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.
Trade-R1 bridges verifiable rewards to stochastic financial markets via process-level reasoning verification.
GoTube verifies neural networks over time, scaling to large horizons.
Paper solves portfolio problem using improved stochastic methods.
New methods combat data poisoning attacks in bandit algorithms using limited verification.
Scalable model checking for stochastic systems using Gaussian Processes and Bayesian Neural Networks.
Solves the Merton investment-consumption problem using a new approach.
Unified approach to stochastic control, filtering, and stopping using rough paths.
Formalizes weak and strong verification for LLMs, controlling errors without assumptions.
A new notion of stochastic ordering is introduced to compare multivariate stochastic risk models with respect to extreme portfolio losses. In the framework of multivariate regular variation comparison criteria are derived in terms of ordering conditions on the spectral measures, which allows for analytical or numerical…
Study integrates reliability constraints into generation planning models.
This paper studies insurers' robust strategies in a stochastic game with model uncertainty and volatility risk.
In this paper we propose and analyze a class of -player stochastic games that include finite fuel stochastic games as a special case. We first derive sufficient conditions for the Nash equilibrium (NE) in the form of a verification theorem. The associated Quasi-Variational-Inequalities include an essential game comp…
Develops first robustness verification for complex Transformers.
In this note, we study a class of stochastic control problems where the optimal strategies are described by two parameters. These include a subset of singular control, impulse control, and two-player stochastic games. The parameters are first chosen by the two continuous/smooth fit conditions, and then the optimality o…
Paper develops PAC verification for hypothesis classes and statistical algorithms.
Hypothesis testing is an important problem with applications in target localization, clinical trials etc. Many active hypothesis testing strategies operate in two phases: an exploration phase and a verification phase. In the exploration phase, selection of experiments is such that a moderate level of confidence on the …
We explore the concept of co-design in the context of neural network verification. Specifically, we aim to train deep neural networks that not only are robust to adversarial perturbations but also whose robustness can be verified more easily. To this end, we identify two properties of network models - weight sparsity a…
Accelerates DNN robustness verification with target labels.
In this paper we demonstrate that performance of a speaker verification system can be improved by concatenating electroencephalography (EEG) signal features with speech signal features or only using EEG signal features. We use state-of-the-art end-to-end deep learning model for performing speaker verification and we de…
Improves neural network verification by merging abstract domains and Lagrangian methods.
This paper explores formal verification for autonomous systems, identifying limitations and proposing improvements.
We provide a verification and characterization result of optimal maximal sub-solutions of BSDEs in terms of fully coupled forward backward stochastic differential equations. We illustrate the application thereof in utility optimization with random endowment under probability and discounting uncertainty. We show with ex…
Paper develops a model for verifying facts in tables without pre-retrieved evidence.
We solve robust optimization problem and show the example of the market model for which the worst case measure is not a martingale measure. In our model the instantaneous interest rate is determined by the Hull-White model and the investor employs the HARA utility to measure his satisfaction.To protect against the mode…
Efficiently verifies neural networks by handling neuron splits, improving speed and accuracy.
This paper establishes the existence of a unique nonnegative continuous viscosity solution to the HJB equation associated with a Markovian linear-quadratic control problems with singular terminal state constraint and possibly unbounded cost coefficients. The existence result is based on a novel comparison principle for…
We study the optimal excess-of-loss reinsurance problem when both the intensity of the claims arrival process and the claim size distribution are influenced by an exogenous stochastic factor. We assume that the insurer's surplus is governed by a marked point process with dual-predictable projection affected by an envir…
Researchers find floating point errors can mislead neural network verifiers.
We provide a probabilistic solution of a not necessarily Markovian control problem with a state constraint by means of a Backward Stochastic Differential Equation (BSDE). The novelty of our solution approach is that the BSDE possesses a singular terminal condition. We prove that a solution of the BSDE exists, thus part…
In this paper we study a general framework of American put option with stochastic volatility whose value function is associated with a 2-dimensional parabolic variational inequality with degenerate boundaries. We apply PDE methods to analyze the existences of the strong solution and the properties of the 2-dimensional …
We study the robustness verification problem for tree-based models, including decision trees, random forests (RFs) and gradient boosted decision trees (GBDTs). Formal robustness verification of decision tree ensembles involves finding the exact minimal adversarial perturbation or a guaranteed lower bound of it. Existin…
This study extends verifiable learning to boosted tree ensembles, enabling efficient security verification.
We consider a spread financial market defined by the multidimensional Ornstein--Uhlenbeck (OU) process. We study the optimal consumption/investment problem for logarithmic utility functions in the base of stochastic dynamical programming method. We show a special Verification Theorem for this case. We find the solution…
Accelerating Speculative Diffusions via Block Verification
In this paper, we study a time-inconsistent consumption-investment problem with random endowments in a possibly incomplete market under general discount functions. We provide a necessary condition and a verification theorem for an open-loop equilibrium consumption-investment pair in terms of a coupled forward-backward …
Verifying robustness of neural networks given a specified threat model is a fundamental yet challenging task. While current verification methods mainly focus on the -norm threat model of the input instances, robustness verification against semantic adversarial attacks inducing large -norm perturbations,…
We consider a discounted reward control problem in continuous time stochastic environment where the discount rate might be an unbounded function of the control process. We provide a set of general assumptions to ensure that there exists a smooth classical solution to the corresponding HJB equation. Moreover, some verif…
In this work we investigate the optimal proportional reinsurance-investment strategy of an insurance company which wishes to maximize the expected exponential utility of its terminal wealth in a finite time horizon. Our goal is to extend the classical Cramer-Lundberg model introducing a stochastic factor which affects …
Paper tackles robust control of SDEs with ambiguity, proving value function existence and applying to investment problems.
This paper tackles robustness of ensemble stumps and trees under general ℓ_p norm perturbations.
Investigates optimal consumption and investment strategies with constraints in incomplete markets.
In this paper, we investigate an optimal investment and consumption problem for an investor who trades in a Black--Scholes financial market with stochastic coefficients driven by a non-Gaussian Ornstein--Uhlenbeck process. We assume that an agent makes investment and consumption decisions based on a power utility funct…
GPUPoly verifies large neural networks robustly on GPUs.
New spoofing strategies show PoL verification is more vulnerable than previously thought.
We present a scoring approach for speaker verification that mimics the standard PLDA-based backend process used in most current speaker verification systems. However, unlike the standard backends, all parameters of the model are jointly trained to optimize the binary cross-entropy for the speaker verification task. We …
NeuroDiff improves neural network equivalence verification with fine-grained approximations.
FPGAs have become a popular choice for deploying deep learning architectures (DLA). There are many researchers that have explored the deployment and mapping of DLA on FPGA. However, there has been a growing need to do design-time hardware-software co-verification of these deployments. To the best of our knowledge this …
Novel approach using Lagrangian Decomposition for neural network verification.