Research
On-device research index

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

Trend · papers per month

285583110 · Jun 202019922001200920182026
48 results for proxy-based competition

A new probabilistic approach improves deep metric learning by considering image uncertainties and class-specific variances.

problem Proxy-based deep metric learning struggles with image uncertainties and class-specific structures.
method Introduces non-isotropic probabilistic proxy-based deep metric learning using directional von Mises-Fisher distributions.
result Improves generalization performance and competitive on standard benchmarks.

Proxy measures in competitive systems lead to corruption and inefficiency.

problem Corruption of proxy measures in competitive systems.
method Agent-based model integrating insights from complex systems, contest theory, behavioral economics, and cultural evolution.
result Proxy measures lead to corruption and convergence towards an equilibrium level of corruption.

A scalable method for deep metric learning using chance constraints.

problem Improving deep metric learning by addressing feasibility issues.
method Relating DML to chance constraints, reformulating as a feasibility problem, and iteratively training proxies.
result The method effectively improves deep metric learning performance across multiple benchmarks.

A data proxy reduces NAS computation cost by preserving key examples.

problem High computation cost in Neural Architecture Search (NAS).
method Measuring example importance based on relative accuracy ranking and creating a data proxy.
result Preserves almost same relative accuracy ranking with 10-20x smaller data proxy.

We propose parametric copulas that capture serial dependence in stationary heteroskedastic time series. We develop our copula for first order Markov series, and extend it to higher orders and multivariate series. We derive the copula of a volatility proxy, based on which we propose new measures of volatility dependence…

2017-01-25abs ↗pdf ↗

Single proxy variable helps estimate causal effects from confounders.

problem Estimating causal effects from treatment to outcome when unobserved confounders are present.
method Assumes a single, potentially multi-dimensional proxy variable of the unobserved confounder and a known mechanism generating the proxy from the confounder. Proves causal effects are identifiable under completeness assumption.
result Causal effects are identifiable under SPICE assumption.

As data sets grow in size, the ability of learning methods to find structure in them is increasingly hampered by the time needed to search the large spaces of possibilities and generate a score for each that takes all of the observed data into account. For instance, Bayesian networks, the model chosen in this paper, ha…

2012-06-27abs ↗pdf ↗

OT-ICA uses optimal transport to find independent components, outperforming traditional methods.

problem Finding independent components from linear mixtures of signals.
method OT-ICA uses the squared Wasserstein distance to maximize non-Gaussianity, optimizing projections via gradient descent.
result OT-ICA outperforms traditional proxy-based methods in various applications.

Within the Own Risk and Solvency Assessment framework, the Solvency II directive introduces the need for insurance undertakings to have efficient tools enabling the companies to assess the continuous compliance with regulatory solvency requirements. Because of the great operational complexity resulting from each comple…

2013-09-27abs ↗pdf ↗

Regulators require financial institutions to estimate counterparty default risks from liquid CDS quotes for the valuation and risk management of OTC derivatives. However, the vast majority of counterparties do not have liquid CDS quotes and need proxy CDS rates. Existing methods cannot account for counterparty-specific…

2017-05-19abs ↗pdf ↗

This paper evaluates and improves metrics for identifying important features in machine learning models.

problem Evaluation metrics for explainable AI are limited by multicollinearity and model accuracy.
method Proposes Expected Accuracy Interval (EAI) to predict model accuracy with multicollinearity.
result EAI is a useful metric for identifying important features in models with multicollinearity.

CMCO provides robust uncertainty estimates for neural operators without retraining.

problem Uncertainty quantification in deep learning for real-time virtual sensing.
method Unified Monte Carlo dropout and split conformal prediction in DeepONet.
result Near-nominal empirical coverage in diverse applications.

proxymate diagnoses and corrects proxy estimates for reliable inference.

problem Systematic bias in proxy estimates can lead to invalid inference on primary outcomes.
method Four-level framework for proxy validation and adjustment, including diagnostic checks and targeted corrections.
result Facilitated quick decision making on thousands of experiments at Meta.

Proposes CoPO, a new policy optimization method for competitive games.

problem Designing efficient optimization methods for competitive Markov decision processes.
method Competitive policy optimization (CoPO) approach that exploits game-theoretic nature of competitive games.
result Stable optimization, convergence to sophisticated strategies, and higher scores compared to baseline methods.

Kaggle competitions offer valuable insights for business forecasting.

problem Lack of attention to Kaggle competitions in academic forecasting studies.
method Review of results from six Kaggle competitions featuring real-life business forecasting tasks.
result Global ensemble models outperform local single models in Kaggle competitions.

Enhanced visual feature attribution via adaptive baseline weighting.

problem IG's sensitivity to baseline images leads to noisy or unstable explanations.
method Weighted Integrated Gradients (WG) evaluates and weights baselines for improved reliability.
result WG improves over Expected Gradients (EG) by up to 36% across various models.

Paper tackles fairness in algorithms by predicting protected class from auxiliary data.

problem Protected class membership is often unobserved in data, leading to unfair algorithmic decisions.
method Use auxiliary datasets to predict protected class from proxy variables and provide characterizations of possible disparities.
result Common disparity measures are generally unidentifiable with auxiliary data, highlighting the need for robust assessments.

The origin of economic crises is a key problem for economics. We present a model of long-run competitive markets to show that the multiplicity of behaviors in an economic system, over a long time scale, emerge as statistical regularities (perfectly competitive markets obey Bose-Einstein statistics and purely monopolist…

2010-10-07abs ↗pdf ↗

New framework promotes reproducible, domain-agnostic reinforcement learning algorithms.

problem Domain-specific, compute-resource-maximizing, and non-reproducible participant solutions in reinforcement learning competitions.
method Submission retraining, domain randomization, desemantization through domain obfuscation, and compute/environment-sample budget limitation.
result Participant submissions are reproducible, non-specific to the competition environment, and sample/resource efficient.

First ABAW 2020 Competition analyzes affective behavior tasks.

problem Automatic analysis of valence-arousal, basic expressions, and action units in real-world scenarios.
method Provided Aff-Wild2 database, described Challenges, evaluation metrics, and top-performing systems.
result Demonstrated the feasibility of automatic affective behavior analysis in real-world settings.

Study examines machine learning competitions' impact on AI development.

problem Fostering innovation and skill development in AI.
method Analysis of major competition platforms, workflows, and participant demographics.
result MLCs promote collaboration, reproducibility, and continuous innovation in AI.

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.

MineRL Competition reduced reinforcement learning sample needs.

problem Sample inefficiency in reinforcement learning.
method Human demonstrations and imitation learning integrated into reinforcement learning algorithms.
result Top solutions used deep reinforcement learning and imitation learning.

This paper evaluates financial competitiveness of Indian real estate companies using entropy method.

problem Improving financial competitiveness of Indian real estate companies in a competitive market.
method Financial competitiveness evaluation index system using key financial ratios and a scoring system.
result Companies with high scores have strong profitability and operational capacity, while those with lower scores struggle with solvency and working capital.

In this paper, the optimal pricing strategy in Avellande-Stoikov's for a monopolistic dealer is extended to a general situation where multiple dealers are present in a competitive market. The dealers' trading intensities, their optimal bid and ask prices and therefore their spreads are derived when the dealers are info…

2015-12-30abs ↗pdf ↗

Study competitive agents' optimal consumption and investment strategies with relative performance criteria.

problem Optimizing consumption and investment strategies for multiple agents with relative performance considerations.
method Derived a closed-form solution for an nn-player game and mean field game, analyzing the impact of risk tolerance and competitiveness parameters.
result Unique equilibria found, showing nonlinear and non-monotone dependence on agents' risk tolerance and competitiveness parameters.

Politicians world-wide frequently promise a better life for their citizens. We find that the probability that a country will increase its {\it per capita} GDP ({\it gdp}) rank within a decade follows an exponential distribution with decay constant λ=0.12λ= 0.12. We use the Corruption Perceptions Index (CPI) and the Global …

2012-09-13abs ↗pdf ↗

We introduce an irreversible discrete multiplicative process that undergoes Bose-Einstein condensation as a generic model of competition. New players with different abilities successively join the game and compete for limited resources. A player's future gain is proportional to its ability and its current gain. The the…

2003-03-16abs ↗pdf ↗

The study assesses how market competitiveness affects electricity price forecasting.

problem Impact of market competitiveness on electricity price estimation.
method Used a multi-layer perception model with back propagation and Levenberg-Marquardt mechanism, incorporating market power indices and other variables.
result Market power indices enhance forecasting accuracy of daily electricity prices.

FLAIR measures LP competitiveness in AMMs, improving LP performance evaluations.

problem LP returns are affected by both market risk and competitive strategies.
method Introduces FLAIR metric to quantify LP competitiveness and assesses its impact on LP returns.
result FLAIR captures dynamic behavior of LPs and differentiates between active provisioning strategies.

A competition increases financial transaction models' robustness against attacks.

problem Neural networks used by banks are vulnerable to adversarial attacks in financial transaction data.
method A novel competition where participants propose attacks and defenses, simulating real-world conditions.
result Participants' strategies and outcomes provide insights into improving financial transaction models' robustness.

This work bridges competitive learning with gradient-based learning for faster feature extraction.

problem Lack of powerful feature extractors in competitive learning methods.
method Introduces gradient-based competitive layers for feature extraction.
result Demonstrates theoretical equivalence and faster convergence of gradient-based competitive layers.