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.
New adaptive learning rate improves FTRL's adaptivity to sparsity, game-dependency, and best-of-both-worlds.
Using the Minority Game model we study a broad spectrum of problems of market mechanism. We study the role of different types of agents: producers, speculators as well as noise traders. The central issue here is the information flow : producers feed in the information whereas speculators make it away. How well each age…
We prove a new minimax theorem connecting the worst-case Bayesian regret and minimax regret under partial monitoring with no assumptions on the space of signals or decisions of the adversary. We then generalise the information-theoretic tools of Russo and Van Roy (2016) for proving Bayesian regret bounds and combine th…
Paper solves complex game theory problems with new equations.
New algorithms reduce regret in both stochastic and adversarial partial monitoring problems.