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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.

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48 results for rational decision decomposition

Study optimal investment with herd behavior using rational decision decomposition.

problem Optimal investment problem considering herd behavior between two agents.
method Introduce average deviation term, use variational method, rational decision decomposition, investment opinion.
result Quantitative analysis of herd behavior impact on investment decisions.

Subjective expected utility theory assumes that decision-makers possess unlimited computational resources to reason about their choices; however, virtually all decisions in everyday life are made under resource constraints - i.e. decision-makers are bounded in their rationality. Here we experimentally tested the predic…

2016-10-06abs ↗pdf ↗

Abstract: Rational decomposition of homeomorphism spaces for manifolds.

problem Constructing rational homotopy pullback decompositions for homeomorphism spaces.
method Rational homotopy pullback decomposition, nullhomotopy of stabilisation maps, tensor products of truncated operads.
result Rational section of the stabilisation map for homeomorphisms of R^d.

Given a rational homology sphere which bounds rational homology balls, we investigate the complexity of these balls as measured by the number of 1-handles in a handle decomposition. We use Casson-Gordon invariants to obtain lower bounds which also lead to lower bounds on the fusion number of ribbon knots. We use Levine…

2016-10-31abs ↗pdf ↗

In this paper the theory of semi-bounded rationality is proposed as an extension of the theory of bounded rationality. In particular, it is proposed that a decision making process involves two components and these are the correlation machine, which estimates missing values, and the causal machine, which relates the cau…

2013-05-26abs ↗pdf ↗

The theory of rational choice assumes that when people make decisions they do so in order to maximize their utility. In order to achieve this goal they ought to use all the information available and consider all the choices available to choose an optimal choice. This paper investigates what happens when decisions are m…

2017-03-29abs ↗pdf ↗

Bounded rationality, that is, decision-making and planning under resource limitations, is widely regarded as an important open problem in artificial intelligence, reinforcement learning, computational neuroscience and economics. This paper offers a consolidated presentation of a theory of bounded rationality based on i…

2015-12-21abs ↗pdf ↗

The study analyzes when Bayesian averaging over decision trees is reliable.

problem When do Bayesian model averaging weights over decision trees provide reliable information?
method Closed-form solution for Bayesian decision trees with Catalan-exponential priors.
result Established a complete non-asymptotic theory of rational commitment thresholds.

Paper develops a framework for learning interpretable representations of sequential decision behavior.

problem Obtaining a transparent description of existing behavior.
method Inverse decision modeling framework, formalizing both forward and inverse problems.
result Learning interpretable representations of behavior, including suboptimal actions, biased beliefs, and imperfect knowledge.

We give new rational blowdown constructions of exotic CP^2#n(-CP^2) (5\leq n\leq 9) without using elliptic fibrations. We also show that our 4-manifolds admit handle decompositions without 1- and 3-handles, for 7\leq n\leq 9. A strategy for rational blowdown constructions of exotic CP^2#n(-CP^2) (1\leq n\leq 4) is also…

2008-07-02abs ↗pdf ↗

We consider the problem of rational decision making in the presence of nonlinear constraints. By using tools borrowed from spin glass and random matrix theory, we focus on the portfolio optimisation problem. We show that the number of ``optimal'' solutions is generically exponentially large: rationality is thus de fact…

1998-01-21abs ↗pdf ↗

Model captures decision-making under bounded rationality with prior beliefs and market feedback.

problem Bounded rationality in decision-making with limited processing abilities.
method Maximum entropy principle applied to Quantal Response Statistical Equilibrium framework.
result Prior beliefs influence decision-making, altering the outcome of market feedback.

It is known that for coprime integers p>q1p>q\geq 1, the lens space L(p2,pq1)L(p^2,pq-1) bounds a rational ball, Bp,qB_{p,q}, arising as the 2-fold branched cover of a (smooth) slice disk in B4B^4 bounding the associated 2-bridge knot. Lekilli and Maydanskiy give handle decompositions for each Bp,qB_{p,q}. Whereas, Yamada gives an …

2014-06-06abs ↗pdf ↗

Instanton Floer homology matches Heegaard Floer for almost-rational plumbings.

problem Matching instanton Floer homology with Heegaard Floer for specific 3-manifolds.
method Utilizes lattice homology and a recent cobordism map decomposition theorem.
result Isomorphism between framed instanton Floer homology and Heegaard Floer for almost-rational plumbings.

The paper classifies certain singular projective varieties with specific properties.

problem Classifying projective klt pairs with nef anti-log canonical divisors.
method Establishes a structure theorem using locally trivial rationally connected fibrations.
result Projective klt pairs can be decomposed into rationally connected and Calabi-Yau varieties.

Study of knot surgeries and JSJ decompositions to tackle LL-space conjecture.

problem Understanding JSJ decompositions and LL-space knots through Dehn surgeries.
method Slope detection techniques applied to toroidal 3-manifolds and rational surgeries.
result JSJ graphs of certain knot exteriors are rooted intervals, implying left-orderable fundamental groups.

Study models human investors' sub-rational behavior in financial markets.

problem Lack of a comprehensive model for human sub-rationality in financial markets.
method Flexible reinforcement learning model incorporating five human sub-rational aspects.
result Model accurately reproduces human behavior and reveals insights into market dynamics.

Bounded rationality investigates utility-optimizing decision-makers with limited information-processing power. In particular, information theoretic bounded rationality models formalize resource constraints abstractly in terms of relative Shannon information, namely the Kullback-Leibler Divergence between the agents' pr…

2018-09-04abs ↗pdf ↗

Paper formalizes Simon's satisficing through FFSD, proving its equivalence to expected utility theory.

problem Formalizing Herbert Simon's bounded rationality concept in economic decision-making.
method Developed FFSD framework using Lean 4 theorem prover, proving equivalence to expected utility theory.
result Equivalence theorem linking FFSD to expected utility maximization for approximate indicator functions.

By recent results of Baker--Etnyre--Van Horn-Morris, a rational open book decomposition defines a compatible contact structure. We show that the Heegaard Floer contact invariant of such a contact structure can be computed in terms of the knot Floer homology of its (rationally null-homologous) binding. We then use this …

2011-05-04abs ↗pdf ↗

If K is a rationally null-homologous knot in a 3-manifold M, the rational genus of K is the infimum of -χ(S)/2p over all embedded orientable surfaces S in the complement of K whose boundary wraps p times around K for some p (hereafter: S is a p-Seifert surface for K). Knots with very small rational genus can be constru…

2009-12-09abs ↗pdf ↗

The paper studies foliations on smooth projective varieties and their properties.

problem Characterizing and understanding foliations on smooth projective varieties.
method Develops a structure theorem for smooth projective varieties with almost nef regular foliations, using a smooth morphism and MRC fibration.
result An almost nef regular foliation on a smooth projective variety can be decomposed into a numerically flat regular foliation and a smooth morphism.

The paper explains credit decisions using Shapley decomposition for adverse actions.

problem Identifying predictors responsible for adverse credit decisions.
method Develops a simple and intuitive approach based on Shapley decomposition for models with low-order interactions.
result Shows the approach generalizes to Shapley decomposition and Baseline Shapley.

We prove that for every integer k>1 there is a simply connected rational homology 5-sphere Mk5\scriptstyle{M^5_k} with spin such that $\scriptstyle{H_2(M^5_k,\bbz)}$ has order k2,\scriptstyle{k^2}, and Mk5\scriptstyle{M^5_k} admits a Riemannian metric of positive Ricci curvature. Moreover, if the prime number decompositio…

2002-03-06abs ↗pdf ↗

New symplectic caps and embeddings found in complex projective plane.

problem Embeddings of homology balls in complex projective plane.
method Handlebody construction of symplectic caps and embeddings.
result First examples of symplectic handlebody decompositions of a closed symplectic 4-manifold.