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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.

168,694 papers · 148 categories

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3569104138 · Jun 202019922001200920172026
48 results for peak reduction

SPADE improves demand forecasting accuracy by 4.5% for post-promotion periods.

problem Overreacting to peak events in demand forecasting leads to biased forecasts.
method SPADE splits forecasting into two tasks: one for peak events and another for post-peak events, using masked convolution filters and a specialized Peak Attention module.
result Overall PPE improvement of 4.5%, 30% improvement for most affected forecasts after promotions and holidays, and 3.9% improvement in PE accuracy.

Populations of species in ecosystems are often constrained by availability of resources within their environment. In effect this means that a growth of one population, needs to be balanced by comparable reduction in populations of others. In neutral models of biodiversity all populations are assumed to change increment…

2015-03-02abs ↗pdf ↗

This paper explains why double descent sometimes occurs weakly or not at all from an optimization perspective.

problem Understanding the role of optimization in the phenomenon of double descent.
method Investigates model-wise double descent from an optimization perspective, proposing a unified explanation for its occurrence.
result Model-wise double descent is observed if and only if the optimizer can find a sufficiently low-loss minimum.

We propose a greedy mixture reduction algorithm which is capable of pruning mixture components as well as merging them based on the Kullback-Leibler divergence (KLD). The algorithm is distinct from the well-known Runnalls' KLD based method since it is not restricted to merging operations. The capability of pruning (in …

2015-08-22abs ↗pdf ↗

We introduce novel communication strategies in synchronous distributed Deep Learning consisting of decentralized gradient reduction orchestration and computational graph-aware grouping of gradient tensors. These new techniques produce an optimal overlap between computation and communication and result in near-linear sc…

2019-09-24abs ↗pdf ↗

A robust method for decomposing spectral peaks robust to distortion and interference.

problem Decomposing spectral peaks in the presence of distortion and interference.
method Optimizing a nonparametric approach using pseudo-symmetric functions with nonincreasing behavior.
result Decomposed spectral peaks show pseudo-orthogonal behavior and power preserving equality.

We find empirically a characteristic sharp peak-flat trough pattern in a large set of commodity prices. We argue that the sharp peak structure reflects an endogenous inter-market organization, and that peaks may be seen as local ``singularities'' resulting from imitation and herding. These findings impose a novel strin…

1998-02-23abs ↗pdf ↗

We investigate the statistical properties of the EBS order book for the EUR/USD and USD/JPY currency pairs and the impact of a ten-fold tick size reduction on its dynamics. A large fraction of limit orders are still placed right at or halfway between the old allowed prices. This generates price barriers where the best …

2013-07-20abs ↗pdf ↗

Study on-chain peak shaving to reduce Ethereum transaction costs.

problem Reducing transaction costs in blockchain networks, especially during congested periods.
method Analyzing transaction-level data from multiple firms across various industries to understand scheduling responses and cost management strategies.
result Firms' scheduling responses to congestion vary, leading to different fee savings and residual costs.

The paper explains two distinct peaks in generalization error for neural networks and simpler models, each governed by different factors.

problem Understanding the peaks in generalization error for neural networks and simpler models.
method Analysis of random feature models and comparison with numerical experiments involving deep neural networks.
result The peaks at N=PN=P and N=DN=D are distinct and governed by different factors (noise sensitivity vs. initialization noise).

Bayesian framework integrates spectral deconvolution with expert reasoning for robust peak estimation.

problem Challenges in extracting meaningful peaks from noisy or complex spectra.
method Bayesian spectral deconvolution coupled with a physical-property regression layer.
result Recovery of weak peaks in poly(lactic acid) IR spectra related to degradation rates.

The paper shows how the generalization curve can have multiple peaks, influenced by data and learning algorithm biases.

problem Understanding the generalization behavior of linear regression models under varying parameterizations.
method Analyzes generalization loss in linear regression models with varying parameterizations, both under- and over-parameterized.
result The generalization curve can have an arbitrary number of peaks, and their locations can be controlled.

PEAKS selects key training examples incrementally based on prediction error and kernel similarity.

problem Dynamic data selection in deep learning models.
method Prediction Error Anchored by Kernel Similarity (PEAKS) for incremental data selection.
result PEAKS outperforms existing selection strategies and yields better performance returns as training data size grows.

Bayesian Quadrature improves ensembling for neural networks with dispersed likelihood peaks.

problem Ensembling neural networks struggles with dispersed, narrow peaks in likelihood surfaces.
method Uses Bayesian Quadrature to construct weighted ensembles of architectures.
result Empirically outperforms state-of-the-art baselines in test likelihood, accuracy, and expected calibration error.

During a stock market peak the price of a given stock (i i ) jumps from an initial level p1(i) p_1(i) to a peak level p2(i) p_2(i) before falling back to a bottom level p3(i) p_3(i) . The ratios A(i)=p2(i)/p1(i) A(i) = p_2(i)/p_1(i) and B(i)=p3(i)/p1(i) B(i)= p_3(i)/p_1(i) are referred to as the peak- and bottom-amplitude respectively. The paper show…

2000-09-14abs ↗pdf ↗

We present K-Means Batch Bayesian Optimization (KMBBO), a novel batch sampling algorithm for Bayesian Optimization (BO). KMBBO uses unsupervised learning to efficiently estimate peaks of the model acquisition function. We show in empirical experiments that our method outperforms the current state-of-the-art batch alloc…

2018-06-04abs ↗pdf ↗

In this paper, the fractional order curvature equation (Δ)γu=(1+εK(x))uN+2γN2γ(-Δ)^γu = (1 + \varepsilon K(x))u^{\frac{N + 2γ}{N - 2γ}} in RN\mathbb{R}^N is considered. Assuming K(x)K(x) has two critical points satisfying certain local conditions, we prove the existence of two-peak solutions.

2014-02-03abs ↗pdf ↗

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.

Beam search improves UQ in LLMs by reducing duplicates and variance.

problem Peaked distributions in multinomial sampling lead to duplicates and high variance in uncertainty estimates.
method Employ beam search to generate candidates for consistency-based UQ, providing a theoretical lower bound and empirical evaluation.
result Beam search achieves smaller error than multinomial sampling, leading to state-of-the-art UQ performance.

Paper proposes a network framework for prosumers to manage peak loads in Iran.

problem Balancing renewable prosumers' self-sufficiency with grid integration under uncertainty.
method Distributed contextual stochastic optimization (DCSO) framework with consensus-based sharing.
result Integration of prediction and optimization reduces peak loads and costs.

We win EVA2025 by estimating extreme precipitation events using Peaks Over Thresholds and martingale testing.

problem Estimating the probability of extreme precipitation events with limited data.
method Modeling Peaks Over Thresholds with an exponential distribution and using martingale testing for evaluation.
result Our method outperforms other approaches in estimating extreme precipitation events.

A new clustering algorithm reduces density peaks clustering's computational complexity.

problem High computational complexity of density peaks clustering.
method Sparse distance matrix, sparse search, K-d tree, second-order difference method.
result Reduced computational complexity from O(n2K)O(n^2K) to O(n(n11/K+k))O(n(n^{1-1/K}+k)).

Serenity optimizes neural network execution for edge devices by scheduling with optimal memory footprint.

problem Order of nodes in irregular neural networks affects memory footprint, complicating execution under resource constraints.
method Memory-aware compiler using dynamic programming and graph rewriting to find optimal schedules.
result Achieves optimal peak memory and further improves it with graph rewriting, reducing memory usage by 1.68x-1.86x compared to TensorFlow Lite.

Paper proposes combining GAM and DNN for accurate peak demand estimation from lower-resolution data.

problem Predicting high-resolution peak demand from limited lower-resolution data.
method Combines generalized additive models (GAM) and deep neural networks (DNN) for half-hourly load forecasting.
result Proposed method reduces out-of-sample RMSE by 57.4% compared to benchmark.

Develops statistical framework for analyzing functional data extremes.

problem Analyzing extremes of functional data in Hilbert spaces.
method Regular variation in Hilbert spaces, Peaks-Over-Threshold framework, functional PCA.
result Proposes a dimension reduction method for functional extreme observations.

TERA method speeds up derivative Gaussian processes in high dimensions.

problem High-dimensional function evaluations and gradient computations are computationally expensive.
method TERA uses exact gradient reduction to decouple nn and dd from the computational cost.
result TERA achieves state-of-the-art predictive accuracy with orders of magnitude faster computation.

New model improves volatility forecasting by reducing overestimation and underestimation.

problem SVR-GARCH model overestimates or underestimates volatility, hindering peak or trough behaviors.
method Proposes blending ARCH and augmented blending-ARCH models to improve volatility forecasting.
result Empirical results show improved volatility forecasting ability.

During a speculative episode the price of an item jumps from an initial level p_1 to a peak level p_2 before more or less returning to level p_1. The ratio p_2/p_1 is referred to as the amplitude A of the peak. This paper shows that for a given market the peak amplitude is a linear function of the logarithm of the pric…

1999-10-23abs ↗pdf ↗