2 papers
q-fin.ST2026
Test-Time Adaptation for Non-stationary Time Series: From Synthetic Regime Shifts to Financial Markets
Yurui Wu, Qingying Deng, Wonou Chung +1
Time series encountered in practice are rarely stationary. When the data distribution changes, a forecasting model trained on past observations can lose accuracy. We study a small-…
math.OC2025
BenLOC: A Benchmark for Learning to Configure MIP Optimizers
Hongpei Li, Ziyan He, Yufei Wang +4
The automatic configuration of Mixed-Integer Programming (MIP) optimizers has become increasingly critical as the large number of configurations can significantly affect solver per…