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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.

168,982 papers · 148 categories

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48 results for competitive settings

Proposes CoPO, a new policy optimization method for competitive games.

problem Designing efficient optimization methods for competitive Markov decision processes.
method Competitive policy optimization (CoPO) approach that exploits game-theoretic nature of competitive games.
result Stable optimization, convergence to sophisticated strategies, and higher scores compared to baseline methods.

Develops a learning model predictive controller for competitive racing.

problem Lack of exploration in state space and complexity in obstacle avoidance.
method Explores state space through multiple initializations and develops a new method for convex terminal set selection.
result Yields a richer terminal safe set and maintains convexity.

OMGD algorithm optimizes online convex optimization with switching costs and delayed gradients.

problem Optimizing online convex optimization with switching costs and delayed gradients.
method Proposed an online multiple gradient descent (OMGD) algorithm for quadratic and linear switching costs.
result OMGD achieves optimal dynamic regret in the limited information setting.

Motivated by applications in recommender systems, web search, social choice and crowdsourcing, we consider the problem of identifying the set of top KK items from noisy pairwise comparisons. In our setting, we are non-actively given rr pairwise comparisons between each pair of nn items, where each comparison has noi…

2016-05-12abs ↗pdf ↗

New particle-based method improves semi-supervised learning robustness to label noise.

problem Label noise degrades semi-supervised learning accuracy.
method Particle competition and cooperation algorithm for robust semi-supervised learning.
result Improved robustness to label noise compared to existing methods.

New algorithms achieve optimal performance in online convex optimization with strong convexity and squared 2\ell_2 norms.

problem Optimal performance in online convex optimization with specific cost structures.
method Proposed and analyzed new algorithms (G-OBD, R-OBD) with theoretical guarantees.
result G-OBD and R-OBD achieve optimal competitive ratios of O(m1/2)O(m^{-1/2}) under specific conditions.

Improved model accuracy can reduce overall user accuracy in competitive markets.

problem The impact of model competition on overall user accuracy.
method Defined a model of competition for classification tasks and used data representations to study the effect of scale.
result Improving data representation quality can decrease overall predictive accuracy across users (social welfare) in a competitive market.

Paper analyzes strategic underreporting in competitive insurance markets.

problem Strategic underreporting by insureds in competitive insurance markets.
method Develops a dynamic insurance market model with two competing companies and a continuum of insureds, examines the interaction between strategic underreporting and competitive pricing under a Bonus-Malus System framework.
result Establishes the existence and uniqueness of the insureds' optimal reporting barrier and its dependence on BMS premiums; proves the existence of Nash equilibrium premium strategies.

We organized a competition on Autonomous Lifelong Machine Learning with Drift that was part of the competition program of NeurIPS 2018. This data driven competition asked participants to develop computer programs capable of solving supervised learning problems where the i.i.d. assumption did not hold. Large data sets w…

2019-03-12abs ↗pdf ↗

We consider Online Convex Optimization (OCO) in the setting where the costs are mm-strongly convex and the online learner pays a switching cost for changing decisions between rounds. We show that the recently proposed Online Balanced Descent (OBD) algorithm is constant competitive in this setting, with competitive rat…

2018-10-23abs ↗pdf ↗

This work bridges competitive learning with gradient-based learning for faster feature extraction.

problem Lack of powerful feature extractors in competitive learning methods.
method Introduces gradient-based competitive layers for feature extraction.
result Demonstrates theoretical equivalence and faster convergence of gradient-based competitive layers.

Geometric theory explains substitutability in market outcomes based on production constraints.

problem Understanding substitutability in markets with structured feasible products.
method Modeling the set of feasible products as a compact Riemannian manifold to study intrinsic geometry and its effects on substitutability.
result Intrinsic geometry of the feasible set governs substitutability and market outcomes, with curvature controlling technological substitution elasticity.

This work tackles representation learning by introducing stochastic competition-based activations.

problem Learning diversified representations in deep learning models.
method Combining information-theoretic arguments with stochastic competition-based activations, using Stochastic Local Winner-Takes-All (LWTA) units.
result The proposed method yields significant discriminative representation learning abilities and allows for a principled investigation of intermediate network representations.

Paper studies competitive networks where teams aim to minimize their own objectives, adapting to each other's strategies.

problem Competitive networks where teams have conflicting objectives.
method Proposes diffusion learning algorithms for two classes of network games: zero-sum and non-zero-sum.
result Stability performance of proposed algorithms analyzed and demonstrated through experiments.

Modeling gas fee competition in decentralized exchanges to optimize arbitrage profits.

problem Gas fees and transaction ordering in decentralized exchanges create arbitrage opportunities.
method Developed a first equilibrium model of gas fee competition between two arbitrageurs under three transaction reversion settings.
result Mixed equilibria exist, and their characteristics depend on inventory risk and transaction settings.

Algorithm finds small confidence sets for arbitrary distributions.

problem Learning high-density regions in arbitrary distributions.
method Competitive with sets from a concept class with bounded VC-dimension.
result Algorithm finds a confidence set with volume exp(ildeO(d1/2))\exp( ilde{O}(d^{1/2})) competitive with optimal ball.

Adaptive learning rate improves FTRL's performance in online learning.

problem Optimizing FTRL's learning rate for competitive regret in online learning.
method Formulated as a sequential decision-making problem, introduced competitive analysis framework, and proposed stability-penalty matching update rules.
result Achieved a constant competitive ratio under specific conditions, enabling Best-Of-Both-Worlds algorithms.

State-space models win a forecasting competition for unstable data.

problem Forecasting electricity demand during the post-covid period.
method Adapting state-space models to balance time-series adaptability and machine learning complexity.
result State-space models provide a better compromise between adaptability and accuracy for non-stationary data.

The paper develops algorithms for competitive RL in partially observable MGs.

problem Challenges in reinforcement learning with function approximation and partial observability.
method Proposes posterior sampling methods for self-play and adversarial learning in zero-sum MGs.
result Developed algorithms achieve low regret bounds scaling sublinearly with GEC and episode number.

A game-theoretic analysis of DEX competition through dynamic trading fees.

problem Competition between decentralized exchanges (DEXs) and their impact on trading fees and slippage.
method Characterization of an approximate Nash equilibrium via coupled system of partial differential equations and closed-form expressions for equilibrium fees.
result The equilibrium trading fees shift from the oracle price to a weighted average of the oracle and competitors' exchange rates under competition.

We propose a simple dynamical model of the formation of production networks among monopolistically competitive firms. The model subsumes the standard general equilibrium approach à la Arrow-Debreu but displays a wide set of potential dynamic behaviors. It robustly reproduces key stylized facts of firms' demographics. O…

2015-09-03abs ↗pdf ↗

This paper demonstrates dynamic hyper-parameter setting, for deep neural network training, using Mutual Information (MI). The specific hyper-parameter studied in this paper is the learning rate. MI between the output layer and true outcomes is used to dynamically set the learning rate of the network through the trainin…

2018-05-18abs ↗pdf ↗

The study analyzes games and social hierarchies, incorporating luck and depth of competition.

problem Analyzing patterns of wins and losses in games and social hierarchies.
method Generalized probabilistic models incorporating luck and depth of competition.
result Social competition tends to be deeper with many distinct levels, but there is often a chance of upset victories.

A new method compares image classifiers using adaptive sampling of natural images.

problem Evaluation of image classifiers on small, fixed test sets may not generalize to real-world images.
method Adaptive sampling from a large corpus of unlabeled images to maximize classifier discrepancies measured by WordNet hierarchy.
result Human labeling of model-dependent image sets reveals relative classifier performance.

New paper finds strategic trade centralization benefits firms, while naive centralization often harms them.

problem Finding optimal trading strategies in competitive markets.
method Complete solution to finding equilibrium strategies in competition using Fourier Series methods.
result Firms that strategically centralize trades generally benefit, while naive centralization often harms them.

New algorithms prove self-play can be effective in competitive RL.

problem Proving self-play algorithms' effectiveness in competitive reinforcement learning.
method Introduced Value Iteration with Upper/Lower Confidence Bound (VI-ULCB) and explore-then-exploit algorithms.
result Achieved regret bounds of ildeO(T) ilde{\mathcal{O}}(\sqrt{T}) and ildeO(T2/3) ilde{\mathcal{O}}(T^{2/3}).

This paper uses NARX neural networks for macroeconomic forecasting and goal setting.

problem Improving accuracy in macroeconomic forecasting and goal setting.
method Literature review and construction of specific NARX neural networks for macroeconomic indicators.
result NARX neural networks can be trained to make accurate predictions for macroeconomic indicators and national goals.

A fair reward system boosts participation in federated learning.

problem Fairness in federated learning among competitive agents with siloed data.
method Hierarchically fair federated learning (HFFL) framework with proportional rewards based on contribution levels.
result Efficacy of HFFL in maintaining fairness and facilitating federated learning in competitive settings.

Study shows how competition affects learning in matching markets, proving it's possible to balance stability, fairness, and regret.

problem How competition affects learning in matching markets and the impossibility of simultaneously guaranteeing stability and low optimal regret.
method Modeling a two-sided matching market with bandit learners and adding components of costs and transfers.
result It is possible to simultaneously guarantee stability, low optimal regret, fairness in the distribution of regret, and high social welfare.

New algorithm for competing influence spread in unknown networks.

problem Maximizing influence spread in a social network with unknown probabilities.
method Combinatorial multi-armed bandit (CMAB) framework, Triggering Probability Modulated (TPM) condition, OCIM-TS, OCIM-OFU, OCIM-ETC.
result Sublinear Bayesian and frequentist regret for OCIM-TS and OCIM-OFU, respectively.

Study NN-player and mean-field games in Itô-diffusion markets with competitive or homophilous interactions.

problem Optimal portfolio choice in a common market with NN interacting players.
method Analyzes NN-player and mean-field games in incomplete and complete markets with CARA utilities and random risk tolerances.
result Derives explicit or closed-form solutions for equilibrium processes and game values.

New model considers unfairness complaints to ensure multiple fairness criteria.

problem Ensuring fairness in systems that may conflict with each other.
method Data-driven model guided by unfairness complaints, supports multiple fairness criteria, and considers their incompatibilities. Stochastic and adversarial settings analyzed with efficient algorithms.
result Efficient algorithms for both stochastic and adversarial settings with competitive guarantees.

Study examines pricing strategies in competitive supply chains with discrete prices.

problem Inaccurate assumptions in traditional SC models for pricing decisions.
method Examines a SC model with one supplier and two manufacturers, considering customer demand segmentation and discrete price setting.
result Nash equilibria among manufacturers are not unique, and low denomination factors can lead to instability.

GNNRank uses neural networks to learn global rankings from competition match data.

problem Learning global rankings from pairwise comparisons in directed graphs.
method Proposes GNNRank, a trainable GNN-based framework with digraph embedding and new objectives.
result GNNRank achieves competitive and superior performance compared to baselines.

The paper analyzes trading strategies in a competitive market with incomplete information.

problem Strategic trading under uncertainty when firms lack full knowledge of competitors' strategies.
method Bayesian games framework to incorporate uncertainty and derive optimal trading strategies.
result Uncertainty significantly impacts trading strategies compared to complete information scenarios.

Study many-player investment-consumption games with power FPPs, finding market-risk preference affects consumption.

problem Investment and consumption optimization in a mean field competition setting.
method Solve many-player and mean field games using power FPPs, providing closed-form solutions.
result Market-risk relative consumption preference affects agent's consumption decisions.