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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.

168,657 papers · 148 categories

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265379105 · May 202619922001200920172026
48 results for Trading Arena

The authors propose a parametric model called the arena model for prediction in paired competitions, i.e. paired comparisons with eliminations and bifurcations. The arena model has a number of appealing advantages. First, it predicts the results of competitions without rating many individuals. Second, it takes full adv…

2018-11-25abs ↗pdf ↗

Foresight Arena benchmarks AI forecasting on real-world markets, isolating predictive edge.

problem Evaluating AI forecasting ability in real-world markets is challenging due to overfitting, centralized trust, and conflated metrics.
method Permissionless, on-chain benchmark using probabilistic forecasts, commit-reveal protocol, and smart contracts.
result Demonstrates the need for 350 predictions to reliably distinguish agents of different skill levels.

LUNA improves linear attention for long sequences without sacrificing accuracy.

problem Quadratic computational cost of softmax attention in long-sequence domains.
method LUNA learns a learnable kernel feature map to reduce attention cost to linear while maintaining accuracy.
result LUNA achieves state-of-the-art performance on the LRA and excels at post-hoc conversion.

Dropping a tiny fraction of preferences can significantly alter the rankings of top LLMs.

problem Robustness of LLM ranking systems to small changes in preference data.
method A computational method based on the Bradley-Terry model to evaluate robustness.
result Top LLM rankings can be highly sensitive to the removal of a small fraction of preferences.

We define the surface complex for 33-manifolds and embark on a case study in the arena of Seifert fibered spaces. The base orbifold of a Seifert fibered space captures some of the topology of the Seifert fibered space, so, not surprisingly, the surface complex of a Seifert fibered space always contains a subcomplex is…

2019-03-20abs ↗pdf ↗

Develops a new method for quantizing rough volatility for volatility derivatives pricing.

problem Pricing volatility derivatives in rough volatility models.
method Functional quantization of rough volatility using offline computable quantizers.
result Pricing VIX Futures in the rough Bergomi model shows competitive results.

S3^3Attention improves long sequence attention with smoothed skeleton sketching.

problem Quadratic complexity of vanilla Attention makes it unsuitable for long sequence tasks.
method S3^3Attention uses smoothing and matrix sketching to balance information preservation and computation.
result S3^3Attention significantly outperforms vanilla Attention and other Attention variants.

Study uses machine learning and PolyModel to improve hedge fund performance.

problem Improving hedge fund investment performance with machine learning.
method Integration of machine learning techniques, PolyModel feature selection, and analysis of fund size.
result Machine learning enhances cumulative returns but increases annual volatility.

The techniques of deep learning have become the state of the art methodology for executing complicated tasks from various domains of computer vision, natural language processing, and several other areas. Due to its rapid development and promising benchmarks in those fields, researchers started experimenting with this t…

2019-04-06abs ↗pdf ↗

Low-rank framework for task-specific LLM ranking from sparse comparisons.

problem Challenges in reliable task-specific ranking of LLMs under sparse, imbalanced comparisons.
method Low-rank modeling of task-by-model ability matrix, max-norm accurate estimator, task-wise top-K recovery guarantees, uncertainty quantification framework.
result Improves sample efficiency and produces tighter, better-calibrated ranking certificates.

The problem of data uncertainty has motivated the incorporation of robust optimization in various arenas, beyond the Markowitz portfolio optimization. This work presents the extension of the robust optimization framework for the minimization of downside risk measures, such as Value-at-Risk (VaR) and Conditional Value-a…

2019-08-14abs ↗pdf ↗

MIMONets speed up neural network inference by processing multiple inputs in parallel.

problem Reducing computational cost in neural network inference for large datasets.
method Proposes MIMONets, which augment neural network architectures with variable binding mechanisms to handle multiple inputs in superposition.
result Achieves significant speedups (2-4x) with minimal accuracy loss, demonstrating adaptability across different architectures.

Skeinformer accelerates self-attention for long sequences with linear complexity.

problem Efficiency of Transformer models in processing long sequences.
method Matrix sketching and column sampling to reduce quadratic complexity to linear.
result Skeinformer outperforms alternatives with smaller time/space footprint.

Skyformer uses Gaussian kernel and Nyström method to speed up self-attention in transformers.

problem High computational cost of self-attention in transformers.
method Replaces softmax with Gaussian kernel and applies Nyström method for matrix approximation.
result Skyformer achieves comparable or better performance with fewer computation resources.

A drone catches another agile drone using competitive reinforcement learning.

problem Intercepting an agile drone with another agile drone.
method Formulated as a Competitive Reinforcement Learning problem, trained with PPO, using a high-fidelity simulation environment.
result Trained policies outperform common heuristic baselines in catch rate, time to catch, and crash rate.

This study explores Kaluza-Klein reductions of new maximally supersymmetric backgrounds.

problem Exploring new maximally supersymmetric backgrounds in five dimensions.
method Classifying Kaluza-Klein reductions to four dimensions and determining preserved supersymmetry.
result Discovery of novel non-homogeneous four-dimensional Lorentzian spacetimes with N=1N=1 supersymmetry.

A purely algebraic construction of super-energy tensors for arbitrary fields is presented in any dimensions. These tensors have good mathematical and physical properties, and they can be used in any theory having as basic arena an n-dimensional manifold with a metric of Lorentzian signature. In general, the completely …

1999-06-21abs ↗pdf ↗

This paper studies transformer learning dynamics and initialization.

problem Understanding how transformers learn Markov chains and the role of initialization.
method First-order Markov chains and single-layer transformers, proving learning dynamics and conditions for convergence.
result Transformer parameters can converge to global or local minima based on initialization and Markovian data properties.

Study of 2d gauged linear sigma models to derive difference equations and spectral data.

problem Understanding monopole solutions and their spectral data in 2d gauged models.
method Analyzing ground states and cohomology of supercharges to derive difference modules and equations.
result Derived novel difference equations for brane amplitudes and hemisphere partition functions.

HOPE improves SSMs for long-memory tasks with robust initialization and training.

problem Improving state-space models for long-memory tasks with robust initialization and training.
method Developed a new parameterization scheme called HOPE using Hankel operators and Markov parameters.
result HOPE improves SSMs' performance on Long-Range Arena tasks and demonstrates non-decaying memory.

A denoising algorithm seeks to remove noise, errors, or perturbations from a signal. Extensive research has been devoted to this arena over the last several decades, and as a result, today's denoisers can effectively remove large amounts of additive white Gaussian noise. A compressed sensing (CS) reconstruction algorit…

2014-06-16abs ↗pdf ↗

This paper examines how regional trade agreements affect global trade relationships.

problem The relationship between regional trade agreements and global trade purity.
method Defined and decomposed synthesized trade resistance, separated natural and artificial factors, used expectation maximization algorithm to optimize parameters, and quantified trade purity indicator.
result Regional trade agreements contribute to the relative prosperity of EU and NAFTA countries, but weaken the role of trade unions and accelerate multilateral trade liberalization.

CJE calibrates cheap LLM judges against an oracle, achieving high accuracy at a fraction of the cost.

problem Inexpensive LLM judges can produce biased rankings, leading to unreliable outcomes.
method CJE uses a small oracle to calibrate cheap scores, then evaluates at scale with valid uncertainty.
result CJE achieves 99% pairwise ranking accuracy at 14x lower cost compared to a 16x oracle/judge cost ratio.

SSMs have a built-in bias towards low-frequency components, which can be adjusted.

problem Frequency bias in SSMs affects their performance on long-range sequences.
method Proposed two mechanisms to tune frequency bias: scaling initialization or applying a Sobolev-norm-based filter.
result Tuning frequency bias improves SSMs' performance on long-range sequence learning tasks.

Paper predicts international trade flows using machine learning and factorization models.

problem Predicting international bilateral trade flows with PTAs.
method Two-stage approach combining SHAP Explainer and Factorization Machine models.
result Enhanced predictive accuracy and deeper insights into trade dynamics.