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We introduce a novel framework for developing fully-automated trading model algorithms. Unlike the traditional approach, which is grounded in analytical complexity favored by most quantitative analysts, we propose a paradigm shift that…

Trading and Market Microstructure · Quantitative Finance 2025-01-13 James B. Glattfelder , Thomas Houweling , Richard B. Olsen

This paper proposes an algorithm capable of driving a system to follow a piecewise linear trajectory without prior knowledge of the system dynamics. Motivated by a critical failure scenario in which a system can experience an abrupt change…

Robotics · Computer Science 2025-10-06 Taha Shafa , Yiming Meng , Melkior Ornik

The current processes for building machine learning systems require practitioners with deep knowledge of machine learning. This significantly limits the number of machine learning systems that can be created and has led to a mismatch…

Reinforcement learning is a promising approach to learning robotics controllers. It has recently been shown that algorithms based on finite-difference estimates of the policy gradient are competitive with algorithms based on the policy…

Machine Learning · Computer Science 2021-10-12 Osbert Bastani

We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound…

Machine Learning · Computer Science 2020-06-23 Andrew Wagenmaker , Kevin Jamieson

This paper proposes a framework for computational modeling of artistic painting algorithms, inspired by human creative practices. Based on examples from expert artists and from the author's own experience, the paper argues that creative…

Artificial Intelligence · Computer Science 2022-05-24 Aaron Hertzmann

Most ideas about what an algorithm is are very similar. Basic operations are used for transforming objects. The evaluation of internal and external states by relations has impact on the further process. A more precise definition can lead to…

Logic · Mathematics 2025-02-26 Christine Gaßner

Many real-world scientific processes are governed by complex nonlinear dynamic systems that can be represented by differential equations. Recently, there has been increased interest in learning, or discovering, the forms of the equations…

Methodology · Statistics 2022-10-20 Joshua S. North , Christopher K. Wikle , Erin M. Schliep

We present here three different approaches to the problem of modeling mathematically the concept of a non-deterministic mechanism. Each of these three approaches leads to a mathematical definition. We then show that all the three…

Logic in Computer Science · Computer Science 2009-06-24 Venkata Rao Kuchibhotla , Viswanath Kasturi

We propose and study a system whose dynamics are governed by predictions of its future states. General formalism and concrete examples are presented. We find that the dynamical characteristics depend on both how to shape predictions as well…

Other Condensed Matter · Physics 2007-05-23 Toru Ohira

Robots are notoriously difficult to design because of complex interdependencies between their physical structure, sensory and motor layouts, and behavior. Despite this, almost every detail of every robot built to date has been manually…

Robotics · Computer Science 2023-12-01 David Matthews , Andrew Spielberg , Daniela Rus , Sam Kriegman , Josh Bongard

A general condition determining the optimal performance of a complex system has not yet been found and the possibility of its existence is unknown. To contribute in this direction, an optimization algorithm as a complex system is presented.…

Computational Complexity · Computer Science 2007-05-23 Victor Korotkikh , Galina Korotkikh , Darryl Bond

In the last decades, several objects such as grammars, economical agents, laws of physics... have been defined as algorithms. In particular, after Brouwer, Heyting, and Kolomogorov, mathematical proofs have been defined as algorithms. In…

Logic in Computer Science · Computer Science 2023-06-02 Gilles Dowek

Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…

Statistics Theory · Mathematics 2023-03-29 Mingyao Ai , Holger Dette , Zhengfu Liu , Jun Yu

Robust optimization is a young and emerging field of research having received a considerable increase of interest over the last decade. In this paper, we argue that the the algorithm engineering methodology fits very well to the field of…

Optimization and Control · Mathematics 2016-01-12 Marc Goerigk , Anita Schöbel

What is a systems approach? The first step towards answering this question is an understanding of the history of the systems movement, which includes a survey of contemporary systems discourse. In particular, I examine how systems…

Adaptation and Self-Organizing Systems · Physics 2008-09-11 Alex J. Ryan

The law forbids discrimination. But the ambiguity of human decision-making often makes it extraordinarily hard for the legal system to know whether anyone has actually discriminated. To understand how algorithms affect discrimination, we…

Computers and Society · Computer Science 2019-02-12 Jon Kleinberg , Jens Ludwig , Sendhil Mullainathan , Cass R. Sunstein

Constructing an accurate system model for formal model verification can be both resource demanding and time-consuming. To alleviate this shortcoming, algorithms have been proposed for automatically learning system models based on observed…

Machine Learning · Computer Science 2012-12-18 Hua Mao , Yingke Chen , Manfred Jaeger , Thomas D. Nielsen , Kim G. Larsen , Brian Nielsen

We develop a logic which enables reasoning about single steps of non-deterministic parallel Abstract State Machines (ASMs). Our logic builds upon the unifying logic introduced by Nanchen and St\"ark for reasoning about hierarchical…

Logic in Computer Science · Computer Science 2017-06-01 Flavio Ferrarotti , Klaus-Dieter Schewe , Loredana Tec , Qing Wang

This paper establishes a general framework for describing hybrid dynamical systems which is particularly suitable for numerical simulation. In this context, the data structures used to describe the sets and functions which comprise the…

chao-dyn · Physics 2008-02-03 Allen Back , John Guckenheimer , Mark Myers
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