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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.

169,181 papers · 148 categories

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48 results for preferential trading

Study examines growth dynamics and trade-off between value and cost in evolving networks.

problem Understanding growth and trade-off in real-world networks.
method Investigates preferential attachment in temporal networks with modified BA model and differential equations.
result Illustrates future equilibrium of evolving networks and trade-off between value and cost.

Dynamic network model forecasts interbank market link formation.

problem Forecasting interbank market link formation with time-varying topologies.
method Dynamic network model with past link existence and node-specific latent variables. Markov dynamics and EM algorithm for estimation.
result Forecasting future link presence and recognition of preferential lending.

Paper predicts international trade flows using machine learning and factorization models.

problem Predicting international bilateral trade flows with PTAs.
method Two-stage approach combining SHAP Explainer and Factorization Machine models.
result Enhanced predictive accuracy and deeper insights into trade dynamics.

BO algorithms improve binary and preferential optimization by distinguishing between types of uncertainty.

problem Optimizing expensive functions with binary or pairwise comparisons.
method Proposed new acquisition functions distinguishing between epistemic and aleatoric uncertainty.
result New acquisition functions outperform state-of-the-art heuristics in binary and preferential BO.

A new noise model for preferential Bayesian optimization using user anchors.

problem Inadequate assumption of homoscedastic noise in human-in-the-loop settings.
method Proposes a heteroscedastic noise model with anchors and a KDE uncertainty map.
result Risk-adjusted performance improvement and clarified anchor placement effects.

We propose a unified modelling framework that theoretically justifies the main empirical regularities characterizing the international trade network. Each country is associated to a Polya urn whose composition controls the propensity of the country to trade with other countries. The urn composition is updated through t…

2016-01-12abs ↗pdf ↗

Paper extends knowledge gradient for preferential BO, overcoming computational challenges.

problem Extending knowledge gradient to preferential BO with pairwise comparisons.
method Derive exact and analytical knowledge gradient for preferential BO.
result Exact knowledge gradient outperforms existing acquisition functions on benchmark problems.

We study analytically and numerically Minority Games in which agents may invest in different assets (or markets), considering both the canonical and the grand-canonical versions. We find that the likelihood of agents trading in a given asset depends on the relative amount of information available in that market. More s…

2006-03-19abs ↗pdf ↗

XGBoost detects unlawful insider trading with high accuracy.

problem Detecting unlawful insider trading from large volumes of transactions.
method Applying eXtreme Gradient Boosting (XGBoost) for identifying and ranking key features.
result XGBoost achieves 97% accuracy in detecting unlawful transactions.

PABBO optimizes user utility learning from preferential feedback, significantly faster than traditional methods.

problem Computational inefficiency in Preferential Bayesian Optimization (PBO) methods.
method Amortized Bayesian Optimization (PABBO) using transformer neural processes and reinforcement learning.
result Significantly faster performance compared to traditional Gaussian process-based methods.

Sparse deep neural networks follow a power law in their connectivity.

problem Understanding the connectivity patterns in sparse deep neural networks.
method Experimentally tested multilayer perceptrons and convolutional neural networks, proposed an internal preferential attachment model.
result Sparse deep neural networks exhibit a power law in their connectivity, similar to biological neural networks.

Study explores how wealth dynamics change with preferential interactions in kinetic exchange models.

problem Investigate how preferential interactions affect wealth dynamics and distributions in kinetic exchange models.
method Conducted Monte Carlo simulations to explore two types of preferential interactions: one with random selection and another with wealth difference constraint.
result Emergence of quasi-oligarchic societies and segregation into economic classes observed in preferential interactions.

A method for eliciting expert beliefs using preferential questions and normalizing flows.

problem Eliciting high-dimensional probability distributions from noisy judgments.
method Normalizing flows based on preferential questions with a novel functional prior.
result The method allows for the inference of arbitrarily flexible densities from preferential judgments.

Proposes a TS approach for Bayesian optimization with preferential feedback.

problem Optimizing with preference feedback in complex applications.
method Uses Thompson Sampling with a dueling kernel and anchor invariance.
result Performance matches standard TS for scalar feedback in finite time.

Study on limits of community detection in various network models.

problem Limits of community detection in network models.
method Analysis of several network models including Stochastic Block Model, Exponential Random Graph Model, Latent Space Model, Directed Preferential Attachment Model, and Directed Small-world Model.
result Information-theoretic limits for recovery of node labels in network models.

A new method reduces variance in SGMCMC by preferentially subsampling data.

problem High variance in stochastic gradient estimates impacts sampler performance.
method Use a non-uniform probability distribution to preferentially subsample data points and adaptively adjust subsample size.
result Maintains accuracy while substantially reducing average subsample size.

PGD-trained models have a preferential direction in their gradients, which improves robustness.

problem Mathematical lack of clarity in the direction of preferential gradient alignment after adversarial training.
method Proposed a novel definition of preferential direction and evaluated it using a metric based on GANs.
result PGD-trained models have higher alignment with the proposed preferential direction than baseline models.

qEUBO optimizes decision-making with noisy feedback.

problem Optimizing decision-making with noisy preference feedback.
method Introduces qEUBO as a novel acquisition function for preferential Bayesian optimization.
result qEUBO is one-step Bayes optimal and enjoys an approximation guarantee under noise.

The paper analyzes sectoral diversity in startup ecosystems in Europe and the USA.

problem Investigating sectoral diversity in startup ecosystems.
method Analysis of 20+ startup ecosystems in Europe and the USA using a new visualization tool and numerical simulations.
result Emerging diversity of startup ecosystems can be explained by a preferential attachment model based on sectoral funding.

The paper tackles the issue of preferential attachment in targeted display advertising by developing domain-adaptation approaches.

problem Skewed distribution of data leads to preferential attachment towards high-budget partners.
method Develops domain-adaptation approaches to predict interested users for low-budget partners.
result Proposed approaches outperform other domain-adaptation methods across different points of campaigns.

Paper improves PBO using Skew Gaussian Processes for better optimization.

problem Optimizing with preference judgments, especially in A/B tests and recommender systems.
method Uses Skew Gaussian Processes to model preference function and exact posterior inference.
result Exact SkewGP posterior leads to better optimization results than Laplace approximation.

Storytelling algorithms aim to 'connect the dots' between disparate documents by linking starting and ending documents through a series of intermediate documents. Existing storytelling algorithms are based on notions of coherence and connectivity, and thus the primary way by which users can steer the story construction…

2016-02-21abs ↗pdf ↗

Active learning framework for optimizing human preferences in reinforcement learning.

problem Selecting most informative feedback for training models of human preferences.
method Proposes an active learning framework to collect preferential feedback online or offline.
result Errors in DPO logit estimates diminish with more feedback.

A novel model-selection method for dynamic networks using synthetic data.

problem Classifying and understanding the growth mechanisms of dynamic networks.
method Training a classifier on synthetic network data generated by nine random graph models, using dynamic features that count new links.
result Achieves near-perfect classification of synthetic networks, outperforming state-of-the-art methods.

We present a preferential attachment growth model to obtain the distribution P(K)P(K) of number of units KK in the classes which may represent business firms or other socio-economic entities. We found that P(K)P(K) is described in its central part by a power law with an exponent φ=2+b/(1b)φ=2+b/(1-b) which depends on the probabil…

2006-09-04abs ↗pdf ↗

Enhances BO with expert preferences about abstract properties.

problem Lack of expert knowledge in BO for black-box experimental design.
method Human-AI collaboration to incorporate expert preferences into surrogate modeling.
result Superior performance compared to baselines in synthetic and real-world datasets.

New models generate power law exponents from 0.5 to 2.5, enabling inference.

problem Inference difficulty in models generating power laws with exponents > 2.
method Design and implement inference algorithms for a new class of models.
result Inference possible for models generating power laws with exponents from 0.5 to 2.5.

The paper tackles the problem of recovering network history from structure, identifying a phase transition in recoverability.

problem Recovering the history of complex networks from their current structure.
method Bayesian formulation, sequential Monte Carlo algorithm, heuristic approach.
result Identification of a phase transition in the quality of reconstructed history.

Bayesian optimization (BO) has emerged during the last few years as an effective approach to optimizing black-box functions where direct queries of the objective are expensive. In this paper we consider the case where direct access to the function is not possible, but information about user preferences is. Such scenari…

2017-04-12abs ↗pdf ↗