This contribution to the CPT'13 meeting briefly introduces Lorentz and CPT violation and outlines two recent developments in the field.
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23 results for “CPT”
Optimal exit strategies of CPT gamblers in unfair gambles
problem Optimal exit strategies of gamblers with CPT preferences in games with strictly negative expected payoffs
method Formulating the problem as an optimal stopping problem on asymmetric random walks, applying geometric transformation, randomized strategies, and changing the decision variable
result The unfair problem in the infinite time horizon has finite values for a wide range of CPT parameter specifications
Optimizes portfolios using CPT utility via convex optimization.
problem Maximizing CPT utility in portfolio selection.
method Minorization-maximization (MM) algorithm and convex-concave (CC) procedure.
result Problems can be solved globally and efficiently.
We prove that any countable discrete and torsion free subgroup of a general linear group over an arbitrary field or a similar subgroup of an almost connected Lie group satisfies the integral algebraic K-theoretic (split) Novikov conjecture over \cpt and §, where \cpt denotes the C^*-algebra of compact operators and §de…
Convex polytope trees expand decision trees with interpretable boundaries.
problem High accuracy often requires many nodes in decision trees, reducing interpretability.
method CPT uses logical disjunction of weighted linear decision-makers, geometrically a convex polytope.
result CPT achieves high accuracy with fewer nodes compared to existing methods.
In this article, inspired by Shi, et al. we investigate the optimal portfolio selection with one risk-free asset and one risky asset in a multiple period setting under cumulative prospect theory (CPT). Compared with their study, our novelty is that we consider a stochastic benchmark, and portfolio constraints. We test …
We study optimal investment problems under the framework of cumulative prospect theory (CPT). A CPT investor makes investment decisions in a single-period financial market with transaction costs. The objective is to seek the optimal investment strategy that maximizes the prospect value of the investor's final wealth. W…
Classification of Finslerian spaces with nontrivial concircular transformations.
problem Classifying Finslerian spaces with nontrivial concircular transformations.
method Proving the existence of at most two critical points in a conformal circle-preserving transformation and presenting a diffeomorphism classification based on these critical points.
result Presented a diffeomorphism classification of Finslerian manifolds that admit nontrivial conformal circle-preserving transformations.
Investigates optimal strategies for behavioral control problems with finite variation controls.
problem Behavioral singular stochastic control problems with finite variation controls.
method Abstract framework, applied to storage management and portfolio investment problems, using CPT preferences and Skorokhod representation theorem.
result Existence of optimal strategies for various goal functionals, including CPT preferences.
Matching Markets meet Cumulative Prospect Theory: Towards Optimal and Adversarially Robust Learningcs.LG
Matching Markets meet Cumulative Prospect Theory: Towards Optimal and Adversarially Robust Learning
problem Multi-agent multi-armed bandit problem in competitive setup with two-sided matching markets under human-centric decision making model
method Using cumulative prospect theory (CPT) to emulate human preferences
result Improved regret guarantees in adversarial markets with CPT as risk-sensitive measure
Compact Finslerian manifolds don't admit non-trivial circle-preserving transformations.
problem Characterizing Finslerian manifolds without circle-preserving transformations.
method Analyzing critical points of conformal transformations to prove manifold rigidity.
result Compact Finslerian manifolds are Riemannian and conformally diffeomorphic to standard spheres, Euclidean spaces, or hyperbolic spaces.
In order to submit a claim to insurance companies, a doctor needs to code a patient encounter with both the diagnosis (ICDs) and procedures performed (CPTs) in an Electronic Health Record (EHR). Identifying and applying relevant procedures code is a cumbersome and time-consuming task as a doctor has to choose from arou…
In this paper we examine a novel addition to the known methods for learning Bayesian networks from data that improves the quality of the learned networks. Our approach explicitly represents and learns the local structure in the conditional probability tables (CPTs), that quantify these networks. This increases the spac…
Bayesian network classifiers are used in many fields, and one common class of classifiers are naive Bayes classifiers. In this paper, we introduce an approach for reasoning about Bayesian network classifiers in which we explicitly convert them into Ordered Decision Diagrams (ODDs), which are then used to reason about t…
Paper bridges matching rules and height functions in aperiodic tilings.
problem Relationship between matching rules and height functions in aperiodic tilings.
method Cochain-first framework to establish equivalence between matching rules, Ammann bar continuity, cycle closure of 1-cochains, and height-function existence.
result Unified framework for aperiodic tilings including Penrose and canonical projection tilings.
Develops a model for gambling decisions under time inconsistency.
problem Time inconsistency in gambling decisions due to probability weighting in CPT.
method Formulates the problem as a mathematical program, derives optimal precommitted rule.
result Gambler may enter the casino even with limited play, behavior varies based on gains/losses.
Proves rigidity of certain transformations on specific geometric manifolds.
problem Rigidity of conformal circle-preserving transformations on Berwaldian manifolds.
method Analyzes properties of Berwaldian manifolds and flag curvatures.
result Rigidity condition for nontrivial conformal circle-preserving transformations.
Many investment models in discrete or continuous-time settings boil down to maximizing an objective of the quantile function of the decision variable. This quantile optimization problem is known as the quantile formulation of the original investment problem. Under certain monotonicity assumptions, several schemes to so…
This paper presents a unified approach based on Wasserstein distance to derive concentration bounds for empirical estimates for two broad classes of risk measures defined in the paper. The classes of risk measures introduced include as special cases well known risk measures from the finance literature such as condition…
Paper introduces risk assessment for contextual bandits without experiments.
problem Evaluate policies using logged data in context bandits.
method Lipschitz risk functionals and Off-Policy Risk Assessment (OPRA) framework.
result OPRA provides finite sample guarantees for various risk estimates.
The most commonly accepted model for investors' preferences is expected utility theory. More recently, other theories have emerged and pose new challenges to mathematics. The present paper treats preferences of cumulative prospect theory (CPT), where an "S-shaped" utility function is considered (i.e. convex up to a cer…
The paper models market crashes as phase transitions, finding dynamic transitions offer better predictions.
problem Understanding and predicting extreme financial events like market crashes.
method Employing phase transition theory, focusing on endogenous crashes, and comparing DPT, CPT, and SPT.
result Dynamic phase transitions provide more accurate predictions of market crashes compared to critical and stochastic models.
A Data-Driven Probabilistic Framework for Cascading Urban Risk Analysis Using Bayesian Networkscs.LG
Bayesian network framework assesses urban risks across multiple domains.
problem Complex interdependencies in urban systems.
method Bayesian Belief Networks (BBNs) with DAGs, Hill-Climbing search, BIC, K2 scoring, synthetic data, SMOTE.
result Identifies key risk factors and quantifies likelihood of cascading failures.