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.
Game theory models storage investment to balance market competition and profits.
Paper provides a method to price electricity storage contracts using COS technique.
SmartDeal reduces energy and storage costs for deep neural networks.
GrateTile optimizes CNN feature map storage for efficient data access.
CSE-FSL reduces communication and storage costs in federated learning.
In the era of big data, it is desired to develop efficient machine learning algorithms to tackle massive data challenges such as storage bottleneck, algorithmic scalability, and interpretability. In this paper, we develop a novel efficient classification algorithm, called fast polynomial kernel classification (FPC), to…
QABBA improves time series storage efficiency while preserving shape information.
Paper proposes a method to prune neural networks, reducing storage and computation costs.
Motivated by recent advancements in Deep Reinforcement Learning (RL), we have developed an RL agent to manage the operation of storage devices in a household and is designed to maximize demand-side cost savings. The proposed technique is data-driven, and the RL agent learns from scratch how to efficiently use the energ…
CICLAD efficiently mines frequent closed itemsets from data streams with minimal memory usage.
TTRP method preserves distances in high-dimensional data with reduced storage and speed.
Deep learning accelerators efficiently train over vast and growing amounts of data, placing a newfound burden on commodity networks and storage devices. A common approach to conserve bandwidth involves resizing or compressing data prior to training. We introduce Progressive Compressed Records (PCRs), a data format that…
Extends DAMs to Gaussian distributions for efficient pattern storage and retrieval.
Deep learning calibrates CO2 storage formations from seismic and well data.
The paper presents a method to reduce computational and storage costs in PCA and spectral clustering.
Optimizes power systems with energy storage under uncertainty using scenario-based method.
New method assesses energy storage value beyond cost reduction.
Study on energy storage's impact on electricity prices and profitability.
SmartExchange trades memory for computation in neural networks.
Deep learning speeds up pressure prediction in carbon storage reservoirs.
Paper proposes a risk-averse approach to energy storage price arbitrage using conformal uncertainty quantification.
The family of temporal difference (TD) methods span a spectrum from computationally frugal linear methods like TD(λ) to data efficient least squares methods. Least square methods make the best use of available data directly computing the TD solution and thus do not require tuning a typically highly sensitive learning r…
It has been known for a long time that the classical spherical perceptrons can be used as storage memories. Seminal work of Gardner, \cite{Gar88}, started an analytical study of perceptrons storage abilities. Many of the Gardner's predictions obtained through statistical mechanics tools have been rigorously justified. …
A framework uses deep reinforcement learning to optimize energy storage in intraday markets.
Paper proposes a new model to assess risks in energy storage systems considering both exogenous and endogenous uncertainties.
Nonnegative Tucker decomposition (NTD) is a powerful tool for the extraction of nonnegative parts-based and physically meaningful latent components from high-dimensional tensor data while preserving the natural multilinear structure of data. However, as the data tensor often has multiple modes and is large-scale, exist…
Deep learning optimizes gas storage operations.
Unified scoring model improves efficiency and performance across multiple tasks.
In the wake of the highly electrified future ahead of us, the role of energy storage is crucial wherever distributed generation is abundant, such as in microgrid settings. Given the variety of storage options that are becoming more and more economical, determining which type of storage technology to invest in, along wi…
A new amortized variance-reduced gradient (AVRG) algorithm was developed in \cite{ying2017convergence}, which has constant storage requirement in comparison to SAGA and balanced gradient computations in comparison to SVRG. One key advantage of the AVRG strategy is its amenability to decentralized implementations. In th…
Study on neural networks' storage capacity and solution space structure.
Carbon capture and storage (CCS) can aid decarbonization of the atmosphere to limit further global temperature increases. A framework utilizing unsupervised learning is used to generate a range of subsurface geologic volumes to investigate potential sites for long-term storage of carbon dioxide. Generative adversarial …
New approach for feature evolution in streaming data with limited storage.
Storage has become a constrained resource on smartphones. Gaming is a popular activity on mobile devices and the explosive growth in the number of games coupled with their growing size contributes to the storage crunch. Even where storage is plentiful, it takes a long time to download and install a heavy app before it …
This study optimizes energy storage scheduling under price uncertainty, balancing risk and reward.
Introduces an unobservable intrinsic electricity price to link storage theory with risk premium.
This paper presents several numerical applications of deep learning-based algorithms that have been introduced in [HPBL18]. Numerical and comparative tests using TensorFlow illustrate the performance of our different algorithms, namely control learning by performance iteration (algorithms NNcontPI and ClassifPI), contr…
Deep learning reconstructs pressure fields and classifies leakage rates in CCS storage sites.
Paper introduces a new volatility model for natural gas markets and discusses swing option pricing.
We consider solution of stochastic storage problems through regression Monte Carlo (RMC) methods. Taking a statistical learning perspective, we develop the dynamic emulation algorithm (DEA) that unifies the different existing approaches in a single modular template. We then investigate the two central aspects of regres…
Deep learning has delivered its powerfulness in many application domains, especially in image and speech recognition. As the backbone of deep learning, deep neural networks (DNNs) consist of multiple layers of various types with hundreds to thousands of neurons. Embedded platforms are now becoming essential for deep le…
We introduce an online tensor decomposition based approach for two latent variable modeling problems namely, (1) community detection, in which we learn the latent communities that the social actors in social networks belong to, and (2) topic modeling, in which we infer hidden topics of text articles. We consider decomp…
Optimizing storage assignment is a central problem in warehousing. Past literature has shown the superiority of the Duration-of-Stay (DoS) method in assigning pallets, but the methodology requires perfect prior knowledge of DoS for each pallet, which is unknown and uncertain under realistic conditions. The dynamic natu…
Study simulates Variance Gamma processes for energy derivatives pricing.
The present study provides a comparative assessment of non-invasive sensors as means of estimating the microbial contamination and time-on-shelf (i.e. storage time) of leafy green vegetables, using a novel unified spectra analysis workflow. Two fresh ready-to-eat green salads were used in the context of this study for …
Gating is a key technique used for integrating information from multiple sources by long short-term memory (LSTM) models and has recently also been applied to other models such as the highway network. Although gating is powerful, it is rather expensive in terms of both computation and storage as each gating unit uses a…
Canonical Correlation Analysis (CCA) is a widely used spectral technique for finding correlation structures in multi-view datasets. In this paper, we tackle the problem of large scale CCA, where classical algorithms, usually requiring computing the product of two huge matrices and huge matrix decomposition, are computa…
Kernel methods are widespread in machine learning; however, they are limited by the quadratic complexity of the construction, application, and storage of kernel matrices. Low-rank matrix approximation algorithms are widely used to address this problem and reduce the arithmetic and storage cost. However, we observed tha…