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.
This paper examines unfair trading practices in NFT markets.
In this paper, we propose and study opportunistic contextual bandits - a special case of contextual bandits where the exploration cost varies under different environmental conditions, such as network load or return variation in recommendations. When the exploration cost is low, so is the actual regret of pulling a sub-…
We propose a design for schedule-based execution trading strategies based on uncertainty bands. This formulation: 1) simplifies strategy specification and implementation; 2) provides for flexible allocation among passive, opportunistic, aggressive, and dark pool crossing execution tactics; 3) allows for rapid enhanceme…
TraderTalk uses LLMs to simulate human trading interactions in financial markets.
We consider the task of opportunistic channel access in a primary system composed of independent Gilbert-Elliot channels where the secondary (or opportunistic) user does not dispose of a priori information regarding the statistical characteristics of the system. It is shown that this problem may be cast into the framew…
This paper uses bandit algorithms to reduce the cost of user interface experimentation in online retail.
This paper improves fairness in recommendation systems by learning individual preferences across multiple dimensions.
Market impact is reduced when orders are filled with concentrated counterparts.
Optimal trading strategy using LQR framework with price mean-reversion.
In this paper, we propose and study opportunistic bandits - a new variant of bandits where the regret of pulling a suboptimal arm varies under different environmental conditions, such as network load or produce price. When the load/price is low, so is the cost/regret of pulling a suboptimal arm (e.g., trying a suboptim…
Opportunistic spectrum access is one of the emerging techniques for maximizing throughput in congested bands and is enabled by predicting idle slots in spectrum. We propose a kernel-based reinforcement learning approach coupled with a novel budget-constrained sparsification technique that efficiently captures the envir…
ClusterLOB clusters market events to identify different trading behaviors.
Study uses random forest to detect unlawful insider trading in financial data.
We make several improvements to the mean-variance framework for optimal pre-trade algorithmic execution, by working with volume measures and generic price dynamics. Volume measures are the continuum analogies for discrete volume profiles commonly implemented in the execution industry. Execution then becomes an absolute…
Empirical study shows carriers ignore past shippers' behavior, focusing only on current actions.
AI traders learn to exploit meta-orders from slower traders, increasing their profits.
Develops methods for dynamic pricing in incomplete data settings.
We study the frictions in the patterns of trades in the Euro money market. We characterize the structure of lending relations during the period of recent financial turmoil. We use network-topology method on data from overnight transactions in the Electronic Market for Interbank Deposits (e-Mid) to investigate on two ma…
In this paper, we investigate cost-aware joint learning and optimization for multi-channel opportunistic spectrum access in a cognitive radio system. We investigate a discrete time model where the time axis is partitioned into frames. Each frame consists of a sensing phase, followed by a transmission phase. During the …
Opportunistic communications are expected to playa crucial role in enabling context-aware vehicular services. A widely investigated opportunistic communication paradigm for storing a piece of content probabilistically in a geographica larea is Floating Content (FC). A key issue in the practical deployment of FC is how …
Handling the tremendous amount of network data, produced by the explosive growth of mobile traffic volume, is becoming of main priority to achieve desired performance targets efficiently. Opportunistic communication such as FloatingContent (FC), can be used to offload part of the cellular traffic volume to vehicular-to…
RL-Exec uses reinforcement learning to optimize BTC-USD liquidation, outperforming traditional methods.
OverQ increases model accuracy by handling outliers in neural networks with minimal hardware changes.
Insider threat detection is getting an increased concern from academia, industry, and governments due to the growing number of malicious insider incidents. The existing approaches proposed for detecting insider threats still have a common shortcoming, which is the high number of false alarms (false positives). The chal…
Traditional activity recognition systems work on the basis of training, taking a fixed set of sensors into account. In this article, we focus on the question how pattern recognition can leverage new information sources without any, or with minimal user input. Thus, we present an approach for opportunistic activity reco…
Owing to the ever-increasing demand in wireless spectrum, Cognitive Radio (CR) was introduced as a technique to attain high spectral efficiency. As the number of secondary users (SUs) connecting to the cognitive radio network is on the rise, there is an imminent need for centralized algorithms that provide high through…
Paper proposes a new neural machine translation method for wave data.
The fifth generation (5G) and beyond wireless networks are critical to support diverse vertical applications by connecting heterogeneous devices and machines, which directly increase vulnerability for various spoofing attacks. Conventional cryptographic and physical layer authentication techniques are facing some chall…
Floating Gossip improves continuous machine learning in a decentralized manner.
In many real-world learning scenarios, features are only acquirable at a cost constrained under a budget. In this paper, we propose a novel approach for cost-sensitive feature acquisition at the prediction-time. The suggested method acquires features incrementally based on a context-aware feature-value function. We for…
New method uses interval-based metric to validate prediction uncertainty in machine learning.
Multitask Gaussian process regression reduces data generation costs for molecular property prediction.
The paper tackles individualized decision-making under unmeasured confounding, providing a novel minimax solution and a paradox.
Enhances mobile context prediction using weakly supervised learning.
FOCUS addresses label quality disparity in FL for healthcare applications.
This paper examines how regional trade agreements affect global trade relationships.
With the maturation of metabolomics science and proliferation of biobanks, clinical metabolic profiling is an increasingly opportunistic frontier for advancing translational clinical research. Automated Machine Learning (AutoML) approaches provide exciting opportunity to guide feature selection in agnostic metabolic pr…
Paper predicts international trade flows using machine learning and factorization models.
Traders in a stock market exchange stock shares and form a stock trading network. Trades at different positions of the stock trading network may contain different information. We construct stock trading networks based on the limit order book data and classify traders into classes using the -shell decomposition m…
Analysis shows preference for Chinese yuan in global trade network.
Model predicts trading strategies based on latent demand and price impact.
Here, we present the World Trade Atlas 1870-2013, a collection of annual world trade maps in which distance combines economic size and the different dimensions that affect international trade beyond mere geography. Trade distances, which are based on a gravity model predicting the existence of significant trade channel…
A dynamic herding model with interactions of trading volumes is introduced. At time , an agent trades with a probability, which depends on the ratio of the total trading volume at time to its own trading volume at its last trade. The price return is determined by the volume imbalance and number of trades. The …
This paper conducts an empirically study on the trade package composed of a sequence of consecutive purchases or sales of 23 stocks in Chinese stock market. We investigate the probability distributions of the execution time, the number of trades and the total trading volume of trade packages, and analyze the possible s…
Automated trading system with preprocessing and reinforcement learning.
The paper limits the profitability of technical trading rules and finds they are not better than random trading.
The paper classifies trades into types based on proximity and measures their impact on stock prices.
Study high-frequency trading patterns in cryptocurrencies.