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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.

169,051 papers · 148 categories

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7152229 · May 202619922001200920182026
48 results for intersection negotiation

Paper automates car negotiation in intersections using Q-learning.

problem Automated vehicles negotiate with human-driven cars in intersections.
method Deep Q-learning applied to simulated traffic with various driver behaviors.
result 98% success rate in avoiding collisions with other vehicles.

Paper proposes an intersection decision algorithm for autonomous vehicles.

problem Navigating intersections with non-automated vehicles.
method Combines reinforcement learning for high-level decisions and model predictive control for low-level planning.
result The proposed algorithm outperforms another controller in success rate and training episodes.

A framework for fair derivative contract pricing and risk-sharing between parties with funding differences.

problem Price asymmetry due to funding differences in bilateral contracts.
method Defines a negotiation problem that maximizes the sum of utilities for two parties, deriving optimal prices and collateral.
result Optimal negotiation price and collateral can be used to interpret margin requirements.

The paper analyzes a game where players must balance short-term and long-term interests, leading to cooperative or competitive outcomes.

problem Analyzing time inconsistency in inter-personal decision-making under non-exponential discounting.
method Iterative procedures and Zorn's lemma to find Nash equilibria between players' intra-personal equilibria.
result Inter-personal equilibria exist and depend on the impatience levels of the players.

We describe an agent-based simulation of a fictional (but feasible) information trading business. The Gas Price Information Trader (GPIT) buys information about real-time gas prices in a metropolitan area from drivers and resells the information to drivers who need to refuel their vehicles. Our simulation uses real wor…

2013-03-29abs ↗pdf ↗

This research improves debt collection strategies using advanced machine learning.

problem Accurate estimation of propensity to pay and cashflow for optimal debt collection.
method Developed a machine learning framework with pre-processing and model selection.
result The proposed model outperforms current industry strategies.

Optimal margin loan agreements for sophisticated gamblers and brokers.

problem Finding fair interest rates and loan sizes between gamblers and brokers.
method Derives formulas for optimal arrangements based on gamblers' risk preferences and market conditions.
result Gambler gains higher capital growth with lower interest rates, broker gains intermediary profit.

We show how to restructure the counterparty risk faced by the originator of a securitization or covered bond arising from an interest rate hedging swap assisted by a "one-way" collateral agreement. This risk emerges when the swap is negotiated between the special purpose vehicle and a third party that covers itself thr…

2013-10-26abs ↗pdf ↗

The present paper analyses the formal parallelism existing between the laws of thermodynamics and some economic principles. Based on previous works, we shall show how the existence in Economics of principles analogous to those in thermodynamics involves the occurrence of economic events that remind of well-known phenom…

2015-05-03abs ↗pdf ↗

Siegel's paradox is a fundamental question in international finance about exchange rates for futures contracts and has puzzled many scholars for over forty years. The unorthodox approach presented in this article leads to an arbitrage-free solution which is invariant under currency re-denominations and is symmetric, as…

2018-05-09abs ↗pdf ↗

AGENTICAITA uses AI agents to autonomously trade markets without human intervention.

problem Inability of traditional trading systems to adapt to market complexity.
method Introduces an agentic AI framework with specialized LLM agents reasoning, negotiating, and acting.
result Demonstrated operational correctness and non-trivial inter-agent negotiation in live market conditions.

Optimal reinsurance contracts for multiple dependent risks are derived without specific dependency assumptions.

problem Finding optimal reinsurance contracts for multiple dependent risks without assuming their dependency structure.
method Assumes maximal expected utility criterion and independent negotiation of reinsurance for each risk. Derives optimality conditions and shows that under mild assumptions, optimal contracts are classical (non-randomized) type.
result Optimal reinsurance contracts exist and can be classical (non-randomized) type under mild assumptions.

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.

Game-theoretic models predict asset prices in financial markets.

problem Understanding price formation in financial markets with limited liquidity.
method Developed game-theoretic models for many-person and mean-field games, derived analytical formulas, and numerically assessed results.
result The derived price converges to the mean-field counterpart under specific conditions.

New architecture improves decision-making in dense traffic.

problem Designing accurate and compact learning architectures for autonomous vehicles in crowded conditions.
method Attention-based architecture that accounts for interactions between vehicles.
result Significant performance gains and interpretable interaction patterns.

Approach for assessing supply chain cyber risks using expert judgment and forecasting.

problem Supply chain managers face challenges in assessing cyber risks affecting business factors.
method Structured expert judgment and forecasting models to assess various attack techniques and impacts.
result Facilitates implementation of risk management activities and decision-making processes.

The paper examines how closed curves on surfaces intersect and how this intersection determines the curves.

problem Determining closed curves on surfaces based on their intersections.
method Constructing and studying kk-equivalent curves, analyzing intersections with other curves.
result Curves are determined by their intersections with all other curves, but non-simple curves require infinitely many intersections to distinguish.

3-manifold triangulation can be reconstructed from its intersection matrix.

problem Reconstructing the triangulation of 3-manifolds from their intersection matrix.
method Using the intersection matrix of a simplicial complex to determine the triangulation of a 3-manifold up to isomorphism.
result The intersection matrix is sufficient to determine the triangulation of a 3-manifold up to isomorphism.

The paper finds diffeomorphic complex intersections with distinct Hodge numbers.

problem Identifying complex intersections with different Hodge numbers.
method Provided three pairs of 3-dimensional and one pair of 5-dimensional complex complete intersections, all diffeomorphic but with different Hodge numbers.
result Diffeomorphic complex intersections can have different Hodge numbers.

In this paper we present the algorithms for calculating the differential geometric properties {t,n,b1,b2,b3,k1,k2,k3,k4} along-with geodesic curvature and geodesic torsion of the transversal intersection curve of four hypersurfaces (given by parametric representation) in Euclidean space R^5. In transversal intersection…

2016-01-17abs ↗pdf ↗

We generalize the PL intersection product for chains on PL manifolds and for intersection chains on PL stratified pseudomanifolds to products of locally finite chains on non-compact spaces that are natural with respect to restriction to open sets. This is necessary to sheafify the intersection product, an essential ste…

2016-09-20abs ↗pdf ↗

Conditions for curves on a torus with specific pairwise intersections.

problem Finding curves on a torus with prescribed pairwise intersections.
method Necessary and sufficient conditions for curves on a torus with given pairwise intersections.
result Necessary and sufficient conditions for the existence of curves on a torus with specific pairwise intersections.

Study properties of self-similar continua with finite intersection property.

problem Characterize self-similar continua with finite intersection property.
method Prove intersection graph criterion, finite order theorem, and parameter matching theorem.
result All Jordan arcs starting from a intersection point in such continuum on a plane should have the same slope parameter at that point.

By considering a (not necessarily locally-flat) PL knot as the singular locus of a PL stratified pseudomanifold, we can use intersection homology theory to define intersection Alexander polynomials, a generalization of the classical Alexander polynomial invariants for smooth or PL locally-flat knots. We show that the i…

2003-07-10abs ↗pdf ↗

James McClure recently showed that the domain for the intersection pairing of PL chains on a PL manifold MM is a subcomplex of C(M)C(M)C_*(M)\otimes C_*(M) that is quasi-isomorphic to C(M)C(M)C_*(M)\otimes C_*(M) and, more generally, that the intersection pairing endows C(M)C_*(M) with the structure of a partially-defined commutati…

2008-08-12abs ↗pdf ↗

The paper establishes isomorphisms between different versions of intersection homology duality and products.

problem Comparing and relating different versions of intersection homology duality and products.
method Sheaf-theoretic and singular chain methods, PL pseudomanifolds, and de Rham isomorphism.
result Isomorphisms between sheaf-theoretic and singular intersection homology duality and products.

The paper extends intersection theory for b-divisors, proving monotonicity and volume inequalities.

problem Intersection theory for b-divisors and monotonicity of intersection products.
method Developed general intersection theory of nef b-divisors, defined restricted volume, proved monotonicity.
result Proved quantitative monotonicity of intersection product and new volume inequalities.

Study intersection polynomials of long virtual knots with supporting genera.

problem Characterize long virtual knots using geometric invariants.
method Define and analyze 11- and 22-supporting genera, and use them to filter long virtual knots.
result Provide complete realizability criteria for all twelve intersection polynomials.