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.
Based on administrative data of unemployed in Belgium, we estimate the labour market effects of three training programmes at various aggregation levels using Modified Causal Forests, a causal machine learning estimator. While all programmes have positive effects after the lock-in period, we find substantial heterogenei…
The computational demands of computer vision tasks based on state-of-the-art Convolutional Neural Network (CNN) image classification far exceed the energy budgets of mobile devices. This paper proposes FixyNN, which consists of a fixed-weight feature extractor that generates ubiquitous CNN features, and a conventional …
Study assesses how much security restaking protocols need to pay for.
problem Determining the optimal security level for restaking protocols using token incentives.
method Expanding a model by Durvasula and Roughgarden to include strategic attackers and node operators, constructing an approximation algorithm for token-based incentives.
result Restaking protocols can be secure with proper incentive management, even against strategic adversaries.
Deep neural networks have achieved impressive supervised classification performance in many tasks including image recognition, speech recognition, and sequence to sequence learning. However, this success has not been translated to applications like question answering that may involve complex arithmetic and logic reason…
No-regret learning with strategic experts, incentivized.
problem Online learning with strategic experts who misreport beliefs.
method Building on wagering mechanisms, we provide algorithms for no-regret and incentive compatibility in both full and partial information settings.
result Our algorithms achieve no regret and incentive compatibility for myopic experts, with comparable regret to classic no-regret algorithms and diminishing regret for forward-looking agents.
This paper addresses reward estimation and incentive design for agents with hidden rewards.
problem Estimating and incentivizing agents with unknown rewards in a learning setting.
method Repeated adverse selection game with a self-interested learning agent and a learning principal. Introduces an estimator for consistent reward estimation and a data-driven incentive policy.
result Finite-sample consistency of the estimator and a rigorous regret bound for the principal.
How can we design safe reinforcement learning agents that avoid unnecessary disruptions to their environment? We show that current approaches to penalizing side effects can introduce bad incentives, e.g. to prevent any irreversible changes in the environment, including the actions of other agents. To isolate the source…
In this paper we propose a Bayesian nonparametric model for clustering partial ranking data. We start by developing a Bayesian nonparametric extension of the popular Plackett-Luce choice model that can handle an infinite number of choice items. Our framework is based on the theory of random atomic measures, with the pr…
When the planning horizon is long, and the safe asset grows indefinitely, isoelastic portfolios are nearly optimal for investors who are close to isoelastic for high wealth, and not too risk averse for low wealth. We prove this result in a general arbitrage-free, frictionless, semimartingale model. As a consequence, op…
On-device CNN inference for real-time computer vision applications can result in computational demands that far exceed the energy budgets of mobile devices. This paper proposes FixyNN, a co-designed hardware accelerator platform which splits a CNN model into two parts: a set of layers that are fixed in the hardware pla…
Learning a natural language interface for database tables is a challenging task that involves deep language understanding and multi-step reasoning. The task is often approached by mapping natural language queries to logical forms or programs that provide the desired response when executed on the database. To our knowle…
The paper gives a review of progress towards extending the Thurston programme to the Poincare duality case. For a full abstract, see the published version at the above link.
Game theory models incentivizes honesty in collaborative learning among competitors.
problem Incentivizing honest updates among competitors in collaborative learning schemes.
method Formulated a game to model interactions, studied two learning tasks, proposed mechanisms to incentivize honest communication.
result Rational clients are incentivized to manipulate their updates, preventing learning; proposed mechanisms ensure comparable learning quality to full cooperation.
We give some detailed numerical information about extremal metrics on four different toric surfaces. These are sample of many other cases which can be treated using a computer programme outlined in the paper.