Zobrazeno 1 - 10
of 52
pro vyhledávání: '"Agrawal, Akshay"'
This paper highlights the significance of mesoscale structures, particularly the core-periphery structure, in financial networks for portfolio optimization. We build portfolios of stocks belonging to the periphery part of the Planar maximally filtere
Externí odkaz:
http://arxiv.org/abs/2405.12993
Laplacian regularized stratified models (LRSM) are models that utilize the explicit or implicit network structure of the sub-problems as defined by the categorical features called strata (e.g., age, region, time, forecast horizon, etc.), and draw upo
Externí odkaz:
http://arxiv.org/abs/2305.02573
Autor:
Schaller, Maximilian, Banjac, Goran, Diamond, Steven, Agrawal, Akshay, Stellato, Bartolomeo, Boyd, Stephen
We introduce CVXPYgen, a tool for generating custom C code, suitable for embedded applications, that solves a parametrized class of convex optimization problems. CVXPYgen is based on CVXPY, a Python-embedded domain-specific language that supports a n
Externí odkaz:
http://arxiv.org/abs/2203.11419
Publikováno v:
Optimization Letters 17, 1229-1240 (2023)
In recent work Simkin shows that bounds on an exponent occurring in the famous $n$-queens problem can be evaluated by solving convex optimization problems, allowing him to find bounds far tighter than previously known. In this note we use Simkin's fo
Externí odkaz:
http://arxiv.org/abs/2112.03336
Autor:
Narayanan, Deepak, Kazhamiaka, Fiodar, Abuzaid, Firas, Kraft, Peter, Agrawal, Akshay, Kandula, Srikanth, Boyd, Stephen, Zaharia, Matei
Resource allocation problems in many computer systems can be formulated as mathematical optimization problems. However, finding exact solutions to these problems using off-the-shelf solvers is often intractable for large problem sizes with tight SLAs
Externí odkaz:
http://arxiv.org/abs/2110.11927
The rise of Ethereum and other blockchains that support smart contracts has led to the creation of decentralized exchanges (DEXs), such as Uniswap, Balancer, Curve, mStable, and SushiSwap, which enable agents to trade cryptocurrencies without trustin
Externí odkaz:
http://arxiv.org/abs/2107.12484
We consider the problem of assigning or allocating resources to a set of jobs. We consider the case when the resources are fungible, that is, the job can be done with any mix of the resources, but with different efficiencies. In our formulation we ma
Externí odkaz:
http://arxiv.org/abs/2104.00282
We consider the vector embedding problem. We are given a finite set of items, with the goal of assigning a representative vector to each one, possibly under some constraints (such as the collection of vectors being standardized, i.e., having zero mea
Externí odkaz:
http://arxiv.org/abs/2103.02559
A convex optimization model predicts an output from an input by solving a convex optimization problem. The class of convex optimization models is large, and includes as special cases many well-known models like linear and logistic regression. We prop
Externí odkaz:
http://arxiv.org/abs/2006.04248