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.
PriceAggregator optimizes hotel price fetching to increase Agoda's bookings.
In Chinese societies, superstition is of paramount importance, and vehicle license plates with desirable numbers can fetch very high prices in auctions. Unlike other valuable items, license plates are not allocated an estimated price before auction. I propose that the task of predicting plate prices can be viewed as a …
Paper proposes a new method to compute cryptocurrency prices securely.
Project forecasts crop prices to help Indian farmers choose optimal crops for better ROI.
The paper analyzes insurance pricing and capital allocation in imperfect markets.
Paper tackles online learning for DR management with incentives.
GrateTile optimizes CNN feature map storage for efficient data access.
Bitcoin fails to prove safe haven status during pandemic.
Online social networks (OSN) contain extensive amount of information about the underlying society that is yet to be explored. One of the most feasible technique to fetch information from OSN, crawling through Application Programming Interface (API) requests, poses serious concerns over the the guarantees of the estimat…
Paper uses RL for high-level character control in 3D environments.
Option discovery and skill acquisition frameworks are integral to the functioning of a Hierarchically organized Reinforcement learning agent. However, such techniques often yield a large number of options or skills, which can potentially be represented succinctly by filtering out any redundant information. Such a reduc…
The options framework in reinforcement learning models the notion of a skill or a temporally extended sequence of actions. The discovery of a reusable set of skills has typically entailed building options, that navigate to bottleneck states. This work adopts a complementary approach, where we attempt to discover option…
Shaping in humans and animals has been shown to be a powerful tool for learning complex tasks as compared to learning in a randomized fashion. This makes the problem less complex and enables one to solve the easier sub task at hand first. Generating a curriculum for such guided learning involves subjecting the agent to…
Deep learning accelerators efficiently train over vast and growing amounts of data, placing a newfound burden on commodity networks and storage devices. A common approach to conserve bandwidth involves resizing or compressing data prior to training. We introduce Progressive Compressed Records (PCRs), a data format that…
RAGuard improves safety in LLMs for offshore wind maintenance.
Regulatory compliance is an organization's adherence to laws, regulations, guidelines and specifications relevant to its business. Compliance officers responsible for maintaining adherence constantly struggle to keep up with the large amount of changes in regulatory requirements. Keeping up with the changes entail two …
The constant growth of the e-commerce industry has rendered the problem of product retrieval particularly important. As more enterprises move their activities on the Web, the volume and the diversity of the product-related information increase quickly. These factors make it difficult for the users to identify and compa…
Improves decentralized learning by teleporting active nodes for better convergence.
Robotic systems are ever more capable of automation and fulfilment of complex tasks, particularly with reliance on recent advances in intelligent systems, deep learning and artificial intelligence. However, as robots and humans come closer in their interactions, the matter of interpretability, or explainability of robo…
Reinforcement Learning in domains with sparse rewards is a difficult problem, and a large part of the training process is often spent searching the state space in a more or less random fashion for any learning signals. For control problems, we often have some controller readily available which might be suboptimal but n…
PoET-BiN reduces power consumption in neural networks on embedded devices.
Despite being very successful within the pattern recognition and machine learning community, graph-based methods are often unusable because of the lack of mathematical operations defined in graph domain. Graph embedding, which maps graphs to a vectorial space, has been proposed as a way to tackle these difficulties ena…
For sales and marketing organizations within large enterprises, identifying and understanding new markets, customers and partners is a key challenge. Intel's Sales and Marketing Group (SMG) faces similar challenges while growing in new markets and domains and evolving its existing business. In today's complex technolog…
Air quality is closely related to public health. Health issues such as cardiovascular diseases and respiratory diseases, may have connection with long exposure to highly polluted environment. Therefore, accurate air quality forecasts are extremely important to those who are vulnerable. To estimate the variation of seve…
Introduces causal fairness analysis to address unfairness in AI decisions.
Storage has become a constrained resource on smartphones. Gaming is a popular activity on mobile devices and the explosive growth in the number of games coupled with their growing size contributes to the storage crunch. Even where storage is plentiful, it takes a long time to download and install a heavy app before it …
The paper uncovers the impact of price and payoff autocorrelations in multi-period asset pricing models.
Paper introduces benchmark-neutral pricing for long-term contracts.
We explore nature of price formation in financial markets and develop a theory of bid and ask price dynamics in which the two prices form due to quantum-chaotic interaction between buy and sell orders. In this model bid and ask prices are represented by eigenvalues of a 2x2 price operator corresponding to 'bid' and 'as…
New pricing algorithm learns demand curves and optimizes prices in dynamic markets.
In this paper we study dynamic pricing mechanisms of financial derivatives. A typical model of such pricing mechanism is the so-called g--expectation defined by solutions of a backward stochastic differential equation with g as its generating function. Black-Scholes pricing model is a special linear case of this pricin…
At the ultra high frequency level, the notion of price of an asset is very ambiguous. Indeed, many different prices can be defined (last traded price, best bid price, mid price,...). Thus, in practice, market participants face the problem of choosing a price when implementing their strategies. In this work, we propose …
Study utility indifference pricing in a Bachelier model with small linear price impact.
A pricing principle is introduced for non-attainable claims in incomplete markets.
Price without transaction makes no sense. Trading volume authenticates its corresponding price, so there exist mutual information and correlation between price and trading volume. We are curious about fractal features of this correlation and need to know how structures in different scales translate information. To expl…
Revisits behavioral finance option pricing model to align with rational asset pricing theory.
The paper extends option pricing theory for markets with informed traders.
How does dynamic price information flow among Northern European electricity spot prices and prices of major electricity generation fuel sources? We use time series models combined with new advances in causal inference to answer these questions. Applying our methods to weekly Nordic and German electricity prices, and oi…
Research predicts XRP price anomalies using graph topologies.
Path integral method calculates barrier option prices.
In this paper we apply active learning algorithms for dynamic pricing in a prominent e-commerce website. Dynamic pricing involves changing the price of items on a regular basis, and uses the feedback from the pricing decisions to update prices of the items. Most popular approaches to dynamic pricing use a passive learn…
A statistical decision problem is hidden in the core of option pricing. A simple form for the price C of a European call option is obtained via the minimum Bayes risk, R_B, of a 2-parameter estimation problem, thus justifying calling C Bayes (B-)price. The result provides new insight in option pricing, among others obt…
The paper addresses pricing interest rate derivatives in markets with volatility uncertainty.
The paper modifies asset pricing models using Taylor series expansions and market-based averages.
The paper reviews historical and modern approaches to asset pricing probability measures.
Introduces an unobservable intrinsic electricity price to link storage theory with risk premium.
It is well known how to determine the price of perpetual American options if the underlying stock price is a time-homogeneous diffusion. In the present paper we consider the inverse problem, that is, given prices of perpetual American options for different strikes, we show how to construct a time-homogeneous stock pric…
In our paper we analyze the relationship between the day-ahead electricity price of the Energy Exchange Austria (EXAA) and other day-ahead electricity prices in Europe. We focus on markets, which settle their prices after the EXAA, which enables traders to include the EXAA price into their calculations. For each market…