Study uses RL to optimize crypto portfolios with two-sided transactions and lending.
problem Managing downside risk and capital optimization in high-risk crypto markets.
method Integrates RL with a new environmental formulation and PnL-based reward function, using SAC agent with CNN-MHA.
result Significantly outperforms benchmarks, especially in high-volatility scenarios.
Dynamic assortment problem on two-sided platform with unknown parameters
problem Optimizing assortment display in an online platform with incomplete information and heterogeneous customers
method Data-driven algorithm that learns choice parameters while optimizing revenue
result Worst-case regret grows polylogarithmically over time
Proposes a new IPW-based ranking metric for two-sided markets.
problem Addressing bias in implicit user feedback in two-sided markets.
method Extends IPW estimator to two-sided markets, addressing position bias.
result Proposed estimator is unbiased for ground-truth ranking metric.
We establish two-sided bounds for the complexity of two infinite series of closed orientable 3-dimensional hyperbolic manifolds, the Lobell manifolds and the Fibonacci manifolds.
Algorithm identifies optimal stable matching in uncertain two-sided markets.
problem Sequential learning in two-sided markets with unknown preferences.
method Pure exploration approach with elimination-based algorithms exploiting partial preference information.
result Identification of pervasive stable matching for optimal stable matching identification.
We define a notion of Hempel distance for one-sided Heegaard splittings and show that the existence of alternate surfaces restricts distance for one-sided splittings in a manner similar to Hartshorn's and Scharlemann-Tomova's results for two-sided splittings. We also show that every geometrically compressible one-sided…
The study examines stable minimal hypersurfaces in higher dimensions.
problem Characterizing stable minimal hypersurfaces in Rn+1. method Analyzing volume growth and stability conditions.
result Conditions for complete two-sided δ-stable minimal hypersurfaces to be the hyperplane. This is first of series papers on new two-side Gaussian bounds for the heat kernel H(x,y,t) on a complete manifold (M,g). In this paper, on a complete manifold M with Ric(M)≥0, we obtain new two-side Gaussian bounds for the heat kernel H(x,y,t), which improve the well-known Li-Yau's two-side bounds. As ap…
Discuss folklore statements about manifolds with curvature bounds.
problem Distance functions in manifolds with curvature bounds.
method Regularity, subsets of positive reach, and cut locus.
result Folklore statements about manifolds with curvature bounds are discussed.
Proposes a framework for fairness in two-sided marketplaces.
problem Achieving fairness in two-sided marketplaces.
method Developed an end-to-end framework for fairness constraints from both sides of the marketplace, including dynamic aspects.
result Efficacy of the proposed framework demonstrated through simulations.
A new framework uses multi-agent reinforcement learning for evaluating policies in two-sided markets.
problem Evaluating the effects of different policies in two-sided markets with spatial and temporal interference.
method Introduces a multi-agent reinforcement learning (MARL) framework to address policy evaluation challenges in large-scale fleet management.
result Proposes novel estimators for mean outcomes under different products that are consistent despite high-dimensionality.
The realized GARCH framework is extended to incorporate the two-sided Weibull distribution, for the purpose of volatility and tail risk forecasting in a financial time series. Further, the realized range, as a competitor for realized variance or daily returns, is employed in the realized GARCH framework. Further, sub-s…
We obtain a finite generating set for the level 2 twist subgroup of the mapping class group of a closed non-orientable surface. The generating set consists of crosscap pushing maps along non-separating two-sided simple loops and squares of Dehn twists along non-separating two-sided simple closed curves. We also prove t…
Multi-view clustering has received much attention recently. Most of the existing multi-view clustering methods only focus on one-sided clustering. As the co-occurring data elements involve the counts of sample-feature co-occurrences, it is more efficient to conduct two-sided clustering along the samples and features si…
A new algorithm for competing agents in a two-sided market setting.
problem Decentralized competition between agents in a two-sided market with unknown valuations.
method UCB-D3 algorithm for UCB with Decentralized Dominant-arm Deletion.
result UCB-D3 is order optimal and achieves a new regret lower bound.
A method for rank verification in multivariate Gaussian data, improving on existing approaches.
problem Determining the top K means in multivariate Gaussian data with any covariance structure. method Selective inference tools to generalize the two-sided difference-of-means test for any K and covariance structure. result The method provides a generalization for rank verification in multivariate Gaussian data with any covariance structure.
Perimeter minimizers in curved spaces have a singular set no more than 5 dimensions.
problem Understanding the structure of minimizers in spaces with bounded Ricci curvature.
method Analysis of non-collapsed Ricci limit spaces with two-sided curvature bounds.
result The Hausdorff dimension of the singular set is at most \(N-5\).
Sharp bound on singular set dimension for specific geometric problems.
problem Hausdorff dimension of singular set in free boundary problems.
method Analysis of noncollapsed limits of manifolds with Ricci curvature bounds.
result Dimension bound of singular set is n−5. Let N be a compact, connected, nonorientable surface of genus g with n boundary components with g≥5, n≥0. Let T(N) be the two-sided curve complex of N. If λ:T(N)→T(N) is a superinjective simplicial map, then there exists a homeomorphism $h : N \rightar…
We show that for an immersed two-sided minimal surface in R3, there is a lower bound on the index depending on the genus and number of ends. Using this, we show the nonexistence of an embedded minimal surface in R3 of index 2, as conjectured by Choe. Moreover, we show that the index of a immersed two-sided mini…
Constructs tail-specific prediction intervals for financial applications
problem Financial applications require strict control on the left tail
method Extends classical conformal frameworks to provide explicit tail-specific guarantees
result Improved directional calibration in skewed data
The combined work of Guaraco, Hutchinson, Tonegawa and Wickramasekera has recently produced a new proof of the classical theorem that any closed Riemannian manifold of dimension n+1≥3 contains a minimal hypersurface with a singular set of Hausdorff dimension at most n−7. This proof avoids the Almgren--Pitts …
Proposes a dynamic matching algorithm for two-sided online markets.
problem Dynamic preferences in two-sided online matching platforms.
method Dynamic Matching Bandit Algorithm with statistical preference ranking estimation.
result Agent-optimal stable matching result with logarithmic regret bound.
New bounds for knot complexity based on Jones polynomial coefficients.
problem Finding bounds for the crosscap number of knots and links.
method Using coefficients from the Jones polynomial, we derive two-sided bounds for Conway sums of strongly alternating tangles.
result Neither linear bound generalizes for all knots and links.
Characterizes closures of mapping class group orbits on non-orientable surfaces.
problem Understanding closures of orbits in Teichmüller spaces for non-orientable surfaces.
method Analyzes closures in ML and PML for measured laminations, projective measured laminations, and points. result Characterizes closures of weighted two-sided curves in ML. TLMG4Eth combines language and graph models for Ethereum fraud detection.
problem Current fraud detection methods fail to consider semantic and similarity patterns in Ethereum transactions.
method TLMG4Eth uses a transaction language model and graph-based methods to capture semantic, similarity, and structural features.
result TLMG4Eth detects anomalies in Ethereum transactions more effectively than existing methods.
Develops conformal Bayes for two-sided censored Gaussian regression under label shift.
problem Prediction under label shift with censored responses.
method Combines posterior predictive tilting with weighted conformal calibration.
result Restores marginal coverage with smaller prediction sets.
This research develops heuristics to detect CoinJoin transactions on Bitcoin blockchain.
problem Compromised privacy in Bitcoin transactions due to CoinJoin.
method Analyzed open-source CoinJoin implementations to develop heuristics.
result Refined heuristics for identifying CoinJoin transactions on the blockchain.
New algorithm reduces cold-start costs in multi-armed bandits for many products.
problem High burn-in costs in multi-armed bandits for new products.
method Two-phase bandit algorithm using subsampling and low-rank matrix estimation.
result Reduces burn-in costs and expedites experiment in large product sets.
We consider closed orientable 3-dimensional hyperbolic manifolds which are cyclic branched coverings of the 3-sphere, with branching set being a two-bridge knot (or link). We establish two-sided linear bounds depending on the order of the covering for the Matveev complexity of the covering manifold. The lower estimate …
In the curve complex for a surface, a handlebody set is the set of loops that bound properly embedded disks in a given handlebody bounded by the surface. A boundary set is the set of non-separating loops in the curve complex that bound two-sided, properly embedded surfaces. For a Heegaard splitting, the distance betwee…
It was recently proved that embedded solutions of Euclidean hypersurface flows with speeds given by concave (convex), degree one homogeneous functions of the Weingarten map are interior (exterior) non-collapsing. These results were subsequently extended to hypersurface flows in the sphere and hyperbolic space. In the f…
New findings on stable minimal hypersurfaces in curved 4-manifolds.
problem Nonexistence of complete stable minimal hypersurfaces in positively curved 4-manifolds.
method Combination of non-negative sectional curvature and strict positivity of scalar curvature.
result Rigidity of complete stable minimal hypersurfaces in 4-manifolds with positive curvature.
Investment strategy optimized in markets with transaction costs and search delays.
problem Maximizing wealth in an illiquid market with transaction costs and search frictions.
method Characterized no-trade region and provided asymptotic expansions of value function for small transaction costs.
result The effects of transaction costs are more pronounced in illiquid markets.
Motivated by the construction of spectral manifolds in noncommutative geometry, we introduce a higher degree Heisenberg commutation relation involving the Dirac operator and the Feynman slash of scalar fields. This commutation relation appears in two versions, one sided and two sided. It implies the quantization of the…
Transaction costs appear in financial markets in more than one form. There are several results in the literature on small proportional transaction cost and not that many on fixed transaction cost. In the present work, we heuristically study the effect of both types of transaction cost by focusing on a portfolio optimiz…
In this paper we push forward results on the invariant F-module of a virtual knot investigated by the first named author where F is the algebra with two invertible generators A,B and one relation A−1B−1AB−B−1AB=BA−1B−1A−A. For flat knots and links the two sides of the relation equa…
The study examines pricing American options with both exogenous and endogenous transaction costs.
problem Pricing American options with transaction costs and liquidity risks.
method Modeling liquidity risks as a mean-reverting process and transaction costs as proportional to trading amount. Two nonlinear PDEs are used to characterize option values. Numerical solution via ADI method and model calibration using maximum likelihood estimation.
result The model incorporating liquidity risks significantly outperforms the Leland model.
Study reveals dynamic causal relationships between Ethereum transaction fees and economic subsystems.
problem Historical gas fee volatility caused economic disequilibria and stakeholder challenges.
method Time-varying Granger causality analysis using data on active wallets and transaction volume.
result Dynamic bidirectional causal relationships between transaction fees and economic subsystems across Ethereum.
Flat stable minimal hypersurfaces in 5D are always flat.
problem Characterizing stable minimal hypersurfaces in higher dimensions.
method Analyzing properties of stable minimal hypersurfaces in \(\mathbf{R}^5\).
result Complete, two-sided stable minimal hypersurfaces in \(\mathbf{R}^5\) are flat.
We construct a Riemannian metric of positive sectional curvature on the 3-dimensional projective space with a two-sided closed embedded minimal surface of genus 3, index 1 and nullity 0.
The paper bridges stochastic control and deep hedging for European call options with transaction costs.
problem Hedging and pricing European call options with proportional transaction costs.
method Complementary perspectives: stochastic control and deep hedging. Two architectures proposed: NTBN-Delta and WW-NTBN.
result WW-NTBN converges faster, matches no-transaction bands more closely, and generalizes well across transaction cost regimes.
New method improves blockchain analysis by handling temporal changes and scalability.
problem Limited focus on evolving nature and scalability of blockchain transaction networks.
method Incremental approach with Metropolis-Hastings random walks.
result Comparable performance in node classification tasks with reduced computational overhead.
In this short note, we consider mean-variance optimized portfolios with transaction costs. We show that introducing quadratic transaction costs makes the optimization problem more difficult than using linear transaction costs. The reason lies in the specification of the budget constraint, which is no longer linear. We …
Algorithm solves two-sided matching markets with unknown preferences and constraints.
problem Two-sided online matching markets with complementary preferences and quota constraints.
method Formulated as a bandit learning problem, proposed MMTS algorithm combining Thompson Sampling and double matching.
result MMTS achieves stability and linear Bayesian regret with respect to quota and time horizon.
This survey analyzes knowledge discovery in cryptocurrency transactions.
problem Understanding user behaviors and collective actions in cryptocurrency transactions.
method Data mining techniques and literature review.
result Classified existing research into three aspects and discussed major findings.
Deep models for financial transactions are vulnerable to adversarial attacks, especially when adding transaction tokens.
problem Vulnerability of deep models to adversarial attacks on financial transaction records.
method Examine adversarial attacks and defenses on transaction records data, considering black-box attacks and adding transaction tokens.
result A few generated transactions can fool a deep-learning model, highlighting the need for robustness improvements.
Improved option pricing model with transaction costs.
problem Inaccurate option pricing without considering transaction costs.
method Developed a replicating strategy with exponentially decreasing transaction costs.
result Validated the effectiveness of the new model through simulations.