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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.

168,982 papers · 148 categories

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48 results for Sequential Protocols

This paper explores how interactive protocols enhance local differential privacy.

problem The power of interactive protocols in local differential privacy.
method Classification of locally private protocols by compositionality and transformation of fully interactive protocols into sequentially interactive ones.
result Fully interactive protocols can solve problems that sequentially interactive protocols cannot without a significant increase in sample complexity.

Improved distributed learning with reduced communication costs.

problem Efficient communication in resource-constrained environments for distributed learning.
method Proposed a cost-effective partial communication protocol.
result Communication cost is reduced to O(logT)O(\log T), improving significantly on full communication.

New protocol evaluates synthetic data for temporal consistency.

problem Synthetic data generators can produce invalid timestamps and trajectories.
method Characterize datasets by four properties, then measure timestamp validity and dynamics.
result Temporal fidelity must be measured, not inferred from static data.

New protocol reduces communication costs for heterogeneous bandits over complex networks.

problem Minimizing group regret in a multi-agent, heterogeneous bandit setting over complex networks.
method Flooding with Absorption (FwA) protocol for heterogeneous bandits over complex networks.
result FwA protocol significantly reduces communication costs compared to flooding while maintaining similar regret performance.

We describe theoretical bounds and a practical algorithm for teaching a model by demonstration in a sequential decision making environment. Unlike previous efforts that have optimized learners that watch a teacher demonstrate a static policy, we focus on the teacher as a decision maker who can dynamically choose differ…

2012-10-16abs ↗pdf ↗

Study shows no DNN avoids catastrophic forgetting in real-world tasks.

problem Catastrophic forgetting in Deep Neural Networks (DNNs).
method Empirical study on large-scale visual classification datasets, enforcing typical application constraints.
result No model avoids catastrophic forgetting across all datasets and tasks under application conditions.

ComEx protocol reduces communication costs in cooperative bandits.

problem Minimizing communication costs in cooperative bandits while maintaining optimal performance.
method Developed ComEx protocol to reduce communication from Θ(T)Θ(T) to O(logT)O(\log T) messages.
result Achieves state-of-the-art performance with significantly reduced communication cost.

LLM agents discover cryptocurrency factors under reproducible constraints.

problem Flexibility of LLM agents in empirical discovery leads to uncontrolled search.
method Sequential hypothesis search with fixed data splits and portfolio tests.
result Ridge-combined portfolio achieves 44.55% annualized return in out-of-sample period.

To be effective in sequential data processing, Recurrent Neural Networks (RNNs) are required to keep track of past events by creating memories. While the relation between memories and the network's hidden state dynamics was established over the last decade, previous works in this direction were of a predominantly descr…

2019-02-19abs ↗pdf ↗

We consider online detection strategies for identifying a change point in a stream of quantum particles allegedly prepared in identical states. We show that the identification of the change point can be done without error via sequential local measurements while attaining the optimal performance bound set by quantum mec…

2018-02-01abs ↗pdf ↗

New method recalibrates VaR for option books, reducing forecast errors.

problem Inaccurate VaR forecasts due to missing operational choices.
method Marking-aware sequential VaR recalibration targeting normalized book-level loss.
result Sequential VaR recalibration improves VaR performance across different markets and options.

This paper examines interest rates and market efficiency in DeFi loanable funds protocols.

problem Equilibrium of supply and demand for loanable funds in DeFi protocols.
method Review of interest rate mechanisms in Compound, Aave, and dYdX; empirical analysis of market efficiency and inter-connectedness.
result Interest rate rules in DeFi protocols do not always equilibrate supply and demand.

New federated learning protocols resist Byzantine failures and offer privacy guarantees.

problem Resisting Byzantine failures in federated learning.
method Proposes robust federated learning protocols with optimal statistical rates and privacy guarantees.
result Achieves nearly optimal statistical rates and tight rate in terms of all parameters for strongly convex losses.

The paper analyzes how mutable blockchain protocols affect miner behavior and strategic stability.

problem The mutability of blockchain protocols undermines long-term planning and cooperative equilibria.
method Integrates Austrian capital theory with repeated game theory to examine miner behavior under different institutional conditions.
result Effective time preference increases when protocol rules are mutable, leading to political rent-seeking and undermining strategic coherence.

This study measures liquidity risks in Aave, a blockchain lending protocol.

problem Liquidity risks in lending protocols, especially in Aave.
method Measurements of liquidity risks using Aave as a case study, focusing on available liquidity and market concentration.
result Liquidity risks in Aave are volatile and affect the protocol negatively, especially for repeat borrowers.

Privacy subsidy found in market trading with noisy direction signals.

problem Analyzing welfare and bid-ask spread in a market with privacy mechanisms.
method Closed-form derivation of bid-ask spread and welfare under flip-noise direction observation.
result Privacy subsidy of μηΔμηΔ from liquidity pool to traders, robust across models.

Study analyzes risk management in Aave and Compound lending protocols, finding v3 better than v2.

problem Risk management in decentralized lending protocols.
method Cross-version and cross-chain analysis using fixed effects model.
result v3 protocols have better risk management, with stronger impact on L2 blockchains.

Controller-Augmented Hidden Markov Models (CHMMs) are a framework for constrained sequential inference.

problem Hidden Markov models fail under pathwise constraints like precedence, visitation, or monotonic state progression.
method CHMMs compile constraints into finite-state controllers, then use standard forward-backward and Viterbi recursions to compute exact constrained posteriors and paths.
result CHMMs provide exact constrained inference, monotone ascent in constrained EM, and linear complexity in controller cardinality.

The paper gives bounds for how long it takes for gossip protocols to spread information in networks.

problem Understanding the diffusion time in asynchronous gossip protocols.
method Provides non-asymptotic bounds for the number of messages needed for consensus in asynchronous gossip protocols.
result Explicit formula and approximation for the number of messages needed for consensus in different types of graphs.

Paper explores how to design federated learning protocols that benefit all participants while maintaining privacy.

problem Privacy concerns undermine the accuracy benefits of federated learning in privacy-sensitive domains.
method The paper provides conditions for mutually beneficial federated learning protocols and designs protocols that maximize total utility and accuracy.
result The paper demonstrates that federated learning can be designed to be mutually beneficial, striking a balance between privacy and model accuracy.

Improved privacy-preserving summation protocol with fewer messages.

problem Achieving efficient differential privacy in multi-party summation.
method Combining secure shuffling with Laplace mechanism in the shuffle model.
result Protocol with O(1/ε)O(1/ε) error and O(log(n/δ))O(\log(n/δ)) messages per party.

A scalable protocol for federated averaging with privacy and correctness guarantees.

problem Privacy and correctness in federated learning from multiple parties.
method Scalable protocol using correlated and independent Gaussian noise, analyzed for differential privacy and graph topology.
result Nearly matches trusted curator model's utility with minimal communication.

A new method for identifying the best arm in multi-armed bandits with mediator feedback.

problem Sequential decision-making with unknown mediator policies.
method Best-arm identification under mediators' feedback (BAI-MF) with statistical lower bound and sequential decision-making strategy.
result The proposed algorithm matches the lower bound on sample complexity for identifying the best arm.

New protocol makes federated learning more scalable and private.

problem Securely aggregate data from distributed, private datasets.
method Proposes a new protocol for aggregation in the shuffled model that is more efficient in terms of communication and error.
result Achieves differential privacy guarantees with polylogarithmic scaling in the number of users.

This thesis analyzes MACL systems with low-regret learning algorithms for sequential decision making.

problem Designing efficient learning algorithms for multi-agent cooperative systems to minimize regret.
method Analyzes and develops algorithms for cooperative multi-agent multi-armed bandit problems and online convex optimization in distributed settings.
result Presented regret lower bounds and efficient algorithms for achieving these bounds, providing guidance on communication protocols.

The paper shows how ignoring temporal context in recommender systems evaluation leads to false confidence, proposing a method to embed temporal context.

problem The discrepancy between offline and online recommender system performance evaluation.
method Proposes a training procedure to embed temporal context into recommender systems and validates its advantage using multi-objective optimization.
result Including temporal context in recommender systems evaluation can improve recall@20 by up to 20%.

This study aims to improve communication between fragmented blockchain systems in finance.

problem Inefficient and insecure communication in fragmented blockchain systems.
method Analysis of cross-chain interoperability protocols and their properties.
result Comparison and evaluation of cross-chain interoperability protocols.

Proposes clustering as a new evaluation method for clinical knowledge embedding.

problem Traditional Link Prediction evaluation protocol loses information and harms model accuracy.
method Proposes Clustering Evaluation Protocol as an alternative.
result Experimental results show the proposed protocol can potentially replace Link Prediction.

This work studies differential privacy in the context of the recently proposed shuffle model. Unlike in the local model, where the server collecting privatized data from users can track back an input to a specific user, in the shuffle model users submit their privatized inputs to a server anonymously. This setup yields…

2019-03-07abs ↗pdf ↗

Study analyzes financial intermediation costs in decentralized lending protocols.

problem Understanding the cost of financial intermediation in decentralized lending protocols.
method Analysis of publicly available data on rates, supply, borrow activity, and accounts.
result Ex-post margins are 1% and lower for stablecoin markets.

The paper analyzes risks and revenue dynamics of a liquid restaking protocol in decentralized finance.

problem Interconnected risks and revenue dynamics of a liquid restaking protocol in decentralized finance.
method Empirical analysis using OLS regression, Granger-causality, and random forest feature importance tests.
result Revenue is primarily driven by value locked in the ecosystem, yield of liquid restaking token, and multi-blockchain expansion.

A contextual care protocol is used by a medical practitioner for patient healthcare, given the context or situation that the specified patient is in. This paper proposes a method to build an automated self-adapting protocol which can help make relevant, early decisions for effective healthcare delivery. The hybrid mode…

2018-11-15abs ↗pdf ↗

The study analyzes how cross-chain interoperability affects decentralized lending protocols' performance.

problem Understudied cross-chain elements in DeFi lending risk management.
method Panel regression fixed effects and OLS models applied to empirical analysis.
result Cross-chain activity impacts protocol performance, with bridge volume being a critical driver.

Study proposes optimal risk-aware interest rates for crypto lending protocols.

problem Determining optimal interest rates for decentralized lending protocols to maximize profit and minimize risk.
method Agent-based model, Riccati-type ODEs for linear behaviors, Monte-Carlo estimator and deep learning for nonlinear behaviors.
result Calibrated model shows superior risk-adjusted performance compared to industry-standard interest rate models.

Secure Aggregation protocols allow a collection of mutually distrust parties, each holding a private value, to collaboratively compute the sum of those values without revealing the values themselves. We consider training a deep neural network in the Federated Learning model, using distributed stochastic gradient descen…

2016-11-14abs ↗pdf ↗