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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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97195292389 · Jun 202019922001200920172026
48 results for priority features

Proposes a new method for feature selection using Bayesian ID with intervention.

problem Feature selection in data with varying importance.
method Probabilistic model for interpolative decomposition with Bayesian inference and Gibbs sampling.
result The proposed Bayesian ID algorithm with intervention selects features with higher priority and comparable reconstructive errors.

Blockchain markets with paid-priority trading can lead to biased prices and reduced liquidity.

problem Discrete clearing and paid-priority in blockchain markets lead to biased prices and reduced liquidity.
method Developed a model to evaluate the viability of blockchain markets under discrete clearing and paid-priority.
result Paid-priority ordering induces endogenous selection, leading to biased prices and reduced liquidity.

Deep RL learns effective job shop scheduling rules from raw features.

problem Designing effective priority dispatching rules for job shop scheduling is challenging.
method End-to-end deep reinforcement learning using Graph Neural Networks.
result Agent learns high-quality dispatching rules from raw features and generalizes well to unseen instances.

The paper analyzes transaction fees on blockchains using a priority queue model.

problem Understanding and optimizing transaction fees on blockchain networks.
method An M/G^K/1 priority queue model is used to analyze transaction fees and user behavior.
result New insights into the dynamics of transaction fees and their impact on user behavior are provided.

Enhances multi-project scheduling with multiple priority rules.

problem Resource allocation in multi-project scheduling with limited time and resources.
method Simulation-based approach using composite priority rules.
result Increased probability of finding schedules with shortest duration.

Optimal trading strategy between CEXs and DEXs with priority fees and stochastic delays.

problem Managing latency risk in trading between centralized and decentralized exchanges.
method Developed a mixed control framework combining absolutely continuous controls with impulse interventions, allowing for stochastic execution delays and multiple pending orders.
result Optimal priority fee selection significantly outperforms non-strategic fee selection.

Designs for allocating resources to prioritize needy applicants while estimating treatment effects.

problem Resource allocation under uncertainty with prioritized queues.
method Priority-queue randomization for treatment assignment and estimation of treatment effects.
result Identification of causal effects under different arrival and treatment assignment scenarios.

Neural networks learn clean data patterns first, then noisy data, leading to improved performance initially but deteriorating later.

problem Improvement in prediction error on clean data during early training of neural networks with noisy labels.
method Theoretical analysis and experiments to explore the dynamics of gradient descent and the impact of clean and noisy data.
result Neural networks prioritize learning clean data patterns first, leading to improved performance initially but deteriorating later due to diminishing gradient dominance of clean samples over noisy ones.

VarPro selects features without model dependence, achieving balanced performance.

problem Finding a small set of features with high explanatory power.
method Rule-based variable priority approach, avoiding model-specific methods and artificial data.
result VarPro has a consistent filtering property for noise variables and achieves balanced performance.

Fast classification for sparse models, even with correlated features.

problem Sparse classification with many correlated features.
method Linear and quadratic surrogate cuts, priority queue, and analytical solution for exponential loss.
result 2 to 5 times faster than previous approaches, interpretable models with comparable accuracy.

The paper proposes a method to infer multi-objective rewards from preferences.

problem Modeling preferences based on multiple, often competing objectives.
method Modeling priorities lexicographically and inferring multi-objective rewards from observed preferences.
result Lexicographically-ordered rewards provide a better understanding of preferences and improve policies.

The paper models blockchain queues and trading dynamics, finding conditions for transaction priority and price impact.

problem Understanding and predicting price impacts in blockchain trading environments.
method Developed a probabilistic model for blockchain queues with adversarial scheduling, derived expressions for transaction priority and price impact.
result Conditions for transaction priority and statistical models for price impact in blockchain trading environments.

A new method for optimizing hierarchical multi-objective problems.

problem Symmetry and neglect of objective hierarchy in existing multi-objective methods.
method Priority-Constrained Descent (PCD) framework exploiting hierarchical objective structures.
result Pareto dominance and better per-objective performance with secondary progress guarantees.

Study callable convertible bonds with liquidity constraints, generalizing previous work.

problem Callable convertible bond problem with liquidity constraints.
method Introduced a new technique to handle non-ordered payoff situations.
result Complete solution to callable convertible bond problem with liquidity constraint.

We introduce a rich model for multi-objective clustering with lexicographic ordering over objectives and a slack. The slack denotes the allowed multiplicative deviation from the optimal objective value of the higher priority objective to facilitate improvement in lower-priority objectives. We then propose an algorithm …

2019-03-02abs ↗pdf ↗

We consider the problem of estimating a regression function in the common situation where the number of features is small, where interpretability of the model is a high priority, and where simple linear or additive models fail to provide adequate performance. To address this problem, we present Maximum Variance Total V…

2017-08-06abs ↗pdf ↗

Game theory applied to financial networks, focusing on debt repayment strategies.

problem Understanding financial stability in interconnected systems.
method Modeling financial systems as networks, analyzing utility-maximizing strategies under priority-proportional payments.
result Existence and uniqueness of payment profiles are not guaranteed, even under fixed strategies.

Novel IRL method identifies suboptimal medical decisions in ICU data.

problem Identifying suboptimal medical decisions in clinical settings.
method Incorporates Inverse Reinforcement Learning with a pruning step to identify and remove suboptimal actions.
result Pruning step effectively identifies clinical priorities and values from suboptimal data.

The paper explores when to prioritize easy or hard samples in learning tasks.

problem Determining the optimal order of learning easy or hard samples.
method Theoretical analyses and experiments were conducted to propose and validate four priority modes.
result Four priority modes (easy-first, hard-first, medium-first, two-ends-first) can be flexibly applied.

A new model calculates optimal clearing payments in dynamic financial networks.

problem Determining fair clearing payments in networks with potential defaults.
method Extends Eisenberg-Noe model to multiple time periods, solving linear programs for optimal payments.
result Proves the model satisfies the priority of debt claims requirement and finds unique optimal payments.

A new method prioritizes and recycles experiences for better reinforcement learning.

problem Improving reinforcement learning efficiency by prioritizing and recycling experiences.
method Double-prioritized state-recycled (DPSR) experience replay.
result DPSR achieved state-of-the-art results in Atari games, outperforming original and prioritized methods.

Unified model optimizes experiment performance and reduces duration.

problem Balancing reward maximization and experiment termination.
method Unified model that considers both within-experiment and post-experiment outcomes.
result Familiar algorithms can optimize a broad class of objectives with proper parameter adjustment.

Success in the quest for artificial intelligence has the potential to bring unprecedented benefits to humanity, and it is therefore worthwhile to investigate how to maximize these benefits while avoiding potential pitfalls. This article gives numerous examples (which should by no means be construed as an exhaustive lis…

2016-02-10abs ↗pdf ↗

Paper proposes D3M to improve anti-spoofing detection by balancing loss function and using complementary features.

problem Improving automatic speaker verification systems against high-quality playback attacks.
method D3M uses a balanced focal loss function to dynamically scale loss based on sample traits, and combines three feature types for robust detection.
result D3M systems outperform conventional methods significantly, achieving min-tDCF of 0.0124 and EER of 0.55%.

This paper proposes a system-agnostic policy for dynamic scheduling.

problem Dynamic scheduling in changing systems is challenging due to system-specific optimal policies.
method Descriptive policy that learns a system-agnostic scheduling principle.
result System-agnostic meta-learning enables adaptation to unseen system characteristics.

The paper proposes a machine learning framework for detecting DeFi fraud across multiple blockchain chains.

problem Early detection of financial crimes in decentralized finance (DeFi) ecosystems.
method Extracting features from different blockchain chains, employing XGBoost and Neural Network for fraud detection.
result Introduction of novel DeFi-related features significantly improves fraud detection accuracy.

The paper analyzes insurance pricing and capital allocation in imperfect markets.

problem Analyzing insurance pricing and capital allocation in imperfect markets.
method Non-additive distortion pricing functional and principle of equal priority of payments in default.
result Derives the natural allocation of premium and margin with properties that merit the name.

Congestion prediction represents a major priority for traffic management centres around the world to ensure timely incident response handling. The increasing amounts of generated traffic data have been used to train machine learning predictors for traffic, however this is a challenging task due to inter-dependencies of…

2019-07-15abs ↗pdf ↗

We study the incentives of banks in a financial network, where the network consists of debt contracts and credit default swaps (CDSs) between banks. One of the most important questions in such a system is the problem of deciding which of the banks are in default, and how much of their liabilities these banks can pay. W…

2020-02-18abs ↗pdf ↗

We develop a new market-making model, from the ground up, which is tailored towards high-frequency trading under a limit order book (LOB), based on the well-known classification of order types in market microstructure. Our flexible framework allows arbitrary order volume, price jump, and bid-ask spread distributions as…

2019-03-18abs ↗pdf ↗

First-best climate policy is a uniform carbon tax which gradually rises over time. Civil servants have complicated climate policy to expand bureaucracies, politicians to create rents. Environmentalists have exaggerated climate change to gain influence, other activists have joined the climate bandwagon. Opponents to cli…

2016-08-19abs ↗pdf ↗