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We study a multi-player stochastic differential game, where agents interact through their joint price impact on an asset that they trade to exploit a common trading signal. In this context, we prove that a closed-loop Nash equilibrium…

Mathematical Finance · Quantitative Finance 2023-06-23 Alessandro Micheli , Johannes Muhle-Karbe , Eyal Neuman

Bell tests are of profound statistical nature. Besides physical considerations, the proper understanding of their implications should involve detailed statistical analyses. In this regard, recent works have shown that their consequences and…

Quantum Physics · Physics 2025-06-10 Alfredo Luis

A quantum game can be viewed as a state preparation in which the final output state results from the competing preferences of the players over the set of possible output states that can be produced. It is therefore possible to view state…

Quantum Physics · Physics 2020-03-13 Simon J. D. Phoenix , Faisal Shah Khan

Abstract Like electoral systems, decision-making methods are also vulnerable to manipulation by decision-makers. The ability to effectively defend against such threats can only come from thoroughly understanding the manipulation mechanisms.…

Artificial Intelligence · Computer Science 2024-03-25 Jacek Szybowski , Konrad Kułakowski , Jiri Mazurek , Sebastian Ernst

Conjoint analysis is a popular experimental design used to measure multidimensional preferences. Researchers examine how varying a factor of interest, while controlling for other relevant factors, influences decision-making. Currently,…

Methodology · Statistics 2024-11-20 Dae Woong Ham , Kosuke Imai , Lucas Janson

In this paper, we explore a new approach for automated chess commentary generation, which aims to generate chess commentary texts in different categories (e.g., description, comparison, planning, etc.). We introduce a neural chess engine…

Computation and Language · Computer Science 2019-09-24 Hongyu Zang , Zhiwei Yu , Xiaojun Wan

When testing a statistical hypothesis, is it legitimate to deliberate on the basis of initial data about whether and how to collect further data? Game-theoretic probability's fundamental principle for testing by betting says yes, provided…

Methodology · Statistics 2023-08-30 Glenn Shafer

Usually one compares the accuracy of two competing classifiers via null hypothesis significance tests (nhst). Yet the nhst tests suffer from important shortcomings, which can be overcome by switching to Bayesian hypothesis testing. We…

Machine Learning · Computer Science 2016-11-23 Giorgio Corani , Alessio Benavoli , Janez Demšar , Francesca Mangili , Marco Zaffalon

Objective prior distributions represent an important tool that allows one to have the advantages of using the Bayesian framework even when information about the parameters of a model is not available. The usual objective approaches work off…

Methodology · Statistics 2018-09-25 Fabrizio Leisen , Cristiano Villa , Stephen G. Walker

We introduce an evolutionary game with feedback between perception and reality, which we call the reality game. It is a game of chance in which the probabilities for different objective outcomes (e.g., heads or tails in a coin toss) depend…

General Finance · Quantitative Finance 2009-02-09 Dmitriy Cherkashin , J. Doyne Farmer , Seth Lloyd

In this paper, a new method of detection of election fraud is proposed. This method is based on the calculation of the ratio of two standard normal random variables; estimation of parameters of obtained sample and comparison of these…

Methodology · Statistics 2022-09-20 Ivan H. Krykun

Classical confidence limits are compared to Bayesian error bounds by studying relevant examples. The performance of the two methods is investigated relative to the properties coherence, precision, bias, universality, simplicity. A proposal…

High Energy Physics - Experiment · Physics 2007-05-23 G. Zech

To obtain reliable results of expertise, which usually use individual and group expert pairwise comparisons, it is important to summarize (aggregate) expert estimates provided that they are sufficiently consistent. There are several ways to…

Methodology · Statistics 2024-10-07 Vitaliy Tsyganok , Andriy Olenko , Pavlo Roik , Oksana Vlasenko

Motivated by applications to goodness of fit testing, the empirical likelihood approach is generalized to allow for the number of constraints to grow with the sample size and for the constraints to use estimated criteria functions. The…

Statistics Theory · Mathematics 2013-07-24 Hanxiang Peng , Anton Schick

The key limitation of the verification performance lies in the ability of error detection. With this intuition we designed several variants of pessimistic verification, which are simple workflows that could significantly improve the…

Artificial Intelligence · Computer Science 2025-11-27 Yanxing Huang , Zihan Tang , Zejin Lin , Peng Li , Yang Liu

An age-old controversy in mathematics concerns the necessity and the possibility of constructive proofs. The controversy has been rekindled by recent advances which demonstrate the feasibility of a fully constructive mathematics. This…

History and Overview · Mathematics 2024-04-10 Mark Mandelkern

The predictive performance of any inferential model is critical to its practical success, but quantifying predictive performance is a subtle statistical problem. In this paper I show how the natural structure of any inferential problem…

Methodology · Statistics 2015-06-09 Michael Betancourt

Bounds on quantum probabilities and expectation values are derived for experimental setups associated with Bell-type inequalities. In analogy to the classical bounds, the quantum limits are experimentally testable and therefore serve as…

Quantum Physics · Physics 2007-05-23 Stefan Filipp , Karl Svozil

We propose an alternative to the Turing test that removes the inherent asymmetry between humans and machines in Turing's original imitation game. In this new test, both humans and machines judge each other. We argue that this makes the test…

Artificial Intelligence · Computer Science 2022-05-12 Toby Walsh

The rating of items based on pairwise comparisons has been a topic of statistical investigation for many decades. Numerous approaches have been proposed. One of the best known is the Bradley-Terry model. This paper seeks to assemble and…

Statistics Theory · Mathematics 2025-08-08 Ian Hamilton , Nick Tawn , David Firth
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