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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.

169,051 papers · 148 categories

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130260390520 · May 202619922001200920182026
48 results for CFR framework

Lazy-CFR improves CFR's efficiency and performance in imperfect information games.

problem Efficiency and performance in imperfect information games with imperfect information.
method Lazy update technique to avoid full traversal of game tree, resulting in a more efficient CFR variant.
result Lazy-CFR achieves better convergence and significantly outperforms vanilla CFR in experiments.

RLCFR improves CFR's generalization in imperfect information games.

problem Improving CFR's performance in large-scale, imperfect information games.
method RLCFR integrates CFR with deep reinforcement learning to update strategies dynamically.
result RLCFR significantly enhances CFR's generalization ability in various games.

Paper studies how to combine regret minimizers for solving complex games.

problem Solving large-scale extensive-form games with constraints.
method Derives a calculus for constructing regret minimizers for composite convex sets.
result Local regret minimizers for simpler sets can be combined into an aggregate for composite sets.

CFR-Pro enhances treatment effect estimation by incorporating local proximity.

problem Treatment selection bias in HTE estimation from observational data.
method Proximity-enhanced CounterFactual Regression (CFR-Pro) with pair-wise proximity regularizer and subspace projector.
result Significantly outperforms competitors in HTE estimation accuracy.

GWIB improves counterfactual regression by balancing latent distributions and reducing selection bias.

problem Selection bias between control and treatment groups negatively impacts counterfactual regression performance.
method GWIB uses Gromov-Wasserstein information bottleneck to maximize mutual information between covariates and outcomes while penalizing kernelized mutual information between latent representations and covariates.
result GWIB consistently outperforms state-of-the-art CFR methods in ITE estimation tasks.

New ML models improve VVLC channel characterization for vehicular OWC.

problem Inaccurate channel models for VVLC due to mobility effects.
method Machine learning (ML) models incorporating ambient light, turbulence, and reflection effects.
result ML models predict VVLC channel loss and CFR more accurately than existing methods.

ESCHER avoids importance sampling to estimate regret in large games.

problem Estimating Nash equilibria in large games with high variance.
method Computes a history value function to estimate regret without importance sampling.
result ESCHER reduces regret estimation variance significantly compared to existing methods.

Researchers prove zero solutions for certain p-Laplacian equations in convex cones.

problem Proving zero solutions for anisotropic Finsler p-Laplacian equations in convex cones.
method Doubling argument, blowing-up method, Liouville theorems.
result All nonnegative solutions must be zero without boundedness assumption.

Increasing iterate averaging improves convergence rates for saddle-point problems.

problem Solving saddle-point problems efficiently.
method Increasing iterate averaging schemes applied to various first-order methods.
result Increasing iterate averaging preserves the O(1/T)O(1/T) convergence rate with no additional assumptions or overhead.

JPS improves joint policies for multi-agent collaboration in imperfect information games.

problem Learning good joint policies for multi-agent collaboration with imperfect information.
method Decomposes global changes to localized policy changes, iteratively improving joint policies without re-evaluating the entire game.
result JPS improves solutions provided by unilateral approaches and outperforms algorithms designed for collaborative policy learning.

OBSER framework infers sub-environments from objects, outperforming scene-based methods.

problem Zero-shot recognition of environments from object distributions.
method Bayesian framework using metric and self-supervised learning models to estimate object distributions in latent space.
result OBSER framework reliably performs inference in open-world and photorealistic environments, outperforming scene-based methods.

A new forecasting framework uses suboptimal embeddings to improve multivariate time series prediction.

problem Randomly selecting embeddings or brute force methods often lead to suboptimal forecasts.
method Develops a framework that uses various suboptimal embeddings obtained via combinatorial optimization.
result Achieves the best results among existing frameworks for various datasets.

Extends DeTEcT framework for token economies with dynamic and probabilistic parameters.

problem Modeling wealth distribution in token economies with dynamic and probabilistic parameters.
method Introduces four parametrization techniques: dynamic vs static, probabilistic vs non-probabilistic.
result Derives existing wealth distribution models from DeTEcT framework with added restrictions.

Proposes a new theoretical framework for deep locally connected ReLU networks.

problem Understanding theoretical properties of deep locally connected networks.
method Teacher-student setting, explicit formulation of data distribution, disentangled representations, compatibility with regularization techniques.
result Theoretical framework facilitates analysis of practical issues like overfitting and generalization.

New framework assesses and benchmarks ML methods for multivariate time series.

problem Benchmarking and explaining performance of machine learning methods.
method Proposes a new framework with systematized performance-explainability characteristics.
result Illustrates application to multivariate time series classifiers.

A modular framework for knowledge distillation simplifies experiments and reproducibility.

problem Difficulty in reproducing knowledge distillation studies due to lack of generalized frameworks.
method A configuration-driven PyTorch framework for knowledge distillation studies.
result Demonstrates efficient training strategies and various knowledge distillation methods.

We give a combinatorial characterization of generic minimally rigid reflection frameworks. The main new idea is to study a pair of direction networks on the same graph such that one admits faithful realizations and the other has only collapsed realizations. In terms of infinitesimal rigidity, realizations of the former…

2012-03-10abs ↗pdf ↗

A new clustering framework using fixed points for data analysis.

problem Lack of unified understanding and application of clustering algorithms in data analysis.
method Restated model-based clustering using fixed point theory, iteratively constructing contraction maps to find cluster centers.
result Unified clustering framework reveals convergence mechanisms and interconnections among clustering algorithms.

The paper analyzes frameworks for integrating sustainability into investment decisions.

problem Understanding how ESG factors influence investment choices.
method Examined and analyzed various theoretical frameworks including Behavioral Finance, Modern Portfolio, and Risk Management.
result Investors increasingly integrate ESG factors to optimize financial outcomes and societal goals.

We explore a framework called boosted Markov networks to combine the learning capacity of boosting and the rich modeling semantics of Markov networks and applying the framework for video-based activity recognition. Importantly, we extend the framework to incorporate hidden variables. We show how the framework can be ap…

2014-08-06abs ↗pdf ↗

PySAD offers a unified Python framework for efficient streaming anomaly detection.

problem Efficient anomaly detection in streaming data with strict constraints.
method Unified architecture with 17+ streaming algorithms, specialized components, and support for multiple learning paradigms.
result PySAD enables real-time processing with bounded memory and is compatible with other Python frameworks.

DIVA clusters dynamic data without needing cluster count, outperforming baselines.

problem Clustering complex, dynamic data without prior knowledge of cluster count.
method Nonparametric Dirichlet Process Mixtures with memoized online variational inference.
result DIVA outperforms state-of-the-art in classifying complex data with changing features.

This paper introduces a new scalable multi-objective deep reinforcement learning (MODRL) framework based on deep Q-networks. We develop a high-performance MODRL framework that supports both single-policy and multi-policy strategies, as well as both linear and non-linear approaches to action selection. The experimental …

2018-03-08abs ↗pdf ↗

Unified framework for analyzing machine learning model attributions.

problem Lack of a general and theoretical framework for understanding attribution methods.
method Proposes a Taylor attribution framework to unify and analyze seven mainstream attribution methods.
result Established three principles for good attribution and empirically validated the Taylor reformulations.

The new framework for finance is proposed. This framework based on three known approaches in econophysics. Assumptions of the framework are the following: 1. For the majority of situations market follows non-arbitrage condition. 2. For the small number of situations market influenced by the actions of big firms. 3. If …

2013-07-26abs ↗pdf ↗

Framework for incomplete multi-view learning improves efficiency and clustering accuracy.

problem Incomplete representation in multi-view data.
method Joint Embedding Learning and Low-Rank Approximation (JELLA) framework.
result Improves efficiency and clustering accuracy in incomplete multi-view data.

Framework optimizes transit routes based on crowd movements using demand prediction and supply optimization.

problem Dynamic optimization of transit routes in areas of crowd movements.
method Combines demand prediction (Quantile Regression) and supply optimization (Linear Programming) to dynamically redesign routes.
result Framework often obtains optimal solutions and outperforms conventional methods.

We study the tracking problem, namely, estimating the hidden state of an object over time, from unreliable and noisy measurements. The standard framework for the tracking problem is the generative framework, which is the basis of solutions such as the Bayesian algorithm and its approximation, the particle filters. Howe…

2012-03-15abs ↗pdf ↗