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.
New RL approach learns dynamic VCG mechanisms in unknown MDP environments.
Calibrated models can lead to miscalibrated aggregations in strategic interactions.
We evaluate the applicability of the generic Vickrey-Clarke-Groves (VCG) mechanism as an antimonopoly measure against a profit-maximizing producer with market power operating a portfolio of generating units at the centralized two-settlement energy market. The producer may indicate in its bid not only the altered cost f…
Mechanism designs for unknown agent values in stochastic bandit settings.
Some online advertising offers pay only when an ad elicits a response. Randomness and uncertainty about response rates make showing those ads a risky investment for online publishers. Like financial investors, publishers can use portfolio allocation over multiple advertising offers to pursue revenue while controlling r…
DriftLite improves inference quality of diffusion models without retraining.
Algorithm learns optimal dynamic mechanisms from data.
Recent introduction of wearable single-lead ECG devices of diverse configurations has caught the intrigue of the medical community. While these devices provide a highly affordable support tool for the caregivers for continuous monitoring and to detect acute conditions, such as arrhythmia, their utility for cardiac diag…