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arXiv research

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.

168,695 papers · 148 categories

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305989118 · May 202619922001200920172026
48 results for two-sided markets

Study uses RL to optimize crypto portfolios with two-sided transactions and lending.

problem Managing downside risk and capital optimization in high-risk crypto markets.
method Integrates RL with a new environmental formulation and PnL-based reward function, using SAC agent with CNN-MHA.
result Significantly outperforms benchmarks, especially in high-volatility scenarios.

A new framework uses multi-agent reinforcement learning for evaluating policies in two-sided markets.

problem Evaluating the effects of different policies in two-sided markets with spatial and temporal interference.
method Introduces a multi-agent reinforcement learning (MARL) framework to address policy evaluation challenges in large-scale fleet management.
result Proposes novel estimators for mean outcomes under different products that are consistent despite high-dimensionality.

Algorithm identifies optimal stable matching in uncertain two-sided markets.

problem Sequential learning in two-sided markets with unknown preferences.
method Pure exploration approach with elimination-based algorithms exploiting partial preference information.
result Identification of pervasive stable matching for optimal stable matching identification.

We study how information perturbations can destabilize two-sided matching markets. In our model, agents arrive on the market over two periods, while agents in the first period do not know the types of those arriving later. Agents already present in the market may match early or wait for the small group of new entrants.…

2010-09-03abs ↗pdf ↗

Algorithm solves two-sided matching markets with unknown preferences and constraints.

problem Two-sided online matching markets with complementary preferences and quota constraints.
method Formulated as a bandit learning problem, proposed MMTS algorithm combining Thompson Sampling and double matching.
result MMTS achieves stability and linear Bayesian regret with respect to quota and time horizon.

New algorithm for decentralized matching markets without prior preference rankings.

problem Decentralized two-sided matching markets without known preference rankings.
method Epoch-based CA-ETC algorithm for decentralized matching markets.
result Achieves player optimal expected regret of O(T_0 (K log T / T_0 Δ^2)^(1/γ) + T_0 (T / T_0)^γ).

Paper introduces Decentralized Non-stationary Competing Bandits ( exttt{DNCB}) for dynamic matching markets.

problem Understanding dynamic two-sided matching markets with competing agents.
method Proposes a decentralized asynchronous learning algorithm ( exttt{DNCB}) for non-stationary environments.
result Obtains sub-linear (logarithmic) regret of exttt{DNCB} in dynamic settings.

The paper addresses statistical inference in matching markets with dependent missingness.

problem Statistical inference for two-sided matching markets with matching-induced dependence.
method Non-convex algorithm based on Grassmannian gradient descent, debiasing and projection framework.
result Near-optimal entrywise convergence rates for various matching mechanisms.

Stable matching, a classical model for two-sided markets, has long been studied with little consideration for how each side's preferences are learned. With the advent of massive online markets powered by data-driven matching platforms, it has become necessary to better understand the interplay between learning and mark…

2019-06-12abs ↗pdf ↗

Efficiently learns matching rewards in two-sided markets with matrix completion.

problem Learning high-dimensional matching rewards in matching markets with limited data.
method Utilizes matrix completion with a novel approach to handle matching interference.
result Near-optimal guarantees for reward learning under matching interference.

ARL and Hawkes processes improve market-making strategies with variable volatility.

problem Enhancing market-making strategies to adapt to varying volatility levels and self-exciting behaviors.
method Integrates ARL, Hawkes processes, and variable volatility levels; shifts from Poisson to Hawkes process.
result 4-action MM trained in low-volatility environment adapts to high-volatility conditions, providing stable performance.

Study compares employers with and without anticipating strategic labor force responses.

problem Understanding and optimizing strategic interactions in labor markets.
method Formulation of causal strategic classification, theory, and experiments.
result Performatively optimal hiring policies improve employer and labor outcomes, but can also harm labor force utility.

A new learning-to-rank approach ensures fairness for item providers in dynamic ranking systems.

problem Myopically optimizing user utility can be unfair to item providers in two-sided markets.
method A controller that integrates unbiased estimators for fairness and utility, dynamically adapting as more data becomes available.
result Empirically, the algorithm is highly practical and robust, ensuring amortized group fairness.

Decentralized learning for matching markets with time-varying preferences.

problem Matching between competing agents and supply arms with time-varying preferences.
method Linear contextual bandit framework, learning algorithms to identify latent environment and stable matchings.
result Achieve instance-dependent logarithmic regret, applicable for large markets.

New algorithm for learning preferences in decentralized matching markets reduces regret to logarithmic levels.

problem Learning preferences in decentralized matching markets without direct communication.
method Introduces a new algorithm for two-sided matching markets with competition.
result The algorithm achieves logarithmic stable regret in shared preferences and quadratic regret in general preferences.

We define a notion of Hempel distance for one-sided Heegaard splittings and show that the existence of alternate surfaces restricts distance for one-sided splittings in a manner similar to Hartshorn's and Scharlemann-Tomova's results for two-sided splittings. We also show that every geometrically compressible one-sided…

2011-12-02abs ↗pdf ↗

Study on learning strategies in matching markets with uncertain preferences.

problem Decision-making in scarcity of shared resources with unknown agent preferences.
method Representation of preferences in a reproducing kernel Hilbert space, learning algorithm for uncertainty.
result Optimal strategies derived to maximize agents' expected payoffs, with stability and fairness properties.

New algorithms reduce matching market regret to log(T) with improved stability.

problem Minimizing regret in two-sided matching markets with bandit feedback.
method Phase-based algorithm with local arm deletion to improve stability.
result Achieves Θ(log(T)) regret for markets with uniqueness consistency.

Multi-view clustering has received much attention recently. Most of the existing multi-view clustering methods only focus on one-sided clustering. As the co-occurring data elements involve the counts of sample-feature co-occurrences, it is more efficient to conduct two-sided clustering along the samples and features si…

2019-05-25abs ↗pdf ↗

Study shows how competition affects learning in matching markets, proving it's possible to balance stability, fairness, and regret.

problem How competition affects learning in matching markets and the impossibility of simultaneously guaranteeing stability and low optimal regret.
method Modeling a two-sided matching market with bandit learners and adding components of costs and transfers.
result It is possible to simultaneously guarantee stability, low optimal regret, fairness in the distribution of regret, and high social welfare.

A method for rank verification in multivariate Gaussian data, improving on existing approaches.

problem Determining the top KK means in multivariate Gaussian data with any covariance structure.
method Selective inference tools to generalize the two-sided difference-of-means test for any KK and covariance structure.
result The method provides a generalization for rank verification in multivariate Gaussian data with any covariance structure.

Perimeter minimizers in curved spaces have a singular set no more than 5 dimensions.

problem Understanding the structure of minimizers in spaces with bounded Ricci curvature.
method Analysis of non-collapsed Ricci limit spaces with two-sided curvature bounds.
result The Hausdorff dimension of the singular set is at most \(N-5\).

Sharp bound on singular set dimension for specific geometric problems.

problem Hausdorff dimension of singular set in free boundary problems.
method Analysis of noncollapsed limits of manifolds with Ricci curvature bounds.
result Dimension bound of singular set is n5n-5.

We show that for an immersed two-sided minimal surface in R3R^3, there is a lower bound on the index depending on the genus and number of ends. Using this, we show the nonexistence of an embedded minimal surface in R3R^3 of index 22, as conjectured by Choe. Moreover, we show that the index of a immersed two-sided mini…

2014-05-28abs ↗pdf ↗

The combined work of Guaraco, Hutchinson, Tonegawa and Wickramasekera has recently produced a new proof of the classical theorem that any closed Riemannian manifold of dimension n+13n + 1 \geq 3 contains a minimal hypersurface with a singular set of Hausdorff dimension at most n7n-7. This proof avoids the Almgren--Pitts …

2017-04-25abs ↗pdf ↗

Matching Markets meet Cumulative Prospect Theory: Towards Optimal and Adversarially Robust Learning

problem Multi-agent multi-armed bandit problem in competitive setup with two-sided matching markets under human-centric decision making model
method Using cumulative prospect theory (CPT) to emulate human preferences
result Improved regret guarantees in adversarial markets with CPT as risk-sensitive measure

Central bank strategy to maintain currency exchange rate within limits.

problem Maintaining a currency exchange rate within a target zone despite adverse economic trends.
method Modeling the problem with a continuous-time market impact model and solving it as a stochastic control problem.
result Optimal strategy minimizes accumulated inventory of foreign currency.

Characterizes closures of mapping class group orbits on non-orientable surfaces.

problem Understanding closures of orbits in Teichmüller spaces for non-orientable surfaces.
method Analyzes closures in ML\mathcal M\mathcal L and PML\mathcal P\mathcal M\mathcal L for measured laminations, projective measured laminations, and points.
result Characterizes closures of weighted two-sided curves in ML\mathcal M\mathcal L.