New pricing theory solves St. Petersburg paradox.
problem St. Petersburg Paradox unresolved for 280 years.
method Proposes new pricing theory with fair pricing rules.
result New pricing theory resolves the paradox.
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48 results for “St. Petersburg paradox”
Menger 1934 revisitedq-fin.RM
Karl Menger's 1934 paper on the St. Petersburg paradox contains mathematical errors that invalidate his conclusion that unbounded utility functions, specifically Bernoulli's logarithmic utility, fail to resolve modified versions of the St. Petersburg paradox.
A resolution of the St. Petersburg paradox is presented. In contrast to the standard resolution, utility is not required. Instead, the time-average performance of the lottery is computed. The final result can be phrased mathematically identically to Daniel Bernoulli's resolution, which uses logarithmic utility, but is …
Rokhlin's signature theoremsmath.HO
Rokhlin's work simplified signature theorems for mathematicians.
problem Complex signature theorems in topology.
method Accessible explanation of Rokhlin's achievements.
result Simplified understanding of signature theorems.
The prospects of Kahneman and Tversky, Mega Million and Powerball lotteries, St. Petersburg paradox, premature profits and growing losses criticized by Livermore are reviewed under an angle of view comparing mathematical expectations with awards received. Original prospects have been formulated as a one time opportunit…
In this article we will propose a completely new point of view for solving one of the most important paradoxes concerning game theory. The solution develop shifts the focus from the result to the strategy s ability to operate in a cognitive way by exploiting useful information about the system. In order to determine fr…
Compact neural network for ECG classification reduces resource needs.
problem Current reliance on deep learning for ECG analysis requires extensive resources and large datasets.
method Simple ANN architecture with advanced feature engineering.
result Achieved 97.36% accuracy in classifying 4 types of arrhythmias.
The famous Banach-Tarski paradox claims that the three dimensional rotation group acts on the two dimensional sphere paradoxically. In this paper, we generalize their result to show that the classical group acts on the flag manifold paradoxically.
Self-training improves generalization by fitting to reliable pseudo-labels or gradually improving the classification plane.
problem Understanding how self-training improves generalization in high-dimensional Gaussian mixtures.
method Analyzing iterative self-training on binary Gaussian mixtures in the asymptotic limit.
result ST improves generalization by fitting to reliable pseudo-labels or gradually improving the classification plane.
Spatio-temporal (ST) data for urban applications, such as taxi demand, traffic flow, regional rainfall is inherently stochastic and unpredictable. Recently, deep learning based ST prediction models are proposed to learn the ST characteristics of data. However, it is still very challenging (1) to adequately learn the co…
In this paper, we introduce an equivalence relation on the set of local moves and classify local moves, called the extended -moves, up to the equivalence. Moreover, by inducing a binary relation on the set of equivalence classes of local moves, we show that an extended -move realizes the crossing change or the …
We show that two Alexander biquandles M and M' are isomorphic iff there is an isomorphism of Z[s,1/s,t,1/t]-modules h:(1-st)M --> (1-st)M' and a bijection g:O_s(A) --> O_s(A') between the s-orbits of sets of coset representatives of M/(1-st)M and M'/(1-st)M' respectively satisfying certain compatibility conditions.
We study the problem of subspace tracking in the presence of missing data (ST-miss). In recent work, we studied a related problem called robust ST. In this work, we show that a simple modification of our robust ST solution also provably solves ST-miss and robust ST-miss. To our knowledge, our result is the first `compl…
Paper revisits five IF paradoxes using differential geometry.
problem Five paradoxes of Instantaneous Frequency in three-phase systems.
method Geometric interpretation of frequency to explain IF paradoxes.
result Revisits and explains five IF paradoxes through a common framework.
This paper develops a cohomological hierarchy for bistable visual paradoxes.
problem Understanding the hierarchy of visual paradoxes built from bistable elements.
method Develops a cohomological hierarchy using coefficients and a discrete Stokes theorem.
result Reveals a hierarchy of paradox classes from through , refined at each degree by the relative/absolute distinction.
Let be a connected complex semisimple Lie group, equipped with a standard multiplicative Poisson structure determined by a pair of opposite Borel subgroups . We prove that for each in the Weyl group of , the double Bruhat cell in , together with the …
Arnold introduced invariants , and for generic planar curves. It is known that both and are invariants for generic spherical curves. Applying these invariants to underlying curves of knot diagrams, we can obtain lower bounds for the number of Reidemeister moves for uknotting.…
Siegel's paradox is a fundamental question in international finance about exchange rates for futures contracts and has puzzled many scholars for over forty years. The unorthodox approach presented in this article leads to an arbitrage-free solution which is invariant under currency re-denominations and is symmetric, as…
ST-MAML tackles task ambiguity in meta-learning by encoding tasks with stochastic representations.
problem Handling tasks from multiple distributions is challenging for meta-learning due to task ambiguity.
method ST-MAML uses a stochastic neural network module to encode tasks and propagate task representations to revise input variable encoding.
result ST-MAML matches or outperforms state-of-the-art methods on various tasks.
In this article, I will present a paradox whose purpose is to draw your attention to an important topic in finance, concerning the non-independence of the financial returns (non-ergodic hypothesis). In this paradox, we have two people sitting at a table separated by a black sheet so that they cannot see each other and …
The Straight-Through (ST) estimator is a widely used technique for back-propagating gradients through discrete random variables. However, this effective method lacks theoretical justification. In this paper, we show that ST can be interpreted as the simulation of the projected Wasserstein gradient flow (pWGF). Based on…
This paper presents a decomposition of the 3-strand Singular Braid Group.
problem Decomposing the 3-strand Singular Braid Group.
method Investigation of the group through presentations and isomorphisms.
result Proves is isomorphic to the singular pure braid group and is a semi-direct product.
A Contextual Risk Model for the Ellsberg Paradoxphysics.soc-ph
The Allais and Ellsberg paradoxes show that the expected utility hypothesis and Savage's Sure-Thing Principle are violated in real life decisions. The popular explanation in terms of 'ambiguity aversion' is not completely accepted. On the other hand, we have recently introduced a notion of 'contextual risk' to mathemat…
QC-ST and CoCo methods correct batch effects in metabolomics data.
problem Batch effects in metabolomics data obscure biological variations.
method QC-ST for simultaneous detection of QC samples' mean vectors and covariance matrices, CoCo for covariance correction.
result QC-ST and CoCo improve batch effect correction in metabolomics datasets.
In this paper we present recent results toward the computation of the HOMFLYPT skein module of the lens spaces , , via braids. Our starting point is the knot theory of the solid torus ST and the Lambropoulou invariant, , for knots and links in ST, the universal analogue of th…
In this paper we give an alternative basis, , for the Kauffman bracket skein module of the solid torus, . The basis is obtained with the use of the Tempereley--Lieb algebra of type B and it is appropriate for computing the Kauffman bracket sk…
Surface mount technology (SMT) is a process for producing printed circuit boards. Solder paste printer (SPP), package mounter, and solder reflow oven are used for SMT. The board on which the solder paste is deposited from the SPP is monitored by solder paste inspector (SPI). If SPP malfunctions due to the printer defec…
We introduce and study a notion of `Sasaki with torsion structure' (ST) as an odd-dimensional analogue of Kähler with torsion geometry (KT). These are normal almost contact metric manifolds that admit a unique compatible connection with 3-form torsion. Any odd-dimensional compact Lie group is shown to admit such a stru…
Thompson Sampling For Combinatorial Bandits: Polynomial Regret and Mismatched Sampling Paradoxstat.ML
Thompson Sampling shows polynomial regret for combinatorial semi-bandits with subgaussian rewards.
problem Finding optimal solutions in combinatorial semi-bandits with suboptimal sampling.
method Proposes Thompson Sampling with polynomial regret for linear combinatorial semi-bandits.
result Demonstrates 'mismatched sampling paradox' where knowing distributions can lead to worse performance.
In this paper we work toward the Homflypt skein module of the lens spaces , , using braids. In particular, we establish the connection between , the Homflypt skein module of the solid torus ST, and and arrive at an infinite system, whose solution…
Explicitly found generators of cohomology for SL_n(Z) using sharbly cycles and cosharbly cocycles.
problem Finding explicit generators for the cohomology of SL_n(Z).
method Using sharbly cycles and cosharbly cocycles, and applying Borel-Serre duality.
result Explicitly found generators of H_t(SL_n(Z),St) in terms of sharbly cycles and cosharbly cocycles.
Proposes a method to forecast spatial-temporal data with limited training data.
problem Forecasting with nodes having no temporal training data.
method Temporal data augmentation and spatial graph topology learning.
result Improves forecasting performance on nodes without training data.
The problem of local feedback equivalence for 1-dimensional control systems of the 1-st order is considered. The algebra of differential invariants and criteria for the feedback equivalence for regular control systems are found.
The paper tackles individualized decision-making under unmeasured confounding, providing a novel minimax solution and a paradox.
problem Unmeasured confounding in causal inference leads to biased estimates and affects individualized decision-making.
method The authors establish a formal link between individualized decision-making under partial identification and classical decision theory, providing a minimax solution and a paradox.
result A novel minimax solution for individualized decision-making/policy assignment is provided, and an interesting paradox is drawn.
A mathematical paradox shows secant planes don't always form a tangent plane, but some analogies hold with a specific vector product.
problem Secant planes of a two-variable smooth function do not always form a tangent plane, even for simple polynomials.
method Analogies with the one-variable case are explored, using Clifford's geometric vector product.
result Some analogies with the one-variable case still hold in the multi-variable context with a specific vector product.
The paper studies pseudo and singular links in a solid torus, developing invariants and algebraic structures.
problem Understanding and classifying links with missing crossing information in a solid torus.
method Introducing pseudo and singular links, constructing invariants, and developing algebraic structures.
result Formulated and proved the Alexander and Markov theorems for pseudo and singular links in a solid torus.
We prove a Chekanov-type theorem for the spherization of the cotangent bundle of a closed manifold . It claims that for Legendrian submanifolds in the property "to be given by a generating family quadratic at infinity" persists under Legendrian isotopies.
The structure set $\ST^{TOP}(M)$ of an -dimensional topological manifold for has a homotopy invariant functorial abelian group structure, by the algebraic version of the Browder-Novikov-Sullivan-Wall surgery theory. An element $(N,f) \in \ST^{TOP}(M)$ is an equivalence class of -dimensional ma…
StreamEnsemble dynamically selects ML models for ST data streams to improve predictive accuracy.
problem Predictive queries over spatiotemporal data streams are challenging due to varying distributions and patterns.
method Dynamic selection and allocation of ML models based on time series distributions and characteristics.
result Significantly outperforms traditional ensemble and single model approaches, reducing prediction error by over 10 times.
Contact round surgeries on help in constructing and understanding contact 3-manifolds.
problem Constructing contact 3-manifolds using Legendrian surgeries.
method Introducing contact round surgeries of indices 1 and 2, and associating them with surgery diagrams.
result Every closed connected contact 3-manifold can be obtained by a sequence of contact round surgeries on Legendrian knots in .
ST-MTM: Masked Time Series Modeling with Seasonal-Trend Decomposition for Time Series Forecastingcs.LG
ST-MTM models complex time series by decomposing and masking seasonal and trend components.
problem Forecasting complex time series with intricate temporal variations.
method Seasonal-Trend Decomposition with Masking and Contrastive Learning.
result ST-MTM achieves superior forecasting performance compared to existing methods.
Improved Thompson Sampling outperforms existing Bayesian optimization methods.
problem Thompson Sampling's performance in Bayesian optimization is suboptimal compared to other methods.
method Developed Stagger Thompson Sampler (STS), which more precisely samples the optimal arm with less computation.
result STS outperforms TS, PSS, and other acquisition methods in various optimization tasks.
A paradox of diffusion market model related with existence of winning combinations of optionsmath.PR
We consider strategies of investments into options and diffusion market model. It is shown that there exists a correct proportion between "put" and "call" in the portfolio such that the average gain is almost always positive for a generic Black and Scholes model. This gain is zero if and only if the market price of ris…
In building intelligent transportation systems such as taxi or rideshare services, accurate prediction of travel time and distance is crucial for customer experience and resource management. Using the NYC taxi dataset, which contains taxi trips data collected from GPS-enabled taxis [23], this paper investigates the use…
Paper proposes a new method to assess default risk using CEV process in KMV model.
problem Assessing default risk with constant volatility assumption.
method Apply CEV process to KMV model to estimate firm asset value dynamics and equivalent volatility.
result CEV-KMV model fits market better for credit risk forecasting.
New methods resolve conflicting treatment effect estimates in health tech assessments.
problem Conflicting conclusions from different sponsors analyzing the same data.
method Arbitrated indirect treatment comparisons (ArMAIC) targeting a common target population.
result Estimates treatment effects in a common target population, resolving the MAIC paradox.
Reintroducing Straight-Through Estimators as Principled Methods for Stochastic Binary Networksstat.ML
Reintroduces straight-through estimators for binary neural networks.
problem Training neural networks with binary weights and activations is challenging due to gradient issues and discrete weight optimization.
method Derives ST methods as estimators in the SBN model, analyzes properties and estimation accuracy, explains latent weights and mirror descent method.
result Reintroduces ST methods as sound approximations and provides clearer application and improvements.
Researchers develop a new basis to simplify solving infinite systems for HOMFLYPT skein module of lens spaces.
problem Computing the HOMFLYPT skein module of lens spaces via braids.
method Using a new basis of the HOMFLYPT skein module of the solid torus, relating infinite systems of equations obtained by performing braid band moves on elements in and via a map .
result Reduced complexity in solving the infinite system of equations for using braids.