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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.

169,341 papers · 148 categories

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48 results for response surfaces

Deep learning ranks response surfaces for optimal stopping problems in finance.

problem Ranking response surfaces in stochastic control problems.
method Reformulate as image segmentation problem and apply deep learning algorithms.
result Deep learning provides an efficient method for solving optimal stopping problems.

This work accelerates uncertainty propagation in DNNs using active subspace.

problem Challenges in propagating uncertainty in DNN predictions from real-world data.
method Gradient-based active subspace method and response surface technique.
result Efficient uncertainty propagation in DNN predictions at low computational cost.

RLGP model improves robustness and accuracy for discontinuous response surfaces.

problem Challenges in modeling abrupt jumps and discontinuities in response surfaces.
method Integrates adaptive nearest-neighbor selection with robustification mechanism.
result Consistently delivers high predictive accuracy and robustness in higher dimensions.

Aims to optimize complex multivariate systems with constraints.

problem Optimizing force-field systems in physics with large-scale simulations.
method Combines machine learning and experimental design to find feasible input combinations.
result Locates multiple good regions in the input space.

Modeling high-dimensional surfaces for toxicity testing using tensor product basis functions.

problem Characterizing complex high-dimensional surfaces from high-throughput toxicity testing data.
method Developed a novel Bayesian additive adaptive basis tensor product model.
result Model accurately predicts dose-responses for untested chemicals.

ROD reconstructs conditional mean surfaces from observational data, invariant to term order.

problem Regression estimates from observational data can be biased by multicollinearity and term order.
method Retrospective Orthogonal Design (ROD) reconstructs surfaces on a probability-balanced lattice, preserving observed and completing unsupported cells.
result ROD outperformed polynomial regression across various data-generating processes, achieving high out-of-sample R2R^2.

Analytic formulae for point vortex dynamics on surfaces with symmetry.

problem Understanding point vortex behavior on surfaces with continuous symmetry.
method Derived analytic formulae for Green and Robin functions on surfaces with hydrodynamic Killing vector fields.
result Unified tool for detailed studies of point vortex dynamics and Euler-Arnold flows on surfaces with continuous symmetry.

We are focusing on bound constrained global optimization problems, whose objective functions are computationally expensive black-box functions and have multiple local minima. The recently popular Metric Stochastic Response Surface (MSRS) algorithm proposed by \cite{Regis2007SRBF} based on adaptive or sequential learnin…

2014-10-23abs ↗pdf ↗

Study shows infinite manifold types for every group.

problem Finding manifold types for every finite group.
method Proved existence of infinitely many compact complex hyperbolic 2-manifolds.
result For every finite group, there are infinitely many isomorphism classes of compact complex hyperbolic 2-manifolds with automorphism group isomorphic to the group.

A new method for Gaussian Processes handles mixed continuous and categorical inputs.

problem Modeling cross-correlations between continuous and categorical data.
method Low-Rank Correlation (LRC) method for Gaussian Processes with flexible rank approximation.
result LRC outperforms existing methods in estimating cross-correlations and predicting response surfaces.

In this paper, we discuss a one parameter family of complex Born-Infeld solitons arising from a one parameter family of minimal surfaces. The process enables us to generate a new solution of the B-I equation from a given complex solution of a special type (which are abundant). We illustrate this with many examples. We …

2012-04-26abs ↗pdf ↗

New algorithm tackles high-dimensional simulation optimization, converging efficiently.

problem High-dimensional simulation optimization challenges.
method Sparse grid experimental design combined with kernel ridge regression using Brownian field kernel, followed by expected improvement strategy.
result Established upper bounds on convergence rate, demonstrating superior performance in practice.

The paper analyzes defects on structured surfaces and calculates stress and shape.

problem Analyzing defects on structured surfaces and their effects on stress and shape.
method Classified and quantified defects, derived strain incompatibility relations, and applied to shells.
result Determined internal stress field and deformed shape for shells with defects.

Study on cross-responses in correlated financial markets, distinguishing active and passive responses.

problem Understanding price responses across different stocks in correlated financial markets.
method Performed different averages to identify active and passive cross-responses, analyzed their characteristics and compared with self-responses.
result Active cross-responses have longer response periods compared to passive cross-responses.

Study on combinatorial kk-systoles on surfaces, showing growth in intersection numbers.

problem Understanding the intersection numbers of closed curves on surfaces.
method Analyzing combinatorial kk-systoles on punctured tori and pairs of pants.
result The maximal intersection number of combinatorial kk-systoles grows like kk and approaches infinity as kk increases.

Study price responses in correlated financial markets, finding transient impacts and sector-specific differences.

problem Understanding price responses in correlated financial markets.
method Empirical investigation of stock price responses to trades of other stocks, distinguishing active and passive responses.
result Price responses are transient, with active and passive responses showing different characteristic time lags.

Study of discrete period matrices on embedded graphs, relating to Riemann surfaces.

problem Understanding discrete conformal structures on surfaces via period matrices.
method Combinatorial interpretation of period matrices, using homological quasi-trees and Laplacian determinants.
result Derived a combinatorial analogue of the Weil-Petersson potential and related it to homological quasi-trees.

The paper proposes a framework to detect student misconceptions from textual responses.

problem Detecting misconceptions from students' responses to open-response questions.
method A natural language processing-based probabilistic model for detecting common misconceptions.
result The proposed framework excels at classifying and detecting common misconceptions.

A new adaptive kriging method improves binary classification of mechanical problems.

problem Efficient binary classification of mechanical problems with high fluctuation.
method Monte Carlo-intersite Voronoi (MiVor) adaptive scheme for regression surrogate model.
result The MiVor algorithm provides accurate binary classification with fewer observation points for highly fluctuating response surfaces.

Study evaluates different price response definitions for NASDAQ stocks.

problem Understanding the long-lasting effects of trading activity on stock prices.
method Examined two different price response implementations for NASDAQ Trades and Quotes (TAQ) data.
result Results are qualitatively the same for two different time scale definitions, but response can vary by up to a factor of two.

The paper learns compact implicit surface maps from streaming data using an ensemble of sparse Gaussian processes.

problem Creating compact and accurate implicit surface maps from streaming range data.
method An ensemble of sparse Gaussian process experts, incrementally adjusted, trades-off between model complexity and prediction error.
result The approach learns compact and accurate implicit surface models comparable to or better than exact GP regression with subsampled data.

LaRT models LLMs' response accuracy and CoT length to evaluate reasoning ability and speed.

problem Valid evaluation of Large Language Models (LLMs) via response accuracy and chain-of-thought length.
method Introduces Latency-Response Theory (LaRT) to jointly model response accuracy and CoT length using latent ability and latent speed.
result LaRT yields higher estimation accuracy and shorter confidence intervals for latent traits compared to IRT.

New methods improve accuracy in predicting complex systems.

problem Improving accuracy in predicting complex physical systems from simulators.
method Proposes two new methods of design approaches that sequentially select input settings.
result Demonstrates effectiveness of the proposed methods through numerical examples.

Bayesian priors improve estimation of complex response functions in dynamic medical imaging.

problem Estimating complex response functions in dynamic medical imaging.
method Non-parametric Bayesian priors for blind source separation and deconvolution.
result Flexible non-parametric priors improve estimation of response functions in both synthetic and real datasets.

New method handles correlated responses and interaction effects in multi-response regression.

problem Handling correlated responses and interaction effects in multi-response regression.
method MADMMplasso, an ADMM-based approach for multi-response regression with overlapping groups and interaction effects.
result The proposed method outperforms in prediction and variable selection for correlated responses and interaction effects.

PEER tackles multi-response regression with incomplete outcomes efficiently.

problem Challenges in estimating, predicting, and computing with large-scale multi-response regression and incomplete outcomes.
method PEER converts multi-response regression into parallel univariate-response regressions.
result PEER achieves consistency in estimation, prediction, and variable selection.

Study analyzes price response and spread impact in foreign exchange markets.

problem Understanding deviations from Markovian behavior in foreign exchange markets.
method Detailed large-scale data analysis of price response functions for different years and time scales, using pip bid-ask spread definition.
result Large pip spreads significantly impact price response in foreign exchange markets.

Study price responsiveness in electricity demand using empirical data.

problem Limited effectiveness of classical economic theories in real-time retail pricing.
method Dynamic modeling of hybrid Hammerstein model with delay and linear ARX model.
result Electricity consumption has distinct responses to moderate and high prices with a time delay.