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.
Characterizes preferences for decision-making under uncertainty using a leader-follower game model.
We introduce CSE for MLSF games and devise online learning algorithms for achieving no-external Stackelberg-regret.
We analyze linear McKean-Vlasov forward-backward SDEs arising in leader-follower games with mean-field type control and terminal state constraints on the state process. We establish an existence and uniqueness of solutions result for such systems in time-weighted spaces as well as a {convergence} result of the solution…
New algorithm reduces individual regret and communication costs in cooperative bandits.
AMM finds optimal contract for LPs to maximize order flow.
The paper analyzes reinsurance strategies in peer-to-peer insurance schemes.
A new algorithm learns policies from batch data in hierarchical RL.
New mechanism designs regulate herding in financial markets.
Communities in social networks or graphs are sets of well-connected, overlapping vertices. The effectiveness of a community detection algorithm is determined by accuracy in finding the ground-truth communities and ability to scale with the size of the data. In this work, we provide three contributions. First, we show t…
Distributed learning systems have enabled training large-scale models over large amount of data in significantly shorter time. In this paper, we focus on decentralized distributed deep learning systems and aim to achieve differential privacy with good convergence rate and low communication cost. To achieve this goal, w…
New RL algorithms learn QSE from strategic feedbacks with sample efficiency.
Using a two-point correlation technique, we study emergence of market efficiency in the emergent Russian futures market by focusing on lagged correlations. The correlation strength of leader-follower effects in the lagged inter-market correlations on the hourly time frame is seen to be significant initially (2009-2011)…
Black-Scholes (BS) is the standard mathematical model for option pricing in financial markets. Option prices are calculated using an analytical formula whose main inputs are strike (at which price to exercise) and volatility. The BS framework assumes that volatility remains constant across all strikes, however, in prac…
The online problem of computing the top eigenvector is fundamental to machine learning. In both adversarial and stochastic settings, previous results (such as matrix multiplicative weight update, follow the regularized leader, follow the compressed leader, block power method) either achieve optimal regret but run slow,…
Paper presents content-based models for game recommendation in cold start scenarios.
In this work, we ask the following question: Can visual analogies, learned in an unsupervised way, be used in order to transfer knowledge between pairs of games and even play one game using an agent trained for another game? We attempt to answer this research question by creating visual analogies between a pair of game…
Potential games, originally introduced in the early 1990's by Lloyd Shapley, the 2012 Nobel Laureate in Economics, and his colleague Dov Monderer, are a very important class of models in game theory. They have special properties such as the existence of Nash equilibria in pure strategies. This note introduces graphical…
IGGP learns game rules from varying quality game play, finding no overall trend.
We introduce a topological combinatorial game called the Region Smoothing Swap Game. The game is played on a game board derived from the connected shadow of a link diagram on a (possibly non-orientable) surface by smoothing at crossings. Moves in the game are performed on regions of the diagram and can switch the direc…
We present a new general board game (GBG) playing and learning framework. GBG defines the common interfaces for board games, game states and their AI agents. It allows one to run competitions of different agents on different games. It standardizes those parts of board game playing and learning that otherwise would be t…
Just as war is sometimes fallaciously represented as a zero sum game -- when in fact war is a negative sum game - stock market trading, a positive sum game over time, is often erroneously represented as a zero sum game. This is called the "zero sum fallacy" -- the erroneous belief that one trader in a stock market exch…
The existence of stationary Markov perfect equilibria in stochastic games is shown under a general condition called "(decomposable) coarser transition kernels". This result covers various earlier existence results on correlated equilibria, noisy stochastic games, stochastic games with finite actions and state-independe…
Game theory helps analyze ESOs/EBIs in production and service sectors.
Combinatorial two-player games have recently been applied to knot theory. Examples of this include the Knotting-Unknotting Game and the Region Unknotting Game, both of which are played on knot shadows. These are turn-based games played by two players, where each player has a separate goal to achieve in order to win the…
We start briefly surveying research on optimal stopping games since their introduction by E.B.Dynkin more than 40 years ago. Recent renewed interest to dynkin's games is due, in particular, to the study of Israeli (game) options introduced in 2000. We discuss the work on these options and related derivative securities …
The paper explores how regularization can lead to convergence in imperfect information games.
Educational game on crypto investment helps students grasp macroeconomics.
Simplified NFT games discussed with methods for extracting value.
We introduce TextWorld, a sandbox learning environment for the training and evaluation of RL agents on text-based games. TextWorld is a Python library that handles interactive play-through of text games, as well as backend functions like state tracking and reward assignment. It comes with a curated list of games whose …
Paper tackles hidden game problem in AI alignment and language games.
AEC Games model represents software MARL environments better than POSGs.
Gradient Descent Ascent converges to von-Neumann solution in hidden zero-sum games.
Generalizes region select game to -colored knot diagrams.
Deep Reinforcement Learning automates match-3 game testing.
Unified framework for Bayesian and Frequentist statistics.
New game approximates mean curvature flow evolution.
Study on mean field games with singular controls and their applications.
Gradient methods converge exponentially in concave network games.
Estimates network structure and interaction rules from multiple agent trajectories.
Federated learning linked to mean-field games for large-scale learning.
Expands MFGs to handle real-world asymmetric multi-agent games efficiently.
This paper gives a critical account of the minority game literature. The minority game is a simple congestion game: players need to choose between two options, and those who have selected the option chosen by the minority win. The learning model proposed in this literature seems to differ markedly from the learning mod…
Develops a deep metric learning approach for detecting bugs in video games.
Although recent work in AI has made great progress in solving large, zero-sum, extensive-form games, the underlying assumption in most past work is that the parameters of the game itself are known to the agents. This paper deals with the relatively under-explored but equally important "inverse" setting, where the param…
Neural operators approximate Stackelberg game solutions.
New methods learn correlated equilibria in large games without structural assumptions.
In this paper, we study the problem of learning the set of pure strategy Nash equilibria and the exact structure of a continuous-action graphical game with quadratic payoffs by observing a small set of perturbed equilibria. A continuous-action graphical game can possibly have an uncountable set of Nash euqilibria. We p…
Understanding player behavior is fundamental in game data science. Video games evolve as players interact with the game, so being able to foresee player experience would help to ensure a successful game development. In particular, game developers need to evaluate beforehand the impact of in-game events. Simulation opti…