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Deep hedging uses recurrent neural networks to hedge financial products that cannot be fully hedged in incomplete markets. Previous work in this area focuses on minimizing some measure of quadratic hedging error by calculating pathwise…

Mathematical Finance · Quantitative Finance 2025-10-21 Alok Das , Kiseop Lee

Distributed consensus has been widely studied for sensor network applications. Whereas the asymptotic convergence rate has been extensively explored in prior work, other important and practical issues, including energy efficiency and link…

Networking and Internet Architecture · Computer Science 2013-04-10 Lei Chen , Jeff Frolik

Cooperative decision making is a vision of future network management and control. Distributed connection preemption is an important example where nodes can make intelligent decisions on allocating resources and controlling traffic flows for…

Machine Learning · Computer Science 2009-01-08 Sung-eok Jeon , Chuanyi Ji

In distributed ML applications, shared parameters are usually replicated among computing nodes to minimize network overhead. Therefore, proper consistency model must be carefully chosen to ensure algorithm's correctness and provide high…

Machine Learning · Statistics 2014-01-03 Jinliang Wei , Wei Dai , Abhimanu Kumar , Xun Zheng , Qirong Ho , Eric P. Xing

Persistent homology is a popular and powerful tool for capturing topological features of data. Advances in algorithms for computing persistent homology have reduced the computation time drastically -- as long as the algorithm does not…

Computational Geometry · Computer Science 2013-10-03 Ulrich Bauer , Michael Kerber , Jan Reininghaus

Topological data analysis is a relatively new branch of machine learning that excels in studying high dimensional data, and is theoretically known to be robust against noise. Meanwhile, data objects with mixed numeric and categorical…

Algebraic Topology · Mathematics 2020-06-15 Chengyuan Wu , Carol Anne Hargreaves

Distributed abstract programs are a novel class of distributed optimization problems where (i) the number of variables is much smaller than the number of constraints and (ii) each constraint is associated to a network node. Abstract…

Distributed, Parallel, and Cluster Computing · Computer Science 2009-11-02 Giuseppe Notarstefano , Francesco Bullo

In this paper, we consider a network of processors aiming at cooperatively solving mixed-integer convex programs subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

Optimization and Control · Mathematics 2022-07-19 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Francesco Sasso , Roland Bouffanais

We consider several problems in the field of distributed optimization and hypothesis testing. We show how to obtain convergence times for these problems that scale linearly with the total number of nodes in the network by using a recent…

Optimization and Control · Mathematics 2017-05-24 Alex Olshevsky

Most real-world networks are embedded in latent geometries. If a node in a network is found in the vicinity of another node in the latent geometry, the two nodes have a disproportionately high probability of being connected by a link. The…

Physics and Society · Physics 2024-06-19 Bukyoung Jhun

The paper presents a topology-agnostic greedy protocol for network-on-chip routing. The proposed routing algorithm can tolerate any number of permanent faults, and is proven to be deadlock-free. We introduce a specialized variant of the…

Networking and Internet Architecture · Computer Science 2018-11-29 Pieter Stroobant , Sergi Abadal , Wouter Tavernier , Eduard Alarcón , Didier Colle , Mario Pickavet

Data driven algorithm design is an important aspect of modern data science and algorithm design. Rather than using off the shelf algorithms that only have worst case performance guarantees, practitioners often optimize over large families…

Data Structures and Algorithms · Computer Science 2020-11-17 Maria-Florina Balcan

One of the most common problem-solving heuristics is by analogy. For a given problem, a solver can be viewed as a strategic walk on its fitness landscape. Thus if a solver works for one problem instance, we expect it will also be effective…

Machine Learning · Computer Science 2023-12-06 Mingyu Huang , Ke Li

In this paper, we propose a novel distributed algorithm for consensus optimization over networks and a robust extension tailored to deal with asynchronous agents and packet losses. Indeed, to robustly achieve dynamic consensus on the…

Optimization and Control · Mathematics 2025-09-04 Guido Carnevale , Nicola Bastianello , Giuseppe Notarstefano , Ruggero Carli

A variety of problems in distributed control involve a networked system of autonomous agents cooperating to carry out some complex task in a decentralized fashion, e.g., orienting a flock of drones, or aggregating data from a network of…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-01 Bernadette Charron-Bost , Patrick Lambein-Monette

Modern distributed systems rely on consensus protocols to build a fault-tolerant-core upon which they can build applications. Consensus protocols are correct under a specific failure model, where up to $f$ machines can fail. We argue that…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-02-13 Reginald Frank , Soujanya Ponnapalli , Octavio Lomeli , Neil Giridharan , Marcos K Aguilera , Natacha Crooks

We reformulate the problem of modularity maximization over the set of partitions of a network as a conic optimization problem over the completely positive cone, converting it from a combinatorial optimization problem to a convex continuous…

Data Analysis, Statistics and Probability · Physics 2008-12-18 Roland Hildebrand

Optimization networks are a new methodology for holistically solving interrelated problems that have been developed with combinatorial optimization problems in mind. In this contribution we revisit the core principles of optimization…

Community structure is of paramount importance for the understanding of complex networks. Consequently, there is a tremendous effort in order to develop efficient community detection algorithms. Unfortunately, the issue of a fair assessment…

Social and Information Networks · Computer Science 2017-11-28 Jebabli Malek , Cherifi Hocine , Cherifi Chantal , Hamouda Atef

This paper presents a distributed optimization scheme over a network of agents in the presence of cost uncertainties and over switching communication topologies. Inspired by recent advances in distributed convex optimization, we propose a…

Optimization and Control · Mathematics 2016-11-15 Saghar Hosseini , Airlie Chapman , Mehran Mesbahi
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