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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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1345 · Feb 202019922001200920172026
48 results for human-AI complementarity

This work advances collaborative decision making by combining human and AI strengths in uncertainty quantification.

problem Current AI lacks robust decision-making capabilities under uncertainty, especially in high-stakes contexts.
method Introduces Human AI Collaborative Uncertainty Quantification (HACUQ) framework, formalizing AI-human collaboration and developing calibration algorithms.
result Optimal collaborative prediction sets follow a two-threshold structure, and online adaptation algorithms can adapt to evolving human behavior.

Study causal effects on humans in mixed human-AI systems with unobserved unit types.

problem Estimating causal effects on humans in systems with unobserved unit types and interaction networks.
method Assumed human-AI prior, causal message passing (CMP) framework, subpopulation analysis.
result Consistently recover human-specific causal effects using subpopulations with varying expected human composition and treatment exposure.

Experiment shows cognitive biases impact human-AI collaboration, highlighting the need for diverse evaluator samples.

problem Cognitive biases affect human-AI collaboration, leading to suboptimal outcomes.
method Randomized experiment with 2,784 participants, manipulating AI suggestion quality, task burden, and financial incentives.
result Individual attitudes toward AI are the strongest predictor of performance, influencing accuracy and overcorrection.

New approach to algorithmic fairness for human-AI collaboration considers compliance with human decisions.

problem Current fairness approaches assume perfect human compliance, but real-world compliance is often poor.
method Defines compliance-robustly fair algorithms and proposes an optimization strategy to improve fairness.
result Algorithmic recommendations can improve fairness even if humans do not fully comply with fair algorithms.

Geometric programming approach for traffic equilibrium problems.

problem Optimizing traffic equilibrium in transportation systems.
method Finslerian dynamical model for nonlinear complementarity problems.
result Effective solution for various equilibrium problems in transportation.

Study efficient numerical methods for American basket options.

problem Valuation of American basket options.
method Partial differential complementarity problems (PDCPs) and efficient discretization.
result Approximations of American basket options are close and converge favourably.

Framework uses human judgment to distinguish algorithmically indistinguishable cases.

problem Clarifying human-AI collaboration in prediction and decision tasks.
method Integrates human judgment to distinguish algorithmically indistinguishable cases.
result Improves performance of any feasible algorithmic predictor.

Improved Frank-Wolfe algorithm for polytopes converges linearly with dimension dependence on optimal face.

problem Efficiently solving convex minimization problems over polytopes with linear rate.
method Revisiting Frank-Wolfe algorithm with strict complementarity assumption and away-steps.
result Linear convergence rate independent of polytope dimension for optimal face.

New tensor recovery method improves efficiency under strict complementarity.

problem Efficiently recovering low-rank tensors using tensor nuclear norm.
method Developed strict complementarity condition for tensor nuclear norm ball and applied to gradient methods.
result Standard gradient methods achieve linear convergence and nearly linear runtime under strict complementarity.

In a previous paper the second author showed that if MM is a pseudomanifold with complementarity other than the 6-vertex real projective plane and the 9-vertex complex projective plane, then MM must have dimension 6\geq 6, and - in case of equality - MM must have exactly 12 vertices. In this paper we prove that suc…

2004-04-12abs ↗pdf ↗

The paper tackles AI advice giving by considering adherence levels and defer options.

problem Inadequate consideration of human adherence to AI recommendations.
method Sequential decision-making model that considers adherence levels and incorporates a defer option.
result Specialized learning algorithms provide better convergence and empirical performance.

Enhances BO with expert preferences about abstract properties.

problem Lack of expert knowledge in BO for black-box experimental design.
method Human-AI collaboration to incorporate expert preferences into surrogate modeling.
result Superior performance compared to baselines in synthetic and real-world datasets.

Framework for responsible LLM deployment with human involvement and decentralized technologies.

problem Challenges in deploying LLMs for high-stakes decisions, including data security and accountability.
method Interactive human involvement through multiple iterations, decentralized technologies, and automated auditing.
result Enhanced security and accountability in LLM deployment for financial decisions.

AI systems are being deployed to support human decision making in high-stakes domains. In many cases, the human and AI form a team, in which the human makes decisions after reviewing the AI's inferences. A successful partnership requires that the human develops insights into the performance of the AI system, including …

2019-06-04abs ↗pdf ↗

Study explores optimal strategies in games with multiple players and mean-field interactions.

problem Optimal strategies in games with multiple players and mean-field interactions.
method Exploration of three different notions of optimality, including mean-field control solution, mean-field coarse correlated equilibria, and mean-field Nash equilibria.
result Approximation of cooperative and competitive equilibria in large NN-player games by mean-field control and mean-field equilibria.

ShapleyBO explains BO's decisions, enhancing human-AI collaboration in robotics.

problem Lack of explainability in BO's black box nature, especially in human-in-the-loop applications.
method Uses game-theoretic Shapley values to quantify and interpret BO's parameter contributions.
result ShapleyBO identifies exploration and exploitation contributions, disentangling aleatoric and epistemic uncertainty.

This paper studies an environment of simultaneous, separate, first-price auctions for complementary goods. Agents observe private values of each good before making bids, and the complementarity between goods is explicitly incorporated in their utility. For simplicity, a model is presented with two first-price auctions …

2013-12-10abs ↗pdf ↗

In this paper a simple, effective adaptation of Alternating Direction Implicit (ADI) time discretization schemes is proposed for the numerical pricing of American-style options under the Heston model via a partial differential complementarity problem. The stability and convergence of the new methods are extensively inv…

2013-08-31abs ↗pdf ↗

Optimal allocation of human effort to correct AI assessments in decision-making.

problem How to allocate costly human effort to correct noisy or biased AI-generated assessments.
method Decision-theoretic framework treating AI assessments as signals and human judgments as costly information. Developed estimation procedures under nonparametric and linear models.
result Our approach substantially outperforms LLM-only predictions and achieves performance comparable to full human review while using only 20-30% of the human information.

Endogenous business cycles explain higher comovement across countries.

problem Standard models struggle to explain high comovement in business cycles across countries.
method Developed a demand-driven reduced-form model with strategic complementarities and international trade linkages.
result Combining endogenous business cycles with exogenous shocks matches empirical comovement levels.

New method uses product embeddings to predict bundle success.

problem Designing effective product bundles in large retail settings.
method Leverage historical purchases and clickstream data to generate product embeddings, then use heuristics for complementarity and substitutability.
result Embeddings-based heuristics predict bundle success, robust across categories and retailers.

This paper deals with the numerical approximation of American-style option values governed by partial differential complementarity problems. For a variety of one- and two-asset American options we investigate by ample numerical experiments the temporal convergence behaviour of three modern splitting methods: the explic…

2016-10-30abs ↗pdf ↗

In this work we present a review of the state of the art of information theoretic feature selection methods. The concepts of feature relevance, redundance and complementarity (synergy) are clearly defined, as well as Markov blanket. The problem of optimal feature selection is defined. A unifying theoretical framework i…

2015-09-24abs ↗pdf ↗

A new method for analyzing product competition using low-dimensional embeddings.

problem Computational challenges in studying product-level competition for millions of products.
method Product2Vec, a method based on representation learning algorithm Word2Vec.
result The method produces more accurate demand forecasts and price elasticities compared to state-of-the-art models.

New framework assesses graph-learning datasets for better evaluation.

problem Insufficient evaluation of graph-learning datasets and methods.
method Introduces Rings framework for dataset ablations and proposes performance separability and mode complementarity measures.
result Demonstrates utility of Rings framework for graph-learning dataset evaluation.

Conformal prediction sets improve human decision making by quantifying model uncertainty.

problem Humans signal uncertainty and offer alternatives when unsure, but machine learning models often lack this feature.
method Conducted a randomized controlled trial with human subjects given conformal prediction sets.
result Human accuracy improves when given conformal prediction sets compared to fixed-size prediction sets.

In this paper, we show that the bundle method can be applied to solve semidefinite programming problems with a low rank solution without ever constructing a full matrix. To accomplish this, we use recent results from randomly sketching matrix optimization problems and from the analysis of bundle methods. Under strong d…

2019-11-11abs ↗pdf ↗

We study the link between a compact hypersurface in n+1¶^{n+1} and the set of all its tangent planes. In this context, we identify n+1¶^{n+1} to the set of linear subspaces of codimension one by orthogonal complementarity. This gives rise to a kind of duality which has already been studied Bruce and Romerro-Fuster, and r…

1997-06-10abs ↗pdf ↗

To explore underlying complementary information from multiple views, in this paper, we propose a novel Latent Multi-view Semi-Supervised Classification (LMSSC) method. Unlike most existing multi-view semi-supervised classification methods that learn the graph using original features, our method seeks an underlying late…

2019-09-09abs ↗pdf ↗

Optimal portfolios are formed by combining momentum, size, and volatility characteristics, enhancing utility for all investors.

problem Estimation error in forming optimal portfolios from characteristics.
method Maximizing an in-sample loss function that is more concave than the utility function, linking weights to characteristics.
result Optimal portfolios with significantly higher certainty equivalents than benchmarks for all investors.