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.
Study uncovers tactical line-breaking passes in football using clustering.
TacticAI helps football coaches improve tactics by analyzing corner kicks.
This article provides a novel framework to evaluate limit order tactics that highlights expected fill price, adverse price selection cost, and opportunity cost. We formulate the problem of optimal execution of market orders with nonlinear market impact, power law decay kernel, and stochastic and deterministic liquidity…
We propose a design for schedule-based execution trading strategies based on uncertainty bands. This formulation: 1) simplifies strategy specification and implementation; 2) provides for flexible allocation among passive, opportunistic, aggressive, and dark pool crossing execution tactics; 3) allows for rapid enhanceme…
Paper improves asset allocation using machine learning for regime detection.
SoccerCPD detects tactical changes in soccer matches using spatiotemporal tracking data.
We consider an agent who needs to buy (or sell) a relatively small amount of asset over some fixed short time interval. We work at the highest frequency meaning that we wish to find the optimal tactic to execute our quantity using limit orders, market orders and cancellations. To solve the agent's control problem, we b…
Humans prove theorems by relying on substantial high-level reasoning and problem-specific insights. Proof assistants offer a formalism that resembles human mathematical reasoning, representing theorems in higher-order logic and proofs as high-level tactics. However, human experts have to construct proofs manually by en…
Technology offers new ways to measure the locations of the players and of the ball in sports. This translates to the trajectories the ball takes on the field as a result of the tactics the team applies. The challenge professionals in soccer are facing is to take the reverse path: given the trajectories of the ball is i…
This paper offers a methodological contribution at the intersection of machine learning and operations research. Namely, we propose a methodology to quickly predict tactical solutions to a given operational problem. In this context, the tactical solution is less detailed than the operational one but it has to be comput…
In this paper, we introduce a system called GamePad that can be used to explore the application of machine learning methods to theorem proving in the Coq proof assistant. Interactive theorem provers such as Coq enable users to construct machine-checkable proofs in a step-by-step manner. Hence, they provide an opportuni…
This paper offers a methodological contribution at the intersection of machine learning and operations research. Namely, we propose a methodology to quickly predict expected tactical descriptions of operational solutions (TDOSs). The problem we address occurs in the context of two-stage stochastic programming where the…
Model predicts global financial market risks and asset allocation.
Framework analyzes physical metrics in soccer to link performance with value.
We introduce two tactics to attack agents trained by deep reinforcement learning algorithms using adversarial examples, namely the strategically-timed attack and the enchanting attack. In the strategically-timed attack, the adversary aims at minimizing the agent's reward by only attacking the agent at a small subset of…
Simultaneously estimates travel times and route choice model parameters.
We propose a reinforcement learning framework for discrete environments in which an agent makes both strategic and tactical decisions. The former manifests itself through the use of value function, while the latter is powered by a tree search planner. These tools complement each other. The planning module performs a lo…
This paper combines LLMs with RL for better trading strategies.
Paper uses deep imitation learning to predict aircraft trajectories accurately.
Recent studies have revealed that neural network-based policies can be easily fooled by adversarial examples. However, while most prior works analyze the effects of perturbing every pixel of every frame assuming white-box policy access, in this paper we take a more restrictive view towards adversary generation - with t…
Geometric Brownian motion (GBM) is a model for systems as varied as financial instruments and populations. The statistical properties of GBM are complicated by non-ergodicity, which can lead to ensemble averages exhibiting exponential growth while any individual trajectory collapses according to its time-average. A com…
Choosing the technique that is the best at forecasting your data, is a problem that arises in any forecasting application. Decades of research have resulted into an enormous amount of forecasting methods that stem from statistics, econometrics and machine learning (ML), which leads to a very difficult and elaborate cho…
AlphaZero assesses new chess variants for balance and dynamics.
Developed a new risk measure, CRI, for evaluating concentrated portfolios.
Obtaining more accurate equity value estimates is the starting point for stock selection, value-based indexing in a noisy market, and beating benchmark indices through tactical style rotation. Unfortunately, discounted cash flow, method of comparables, and fundamental analysis typically yield discrepant valuation estim…
Territorial control is a key aspect shaping the dynamics of civil war. Despite its importance, we lack data on territorial control that are fine-grained enough to account for subnational spatio-temporal variation and that cover a large set of conflicts. To resolve this issue, we propose a theoretical model of the relat…
This paper uses decolonial theory to improve AI's ethical development.
This paper demonstrates the use of genetic algorithms for evolving: 1) a grandmaster-level evaluation function, and 2) a search mechanism for a chess program, the parameter values of which are initialized randomly. The evaluation function of the program is evolved by learning from databases of (human) grandmaster games…
This study uses HMM and RL to dynamically allocate equities, Treasuries, and gold based on market regimes.
Based on interviews with 28 organizations, we found that industry practitioners are not equipped with tactical and strategic tools to protect, detect and respond to attacks on their Machine Learning (ML) systems. We leverage the insights from the interviews and we enumerate the gaps in perspective in securing machine l…
Study uses complex networks and machine learning to predict soccer match outcomes.
This study compares logistic regression and XGBoost for predicting credit risk.
This paper is devoted to the prediction of solutions to a stochastic discrete optimization problem. Through an application, we illustrate how we can use a state-of-the-art neural machine translation (NMT) algorithm to predict the solutions by defining appropriate vocabularies, syntaxes and constraints. We attend to app…
Many machine learning models have important structural tuning parameters that cannot be directly estimated from the data. The common tactic for setting these parameters is to use resampling methods, such as cross--validation or the bootstrap, to evaluate a candidate set of values and choose the best based on some pre--…
Optimizes trade execution with reinforcement learning for limit orders.
New algorithm improves fraud detection by analyzing financial account relationships.
New research shows existing information-theoretic methods can't establish minimax rates for gradient descent in stochastic convex optimization.
Communication networks have evolved from specialized, research and tactical transmission systems to large-scale and highly complex interconnections of intelligent devices, increasingly becoming more commercial, consumer-oriented, and heterogeneous. Propelled by emergent social networking services and high-definition st…
Purpose - This paper seeks to take a cautionary stance to the impact of the marketing mix on customer satisfaction, via a case study deriving consensus rankings for benchmarking on selected retail stores in Malaysia. Design/methodology/approach - The ELECTRE I model is used in deriving consensus rankings via multicrite…
This study improves mid-cap equity performance with a data-driven, market-neutral approach.
Multiplayer Online Battle Arena (MOBA) games are among the most played digital games in the world. In these games, teams of players fight against each other in arena environments, and the gameplay is focused on tactical combat. Mastering MOBAs requires extensive practice, as is exemplified in the popular MOBA Defence o…
Paper proposes active learning for mining conflict dynamics from textual data.
The problem-solving in automated theorem proving (ATP) can be interpreted as a search problem where the prover constructs a proof tree step by step. In this paper, we propose a deep reinforcement learning algorithm for proof search in intuitionistic propositional logic. The most significant challenge in the application…
Despite their successes in the field of self-learning AI, Convolutional Neural Networks (CNNs) suffer from having too many trainable parameters, impacting computational performance. Several approaches have been proposed to reduce the number of parameters in the visual domain, the Inception architecture [Szegedy et al.,…
Two heuristics solve dynamic multiple travelling salesmen problems.
Machine learning research for developing countries can demonstrate clear sustainable impact by delivering actionable and timely information to in-country government organisations (GOs) and NGOs in response to their critical information requirements. We co-create products with UK and in-country commercial, GO and NGO pa…
Gamblers lose in long bets despite casino claims, study shows.
This paper improves hierarchical community detection efficiency using local structural properties.