Mapping the economy to the some statistical physics models we get strong indications that, in contrary to the pure stock market, the stock market with derivatives could not self-regulate.
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48 results for “regulator map”
Regulated curves on Banach manifolds with continuous projections and regulated derivatives are studied.
problem Regulated curves on Banach manifolds with continuous projections and regulated derivatives.
method Building a Banach manifold structure on the set of such curves.
result Existence of a 'local addition' on such a manifold for any Banach manifold.
For a hyperbolic link complement with a triangulation, there are hyperbolicity equations of the triangulation, which guarantee the hyperbolic structure of the link complement. In this paper, we explain that the number of the essential solutions of the equations is equal to or bigger than the extension degree of the inv…
A method uses Wasserstein clustering to simplify financial data analysis.
problem Processing and analyzing granular financial data with missing values and identifying clusters.
method Variant of Lloyd's algorithm applied to probability distributions, using Wasserstein barycenters.
result Demonstrated usefulness in financial regulation context.
New invariant for foliated manifolds connects algebraic K-theory and differential geometry.
problem Developing an invariant for foliated manifolds with stable framing and partially flat vector bundles.
method Introduces a -valued invariant using integration in differential K-theory and η-invariants of Dirac operators.
result The invariant is independent of additional choices if the codimension is small and includes classical invariants.
In this paper, we study the character variety of a hyperbolic link in . We analyze a special smooth projective variety arising from some 1-dimensional irreducible slices on the character variety. We prove that a natural symbol obtained from these 1-dimensional slices is a torsion in $K_2({…
In this paper, by using the regulator map of Beilinson-Deligne on a curve, we show that the quantization condition posed by Gukov is true for the SL_2(C) character variety of the hyperbolic knot in S^3. Furthermore, we prove that the corresponding -valued closed 1-form is a secondary characteristic clas…
Paper develops risk statistics for portfolios considering regulator-based risk.
problem Traditional risk statistics fail to describe regulator-based risk.
method Develop dual representation for regulator-based risk statistics.
result Derived dual representation for regulator-based risk statistics.
Proposes a method to find traffic regulations efficiently.
problem Finding appropriate traffic regulations in congested events.
method Graph Convolutional Networks for modeling regulation effects.
result The method can find a road to close that reduces travel time.
Model proposes how regulators should oversee complex algorithms in high-stakes applications.
problem Regulating complex algorithms used in high-stakes applications like lending, testing, and hiring.
method Proposes a model where regulators are limited in learning about complex algorithms with misaligned preferences, and explores different regulatory approaches.
result Complex algorithms can improve welfare, but regulation should focus on the source of incentive misalignment for optimal results.
A neural network method tackles high-dimensional diffeomorphic mapping problems.
problem High-dimensional diffeomorphic mapping struggles with the curse of dimensionality.
method Combines variational principles with quasi-conformal theory for accurate, bijective mappings.
result Validated accuracy, robustness, and effectiveness in complex registration scenarios.
We show that any objective risk measurement algorithm mandated by central banks for regulated financial entities will result in more risk being taken on by those financial entities than would otherwise be the case. Furthermore, the risks taken on by the regulated financial entities are far more systemically concentrate…
New mechanism designs regulate herding in financial markets.
problem Herding causes irrational market decisions and volatility.
method A trilateral game framework based on optimal control theory.
result Effective mechanisms improve social welfare.
In a market system, regulations are designed to prevent or rectify market failures that inhibit fair exchange, such as monopoly or transactions with hidden costs. Because regulations reduce profits to those possessing unfair advantage, these advantaged corporations (whether individuals, companies, or other collective o…
MiCA regulation led to a shift in stablecoin dominance.
problem Impact of MiCA regulation on stablecoin trading.
method Comparative analysis of regulated and non-regulated exchanges.
result USDC gained market share and trading volume post-MiCA regulation.
New risk statistics for loss-based regulation.
problem Regulatory focus on losses over gains.
method Developed new risk statistics using scenario analysis.
result New risk statistics extend existing measures.
Optimal insurance investment under VaR regulation improves policyholders' utility.
problem Optimal investment for participating insurance contracts under VaR-regulation.
method Martingale approach for constrained non-concave optimization problems.
result VaR constraints lead to more prudent investment, improving policyholders' utility.
We use ellipsoids to solve power system voltage regulation problems.
problem Voltage regulation in power systems under uncertainty.
method Tractable ellipsoidal approximation for chance constrained optimizations.
result Efficiently trained machine learning model approximates uncertainty region.
Regression-based Inverter Control for Decentralized Optimal Power Flow and Voltage Regulationeess.SY
The paper proposes a data-driven method for optimal power flow and voltage regulation in distribution grids.
problem Optimal power flow and voltage regulation in decentralized power grids.
method The approach uses a network model, historic data, and regression to find functions approximating optimal reactive power injections for inverters.
result The method achieves near-optimal results in voltage- and capacity-constrained loss minimization and voltage flattening.
Proposes a game-theoretic framework for ML trust regulation.
problem Lack of coordination between ML model builders and regulators.
method Formulates trustworthy ML as a multi-objective multi-agent optimization problem and introduces regulation games and ParetoPlay.
result Enables efficient enforcement of ML model specifications without discouraging participation.
In this paper, by using the regulator map of Beilinson-Deligne, we show that the quantization condition posed by Gukov is true for the SL_2(\mathbb{C}) character variety of the hyperbolic knot in S^3. Furthermore, we prove that the corresponding \mathbb{C}^{*}-valued 1-form is a secondary characteristic class (Chern-Si…
The FCA improved insider trading regulation after 2012, reducing abnormal returns.
problem Regulation of insider trading before and after the UK Financial Services Act 2012.
method Event study methodology using abnormal returns analysis.
result Abnormal returns were reduced after the FCA took over from the FSA.
Regulation Simulationq-fin.GN
A deterministic trading strategy by a representative investor on a single market asset, which generates complex and realistic returns with its first four moments similar to the empirical values of European stock indices, is used to simulate the effects of financial regulation that either pricks bubbles, props up crashe…
Proposes guidelines for developing medical AI products.
problem Lack of clear pathways for regulating medical AI.
method Statistical risk perspective and deep understanding of machine learning methodologies.
result Enhanced development of medical AI products and regulations.
Switched latent force models for reverse-engineering transcriptional regulation in gene expression dataphysics.bio-ph
A new model infers transcription factor activities from gene expression data.
problem Challenges in measuring and capturing quick-time dynamics of transcription factors.
method Switched dynamical latent force model based on differential equations.
result The model accurately infers continuous-time transcription factor profiles from gene expression data.
Biophysical models explain deep learning in gene regulation.
problem Difficulty in interpreting deep learning models in gene regulation.
method Expressed biophysical models as neural networks with explicit interpretations.
result Biophysical networks can be inferred from MPRAs.
An asset network systemic risk (ANWSER) model is presented to investigate the impact of how shadow banks are intermingled in a financial system on the severity of financial contagion. Particularly, the focus of this study is the impact of the following three representative topologies of an interbank loan network betwee…
GLasso: Regularized Multi-task Graphical Lasso for Joint Estimation of eQTL Mapping and Gene Networkstat.ML
A new method for joint eQTL mapping and gene network estimation.
problem Discovering SNP-gene relationships and gene-gene relationships in gene expression regulation.
method L1-2 regularized multi-task graphical lasso (L1-2 GLasso).
result Competitive performance on capturing true sparse structures of eQTL mapping and gene network.
Modeling pollution from competing firms using mean-field games.
problem Pollution regulation of competitive firms producing similar goods.
method Developed a mean-field game model with cap-and-trade regulation.
result Explicit solutions found through Riccati differential equations.
Develops new methods for isospectral orbifolds and regulator quotients.
problem Isospectral orbifolds and regulator quotients in Vignéras constructions.
method New sufficient criteria for isospectrality and regulator quotients, linking torsion homology and Galois representations.
result Produces small exotic isospectral orbifolds and sufficient criteria for regulator quotients.
In this work, an ensemble of economic interacting agents is considered. The agents are arranged in a linear array where only local couplings are allowed. The deterministic dynamics of each agent is given by a map. This map is expressed by two factors. The first one is a linear term that models the expansion of the agen…
Modern physics has demonstrated that matter behaves very differently as it approaches the speed of light. This paper explores the implications of modern physics to the operation and regulation of financial markets. Information cannot move faster than the speed of light. The geographic separation of market centers means…
This study examines how ChiNext IPOs' initial returns are influenced by regulation regime changes.
problem Investors' behavior and pricing of ChiNext IPOs under different regulation regimes.
method Analysis of three time periods with two different regulation regimes and three sets of listing day trading restrictions.
result Regulation regime changes significantly impact ChiNext IPO pricing and overreaction.
Regulated Bitcoin futures led to higher volatility and trading volume.
problem Estimating the impact of regulated Bitcoin futures on volatility and volume.
method Employed a new causal approach, C-ARIMA.
result Regulated Bitcoin futures increased Bitcoin volatility by more than double.
Deep neural network learns optimal trading controls for high-frequency finance.
problem Optimal trading on high-frequency data with market impact and limited data.
method Deep neural network, Monte-Carlo initialization, transfer learning, explainable controls.
result Neural network learns optimal controls for trader preferences.
We investigate a randomization procedure undertaken in real option games which can serve as a basic model of regulation in a duopoly model of preemptive investment. We recall the rigorous framework of [M. Grasselli, V. Leclère and M. Ludkovsky, Priority Option: the value of being a leader, International Journal of Theo…
We show that the regulator, which is the difference between the homology torsion and the combinatorial Ray-Singer torsion, of fnite abelian coverings of a fixed complex has sub-exponential growth rate.
Study optimal liquidation strategies in lit and dark pools with and without regulation.
problem Optimal liquidation strategies in dark and lit pools with execution uncertainty.
method Design optimal make-take fee policies, solve HJB-Fokker-Planck systems, use BSDEs.
result Explicit solutions for optimal strategies in both competitive and regulated markets.
Logistic Ensemble Modelsstat.ML
Improved logistic models for better interpretability in regulated industries.
problem Limited interpretability in machine learning models for regulated industries.
method Blend logistic regression with machine learning techniques for enhanced interpretability.
result Solid performance with minimal analyst effort and enhanced interpretability.
Study shows a linear quadratic regulator's imitation learning converges globally.
problem Global convergence of imitation learning for linear quadratic regulators.
method Analyzed alternating gradient algorithm and established Q-linear rate of convergence.
result Established a unique saddle point for globally optimal policy and reward function.
Regulating causal effects through averaged constraints fails to enforce conditional independence.
problem Enforcing conditional independence in regulatory and analytic settings.
method Formulated causal masking as a linear program and analyzed the resulting enforcement problem from both regulator and optimizer perspectives.
result Averaged-constraint optimization often violates stratum-wise requirements while satisfying the averaged one exactly, and detection requires conditional-independence tests.
DRL improves ESG financial portfolio management by regulating returns based on ESG scores.
problem Improving ESG financial portfolio management through market regulation.
method Used Advantage Actor-Critic (A2C) agent and adapted OpenAI Gym environments for comparative analysis.
result DRL agent outperforms standard market conditions in ESG-regulated market.
Optimism-based methods improve adaptive regulation of linear-quadratic systems.
problem Trade-off between identifying unknown dynamics and regulating the system.
method Optimism-based adaptive policies that favor optimistic approximations of true parameters.
result Established high probability upper bounds for worst-case regret of optimism-based adaptive policies.
The study enhances financial rule matching using NLP without datasets.
problem Performing semantic matching between financial rules and policies.
method Outperforming pre-trained models with NLP techniques using free resources.
result Improved semantic matching between financial rules and policies.
Self-regulation improves sequence-to-sequence learning by choosing feedback types.
problem Different types of feedback have varying costs and effects on learning.
method Self-regulation strategies decide when to ask for different types of feedback.
result Self-regulator discovers optimal cost-quality trade-off by mixing feedback types.
Concave risk measures in international capital regulationcond-mat.stat-mech
We show that some specific market risk measures implied by current international capital regulation (the Basel Accords and the Capital Adequacy Directive of the European Union) violate the obvious requirement of convexity in some regions in the space of portfolio weights.
EU regulation restricts algorithmic decisions and grants a 'right to explanation'.
problem Regulation of algorithmic decision-making to prevent discrimination and provide explanations.
method Summarizing the impact of the General Data Protection Regulation on machine learning algorithms.
result The regulation will restrict automated decision-making and grant users a right to explanation.
A Unified AI System For Data Quality Control and DataOps Management in Regulated Environmentsq-fin.CP
Unified AI system for data quality control and governance in regulated environments.
problem Isolated data quality control steps in existing systems.
method AI-driven framework integrating rule-based, statistical, and AI methods.
result Empirical gains in anomaly detection, reduced manual remediation, improved auditability.