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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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48 results for max-min game

Max-min margin Markov networks improve consistency in structured prediction.

problem Statistical inconsistency in max-margin methods for structured prediction.
method Defining a max-min margin formulation to overcome statistical inconsistency.
result Proves consistency and provides an explicit algorithm with finite sample generalization bounds.

Let MM be a stratum of a compact stratified space AA. It is equipped with a general adapted metric gg, which is slightly more general than the adapted metrics of Nagase and Brasselet-Hector-Saralegi. In particular, gg has a general type, which is an extension of the type of an adapted metric. A restriction on this …

2015-07-27abs ↗pdf ↗

Designs a new generative model for images using CNNs and improves generalization and performance.

problem Improving image generation and generalization in CNNs.
method Deconvolutional Generative Model (DGM) using a conjugate prior and Rendering Path Normalization (RPN).
result Improves generalization and performance in semi-supervised and supervised learning tasks.

A method learns to solve multilevel combinatorial problems with two players.

problem Multilevel combinatorial optimization problems with multiple players.
method Value-based multi-agent reinforcement learning in a graph neural network framework.
result Close to optimal solutions on graphs up to 100 nodes, with a significant speedup.

Generative Adversarial Networks (GANs) were intuitively and attractively explained under the perspective of game theory, wherein two involving parties are a discriminator and a generator. In this game, the task of the discriminator is to discriminate the real and generated (i.e., fake) data, whilst the task of the gene…

2017-11-06abs ↗pdf ↗

Optimal best arm identification for multi-objective bandits with fixed error probability.

problem Identifying the best arm for each of multiple objectives with fixed confidence.
method Surrogate proportions to sample arms at each time step, eliminating max-min optimisation.
result Asymptotically optimal algorithm for multi-objective best arm identification.

A new method solves the projection robust Wasserstein distance problem efficiently.

problem Computing the projection robust Wasserstein distance is challenging due to the curse of dimensionality.
method Riemannian block coordinate descent (RBCD) method to solve the regularized max-min problem over the Stiefel manifold.
result RBCD method significantly improves the complexity of obtaining an ε-stationary point compared to existing methods.

ARL improves fairness without protected features, showing AUC improvements for worst-case groups.

problem Training fairness in ML without known protected features.
method Adversarially Reweighted Learning (ARL) using non-protected features and task labels.
result ARL improves Rawlsian Max-Min fairness with notable AUC improvements for worst-case groups.

This paper explores how the generalization of substitute classifiers affects the success of black-box adversarial attacks.

problem Understanding the factors driving the transferability of black-box adversarial examples.
method Max-min adversarial example game framework and theoretical generalization bounds.
result Substitute NN with better generalization behavior results in more transferable adversarial examples.

We derive a closed form portfolio optimization rule for an investor who is diffident about mean return and volatility estimates, and has a CRRA utility. The novelty is that confidence is here represented using ellipsoidal uncertainty sets for the drift, given a volatility realization. This specification affords a simpl…

2015-02-10abs ↗pdf ↗

Develops optimal decision-making framework for uncertain counterfactuals.

problem Ensuring reliability of predictions in high-stakes decisions.
method Policy-Coupled Risk-Averse Conformal Prediction (PC-RACP).
result Optimal prediction sets for counterfactual decisions with valid coverage.

Algorithm maximizes wealth from best pairs rebalancing rule in hindsight.

problem Maximizing wealth from best pairs rebalancing rule in hindsight.
method Extends Ordentlich and Cover's max-min universal portfolio to achieve a percentage of the hindsight-optimized wealth.
result Achieves a compound-annual growth rate arbitrarily close to the best pairs rebalancing rule in hindsight.

Framework predicts and prepares for rain-induced microwave link attenuation.

problem Severe signal attenuation due to weather conditions degrades network performance.
method Predictive Network Reconfiguration (PNR) framework using LSTM for attenuation prediction and MSNR for dynamic routing.
result Framework improves network utilization by more than 200% compared to reactive algorithms.

We introduce a dynamic credit portfolio framework where optimal investment strategies are robust against misspecifications of the reference credit model. The risk-averse investor models his fear of credit risk misspecification by considering a set of plausible alternatives whose expected log likelihood ratios are penal…

2016-03-27abs ↗pdf ↗

Develops optimal uncertainty quantification for risk-averse decision makers.

problem Quantifying prediction uncertainty for risk-sensitive domains.
method Decision-theoretic foundations connecting uncertainty quantification with risk-averse decision-making.
result Risk-Averse Calibration (RAC) algorithm provides optimal prediction sets for risk-averse decision makers.

Paper presents content-based models for game recommendation in cold start scenarios.

problem Cold start problem in game recommendation where new games and players have no historical data.
method Uses survey data to develop content-based interaction models that generalize to new games, players, and both.
result Content models outperform collaborative filtering in predicting new interactions.

Potential games, originally introduced in the early 1990's by Lloyd Shapley, the 2012 Nobel Laureate in Economics, and his colleague Dov Monderer, are a very important class of models in game theory. They have special properties such as the existence of Nash equilibria in pure strategies. This note introduces graphical…

2015-05-06abs ↗pdf ↗

IGGP learns game rules from varying quality game play, finding no overall trend.

problem Learn game rules from varying quality game play.
method Used Sancho's intelligent game traces and ILP systems (Metagol, Aleph, ILASP) to induce game rules from traces of varying quality and volume.
result No overall trend in accuracy of learned game rules from varying quality and volume of training data.

The existence of stationary Markov perfect equilibria in stochastic games is shown under a general condition called "(decomposable) coarser transition kernels". This result covers various earlier existence results on correlated equilibria, noisy stochastic games, stochastic games with finite actions and state-independe…

2013-11-07abs ↗pdf ↗

Game theory helps analyze ESOs/EBIs in production and service sectors.

problem Economic incentives affect traditional production/service functions and create intangible capital.
method Uses game theory to analyze interactions in ESO/EBI transactions.
result No perfect Nash Equilibria for two-stage games involving many participants.

Combinatorial two-player games have recently been applied to knot theory. Examples of this include the Knotting-Unknotting Game and the Region Unknotting Game, both of which are played on knot shadows. These are turn-based games played by two players, where each player has a separate goal to achieve in order to win the…

2018-07-29abs ↗pdf ↗

We start briefly surveying research on optimal stopping games since their introduction by E.B.Dynkin more than 40 years ago. Recent renewed interest to dynkin's games is due, in particular, to the study of Israeli (game) options introduced in 2000. We discuss the work on these options and related derivative securities …

2012-09-09abs ↗pdf ↗

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.

Educational game on crypto investment helps students grasp macroeconomics.

problem Weak connections between microeconomic decision-making and macroeconomic concepts in classroom games.
method Design and study of an educational game on cryptocurrency investment.
result Engages students in understanding macroeconomics through incentivized individual investment decisions.

The paper proposes a method to learn continuous-action graphical games from perturbed equilibria.

problem Learning the exact structure of continuous-action graphical games from limited data.
method A 12\ell_{12}- block regularized method to recover the graphical game structure.
result The method recovers the exact structure of the graphical game under certain conditions.

We introduce TextWorld, a sandbox learning environment for the training and evaluation of RL agents on text-based games. TextWorld is a Python library that handles interactive play-through of text games, as well as backend functions like state tracking and reward assignment. It comes with a curated list of games whose …

2018-06-29abs ↗pdf ↗

Gradient Descent Ascent converges to von-Neumann solution in hidden zero-sum games.

problem Understanding dynamics of zero-sum games with hidden structure.
method Gradient Descent Ascent applied to hidden zero-sum games with specific convex-concave structure.
result Gradient Descent Ascent converges to von-Neumann solution in strictly convex-concave hidden games.

We introduce CSE for MLSF games and devise online learning algorithms for achieving no-external Stackelberg-regret.

problem Learning equilibrium in leader-follower games with noisy bandit feedback.
method Proposed Correlated Stackelberg Equilibrium (CSE) and online learning algorithms balancing exploration and exploitation.
result Achieves no-external Stackelberg-regret, converging to approximate CSE.