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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.

168,695 papers · 148 categories

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6111722 · Jun 202019922001200920172026
48 results for coin flipping

This paper explores using nonlinear control for robust logarithmic growth in coin flipping games.

problem Tackles the use of nonlinear control in recursive betting games with logarithmic growth.
method Formulates a robust nonlinear control problem for a simple coin flipping game, considering a probability range for the coin's bias.
result Provides a closed-form description of the optimal robust nonlinear controller, which outperforms linear controllers.

Study sets a nontrivial upper limit on return forecasting accuracy.

problem Establishing a practical upper limit for return forecasting accuracy.
method Defined a coin-flip oracle model to theoretically outperform practical models and used its RextOOS2R^2_{ ext{OOS}} as an upper bound.
result Theoretical upper bound on RextOOS2R^2_{ ext{OOS}} is a quadratic function of directional accuracy.

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 …

2019-03-05abs ↗pdf ↗

What are the prices of random variables? In this paper, we define the least-squares prices of coin-flipping games, which are proved to be minimal, positive linear, and arbitrage-free. These prices depend both on a set of games that are available for investing simultaneously and on a risk-free interest rate. In addition…

2007-03-04abs ↗pdf ↗

EagleEye detects localized density anomalies in multivariate data.

problem Identifying signal events, regime changes, or model mismatch in scientific data.
method EagleEye pinpoints local over- and under-densities by assigning anomaly scores based on binary membership sequences and binomial null models.
result EagleEye can detect genuine local anomalies and estimate background purity.

Just as semantic hashing can accelerate information retrieval, binary valued embeddings can significantly reduce latency in the retrieval of graphical data. We introduce a simple but effective model for learning such binary vectors for nodes in a graph. By imagining the embeddings as independent coin flips of varying b…

2018-03-25abs ↗pdf ↗

The Kelly Criterion is applied to prediction markets to analyze risk and return.

problem Mean beliefs in prediction markets often differ from actual prices.
method Logarithmic utility and Kullback-Leibler divergence are used to study risk and return adjustments.
result Misjudgment of bias and investment fraction affect portfolio growth rate.

Study flip graphs for surfaces of infinite type, finding uncountably many connected components.

problem Understanding relationships between triangulations of infinite type surfaces via flips.
method Associate triangulations to flip graphs and study sequences of simultaneous flips.
result Flip graphs for infinite type surfaces have uncountably many connected components.

We present a new Bitcoin coin selection algorithm, "coin selection with leverage", which aims to improve upon cost savings than that of standard knapsack like approaches. Parameters to the new algorithm are available to be tuned at the users discretion to address other goals of coin selection. Our approach naturally fi…

2019-11-04abs ↗pdf ↗

No feature ranking can be faithful, stable, and complete when features are collinear.

problem The impossibility of creating a feature ranking that is simultaneously faithful, stable, and complete when features are collinear.
method Proving the impossibility, quantifying it for four model classes, resolving it via ensemble averaging (DASH), and machine-verifying it with Lean 4 theorems.
result No method lies outside the dichotomy of faithful-complete methods (unstable, with rankings that flip up to 50% of the time) and ensemble methods (stable, reporting ties for symmetric features).

Study of flip graphs and their automorphism groups for infinite-type surfaces.

problem Understanding automorphism groups of flip graphs for infinite-type surfaces.
method Examined the relationship between mapping class groups and flip graphs for infinite-type surfaces.
result Extended mapping class groups are isomorphic to proper subgroups of automorphism groups of flip graphs.

Study shows flipping a small subset of labels can severely damage machine learning models.

problem Adversarial attacks on distributed machine learning models.
method Formalized label flipping attacks, proposed a greedy algorithm, demonstrated with logistic regression models.
result A budget of only 0.1% of labels at each training step can reduce model accuracy by 6%, and some models can perform worse than random guessing when up to 25% of labels are flipped.

Neural networks have been criticized for their lack of easy interpretation, which undermines confidence in their use for important applications. Here, we introduce a novel technique, interpreting a trained neural network by investigating its flip points. A flip point is any point that lies on the boundary between two o…

2019-03-21abs ↗pdf ↗

Efficiently poisons offline RLHF models by flipping preference labels.

problem Vulnerability of offline RLHF models to preference label flipping attacks.
method Developed two attack methods: BAL-A and BMP-A, solving a structured binary sparse approximation problem.
result Demonstrated that flipping one preference label induces a parameter-independent shift in the DPO gradient, enabling structured binary sparse approximation.

New examples show flip distance and polyhedron triangulation numbers differ, with ratio close to 3/2.

problem Understanding the relationship between flip distance and polyhedron triangulation numbers.
method Provided examples to demonstrate the difference between flip distance and polyhedron triangulation numbers.
result Ratio of flip distance to polyhedron triangulation numbers can be arbitrarily close to 3/2.

We prove that every injective simplicial map F(S)F(S)\mathcal{F}(S) \to \mathcal{F}(S') between flip graphs is induced by a subsurface inclusion SSS\to S', except in finitely many cases. This extends a result of Korkmaz--Papadopoulos which asserts that every automorphism of the flip graph of a surface without boundary is ind…

2014-09-24abs ↗pdf ↗

Study reveals widespread manipulation of meme coins, leading to significant economic losses.

problem Widespread manipulation of meme coins leading to economic losses.
method Cross-chain analysis of 34,988 tokens across Ethereum, BNB Smart Chain, Solana, and Base.
result 82.8% of high-return tokens show evidence of artificial growth strategies.

We introduce a notion of cross-flips: local moves that transform a balanced (i.e., properly (d+1)(d+1)-colored) triangulation of a combinatorial dd-manifold into another balanced triangulation. These moves form a natural analog of bistellar flips (also known as Pachner moves). Specifically, we establish the following the…

2015-12-14abs ↗pdf ↗

This paper is about the geometry of flip-graphs associated to triangulations of surfaces. More precisely, we consider a topological surface with a privileged boundary curve and study the spaces of its triangulations with n vertices on the boundary curve. The surfaces we consider topologically fill this boundary curve s…

2014-07-06abs ↗pdf ↗

We consider geometric triangulations of surfaces, i.e., triangulations whose edges can be realized by disjoint locally geodesic segments. We prove that the flip graph of geometric triangulations with fixed vertices of a flat torus or a closed hyperbolic surface is connected. We give upper bounds on the number of edge f…

2019-12-10abs ↗pdf ↗

In order to model volatile real-world network behavior, we analyze phase-flipping dynamical scale-free network in which nodes and links fail and recover. We investigate how stochasticity in a parameter governing the recovery process affects phase-flipping dynamics, and find the probability that no more than q% of nodes…

2014-01-29abs ↗pdf ↗

Let ΣΣ be a compact surface. We prove that the set of surface cubications modulo flips, up to isotopy, is in one-to-one correspondence with Z/2ZH1(Σ,Z/2Z)\Z/2\Z\oplus H_1(Σ,\Z/2\Z).

2005-01-31abs ↗pdf ↗

A decentralized online quantum cash system, called qBitcoin, is given. We design the system which has great benefits of quantization in the following sense. Firstly, quantum teleportation technology is used for coin transaction, which prevents from the owner of the coin keeping the original coin data even after sending…

2017-08-15abs ↗pdf ↗

Study finds flipped classrooms improve student self-concept, enjoyment, but not exam scores.

problem Evaluating the impact of flipped classrooms on higher education outcomes.
method Double/debiased machine learning (DML) approach to analyze student data.
result No significant positive effects on exam scores, passing rates, or knowledge retention.

Study quasisymmetric maps on hyperbolic plane boundaries.

problem Identify quasisymmetric maps corresponding to specific lambda lengths and flip distances.
method Analyze maps on Farey triangulation, relate to shearing coordinates and flip distance.
result Identify quasisymmetric maps corresponding to pinched lambda lengths and flip distances.

We study flip-graphs of triangulations on topological surfaces where distance is measured by counting the number of necessary flip operations between two triangulations. We focus on surfaces of positive genus gg with a single boundary curve and nn marked points on this curve; we consider triangulations up to homeomor…

2015-10-26abs ↗pdf ↗

Using existing technology, we prove a Masur-Minsky style distance formula for flip- graph distance between two triangulations, expressed as a sum of the distances of the projections of these triangulations into arc graphs of the suitable subsurfaces of S.

2015-11-16abs ↗pdf ↗

We investigate a type of distance between triangulations on finite type surfaces where one moves between triangulations by performing simultaneous flips. We consider triangulations up to homeomorphism and our main results are upper bounds on distance between triangulations that only depend on the topology of the surfac…

2015-09-14abs ↗pdf ↗

Deep Partition Aggregation defends against poisoning attacks with provable certificates.

problem Adversarial poisoning attacks corrupt classifier test-time behavior.
method Deep Partition Aggregation (DPA) is an ensemble method using hash partitions and base models trained on these partitions.
result DPA can certify >= 50% of test images against over 500 poison image insertions on MNIST, and nine insertions on CIFAR-10.