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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.

169,341 papers · 148 categories

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285683111 · Jun 202019922001200920182026
48 results for Unknown Valuations

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.

Study optimizes dynamic pricing in auctions with unknown buyer valuations.

problem Maximizing revenue in auctions with unknown buyer valuations.
method Stochastic KK-armed bandit problem approach, proving lower and upper bounds on regret.
result Upper bounds on regret for different settings, including distribution-dependent and distribution-free cases.

Study agnostic feature-based dynamic pricing models with linear policies and noisy valuations.

problem Tackles dynamic pricing with unknown noise and no assumptions on data.
method Studies two agnostic models: linear policy and linear noisy valuation, presenting algorithms and regret bounds.
result Demonstrates no-regret learning is possible under weak assumptions, but noisy feedback is not significantly more useful than bandit feedback.

A new pricing strategy learns customer valuations without noise distribution knowledge.

problem Setting optimal prices for products based on customer valuations with unknown noise.
method Developed a novel perturbed linear bandit framework to learn both contextual functions and market noise.
result Proved sub-linear regret bound and demonstrated superior performance on simulations and real data.

Study optimal pricing for dynamic contexts with unknown demand parameters.

problem Optimal pricing in dynamic contexts with unknown demand parameters.
method Develops a pilot-corrected layered decision-partitioning policy combining directional pilot estimation, local polynomial learning, predictable data assignment, and global action elimination.
result Achieves minimax optimal performance up to logarithmic factors.

New model incorporates long-range dependence in mortality rates for better valuation and risk management.

problem Lack of appropriate models for valuing and managing mortality securities with long-range dependence.
method Proposes a novel class of Volterra mortality models that incorporate LRD, derived in closed-form solution.
result Models provide flexibility and tractability for valuing and hedging mortality-related products.

Proposes a tuning-free dynamic pricing method for linear valuation models.

problem Dynamic pricing in linear valuation models with unknown market noise distribution.
method Shape-constrained isotonic regression under weaker Hölder continuity assumptions.
result Demonstrates lower empirical regret compared to existing methods.

Paper introduces new actuarial-consistent valuations for insurance liabilities.

problem Valuation of insurance liabilities considering both financial and actuarial risks.
method Proposes two-step actuarial valuations and actuarial-consistent procedures.
result Actuarial-consistent valuations are equivalent to two-step actuarial valuations under coherence.

Study strategic dynamic pricing for buyers with unknown manipulation costs.

problem Strategic buyers manipulate their features to get lower prices, hindering profit maximization.
method Proposes a strategic dynamic pricing policy that incorporates strategic behavior and binary response data.
result Achieves sublinear regret bound of O(T)O(\sqrt{T}) compared to linear Ω(T)Ω(T) regret of non-strategic policies.

Complete description of valuations for indefinite orthogonal groups.

problem Classifying valuations for indefinite orthogonal groups.
method Detailed analysis of continuous and generalized translation- and group-invariant valuations.
result Identification of Klain-Schneider continuous valuations within the space of translation-invariant valuations.

Paper explains accrual and mark-to-market valuation for interest rate trades.

problem Understanding the valuation differences between accrual and mark-to-market methods for interest rate trades.
method Comparison of discounted cashflow valuation to spread-based valuation, Taylor series approximation, and deferral concept.
result Simple intuition and mathematical explanation of accrual and mark-to-market adjustments.

Market valuation duration is 175 years, but drops to 46 years during crises.

problem Understanding the duration of market valuation and its impact on returns.
method Comparing market valuation ratios and dividends to estimate duration, analyzing the discount rate effect.
result Valuation duration is negatively correlated with market returns, with a robust out-of-sample R2 of 15%.

Introduces convolution of valuations on manifolds and groups.

problem Defining and studying convolution of valuations on manifolds and groups.
method Introduces new notion of convolution, proves it as a module over compactly supported generalized valuations, and provides explicit formulas.
result Convolution is an extension of smooth translation invariant valuations on manifolds.

Business cycles affect startup valuations, both directly and indirectly.

problem How do business cycles impact startup valuations?
method Structural Equation Model approach using a dataset of 1,089 venture capital investments.
result Business cycles impact startup valuations both directly and indirectly.

Classification of SL(n) covariant valuations on Orlicz spaces.

problem Classifying continuous SL(n) covariant valuations on Orlicz spaces.
method Complete classification without symmetric assumptions, focusing on moment matrix and a new functional in dimension two.
result The moment matrix is the only SL(n) covariant valuation for n≥3, and a new functional appears in dimension two.

We prove new kinematic formulas for tensor valuations and simplify previously known Crofton formulas by using the recently developed algebraic theory of translation invariant valuations. The heart of the paper is the computation of the Alesker-Fourier transform on the large class of spherical valuations, which is achie…

2014-02-12abs ↗pdf ↗

Classifies contravariant matrix-valued valuations on polytopes without continuity assumptions.

problem Classifying contravariant matrix-valued valuations on polytopes without continuity assumptions.
method Complete classification of contravariant matrix-valued valuations on polytopes in Rn\mathbb{R}^n without continuity assumptions.
result The only such valuation is the general Lutwak-Yang-Zhang matrix in dimension n4n \geq 4, and a new function in dimension 3.

Paper proposes a new method for valuing long-term annuities using real-world probability measure.

problem Valuation of long-term annuities using classical no-arbitrage methods.
method Real-world probability measure valuation, employing numéraire portfolio.
result Real-world valuation leads to lower values than classical approaches.

The paper extends the convolution operator to non-smooth valuations using geometric inequalities.

problem Extending the convolution operator to non-smooth valuations.
method Using geometric inequalities derived from optimal transport methods.
result Constructing a continuous extension of the convolution operator on smooth valuations to non-smooth valuations.

The classification of continuous, translation invariant Minkowski valuations which are contravariant (or covariant) with respect to the complex special linear group is established in a 2-dimensional complex vector space. Every such valuation is given by the sum of a valuation of degree of homogeneity 1 and 3. In dimens…

2013-06-10abs ↗pdf ↗

Value-tracking in financial markets breaks down when non-valuation-based traders dominate.

problem Understanding the threshold for value-tracking in financial markets.
method Simple discrete-time model to show how non-valuation-based traders can cause tracking errors.
result A threshold above which value-tracking breaks down without changes in asset value.

This paper addresses credit valuation adjustment with a new closeout convention.

problem Accurate estimation of financial claim value considering counterparty credit risk.
method Theoretical and computational analysis of a nonlinear valuation system using neural networks.
result A neural network-based algorithm effectively solves the high-dimensional nonlinear valuation system.

Classifies SL(n) covariant matrix-valued valuations on Lp-spaces.

problem Classifying SL(n) covariant matrix-valued valuations on Lp-spaces.
method Established a complete classification for continuous and SL(n) covariant matrix-valued valuations on Lp(Rn,|x|2dx), eliminating matrix symmetry assumption.
result Unique characterization of such valuations by the moment matrix in n>2, rotation matrix in 2D.

Develops a new method to study algebraic tangent cones of sheaves using valuations.

problem Analyzing tangent cones of torsion-free sheaves on algebraic varieties.
method Introduces a slope stability theory and uses it to define a canonical tangent cone for quasi-regular valuations.
result Shows the existence of a canonical tangent cone for torsion-free sheaves, up to equivalence.

Derives valuations for financial portfolios from securities lending perspective.

problem Valuation of financial portfolios from securities lending perspective.
method Derives valuations under different assumptions and shows a weighting scheme.
result Weighting scheme converges faster to true valuation under certain conditions.

Fair market valuations ignore future worker profits in employee-owned firms.

problem Ignoring future worker profits in fair market valuations for employee-owned firms.
method Analyzing property rights and residual claimants in employee-owned firms.
result Fair market valuations are inappropriate for employee-owned firms.

Enhances data valuation by integrating global and local statistical properties.

problem Insufficient consideration of global and local statistical properties in data valuation methods.
method Proposes a method that fuses global and local statistical properties into regularization terms for Shapley value estimation and dynamic data valuation.
result Demonstrates improved performance and efficiency of data valuation methods through integration of global and local statistical properties.

We study the space of generalized translation invariant valuations on a finite-dimensional vector space and construct a partial convolution which extends the convolution of smooth translation invariant valuations. Our main theorem is that McMullen's polytope algebra is a subalgebra of the (partial) convolution algebra …

2014-06-17abs ↗pdf ↗

Researchers classify and decompose valuations on convex functions.

problem Classifying valuations on convex functions.
method Geometric decomposition of valuations, using properties of special subspaces and Monge-Ampère-type operators.
result Valuations decompose into subspaces defined by vanishing properties.

A complete classification of all continuous GL(n) contravariant Minkowski valuations is established. As an application we present a family of sharp isoperimetric inequalities for such valuations which generalize the classical Petty projection inequality.

2012-07-31abs ↗pdf ↗