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.
Formalizes weak and strong verification for LLMs, controlling errors without assumptions.
Revel tackles safe exploration in RL with verified symbolic policies.
New approach generates optimal disturbances for controller verification.
SafePILCO is a Python tool for safe reinforcement learning.
Deep neural networks are known to be fragile to small adversarial perturbations. This issue becomes more critical when a neural network is interconnected with a physical system in a closed loop. In this paper, we show how to combine recent works on neural network certification tools (which are mainly used in static set…
We present a reinforcement learning framework, called Programmatically Interpretable Reinforcement Learning (PIRL), that is designed to generate interpretable and verifiable agent policies. Unlike the popular Deep Reinforcement Learning (DRL) paradigm, which represents policies by neural networks, PIRL represents polic…
We study the problem of programmatic reinforcement learning, in which policies are represented as short programs in a symbolic language. Programmatic policies can be more interpretable, generalizable, and amenable to formal verification than neural policies; however, designing rigorous learning approaches for such poli…
The paper uses RL to verify hypotheses, overcoming existing limitations.
Despite the tremendous advances that have been made in the last decade on developing useful machine-learning applications, their wider adoption has been hindered by the lack of strong assurance guarantees that can be made about their behavior. In this paper, we consider how formal verification techniques developed for …
Reinforcement learning is a powerful paradigm for learning optimal policies from experimental data. However, to find optimal policies, most reinforcement learning algorithms explore all possible actions, which may be harmful for real-world systems. As a consequence, learning algorithms are rarely applied on safety-crit…
Enhances large language models' reasoning through simpler off-policy reinforcement learning.
VERAFI improves financial AI by verifying calculations and compliance.
Develops a control framework for systemic risk under uncertainty.
SIMPOL solves complex economic models using numerical methods.
Develops first robustness verification for complex Transformers.
In this paper, we assume an insure is allowed to purchase proportional reinsurance and can invest his or her wealth into the financial market where a savings account, stocks and bonds are available. Different from classical optimal investment and reinsurance problem, this paper studies the insurer's long-term investmen…
Paper develops PAC verification for hypothesis classes and statistical algorithms.
The trade-off between the cost of acquiring and processing data, and uncertainty due to a lack of data is fundamental in machine learning. A basic instance of this trade-off is the problem of deciding when to make noisy and costly observations of a discrete-time Gaussian random walk, so as to minimise the posterior var…
This paper examines the dividend and investment policies of a cash constrained firm that has access to costly external funding. We depart from the literature by allowing the firm to issue collateralized debt to increase its investment in productive assets resulting in a performance sensitive interest rate on debt. We f…
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.
New methods combat data poisoning attacks in bandit algorithms using limited verification.
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.
In this article we extend earlier work on the jump-diffusion risk-sensitive asset management problem [SIAM J. Fin. Math. (2011) 22-54] by allowing jumps in both the factor process and the asset prices, as well as stochastic volatility and investment constraints. In this case, the HJB equation is a partial integro-diffe…
This paper explores formal verification for autonomous systems, identifying limitations and proposing improvements.
Paper develops a model for verifying facts in tables without pre-retrieved evidence.
We consider a model of optimal investment and consumption with both habit formation and partial observations in incomplete Itô processes market. The investor chooses his consumption under the addictive habits constraint while only observing the market stock prices but not the instantaneous rate of return. Applying the …
Model cash management under ambiguity using maxmin preferences and diffusion.
AgensFlow learns multi-agent coordination policies from experience.
Fraud detection is a difficult problem that can benefit from predictive modeling. However, the verification of a prediction is challenging; for a single insurance policy, the model only provides a prediction score. We present a case study where we reflect on different instance-level model explanation techniques to aid …
Efficiently verifies neural networks by handling neuron splits, improving speed and accuracy.
Semantify-NN verifies neural network robustness against semantic perturbations.
Researchers find floating point errors can mislead neural network verifiers.
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…
We consider in this paper the optimal dividend problem for an insurance company whose uncontrolled reserve process evolves as a classical Cramér--Lundberg process. The firm has the option of investing part of the surplus in a Black--Scholes financial market. The objective is to find a strategy consisting of both invest…
This study extends verifiable learning to boosted tree ensembles, enabling efficient security verification.
Accelerating Speculative Diffusions via Block Verification
This paper tackles robustness of ensemble stumps and trees under general ℓ_p norm perturbations.
A neural network learns to improve verification of neural networks.
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.
Validates neural networks inputs to protect against adversarial examples.