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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.

168,695 papers · 148 categories

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70140210280 · May 202619922001200920172026
48 results for Oracle Price Map

A new method learns the optimal pricing map for semiparametric dynamic pricing problems.

problem Optimizing pricing strategies in a semiparametric valuation model with unknown utility and noise.
method Developed a modular policy called ORBIT that uses a scalar pilot index, localizes a benchmark price, and learns a local polynomial approximation of the oracle price map.
result Achieves regret bound of \( \widetilde{O}\big(T^{\frac{2β-1}{4β-3}}+\sqrt{dT}\big) \) for the linear utility model and minimax sharp lower bound.

Adaptive pricing framework for perpetual contracts using liquidity curves and oracles.

problem Ensuring stable and predictable pricing for perpetual contracts.
method Uses liquidity curves and on-chain oracles with parabolic and sigmoid functions to quote prices and fees.
result Ensures pricing stability and predictability through adaptive pricing framework.

Study finds on-chain data can proxy off-chain cryptocurrency pricing.

problem Develop methods to proxy off-chain cryptocurrency pricing using on-chain data.
method Graphical models, mutual information, and ensemble machine learning.
result A significant amount of pricing information is contained in on-chain data, but precise prices are hard to recover except on short time scales.

Study on costs of manipulating AMM-based price oracles.

problem Cost of manipulation in AMM-based on-chain price oracles.
method Analyzes the robustness of AMM-based oracles to strategic manipulation, considering different aggregation methods and market conditions.
result Manipulation costs depend on the total quote depth and can be minimized by optimal liquidity weights.

UAMM uses external market prices to improve AMM efficiency and reduce liquidity provider risk.

problem Traditional AMMs lack consideration of external markets and risk management.
method UAMM calculates prices by incorporating external market prices and impermanent loss, maintaining constant product curve properties.
result UAMM eliminates arbitrage opportunities when external market prices are efficient, reducing liquidity provider risk.

This paper analyzes and compares different Automated Market Maker mechanisms.

problem Impermanent loss in Constant Function Market Makers.
method Mean-Variance analysis of liquidity providers' profit and loss, comparison of different mechanisms.
result Optimized oracle-based mechanisms outperform Constant Function Market Makers.

Crowdsourcing is an effective tool for human-powered computation on many tasks challenging for computers. In this paper, we provide finite-sample exponential bounds on the error rate (in probability and in expectation) of hyperplane binary labeling rules under the Dawid-Skene crowdsourcing model. The bounds can be appl…

2013-07-10abs ↗pdf ↗

Paper tackles dynamic pricing in a geometrically decaying environment, achieving better occupancy with lower rates.

problem Minimizing expected loss in a dynamically changing environment with decisions dependent on the data distribution.
method Introduces algorithms for information and loss function settings, using repeated decision deployment to allow mixing of the environment.
result Iteration complexity matches first and zero order stochastic gradient methods up to logarithmic factors.

We presented Bayesian portfolio selection strategy, via the kk factor asset pricing model. If the market is information efficient, the proposed strategy will mimic the market; otherwise, the strategy will outperform the market. The strategy depends on the selection of a portfolio via Bayesian multiple testing methodol…

2017-04-17abs ↗pdf ↗

QubitSwap improves DEX efficiency by reducing impermanent loss and slippage.

problem Challenges in decentralised exchanges, especially impermanent loss and slippage.
method Hybrid approach integrating external oracle price with internal pool dynamics, parameterized by zz.
result Reduction in impermanent loss and slippage compared to traditional DEX frameworks.

The paper establishes axioms for AMMs to ensure fair pricing and fee structures.

problem Ensuring fair and efficient pricing in decentralized finance (DeFi) AMMs.
method Formulating axioms on utility functions to characterize swap sizes and pricing oracles.
result Most existing AMMs satisfy the proposed axioms, and a new AMM is proposed with desirable properties.

Study how noisy labels affect semi-supervised learning.

problem Effect of noisy labels on semi-supervised learning performance.
method Proposed an algorithm derived from a continuous relaxation of the Maximum A Posteriori (MAP) estimator for a Degree Corrected Stochastic Block Model (DC-SBM).
result Our approach achieves promising performance even with very noisy labeled data.

This study examines how DEXs impact traders' behavior in perpetual futures contracts.

problem Understanding trader behavior in decentralized exchanges.
method Categorizing DEX models and analyzing their impact on trading patterns.
result DEXs, particularly those using VAMM, show differential effects on long and short positions.

Probabilistic Bisection Algorithm performs root finding based on knowledge acquired from noisy oracle responses. We consider the generalized PBA setting (G-PBA) where the statistical distribution of the oracle is unknown and location-dependent, so that model inference and Bayesian knowledge updating must be performed s…

2018-06-30abs ↗pdf ↗

Quantum method speeds up risk estimation for insurance tail risks.

problem Sample-sparsity in classical Monte Carlo methods for tail risk pricing.
method Quantum Amplitude Estimation (QAE) with Grover amplification.
result Quantum method achieves convergence approaching order reciprocal N, enabling high-resolution tail estimation within practical budgets.

Optimal pricing strategy for unknown valuation models with noisy feedback.

problem Minimizing regret in dynamic pricing with unknown valuation functions and noisy feedback.
method Proposes a minimax-optimal algorithm using discretization and data partitioning to handle unknown noise distribution and Lipschitz continuity of valuation functions.
result Achieves minimax-optimal regret bound matching the theoretical lower bound up to logarithmic factors.

This paper tackles optimal bidding strategies in adversarial first-price auctions.

problem How to bid optimally and efficiently in adversarial first-price auctions.
method Developed a minimax optimal online bidding algorithm leveraging expert-chaining structure and exploiting product structure.
result Achieved an O~(T)\widetilde{O}(\sqrt{T}) regret, superior to existing algorithms.

Improved stochastic approximation method reduces residual error.

problem Reducing residual error in stochastic approximation algorithms.
method Fixed-schedule one-quarter barrier and bias-corrected acceleration.
result Achieves T1/2+o(1)T^{-1/2+o(1)} residual reduction with O(1)O(1) primitive samples.

Proposes a new method for completing swap cycles in decentralized exchanges.

problem Completing swap cycles in decentralized exchanges efficiently and without slippage.
method Introduces an asset matrix formulation to verify and complete CoW cycles using graph traversal and imbalance correction.
result Demonstrates efficient discovery and insertion of synthetic orders for atomic cycle closure.

This paper tackles bandit optimization with a new pairwise comparison oracle for unknown strongly concave functions.

problem Maximizing an unknown strongly concave function over T periods with a biased pairwise comparison oracle.
method Introduced a discretization technique and local polynomial approximation to relate the problem to linear bandits. Developed a tournament successive elimination technique to localize the discretized cell and run LinUCB algorithm on cells.
result Established optimal regret bounds and improved state-of-the-art results in operations management problems.

We present a probabilistic modeling framework and adaptive sampling algorithm wherein unsupervised generative models are combined with black box predictive models to tackle the problem of input design. In input design, one is given one or more stochastic "oracle" predictive functions, each of which maps from the input …

2018-10-08abs ↗pdf ↗

Quantum computing improves Monte Carlo option pricing for complex derivatives.

problem Complex financial derivatives require extensive computations in high-dimensional spaces.
method Developed a quantum algorithm for simulating many potential asset paths in parallel.
result Quantum algorithm provides highly accurate option pricing and risk analysis.

Bayesian-guided method selects optimal design from large candidate pool.

problem Optimizing complex structures with high-fidelity evaluations.
method Bayesian active learning with surrogate modeling.
result Optimal design identified with minimal oracle evaluations.

Non-linear shrinkage isn't optimal for portfolio optimization, especially when asset dependence is non-stationary.

problem Optimizing portfolios with non-stationary asset dependence structures.
method Derived and compared non-linear shrinkage with an optimal target for covariance matrix estimation.
result Non-linear shrinkage can be significantly improved for portfolio optimization.

We study an online decision making problem where on each round a learner chooses a list of items based on some side information, receives a scalar feedback value for each individual item, and a reward that is linearly related to this feedback. These problems, known as contextual semibandits, arise in crowdsourcing, rec…

2015-02-20abs ↗pdf ↗

Decomposes spillover effects under misspecified exposure mappings.

problem Modeling outcomes as functions of own treatment and a misspecified exposure mapping of others' treatments.
method Pseudo-true estimands and local-global extension for structured misspecification.
result Sharp asymptotic decomposition into direct, local, and global components.

Partial convexification improves tractability of low-rank spectral optimization problems.

problem Minimizing linear objectives subject to matrix inequalities and low-rank constraints.
method Partial convexification of the domain set, deriving rank bounds, and developing a column generation algorithm.
result The partial convexification LSOP-R is equivalent to the original LSOP under certain conditions and yields high-quality solutions.

Privacy-preserving crypto exchanges adjust prices based on Gaussian noise.

problem Ensuring fair pricing in privacy-preserving cryptocurrency exchanges.
method Derive Kyle equilibrium with Gaussian noise perturbation, rescaling price-impact and strategy factors.
result Identify a privacy subsidy as a transfer from LP pool to traders, invariant to noise.

Oracle-efficient algorithms reduce combinatorial semi-bandit regret to logarithmic time.

problem Scalability issue in combinatorial semi-bandit problems due to high combinatorial optimization costs.
method Oracle-efficient frameworks that minimize oracle queries while maintaining tight regret guarantees.
result Achieved ildeO(T) ilde{O}(\sqrt{T}) regret with O(loglogT)O(\log\log T) oracle queries for worst-case linear rewards.

Paper proposes a new dynamic pricing method with always-valid online statistical learning.

problem Designing dynamic pricing policies that adapt to online uncertainty and maintain validity.
method Regularized online statistical learning with theoretical guarantees and three major advantages.
result Proposed OORMLP pricing policy secures logarithmic regret in decision horizon.

New analysis shows Thompson Sampling can work with greedy approximations in combinatorial bandits.

problem Thompson Sampling's theoretical limits with greedy approximations in combinatorial semi-bandits.
method Study with greedy oracle, providing lower and upper bounds on regret.
result First theoretical results showing TS can work with greedy approximations, breaking misconceptions.

MAMBA learns policies competitive with multiple conflicting oracles.

problem Learning policies from multiple conflicting oracles in reinforcement learning.
method MAMBA uses a gradient estimator in the style of GAE to optimize policies, leveraging demonstrations from multiple weak oracles.
result MAMBA outperforms the state-of-the-art in learning policies competitive with multiple conflicting oracles.

We study the problem of interactively learning a binary classifier using noisy labeling and pairwise comparison oracles, where the comparison oracle answers which one in the given two instances is more likely to be positive. Learning from such oracles has multiple applications where obtaining direct labels is harder bu…

2017-04-19abs ↗pdf ↗

CDST improves ensemble prediction by adjusting model weights based on covariates.

problem Improving ensemble prediction accuracy in complex scenarios.
method Covariate-dependent stacking (CDST) with flexible model weights estimated via cross-validation.
result CDST consistently outperforms conventional model averaging methods in complex datasets.

We consider a firm that sells products over TT periods without knowing the demand function. The firm sequentially sets prices to earn revenue and to learn the underlying demand function simultaneously. A natural heuristic for this problem, commonly used in practice, is greedy iterative least squares (GILS). At each ti…

2016-04-25abs ↗pdf ↗