Abstract: This research explores deep learning-based time series forecasting techniques to predict the S&P 500 Index tracking the stock performance of 500 leading companies listed on stock exchanges ...
Production-ready test-time compute optimization framework for LLM inference. Implements Best-of-N, Sequential Revision, and Beam Search strategies. Validated with models up to 7B parameters.
Abstract: Newton systems in quadratic programming (QP) methods are often solved using direct Cholesky or LDL ⊤ factorizations. When the linear systems in successive iterations differ by a low-rank ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results