficiency for optimal structures.

Proposes Pareto efficient fairness for supervised learning models.

problem Ensuring fairness in machine learning models without sacrificing accuracy.
method Formulates a bilevel optimization problem to find Pareto efficient classifiers.
result Guaranteed solution on Pareto frontier for convex and non-convex objectives.

Study shows current simulations are insufficient for optimal neural network training in cosmology.

problem Insufficient training data for neural networks in cosmological inference.
method Empirical neural scaling law and Cramer-Rao bound to forecast training simulations needed.
result Current simulation suites do not provide sufficient training data for optimal neural network performance.

An unsupervised anomaly detection method for irregularly sampled time-series data.

problem Anomaly detection in irregularly sampled or missing valued time-series data.
method Uses LSTM networks with time modulation gates to extract temporal features and SVDD for anomaly labeling.
result Significantly outperforms standard approaches on real-life datasets.

New method extracts cosmological information from dark matter halo catalogues using graph neural networks.

problem Quantifying cosmological information from large-scale structure data.
method Implicit likelihood approach with Information Maximising Neural Networks (IMNNs) on graph representations of dark matter halo catalogues.
result Graph neural network summaries can extract information from noisy catalogues and improve parameter constraints.

Oracle-efficient algorithm for offline RL with partial data coverage.

problem Offline reinforcement learning with partial data coverage and constraints.
method PDOCRL, a primal-dual algorithm with decomposed linear-programming formulation.
result Near-optimal, near-feasible policy with \(\widetilde{\mathcal O}(ε^{-2})\) sample guarantee.

Hybrid model for online nonlinear prediction using LSTM and soft GBDT.

problem Online nonlinear prediction with manual feature selection and model selection issues.
method End-to-end architecture with LSTM for feature extraction and soft GBDT for regression, jointly optimized.
result Significant performance improvements over conventional methods on real datasets.

Hybrid model improves sequential data prediction by combining neural and time series models.

problem Nonlinear prediction in online settings with domain-specific feature engineering issues.
method Joint optimization of LSTM for feature extraction and SARIMAX for time series data using state space representations.
result Significant improvements in real-life competition datasets.

Recently, machine learning algorithms have successfully entered large-scale real-world industrial applications (e.g. search engines and email spam filters). Here, the CPU cost during test time must be budgeted and accounted for. In this paper, we address the challenge of balancing the test-time cost and the classifier …

2012-10-09abs ↗pdf ↗

Researchers quantify the relationship between feature depth and performance in deep neural networks.

problem Understanding how depth affects feature extraction and generalization in deep neural networks.
method Adaptive analysis of feature-depth trade-offs in deep nets, proving optimal generalization performance.
result Optimal generalization performance achieved through empirical risk minimization on deep nets.

Deep learning extracts terrain texture covariates for geostatistical modeling.

problem Improving prediction accuracy in geostatistical modeling using terrain texture data.
method Deep learning approach to automatically derive optimal terrain texture covariates from SRTM 90m DEM.
result Deep learning-derived covariates have strong explanatory power (R-squared around 0.6) for geochemical data.

A DRL framework optimizes portfolios using a LFSS module for feature extraction.

problem Optimizing dynamic portfolios in financial markets.
method Deep Reinforcement Learning with a Latent Feature State Space module.
result The proposed DRL framework outperforms benchmarks in portfolio optimization.