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The impact of trades on asset prices is a crucial aspect of market dynamics for academics, regulators and practitioners alike. Recently, universal and highly nonlinear master curves were observed for price impacts aggregated on all…

Trading and Market Microstructure · Quantitative Finance 2018-01-17 Felix Patzelt , Jean-Philippe Bouchaud

Quantitative languages are an extension of boolean languages that assign to each word a real number. Mean-payoff automata are finite automata with numerical weights on transitions that assign to each infinite path the long-run average of…

Logic in Computer Science · Computer Science 2015-05-19 Krishnendu Chatterjee , Laurent Doyen , Herbert Edelsbrunner , Thomas A. Henzinger , Philippe Rannou

Indexed languages are a classical notion in formal language theory, which has attracted attention in recent decades due to its role in higher-order model checking: They are precisely the languages accepted by order-2 pushdown automata. The…

Formal Languages and Automata Theory · Computer Science 2026-05-28 Richard Mandel , Corto Mascle , Georg Zetzsche

We define a fragment of monadic infinitary second-order logic corresponding to an abstract separation property. We use this to define the concept of a separation subclass. We use model theoretic techniques and games to show that separation…

Logic · Mathematics 2021-12-09 Rob Egrot

In this paper, we obtain fundamental $\mathcal{L}_{p}$ bounds in sequential prediction and recursive algorithms via an entropic analysis. Both classes of problems are examined by investigating the underlying entropic relationships of the…

Machine Learning · Computer Science 2021-05-12 Song Fang , Quanyan Zhu

We numerically test the method of non-sequential recursive pair substitutions to estimate the entropy of an ergodic source. We compare its performance with other classical methods to estimate the entropy (empirical frequencies, return…

Statistical Mechanics · Physics 2009-07-21 Lucio M. Calcagnile , Stefano Galatolo , Giulia Menconi

In order to investigate the evolutionary process of many deterministic Dynamical systems with unfixed parameter, a set of dynamical models with parameter changing continuously and the accumulation of this change might be large is introduced…

comp-gas · Physics 2008-02-03 H. P. Fang

Transductive conformal prediction addresses the simultaneous prediction for multiple data points. Given a desired confidence level, the objective is to construct a prediction set that includes the true outcomes with the prescribed…

Machine Learning · Computer Science 2025-09-08 Arash Behboodi , Alvaro H. C. Correia , Fabio Valerio Massoli , Christos Louizos

We present some variations affecting the association measure and thresholding on a technique for learning Selectional Restrictions from on-line corpora. It uses a wide-coverage noun taxonomy and a statistical measure to generalize the…

cmp-lg · Computer Science 2016-08-31 Francesc Ribas

We discuss an ongoing line of research in the relational (non topological) semantics of non-distributive logics. The developments we consider are technically rooted in dual characterization results and insights from unified correspondence…

Statisticians usually restrict regression to model relationships that are explicitly defined dependent and independent random variables; this paper outlines the newly developed method of non-response analysis and rotational analysis for…

Methodology · Statistics 2016-03-29 Rebecca D. Wooten

We analyze a tractable model of a limit order book on short time scales, where the dynamics are driven by stochastic fluctuations between supply and demand. We establish the existence of a limiting distribution for the highest bid, and for…

Trading and Market Microstructure · Quantitative Finance 2017-03-24 Frank Kelly , Elena Yudovina

Qualitative probabilistic networks have been designed for probabilistic reasoning in a qualitative way. Due to their coarse level of representation detail, qualitative probabilistic networks do not provide for resolving trade-offs and…

Artificial Intelligence · Computer Science 2013-01-18 Silja Renooij , Linda C. van der Gaag , Simon Parsons , Shaw Green

Artificial intelligence algorithms have been used to enhance a wide variety of products and services, including assisting human decision making in high-stakes contexts. However, these algorithms are complex and have trade-offs, notably…

Human-Computer Interaction · Computer Science 2020-07-07 Bowen Yu , Ye Yuan , Loren Terveen , Zhiwei Steven Wu , Jodi Forlizzi , Haiyi Zhu

Traditional economic models typically treat private information, or signals, as generated from some underlying state. Recent work has explicated alternative models, where signals correspond to interpretations of available information. We…

Computer Science and Game Theory · Computer Science 2012-02-20 Michael P. Wellman , Lu Hong , Scott E. Page

The paper considers the problem to estimate non-causal graphical models whose edges encode smoothing relations among the variables. We propose a new covariance extension problem and show that the solution minimizing the transportation…

Machine Learning · Statistics 2024-10-15 Junyao You , Mattia Zorzi

We present a methodology to extract Selectional Restrictions at a variable level of abstraction from phrasally analyzed corpora. The method relays in the use of a wide-coverage noun taxonomy and a statistical measure of the co-occurrence of…

cmp-lg · Computer Science 2008-02-03 Francesc Ribas

We consider entailment problems involving powerful constraint languages such as frontier-guarded existential rules in which we impose additional semantic restrictions on a set of distinguished relations. We consider restricting a relation…

Logic in Computer Science · Computer Science 2022-02-18 Antoine Amarilli , Michael Benedikt , Pierre Bourhis , Michael Vanden Boom

Learning algorithms need bias to generalize and perform better than random guessing. We examine the flexibility (expressivity) of biased algorithms. An expressive algorithm can adapt to changing training data, altering its outcome based on…

Machine Learning · Statistics 2019-11-13 Julius Lauw , Dominique Macias , Akshay Trikha , Julia Vendemiatti , George D. Montanez

We describe a method for proving non-looping non-termination, that is, of term rewriting systems that do not admit looping reductions. As certificates of non-termination, we employ regular (tree) automata.

Logic in Computer Science · Computer Science 2014-05-23 Jörg Endrullis , Hans Zantema