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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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4897145193 · Jun 202019922001200920172026
48 results for time-constrained decision

New algorithms boost SAT solver performance by optimizing restart strategies.

problem Optimizing decision-making under time constraints with restarts.
method Developed online learning algorithms for a bandit problem with controlled restarts.
result Achieved O(log(τ))O(\log(τ)) and O(τlog(τ))O(\sqrt{τ\log(τ)}) regret bounds.

Algorithm selection and hyperparameter tuning remain two of the most challenging tasks in machine learning. Automated machine learning (AutoML) seeks to automate these tasks to enable widespread use of machine learning by non-experts. This paper introduces OBOE, a collaborative filtering method for time-constrained mod…

2018-08-09abs ↗pdf ↗

Proposes MIVI for efficient posterior estimation and design of MCMC transitions.

problem Efficiently estimating posterior distributions in constrained time.
method Combines variational inference and MCMC with a variational distribution and optimized Markov chain.
result Optimized Markov chain improves variational distribution and vice versa, leading to more accurate posteriors.

Study optimal investment under imitation of decision-changing rates.

problem Optimal investment under imitation of decision-changing rates.
method Proposed integral disparity to quantify imitation, derived general solution using variational method, analyzed asymptotic properties, validated with real data.
result Investor's optimal decisions under imitation of decision-changing rates.

The Chain-of-Decision approach improves forecasting of financial professionals' trading decisions.

problem Challenges in forecasting professionals' behaviors, especially in trading decisions.
method Integrates an opinion-generator-in-the-loop to provide subjective analysis based on news items.
result Promising improvements in the proposed tasks' performance.

New research shows machine-assisted decisions can still be unfair even when the algorithm is fair.

problem Ensuring fairness in decisions made with machine-assisted human input.
method Formal model and lab experiment to analyze how machine predictions affect human decisions.
result Excluding information about protected groups from machine predictions can increase disparities.

New decision-theoretic characterization separates belief and decision posteriors.

problem Understanding the conditions under which loss-based updating coincides with Bayesian updating.
method Decision-theoretic approach to distinguish belief and decision posteriors.
result Generalized Bayes coincides with ordinary Bayesian updating only if the loss is proportional to negative log-likelihood.

CREDO assesses decision optimality under uncertainty without assuming a model.

problem Uncertainty in decision-making without reliable quantification of optimality.
method CREDO uses the inverse feasible region and conformal prediction balls to estimate decision optimality probability.
result CREDO provides accurate, efficient, and reliable evaluations of decision optimality.

RISE learns decisions with sensitive variables, improving worst-case outcomes.

problem Uncertainty and bias in decisions due to delayed sensitive variable data.
method Incorporates sensitive variables offline but not at deployment, using quantile or infimum optimization.
result Improves worst-case outcomes for individuals affected by unavailable sensitive variables.

Study optimal investment with herd behavior using rational decision decomposition.

problem Optimal investment problem considering herd behavior between two agents.
method Introduce average deviation term, use variational method, rational decision decomposition, investment opinion.
result Quantitative analysis of herd behavior impact on investment decisions.

The paper addresses the difficulty of decision makers trusting AI-assisted predictions and proposes a method to improve confidence values.

problem Decision makers struggle to trust AI-assisted predictions based on confidence values.
method The paper investigates why decision makers have difficulties and proposes a method to construct more useful confidence values.
result Multicalibration with respect to the decision maker's confidence on her own predictions is a sufficient condition for alignment, leading to better decisions.

The study shows interest rates impact investment and funding negatively but positively on dividend decisions.

problem The effect of interest rates on financial decisions like investment, funding, and dividend.
method Correlation coefficient analysis and descriptive methods.
result Interest rates have a negatively insignificant effect on investment and funding decisions, but positively moderate effect on dividend decisions.

VisRuler simplifies decision extraction from bagged and boosted trees.

problem Complexity and lack of interpretability in ensemble models.
method Visual analytics tool for selecting robust models, important features, and essential decisions.
result Users successfully extracted and explained decisions from ensemble models.

A new framework designs experiments for better decision-making.

problem Suboptimal experimental designs for downstream decision-making.
method Amortized decision-aware Bayesian Experimental Design (BED) with Transformer Neural Decision Process (TNDP).
result TNDP effectively designs experiments and facilitates accurate decision-making.

New algorithms optimize decision rules in strategic scenarios, minimizing prediction risk and incentivizing better outcomes.

problem Strategic agents manipulate features to improve outcomes, complicating decision-making models.
method Efficient algorithms for learning decision rules that minimize prediction risk, incentivize better outcomes, and estimate true model coefficients.
result Optimal decision rules can be learned through testing and observing agent responses, circumventing hardness results.

Improved model-free reinforcement learning with decision-estimation coefficient.

problem Interactive decision making, including structured bandits and reinforcement learning.
method Combining Estimation-to-Decisions with optimistic estimation to achieve better regret bounds.
result Regret bounds for model-free reinforcement learning with value function approximation.

The paper tackles uncertainty in multi-objective decision-making.

problem Learning Pareto-efficient decisions with statistical confidence in uncertain outcomes.
method Adapting Pareto-efficient decisions to uncertainty, using conformal prediction.
result Statistical guarantees for efficient decisions in uncertain contexts.

Study minimax-optimal rates for offline decision-making with function approximation.

problem Statistical complexity of offline decision-making with function approximation.
method Near minimax-optimal rates for stochastic contextual bandits and Markov decision processes, using pseudo-dimension and behavior policy.
result Established performance limits and new characterization of behavior policy.

Decision trees improve decision-making by optimizing predictions of unknown parameters.

problem Optimizing decisions based on predicted unknown parameters.
method SPO Trees (SPOTs) for training decision trees under the SPO loss function.
result SPOTs provide higher quality decisions and significantly lower model complexity compared to other machine learning approaches.

Safe autonomous decisions made with machine learning predictions using Conformal Decision Theory.

problem Safe decisions from imperfect machine learning predictions.
method Conformal Decision Theory framework for producing safe decisions.
result Safe decisions with provable statistical guarantees of low risk.

GoBOED optimizes experiments for specific decision-making objectives, improving downstream outcomes.

problem Reducing parameter uncertainty does not always improve decision-making in critical settings.
method Combines variational posterior surrogate and differentiable convex decision layer for gradient-based design optimization.
result GoBOED identifies designs that better align with specific decision objectives and reveals wider optimal design windows.

Societies often rely on human experts to take a wide variety of decisions affecting their members, from jail-or-release decisions taken by judges and stop-and-frisk decisions taken by police officers to accept-or-reject decisions taken by academics. In this context, each decision is taken by an expert who is typically …

2018-05-25abs ↗pdf ↗

AI-Interpret transforms opaque policies into simple, interpretable decision rules.

problem Designing effective decision aids for professionals to mitigate decision-making biases.
method Combining imitation learning, program induction, and clustering to transform learned policies into interpretable descriptions.
result Providing interpretable decision rules as flowcharts significantly improves people's planning strategies and decisions.

Decision making based on behavioral and neural observations of living systems has been extensively studied in brain science, psychology, and other disciplines. Decision-making mechanisms have also been experimentally implemented in physical processes, such as single photons and chaotic lasers. The findings of these exp…

2018-04-12abs ↗pdf ↗

New method learns representations for decision forests using input perturbation.

problem Decision forests struggle with raw structured data and lack effective representations.
method Approximate decision forest gradients through input perturbation.
result Effective representation learning for decision forests without structural changes.

The study examines robust decision-making in volatile financial markets, finding action robustness is more impactful than uncertainty tolerance.

problem Sequential decision making in high-frequency markets under evolving uncertainty.
method Analyzes two dimensions of robustness: uncertainty tolerance and action robustness, using simulations and empirical evidence.
result Action robustness has a larger impact on profitability than uncertainty tolerance, and excessive robustness can reduce profitability in illiquid markets.

Framework for robust decision making in changing environments with privacy constraints.

problem Interactive decision making in changing environments with constraints.
method Hybrid Decision Making with Structured Observations (hybrid DMSO) framework, local differentially private decision making, query-based learning, robust and smooth decision making.
result Strong connections and bounds derived for DEC, SQ dimension, local minimax complexity, learnability, and joint differential privacy.

Paper integrates LLMs into portfolio optimization to improve decision quality.

problem Suboptimal portfolio decisions due to mismatch between prediction and decision quality.
method Integrates LLMs with decision-focused learning, using attention mechanism to process asset relationships and macro variables.
result Model consistently outperforms state-of-the-art deep learning models in portfolio optimization.

An online decision-making algorithm using stochastic gradient descent for big data.

problem Efficiently updating decision rules in online decision making with big data.
method Stochastic gradient descent for online updates, asymptotic normality of estimators.
result Asymptotic normality of parameter and value estimators, enabling statistical inference.

New active learning strategy improves decision-making accuracy.

problem Maximizing decision-making accuracy in sequential data acquisition.
method Introduces a novel active learning criterion that maximizes expected information gain on the posterior decision distribution.
result Improved performance in decision-making accuracy compared to existing alternatives.

The study analyzes when Bayesian averaging over decision trees is reliable.

problem When do Bayesian model averaging weights over decision trees provide reliable information?
method Closed-form solution for Bayesian decision trees with Catalan-exponential priors.
result Established a complete non-asymptotic theory of rational commitment thresholds.