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.
Empirical study shows carriers ignore past shippers' behavior, focusing only on current actions.
In this paper, we propose and study opportunistic contextual bandits - a special case of contextual bandits where the exploration cost varies under different environmental conditions, such as network load or return variation in recommendations. When the exploration cost is low, so is the actual regret of pulling a sub-…
We consider the task of opportunistic channel access in a primary system composed of independent Gilbert-Elliot channels where the secondary (or opportunistic) user does not dispose of a priori information regarding the statistical characteristics of the system. It is shown that this problem may be cast into the framew…
This paper uses bandit algorithms to reduce the cost of user interface experimentation in online retail.
In this paper, we investigate cost-aware joint learning and optimization for multi-channel opportunistic spectrum access in a cognitive radio system. We investigate a discrete time model where the time axis is partitioned into frames. Each frame consists of a sensing phase, followed by a transmission phase. During the …
This paper examines unfair trading practices in NFT markets.
In this paper, we propose and study opportunistic bandits - a new variant of bandits where the regret of pulling a suboptimal arm varies under different environmental conditions, such as network load or produce price. When the load/price is low, so is the cost/regret of pulling a suboptimal arm (e.g., trying a suboptim…
Opportunistic spectrum access is one of the emerging techniques for maximizing throughput in congested bands and is enabled by predicting idle slots in spectrum. We propose a kernel-based reinforcement learning approach coupled with a novel budget-constrained sparsification technique that efficiently captures the envir…
Develops methods for dynamic pricing in incomplete data settings.
TraderTalk uses LLMs to simulate human trading interactions in financial markets.
This paper improves fairness in recommendation systems by learning individual preferences across multiple dimensions.
Opportunistic communications are expected to playa crucial role in enabling context-aware vehicular services. A widely investigated opportunistic communication paradigm for storing a piece of content probabilistically in a geographica larea is Floating Content (FC). A key issue in the practical deployment of FC is how …
Handling the tremendous amount of network data, produced by the explosive growth of mobile traffic volume, is becoming of main priority to achieve desired performance targets efficiently. Opportunistic communication such as FloatingContent (FC), can be used to offload part of the cellular traffic volume to vehicular-to…
ClusterLOB clusters market events to identify different trading behaviors.
Outliers in weights and activations pose a key challenge for fixed-point quantization of neural networks. While they can be addressed by fine-tuning, this is not practical for ML service providers (e.g., Google or Microsoft) who often receive customer models without training data. Specialized hardware for handling acti…
We propose a design for schedule-based execution trading strategies based on uncertainty bands. This formulation: 1) simplifies strategy specification and implementation; 2) provides for flexible allocation among passive, opportunistic, aggressive, and dark pool crossing execution tactics; 3) allows for rapid enhanceme…
RL-Exec uses reinforcement learning to optimize BTC-USD liquidation, outperforming traditional methods.
We make several improvements to the mean-variance framework for optimal pre-trade algorithmic execution, by working with volume measures and generic price dynamics. Volume measures are the continuum analogies for discrete volume profiles commonly implemented in the execution industry. Execution then becomes an absolute…
Insider threat detection is getting an increased concern from academia, industry, and governments due to the growing number of malicious insider incidents. The existing approaches proposed for detecting insider threats still have a common shortcoming, which is the high number of false alarms (false positives). The chal…
Traditional activity recognition systems work on the basis of training, taking a fixed set of sensors into account. In this article, we focus on the question how pattern recognition can leverage new information sources without any, or with minimal user input. Thus, we present an approach for opportunistic activity reco…
Owing to the ever-increasing demand in wireless spectrum, Cognitive Radio (CR) was introduced as a technique to attain high spectral efficiency. As the number of secondary users (SUs) connecting to the cognitive radio network is on the rise, there is an imminent need for centralized algorithms that provide high through…
Paper proposes a new neural machine translation method for wave data.
Study uses random forest to detect unlawful insider trading in financial data.
The fifth generation (5G) and beyond wireless networks are critical to support diverse vertical applications by connecting heterogeneous devices and machines, which directly increase vulnerability for various spoofing attacks. Conventional cryptographic and physical layer authentication techniques are facing some chall…
Floating Gossip improves continuous machine learning in a decentralized manner.
In many real-world learning scenarios, features are only acquirable at a cost constrained under a budget. In this paper, we propose a novel approach for cost-sensitive feature acquisition at the prediction-time. The suggested method acquires features incrementally based on a context-aware feature-value function. We for…
Market impact is reduced when orders are filled with concentrated counterparts.
New method uses interval-based metric to validate prediction uncertainty in machine learning.
Multitask Gaussian process regression reduces data generation costs for molecular property prediction.
The paper tackles individualized decision-making under unmeasured confounding, providing a novel minimax solution and a paradox.
Ubiquitous systems with End-Edge-Cloud architecture are increasingly being used in healthcare applications. Federated Learning (FL) is highly useful for such applications, due to silo effect and privacy preserving. Existing FL approaches generally do not account for disparities in the quality of local data labels. Howe…
Always-on sensing of mobile device user's contextual information is critical to many intelligent use cases nowadays such as healthcare, drive assistance, voice UI. State-of-the-art approaches for predicting user context have proved the value to leverage multiple sensing modalities for better accuracy. However, those co…
We study the frictions in the patterns of trades in the Euro money market. We characterize the structure of lending relations during the period of recent financial turmoil. We use network-topology method on data from overnight transactions in the Electronic Market for Interbank Deposits (e-Mid) to investigate on two ma…
Optimal trading strategy using LQR framework with price mean-reversion.
With the maturation of metabolomics science and proliferation of biobanks, clinical metabolic profiling is an increasingly opportunistic frontier for advancing translational clinical research. Automated Machine Learning (AutoML) approaches provide exciting opportunity to guide feature selection in agnostic metabolic pr…
A novel bandit problem with context-dependent rewards and blocking.
In this paper, we address the general case of a coordinated secondary network willing to exploit communication opportunities left vacant by a licensed primary network. Since secondary users (SU) usually have no prior knowledge on the environment, they need to learn the availability of each channel through sensing techn…
Road transportation is of critical importance for a nation, having profound effects in the economy, the health and life style of its people. With the growth of cities and populations come bigger demands for mobility and safety, creating new problems and magnifying those of the past. New tools are needed to face the cha…
AI traders learn to exploit meta-orders from slower traders, increasing their profits.
New algorithm reduces communication time in federated learning.
Adaptive auditing improves AI robustness testing with anytime-valid guarantees.
Model captures neural activity related to behavior while separating internal computations.
Behavior modification improves prediction accuracy by nudging user behavior.
Fingerprinting-based positioning, one of the promising indoor positioning solutions, has been broadly explored owing to the pervasiveness of sensor-rich mobile devices, the prosperity of opportunistically measurable location-relevant signals and the progress of data-driven algorithms. One critical challenge is to contr…
LISBET automates social behavior analysis using machine learning.
DASC combines social media and car sensors to improve disaster response.
The paper introduces new metrics for evaluating generative models of behavior.
Mobile phones can record individual's daily behavioral data as a time-series. In this paper, we present an effective time-series segmentation technique that extracts optimal time segments of individual's similar behavioral characteristics utilizing their mobile phone data. One of the determinants of an individual's beh…