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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 player roles

We study the role of active and passive investors in an investment market with uncertainties. Active investors concentrate on a single or a few stocks with a given probability of determining the quality of them. Passive investors spread their investment uniformly, resembling buying the market index. In this toy market …

2001-04-18abs ↗pdf ↗

We develop a model to study the role of rationality in economics and biology. The model's agents differ continuously in their ability to make rational choices. The agents' objective is to ensure their individual survival over time or, equivalently, to maximize profits. In equilibrium, however, rational agents who maxim…

2015-07-14abs ↗pdf ↗

Bardo Composer generates tabletop RPG music based on player speech.

problem Creating immersive background music for tabletop RPGs.
method Speech recognition, emotion classification, and music generation using a novel beam search algorithm.
result Generated music pieces can be accurately identified by human subjects as conveying the intended emotion.

Gradient descent-ascent converges to strict local minmax equilibria with a finite timescale separation.

problem Analyzing the convergence of gradient descent-ascent in non-convex, non-concave games with a finite timescale separation.
method Investigates the role of a finite timescale separation parameter τ on gradient descent-ascent in two-player zero-sum games, providing convergence rates and non-convergence results.
result Gradient descent-ascent converges to strict local minmax equilibria for a finite timescale separation parameter τ*.

We consider models of financial markets in which all parties involved find incentives to participate. Strategies are evaluated directly by their virtual wealths. By tuning the price sensitivity and market impact, a phase diagram with several attractor behaviors resembling those of real markets emerge, reflecting the ro…

2007-08-01abs ↗pdf ↗

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.

SoccerCPD detects tactical changes in soccer matches using spatiotemporal tracking data.

problem Detecting consistent team formations in fluid sports like soccer.
method Two-step change-point detection: formation and role changes.
result Accurately detects tactical changes and estimates formation and role assignments.

Bayesian rating system for large competitions improves prediction and efficiency.

problem Rating systems for large, competitive events like online programming contests.
method Developed a Bayesian rating system for many participants, proving robustness and runtime.
result The system outperforms existing systems in accuracy and computation speed.

Algorithm converges to Nash equilibria in competitive games.

problem Finding Nash equilibria in decentralized, competitive Markov games.
method Decentralized Optimistic Gradient Descent/Ascent with a critic.
result Converges to the set of Nash equilibria under self-play.

Online learning has traditionally focused on the expected rewards. In this paper, a risk-averse online learning problem under the performance measure of the mean-variance of the rewards is studied. Both the bandit and full information settings are considered. The performance of several existing policies is analyzed, an…

2018-07-24abs ↗pdf ↗

We consider a symmetric multi-players zero-sum game with two strategic variables. There are nn players, n3n\geq 3. Each player is denoted by ii. Two strategic variables are tit_i and sis_i, i{1,,n}i\in \{1, \dots, n\}. They are related by invertible functions. Using the minimax theorem by \cite{sion} we will show that Nas…

2018-06-17abs ↗pdf ↗

A policy for near-optimal multi-player bandits with non-zero collision rewards.

problem Decentralized multi-player bandits with heterogeneous rewards and collisions.
method A policy achieving near-optimal regret in a non-communicative setting.
result Near order-optimal expected regret of O(log1+δT)O(\log^{1 + δ} T) for 0<δ<10 < δ< 1.

A multi-player bandit system resists adversarial attacks with near-optimal regret.

problem Adversaries attempt to manipulate rewards in a multi-player multi-armed bandit game.
method Players communicate a single bit to resist attacks, achieving near-optimal regret.
result Achieves near-optimal regret of O(log1+δT+W)O(\log^{1+δ}T + W), where WW is the total time of adversarial attacks.

We consider two-player non-zero-sum stopping games in discrete time. Unlike Dynkin games, in our games the payoff of each player is revealed after both players stop. Moreover, each player can adjust her own stopping strategy according to the other player's action. In the first part of the paper, we consider the game wh…

2015-08-25abs ↗pdf ↗

New algorithm reduces regret in multi-player bandits with collision information.

problem Optimizing decisions in multi-player bandits with collision penalties.
method Developed an algorithm with optimal T\sqrt{T} regret under collision announcements, and sublinear regret without collision info.
result First T\sqrt{T}-type regret guarantee for non-stochastic multi-player multi-armed bandits with collision information.

New algorithm for multi-player bandits with selfish players, achieving logarithmic regret.

problem Challenges of robustness to selfish players in multi-player bandits.
method First algorithm robust to selfish players achieving logarithmic regret, with or without collision observation.
result Achieved logarithmic regret for robust algorithms to selfish players in multi-player bandits.

Paper uses Apprenticeship Learning to model player behavior in interactive narratives.

problem Understanding and simulating player behavior in interactive narratives.
method Receding Horizon IRL (RHIRL) to learn reward functions and policies.
result RHIRL can learn action sequences and generate behavior similar to specific players.

New algorithm tackles multi-player bandit problems with limited access to arms.

problem Limited access to dynamic local subsets of arms in multi-player multi-armed bandit problems.
method Adopted Upper Confidence Bound (UCB) for exploration-exploitation and distributed optimization for collisions.
result Proposes a decentralized algorithm with near-optimal regret guarantee.

Study predicts soccer player market values using machine learning and SHAP for interpretability.

problem Predicting accurate market values for professional soccer players.
method Ensemble machine learning models, SHAP for interpretability, Boruta for feature selection.
result GBDT model achieved high predictive accuracy (R-squared 0.901, RMSE 3,221,632.175).

Algorithm optimizes multi-player learning with noisy rewards without direct communication.

problem Cooperative multi-player learning with noisy rewards and no communication.
method Upper and lower confidence bounds algorithm for optimal action selection.
result Achieves logarithmic O(logTΔa)O(\frac{\log T}{Δ_{\bm{a}}}) and O(TlogT)O(\sqrt{T\log T}) regret.

It is suggested to consider long term trends of financial markets as a growth phenomenon. The question that is asked is what conditions are needed for a long term sustainable growth or contraction in a financial market? The paper discuss the role of traditional market players of long only mutual funds versus hedge fund…

2003-08-26abs ↗pdf ↗

New strategy achieves optimal regret without communication or collisions in multi-player bandit.

problem Cooperative multi-player stochastic multi-armed bandit with shared randomness.
method Combination of combinatorial approach to generalize geometric intuition.
result Achieves near-optimal regret ildeO(T) ilde{O}(\sqrt{T}) for any number of players and arms without collisions.

New algorithm for multi-player bandits in decentralized, asynchronous systems.

problem Challenges in decentralized, asynchronous multi-player bandits, including coordination and player detection.
method Adaptive exploration-exploitation algorithm that reduces collisions and detects player presence.
result Achieves regret of O(TlogT+logT/Δ2)\mathcal{O}(\sqrt{T \log T} + {\log T}/{Δ^2}).

New learning dynamics adapt to corrupted games, improving performance in real-world scenarios.

problem Learning dynamics in games are limited to honest players, ignoring real-world corruption.
method Adaptive learning dynamics that adapt to player deviations from prescribed algorithms.
result Learning dynamics achieve better performance in corrupted games, matching honest regime bounds.

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.

Algorithm reduces regret in multi-player bandits with unknown collision rewards.

problem Reducing regret in multi-player multi-armed bandits with unknown collision rewards.
method Proposes an algorithm that combines a modified successive elimination strategy with a communication protocol to estimate suboptimality gaps and coordinate among players.
result Achieves logarithmic regret for the problem when collision reward is unknown.

Assessing the impact of the individual actions performed by soccer players during games is a crucial aspect of the player recruitment process. Unfortunately, most traditional metrics fall short in addressing this task as they either focus on rare actions like shots and goals alone or fail to account for the context in …

2018-02-18abs ↗pdf ↗

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.

Researchers predict NBA player salaries using machine learning, avoiding overfitting.

problem Predicting NBA player salaries based on performance statistics.
method Selected important determinants, used Random Forest machine learning, avoided overfitting.
result Very satisfactory salary predictions identified for important factors.

MpFL models clients as strategic players to reach equilibrium with less communication.

problem Real-world clients act independently with individual objectives, not aligned with a shared global model.
method MpFL uses game-theoretic modeling and PEARL-SGD algorithm for local updates and communication.
result PEARL-SGD reaches an equilibrium with less communication than non-local updates in stochastic setup.

Algorithm aggregates rewards from multiple players to learn related tasks in online bandit learning.

problem Learning related but slightly different tasks in an online setting with heterogeneous feedback.
method RobustAgg(ε)(ε) algorithm that aggregates rewards from different players.
result Achieves instance-dependent regret guarantees and nearly matching lower bounds.