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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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3876114152 · Jun 202019922001200920172026
48 results for imperfect constraints

Cash collateral is perfect in that it provides simultaneous counterparty credit risk protection and derivatives funding. Securities are imperfect collateral, because of collateral segregation or differences in CSA haircuts and repo haircuts. Moreover, the collateral rate term structure is not observable in the repo mar…

2017-02-14abs ↗pdf ↗

Method maps imperfect simulations to observed stellar spectra using unsupervised domain adaptation.

problem Mapping from large sets of imperfect simulations and observational data.
method Adversarial autoencoders, cycle-consistency constraint, and generative surrogate physics emulator network.
result Reconstructed spectra quality and discovery of new spectral features.

The paper explores how regularization can lead to convergence in imperfect information games.

problem Finding equilibrium in imperfect information games with imperfect information.
method Investigates Follow the Regularized Leader dynamics and how adding a regularization term can lead to strong convergence guarantees.
result The approach leads to algorithms that converge exactly to the Nash equilibrium in imperfect information games.

The paper tackles learning from imperfect human feedback, especially in dueling bandit problems.

problem Learning from human feedback that can be irrational or imperfect.
method Developed a Robustified Stochastic Mirror Descent for Imperfect Dueling (RoSMID) algorithm.
result Achieved nearly optimal regret for dueling bandit problems under imperfect human feedback.

Investigates a Kyle model with imperfect information and risk aversion.

problem Tackles a Kyle model with imperfect information and risk-averse informed traders.
method Solves an optimal transport problem and a filtering problem under specific measures.
result Constructs an equilibrium for the Gaussian Kyle model with imperfect information and risk aversion.

Imitation learning (IL) aims to learn an optimal policy from demonstrations. However, such demonstrations are often imperfect since collecting optimal ones is costly. To effectively learn from imperfect demonstrations, we propose a novel approach that utilizes confidence scores, which describe the quality of demonstrat…

2019-01-27abs ↗pdf ↗

Bayesian regression underestimates parameter uncertainties in noisy models.

problem Parameter uncertainties are underestimated in Bayesian regression for imperfect models.
method Analyzed and designed an ansatz to correct for misspecification in near-deterministic surrogate models.
result Posterior distributions must cover all training points to avoid divergent generalization error.

Paper relaxes the Lipschitz constraint in WGANs to improve performance.

problem WGANs do not always outperform other GAN variants due to imperfect implementation of the Lipschitz condition.
method Proposes a new dual form of Wasserstein distance (Sobolev duality) that relaxes the Lipschitz constraint but maintains gradient property.
result SWGAN, based on Sobolev duality, outperforms existing methods in experiments.

We study the effect of imperfect training data labels on the performance of classification methods. In a general setting, where the probability that an observation in the training dataset is mislabelled may depend on both the feature vector and the true label, we bound the excess risk of an arbitrary classifier trained…

2018-05-29abs ↗pdf ↗

Policy gradient method proves convergence in imperfect-information games.

problem Policy gradient methods in imperfect-information games (EFGs).
method Policy gradient approach with best-iterate convergence.
result Policy gradient leads to provable best-iterate convergence in self-play EFGs.

The paper examines how builders in Ethereum auctions can defect and replicate winning MEV opportunities, affecting searchers' bidding strategies.

problem Commitment problem in Ethereum auctions where builders can defect and replicate winning MEV opportunities.
method Modeling and analysis of searchers' bidding strategies and the resulting equilibrium, using libMEV dataset.
result The equilibrium is piecewise, with the cost of imperfect commitment depending on replicability and competition. There is sharp heterogeneity across MEV types.

JPS improves joint policies for multi-agent collaboration in imperfect information games.

problem Learning good joint policies for multi-agent collaboration with imperfect information.
method Decomposes global changes to localized policy changes, iteratively improving joint policies without re-evaluating the entire game.
result JPS improves solutions provided by unilateral approaches and outperforms algorithms designed for collaborative policy learning.

Algorithm learns NE in imperfect information games with imperfect feedback.

problem Learning Nash equilibrium in imperfect information games with bandit feedback.
method IXOMD algorithm for model-free learning with 1/T1/\sqrt{T} convergence rate.
result IXOMD achieves 1/T1/\sqrt{T} convergence rate to NE.

Model financial markets using open quantum systems to understand market imperfections.

problem Understanding market imperfections through imperfect trading mechanisms.
method Using open quantum systems to represent financial markets, characterizing orbits, and analyzing reduced density matrices.
result Non-classical modes of time evolution can incorporate factors like illiquid trades and imperfect trading mechanisms.

The study examines how verifier imperfections impact test-time scaling techniques.

problem Understanding how verifier imperfections affect test-time scaling methods.
method Proves the instance-level accuracy of Best-of-N and Rejection Sampling methods using the geometry of the verifier's ROC curve.
result RS outperforms BoN for fixed compute, but both converge to the same accuracy in the infinite-compute limit.

Researchers develop methods for causal inference with imperfect instrumental variables.

problem Quantifying cause and effect relationships with imperfect instrumental variables.
method Established a quantitative relationship between violations of instrumental inequalities and minimal measurement dependence, providing adapted inequalities valid in the presence of relaxed measurement dependence.
result Adapted inequalities for average causal effect in instrumental scenarios with binary outcomes, addressing violations of instrumental inequalities.

Paper solves learning imperfect-information games with fewer episodes.

problem Learning imperfect-information extensive-form games from bandit feedback.
method Balanced Online Mirror Descent and Balanced Counterfactual Regret Minimization algorithms.
result Achieves near-optimal sample complexity for finding approximate Nash equilibria.

We study pricing and superhedging strategies for game options in an imperfect market with default. We extend the results obtained by Kifer in \cite{Kifer} in the case of a perfect market model to the case of an imperfect market with default, when the imperfections are taken into account via the nonlinearity of the weal…

2015-11-29abs ↗pdf ↗

New algorithms reduce regret in online learning with imperfect hints.

problem Designing algorithms to minimize regret in online learning with imperfect hints.
method Developed algorithms that are resilient to bad hints and interpolate between correlated and no-hints cases.
result Achieved nearly matching lower bounds for online learning with imperfect directional hints.

Bayesian framework mixes imperfect models for improved predictions.

problem Improving predictions of complex computational models in unknown domains.
method Local Bayesian Dirichlet mixing of imperfect models using the Dirichlet distribution.
result Global and local mixtures of models achieve excellent performance in prediction accuracy and uncertainty quantification.

Selective planning with imperfect models reduces harmful effects of model inadequacy.

problem Harmful effects of using an imperfect model in reinforcement learning.
method Selective planning with heteroscedastic regression to estimate predictive uncertainty from model inadequacy.
result Effective selective planning requires considering both parameter uncertainty and model inadequacy.

New method uses imperfect LLM annotations for valid statistical inference in social science.

problem Inaccurate large language model annotations in social science research.
method Design-based supervised learning (DSL) combining imperfect LLM surrogates with gold-standard labels.
result DSL provides valid statistical inference with comparable predictive accuracy to existing methods.

DREAM learns optimal strategies in imperfect games without needing a simulator.

problem Learning optimal strategies in imperfect-information games with multiple agents.
method DREAM is a deep reinforcement learning algorithm that converges to Nash Equilibria and coarse correlated equilibria.
result DREAM achieves state-of-the-art performance in benchmark games and is competitive with simulator-based algorithms.

Study on liquidity and market efficiency in auction games with imperfect information.

problem Generating liquidity in illiquid auction markets with imperfect information.
method Characterized Nash equilibria in a two-player game with imperfect information, linking market spreads to signal strength.
result Without incentives, the market is inefficient and does not lead to trades. Quadratic fees indexed on half spread can generate liquidity.

This paper explores how imperfect reward models can improve online RLHF.

problem Sample efficiency in online RLHF from imperfect reward models.
method Identifies policy coverability and proposes TPO algorithm for transfer learning.
result TPO algorithm improves sample efficiency compared to standard online learning.

New algorithm uses imperfect advice to improve online bipartite matching performance.

problem Online bipartite matching with imperfect advice.
method Designing an algorithm that uses external advice to improve performance between advice-free methods and optimal ratio.
result Algorithm achieves competitive ratio interpolating between advice-free methods and optimal ratio of 1.

A new framework improves VaR recalibration by balancing reliance on imperfect volatility proxies.

problem How to balance reliance on imperfect volatility proxies in one-sided VaR recalibration.
method Proxy-reliance control framework that interpolates between constant-shift and proxy-scaled corrections.
result Lower or intermediate proxy reliance can outperform fully proxy-scaled recalibration in stressed left-tail VaR control.

Combining LETKF and RC improves chaotic system prediction from noisy, sparse data.

problem Improving chaotic system prediction from imperfect observations and models.
method Combining LETKF and RC to predict spatio-temporal chaotic systems from noisy and sparsely distributed observations.
result The proposed method using LETKF and RC outperforms LETKF in predicting chaotic systems from noisy and sparse observations.

We present a novel methodology for predicting future outcomes that uses small numbers of individuals participating in an imperfect information market. By determining their risk attitudes and performing a nonlinear aggregation of their predictions, we are able to assess the probability of the future outcome of an uncert…

2001-08-02abs ↗pdf ↗

Paper introduces a method to learn physics between digital twins using imperfect models.

problem Learning physics from imperfect data and low-fidelity models.
method Bayesian Hierarchical modeling with physics-informed Gaussian processes.
result Models learning between digital twins are less uncertain than independent models but not over-confident.

Bayesian framework calibrates imperfect models using physics-informed priors and Hamiltonian Monte Carlo.

problem Quantifying uncertainty in imperfect computer models described by differential equations.
method Physics-informed Gaussian process priors, discrepancy function, Hamiltonian Monte Carlo, data approximations.
result Framework accurately recovers true parameters and produces accurate predictions.

Estimates treatment effects in randomized experiments with non-compliance.

problem Estimating distributional treatment effects in experiments with imperfect compliance.
method Proposes a regression-adjusted estimator based on distribution regression with Neyman-orthogonal moment conditions.
result Achieves semiparametric efficiency bound and demonstrates favorable performance in simulations and real data.

RLCFR improves CFR's generalization in imperfect information games.

problem Improving CFR's performance in large-scale, imperfect information games.
method RLCFR integrates CFR with deep reinforcement learning to update strategies dynamically.
result RLCFR significantly enhances CFR's generalization ability in various games.

In a model with no given probability measure, we consider asset pricing in the presence of frictions and other imperfections and characterize the property of coherent pricing, a notion related to (but much weaker than) the no arbitrage property. We show that prices are coherent if and only if the set of pricing measure…

2014-10-23abs ↗pdf ↗

The paper analyzes knowledge distillation in wide neural networks, providing theoretical insights and practical implications.

problem Lack of theoretical understanding of knowledge distillation in wide neural networks.
method Theoretical analysis of knowledge distillation in a linearized model of a wide neural network, introducing a metric of task training difficulty.
result For a perfect teacher, a high ratio of teacher's soft labels can be beneficial. For imperfect teacher, hard labels can correct wrong predictions.

Study cooperative bandit learning with imperfect communication, achieving near-optimal performance.

problem Real-world distributed decision-making with imperfect communication.
method Proposed decentralized algorithms for three communication scenarios: stochastic networks, random delays, and adversarially corrupted rewards.
result Achieved competitive performance and near-optimal guarantees on group regret.

The paper proposes a new framework to generate synthetic data with human-like imperfections to prevent model collapse.

problem Model collapse due to statistical optimization of synthetic data.
method Introduces Prompt-driven Cognitive Computing Framework (PMCSF) with Cognitive State Decoder (CSD) and Cognitive Text Encoder (CTE).
result The framework generates text with cognitive imperfections, reducing maximum drawdown and delivering defensive alpha.

This thesis tackles data imperfections in ML, proposing methods to prevent discrimination and spurious feature learning.

problem Data imperfections in ML training data, leading to deployment failures.
method Fair representation learning, spurious feature detection, and data augmentation for reinforcement learning.
result Methods to make ML models more robust to data imperfections.