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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.

168,695 papers · 148 categories

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10202939 · May 202619922001200920172026
48 results for soft switching

Study improves S&P 500 volatility forecasting through regime-switching methods.

problem Accurate prediction of S&P 500 volatility for risk management and investment.
method Regime-switching methods including soft Markov switching, spectral clustering, and coefficient-based clustering.
result Coefficient-based clustering algorithm outperformed other models during all time periods.

This paper analyzes how periodic and soft target updates stabilize linear Q-learning.

problem Theoretical explanation of stabilization mechanisms for linear Q-learning.
method Exact analysis using switched linear system dynamics and the joint spectral radius.
result Periodic and soft target updates can guarantee convergence to the exact projected Q-Bellman solution under specific conditions.

Annealed Entropic Allocation improves ranking and selection by mitigating hard switching and improving finite-budget discrimination.

problem Sequential budget allocation in ranking and selection
method Annealed weighted soft-min framework
result Surrogate converges uniformly to the hard minimum, soft-min weights concentrate on active challengers, and target allocation map is continuous.

FedSGM tackles constrained federated learning with unified framework.

problem Functional constraints, communication bottlenecks, local updates, and partial client participation in federated learning.
method Unified framework based on switching gradient method, incorporating bi-directional error feedback, and soft switching for stability.
result Achieves O(1/T)\boldsymbol{\mathcal{O}}(1/\sqrt{T}) convergence rate with high-probability bounds decoupling from sampling noise.

Estimates hybrid dynamical systems with polynomial expansions and Markovian switching.

problem Identifying hybrid dynamical systems with nonlinear autoregressive exogenous (NARX) components and Markovian switching.
method Probabilistic framework using Expectation Maximization for parameter estimation, including submodel coefficients, hidden state values, and transition probabilities. Disentangles mode classification and NARX regression tasks. Uses soft-labels and coordinate descent approach for parameter fitting.
result Demonstrated on a SMNARX problem with three nonlinear sub-models, achieving parsimonious models through l1-norm bridge estimation and hard-thresholding.

The paper proposes a principle for dynamically adjusting the granularity of reinforcement learning abstractions.

problem Lack of general principles for dynamically adjusting the granularity of reinforcement learning abstractions.
method The paper proposes a principle based on rate-distortion theory, formalized through a performance certificate decomposing value error into learning and abstraction error bounds.
result Soft state-action abstractions can achieve near-optimal performance under substantial lossy compression of state and action information.

SoftAD improves classification accuracy with less fine-tuning and fewer computational costs.

problem Improving classification accuracy with less fine-tuning and fewer computational costs.
method SoftAD is a softened, pointwise mechanism that downweights borderline points and limits the effects of outliers.
result SoftAD achieves classification accuracy competitive with flooding and SAM, with a smaller loss generalization gap and model norm.

GDM models time series with smoother transitions and interpretable states.

problem Capturing smooth, variable-speed transitions and stochastic mixtures of states.
method Introduces a continuous relaxation of discrete states and a Gumbel noise model.
result Models real-world datasets more faithfully with smoother dynamics and interpretable states.

In this paper, we study optimal switching problems under ambiguity. To characterize the optimal switching under ambiguity in the finite horizon, we use multidimensional reflected backward stochastic differential equations (multidimensional RBSDEs) and show that a value function of the optimal switching under ambiguity …

2016-08-22abs ↗pdf ↗

Employers actively look for talents having not only specific hard skills but also various soft skills. To analyze the soft skill demands on the job market, it is important to be able to detect soft skill phrases from job advertisements automatically. However, a naive matching of soft skill phrases can lead to false pos…

2018-07-20abs ↗pdf ↗

This work extends identifiability analysis to sequential latent variable models, focusing on Switching Dynamical Systems.

problem Identifying latent variables in sequential data models.
method Proved identifiability of Markov Switching Models and established conditions for Switching Dynamical Systems.
result Identifiability of latent variables and non-linear mappings in Switching Dynamical Systems up to affine transformations.

The problem of optimal switching between nonlinear autonomous subsystems is investigated in this study where the objective is not only bringing the states to close to the desired point, but also adjusting the switching pattern, in the sense of penalizing switching occurrences and assigning different preferences to util…

2014-11-17abs ↗pdf ↗

Code-switching, the alternation of languages within a conversation or utterance, is a common communicative phenomenon that occurs in multilingual communities across the world. This survey reviews computational approaches for code-switched Speech and Natural Language Processing. We motivate why processing code-switched …

2019-03-25abs ↗pdf ↗

Study approximates financial market with discrete-time models.

problem Approximating continuous-time financial market models with discrete-time.
method Constructs discrete-time market models with Markov switching and proves convergence.
result Discrete-time models converge to continuous-time Black-Scholes model with Markov switching.

This paper studies deep learning methodologies for portfolio optimization in the US equities market. We present a novel residual switching network that can automatically sense changes in market regimes and switch between momentum and reversal predictors accordingly. The residual switching network architecture combines …

2019-10-16abs ↗pdf ↗

Optimizes control of hybrid systems with multiple switching processes.

problem Optimal control of hybrid systems with multiple Markov switching processes.
method Combines two separate Markov chains into one synthetic chain, derives HJB equations, and solves the portfolio choice problem.
result Derives explicit solutions and value functions for the optimal control problem.

New algorithm learns switching dynamics from multiple neural signals.

problem Learning accurate switching dynamical system models from multimodal neural data.
method Unsupervised learning algorithm for multiscale switching dynamical system models.
result Switching multiscale dynamical system models outperform single-scale models in behavior decoding.

Paper tackles utility maximization with job-switching and retirement constraints.

problem Maximizing utility with job-switching and retirement constraints.
method Dual-martingale approach and double obstacle problem theory.
result Characterization of optimal job-switching strategy and wealth boundaries.

New RL algorithm reduces policy switching cost to loglog(T) with similar regret.

problem Low policy switching cost in real-life RL applications.
method Stage-wise exploration and adaptive policy elimination.
result Regret of O(HSAloglogT)O(HSA \log\log T) with O(HSAloglogT)O(HSA \log\log T) switching cost.

Paper proposes a new loss function for conditional models using soft targets.

problem Improving generalization performance of deep neural networks on supervised classification tasks.
method Introduces a new loss function compatible with soft targets, based on noise contrastive estimation.
result Soft target InfoNCE loss performs on par with cross-entropy baselines and outperforms other losses.

Paper presents an efficient algorithm for linear MDP with low switching cost.

problem Large state space reinforcement learning problems with low switching cost.
method First algorithm for linear MDP with low switching cost, achieving near-optimal regret and switching cost.
result Regret bound of $\widetilde{O}\left(\sqrt{d^3H^4K} ight)$ and near-optimal switching cost of $O\left(d H\log K ight)$.

Deep model learns from labeled and unlabeled data for industrial soft sensing.

problem Lack of data limits soft sensor development in industrial processes.
method Hierarchical, generative deep latent variable model for semi-supervised multi-unit soft sensing.
result Model outperforms current methods for soft sensing in industrial processes.

Study strategic competition in commodity markets using impulse-switching controls.

problem Strategic competition between upstream and downstream firms in commodity markets.
method Non-zero-sum stochastic differential game with mixed impulse/switching controls.
result Multiple Nash equilibria found, depending on the number of switches by the downstream firm.

Improves deep neural networks using soft labels through alternating minimization.

problem Improving deep neural networks training with soft labels.
method Co-Learns DNNs and soft labels via Alternating Minimization of two objectives.
result COLAM achieves improved performance on many tasks with better testing classification accuracy.

Optimal switching regret for all segmentations in online convex optimisation.

problem Non-stationary online convex optimisation problems.
method Developed an efficient algorithm to achieve optimal switching regret on every possible segmentation.
result Achieved asymptotically optimal switching regret on every possible segmentation simultaneously.

The paper develops a multi-unit soft sensing model for virtual flow meters that improves few-shot learning.

problem Improving soft sensor performance for new wells with limited data.
method Formulates a probabilistic, hierarchical model using a deep neural network for multi-unit soft sensing.
result Multi-unit models trained on many wells can perform well on new wells with just a few data points.

This paper tackles near-optimal adversarial RL with switching costs, providing algorithms and matching lower bounds.

problem Adversarial RL with switching costs, where loss distribution can be non-stationary or adversarial.
method Developed novel switching-reduced algorithms with matching lower bounds for known and unknown transition functions.
result Achieved near-optimal performance in adversarial RL with switching costs, matching theoretical lower bounds.

This paper addresses parameter estimation for wave equations with Markovian switching.

problem Parameter estimation for wave equations with abrupt changes.
method Bayesian statistical framework using discrete sparse Bayesian learning.
result Strong performance in parameter estimation for variable coefficient PDEs.

In this article supervised learning problems are solved using soft rule ensembles. We first review the importance sampling learning ensembles (ISLE) approach that is useful for generating hard rules. The soft rules are then obtained with logistic regression from the corresponding hard rules. In order to deal with the p…

2012-05-21abs ↗pdf ↗