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.
Consequential decision-making typically incentivizes individuals to behave strategically, tailoring their behavior to the specifics of the decision rule. A long line of work has therefore sought to counteract strategic behavior by designing more conservative decision boundaries in an effort to increase robustness to th…
Business Architecture (BA) plays a significant role in helping organizations understand enterprise structures and processes, and align them with strategic objectives. However, traditional BAs are represented in fixed structure with static model elements and fail to dynamically capture business insights based on interna…
Deep neural network (DNN) has demonstrated its success in multiple domains. However, DNN models are inherently vulnerable to adversarial examples, which are generated by adding adversarial perturbations to benign inputs to fool the DNN model to misclassify. In this paper, we present a cross-layer strategic ensemble fra…
Study one-shot strategic classification under unknown costs, improving worst-case accuracy.
problem Learning robust decision rules in strategic settings with unknown user costs.
method Formal study of one-shot strategic classification, framing as a minimax problem, designing efficient algorithms for full-batch and stochastic settings.
result Proves efficient algorithms converge to minimax solution, revealing dual norm regularization's value.
Consequential decision-making incentivizes individuals to strategically adapt their behavior to the specifics of the decision rule. While a long line of work has viewed strategic adaptation as gaming and attempted to mitigate its effects, recent work has instead sought to design classifiers that incentivize individuals…
We consider a symmetric multi-players zero-sum game with two strategic variables. There are n players, n≥3. Each player is denoted by i. Two strategic variables are ti and si, i∈{1,…,n}. They are related by invertible functions. Using the minimax theorem by \cite{sion} we will show that Nas…
We study a strategic version of the multi-armed bandit problem, where each arm is an individual strategic agent and we, the principal, pull one arm each round. When pulled, the arm receives some private reward va and can choose an amount xa to pass on to the principal (keeping va−xa for itself). All non-pulle…
The results of a learning process depend on the input data. There are cases in which an adversary can strategically tamper with the input data to affect the outcome of the learning process. While some datasets are difficult to attack, many others are susceptible to manipulation. A resourceful attacker can tamper with l…
We study revenue optimization learning algorithms for repeated second-price auctions with reserve where a seller interacts with multiple strategic bidders each of which holds a fixed private valuation for a good and seeks to maximize his expected future cumulative discounted surplus. We propose a novel algorithm that h…
This paper deals with the explicit design of strategy formulations to make the best strategic choices from a conventional matrix form of representing strategic choices. The explicit strategy formulation is an analytical model which is targeted to provide a mathematical strategy framework to find the best moment for str…
The paper tackles performative policy learning with strategic agents, improving scalability and generalizability.
problem Strategic agents adjust their features in response to a released policy, causing endogenous distribution shifts.
method Relaxing parametric assumptions, the paper uncovers a low-dimensional structure in distribution shifts and proposes a gradient-based policy optimization algorithm.
result The proposed algorithm achieves high sample efficiency and provides theoretical guarantees for convergence.
We study revenue optimization learning algorithms for repeated posted-price auctions where a seller interacts with a single strategic buyer that holds a fixed private valuation for a good and seeks to maximize his cumulative discounted surplus. For this setting, first, we propose a novel algorithm that never decreases …
Algorithms are often used to produce decision-making rules that classify or evaluate individuals. When these individuals have incentives to be classified a certain way, they may behave strategically to influence their outcomes. We develop a model for how strategic agents can invest effort in order to change the outcome…
Much research has been conducted arguing that tipping points at which complex systems experience phase transitions are difficult to identify. To test the existence of tipping points in financial markets, based on the alternating offer strategic model we propose a network of bargaining agents who mutually either coopera…