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.
The paper tackles adaptive policy selection to maximize social welfare, achieving optimal regret bounds.
problem Maximizing social welfare through adaptive policy selection, considering both private utility and public revenue.
method The approach involves learning response functions through experimentation, deriving lower and upper bounds for regret, and using algorithms like Exp3.
result The algorithm achieves optimal regret bounds, showing that welfare maximization is harder than multi-armed bandit problems.
In this paper, we study the classical problem of maximization of the sum of the utility of the terminal wealth and the utility of the consumption, in a case where a sudden jump in the risk-free interest rate creates incompleteness. The value function of the dual problem is proved to be solution of a BSDE and the dualit…
This letter tackles channel assignment in uplink wireless communication systems.
problem Maximizing the sum rate of all users in uplink wireless communication systems with integer channel assignment constraints.
method A convex optimization based algorithm is used to find the optimal channel assignment. Machine learning approaches, including CNNs, FNNs, random forest, and GRUs, are employed to reduce computation time.
result Machine learning methods largely reduce computation time with slightly compromised prediction accuracy.
For the problem of binary linear classification and feature selection, we propose algorithmic approaches to classifier design based on the generalized approximate message passing (GAMP) algorithm, recently proposed in the context of compressive sensing. We are particularly motivated by problems where the number of feat…
The height function of various surfaces decomposes into finite sums of scaled and translated versions of itself.
problem Decomposing the height function of different types of surfaces into simpler components.
method Using Euler-Ramanujan identities and Weierstrass-Enneper representation to decompose height functions of minimal, maximal, timelike minimal, and Born-Infeld surfaces.
result The height function of various surfaces can be expressed as a finite sum of scaled and translated versions of itself.
Deep sum-product networks learn faster than shallow models.
problem The speed of parameter optimization in sum-product networks.
method Theoretical analysis and empirical experiments on overparameterized sum-product networks.
result Gradient-based optimization in deep sum-product networks is equivalent to gradient ascent with adaptive and time-varying learning rates and additional momentum terms.
This paper studies communication efficiency in federated learning by optimizing the sum-rate-distortion function for indirect multiterminal source coding.
problem Indirect multiterminal source coding in federated learning where edge devices send noisy gradients to the server.
method Analyzes the rate region for the quadratic vector Gaussian CEO problem under unbiased estimator and derives an explicit formula for the sum-rate-distortion function.
result Derives an explicit formula for the sum-rate-distortion function in the special case of identical gradients over edge devices.
We propose the stochastic average gradient (SAG) method for optimizing the sum of a finite number of smooth convex functions. Like stochastic gradient (SG) methods, the SAG method's iteration cost is independent of the number of terms in the sum. However, by incorporating a memory of previous gradient values the SAG me…
The densification of small-cell base stations in a 5G architecture is a promising approach to enhance the coverage area and facilitate the ever increasing capacity demand of end users. However, the bottleneck is an intelligent management of a backhaul/fronthaul network for these small-cell base stations. This involves …
The paper discusses the role of monetary policy when potential output depends on the inflation rate. If the intention of the central bank is to maximize actual output growth, then it has to be credibly committed to a strict inflation targeting rule, and to take the MOGIR (the Maximizing Output Growth Inflation Rate) as…
In this paper we study the nonzero-sum Dynkin game in continuous time which is a two player non-cooperative game on stopping times. We show that it has a Nash equilibrium point for general stochastic processes. As an application, we consider the problem of pricing American game contingent claims by the utility maximiza…