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We develop a unified model in which AI adoption in financial markets generates systemic risk through three mutually reinforcing channels: performative prediction, algorithmic herding, and cognitive dependency. Within an extended rational…

Computational Finance · Quantitative Finance 2026-04-07 Shuchen Meng , Xupeng Chen

The performance of data intensive applications is often dominated by their input/output (I/O) operations but the I/O stack of systems is complex and severely depends on system specific settings and hardware components. This situation makes…

Performance · Computer Science 2023-06-12 Masoud Gholami , Florian Schintke

Probabilistic resource adequacy assessment is a cornerstone of modern capacity accreditation. This paper develops a gradient-based framework, in which capacity accreditation is interpreted as the directional derivative of a probabilistic…

Systems and Control · Electrical Eng. & Systems 2026-01-30 Qian Zhang , Feng Zhao , Gord Stephen , Chanan Singh , Le Xie

Log-normal continuous random cascades form a class of multifractal processes that has already been successfully used in various fields. Several statistical issues related to this model are studied. We first make a quick but extensive review…

Statistical Finance · Quantitative Finance 2008-12-02 E. Bacry , A. Kozhemyak , J. -F. Muzy

The use of random sampling in decision-making and control has become popular with the ease of access to graphic processing units that can generate and calculate multiple random trajectories for real-time robotic applications. In contrast to…

Robotics · Computer Science 2022-03-21 Hyung-Jin Yoon , Chuyuan Tao , Hunmin Kim , Naira Hovakimyan , Petros Voulgaris

The family of admissible positions in a transaction costs model is a random closed set, which is convex in case of proportional transaction costs. However, the convexity fails, e.g. in case of fixed transaction costs or when only a finite…

Risk Management · Quantitative Finance 2021-01-15 Andreas Haier , Ilya Molchanov

We propose a novel approach to parameter estimation for simulator-based statistical models with intractable likelihood. Our proposed method involves recursive application of kernel ABC and kernel herding to the same observed data. We…

Machine Learning · Statistics 2018-06-13 Takafumi Kajihara , Motonobu Kanagawa , Keisuke Yamazaki , Kenji Fukumizu

We introduce a metric for evaluating the robustness of a classifier, with particular attention to adversarial perturbations, in terms of expected functionality with respect to possible adversarial perturbations. A classifier is assumed to…

Machine Learning · Computer Science 2023-09-19 Ryan McCoppin , Colin Dawson , Sean M. Kennedy , Leslie M. Blaha

We consider the problem of maximizing the expected average reward obtained over an infinite time horizon by $n$ weakly coupled Markov decision processes. Our setup is a substantial generalization of the multi-armed restless bandit problem…

Optimization and Control · Mathematics 2026-04-01 Diego Goldsztajn , Konstantin Avrachenkov

After Amdahl's trailblazing work, many other authors proposed analytical speedup models but none have considered the limiting effect of the memory wall. These models exploited aspects such as problem-size variation, memory size,…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-05-11 Alex F. A. Furtunato , Kyriakos Georgiou , Kerstin Eder , Samuel Xavier-de-Souza

The determination of acceptability prices of contingent claims requires the choice of a stochastic model for the underlying asset price dynamics. Given this model, optimal bid and ask prices can be found by stochastic optimization. However,…

Pricing of Securities · Quantitative Finance 2019-01-31 Martin Glanzer , Georg Ch. Pflug , Alois Pichler

As an example for the optimization of unstable flows, we present an economics-based method for deciding the optimal rates at which vehicles are allowed to enter a highway. It exploits the naturally occuring fluctuations of traffic flow and…

Statistical Mechanics · Physics 2009-10-31 Bernardo A. Huberman , Dirk Helbing

No-arbitrage asset pricing characterizes valuation through the existence of equivalent martingale measures relative to a filtration and a class of admissible trading strategies. In practice, pricing is performed across multiple asset…

Mathematical Finance · Quantitative Finance 2026-01-21 Alejandro Rodriguez Dominguez

The MUSICC project has created a proof-of-concept scenario database to be used as part of a type approval process for the verification of automated driving systems (ADS). This process must include a highly automated means of evaluating test…

Robotics · Computer Science 2020-05-27 Robert Myers , Zeyn Saigol

The performance of machine learning models can be impacted by changes in data over time. A promising approach to address this challenge is invariant learning, with a particular focus on a method known as invariant risk minimization (IRM).…

Machine Learning · Computer Science 2024-04-09 Wenlu Tang , Zicheng Liu

This paper introduces Admissibility Alignment: a reframing of AI alignment as a property of admissible action and decision selection over distributions of outcomes under uncertainty, evaluated through the behavior of candidate policies. We…

Artificial Intelligence · Computer Science 2026-01-06 Chris Duffey

Whilst the size and complexity of ML models have rapidly and significantly increased over the past decade, the methods for assessing their performance have not kept pace. In particular, among the many potential performance metrics, the ML…

Machine Learning · Computer Science 2023-12-29 Michael Roberts , Alon Hazan , Sören Dittmer , James H. F. Rudd , Carola-Bibiane Schönlieb

The term "performance portability" has been informally used in computing to refer to a variety of notions which generally include: 1) the ability to run one application across multiple hardware platforms; and 2) achieving some notional…

Performance · Computer Science 2016-11-23 S. J. Pennycook , J. D. Sewall , V. W. Lee

We provide a unifying treatment of pathwise moderate deviations for models commonly used in financial applications, and for related integrated functionals. Suitable scaling allows us to transfer these results into small-time, large-time and…

Mathematical Finance · Quantitative Finance 2018-12-04 Antoine Jacquier , Konstantinos Spiliopoulos

Integrated autoregressive conditional duration (ACD) models serve as natural counterparts to the well-known integrated GARCH models used for financial returns. However, despite their resemblance, asymptotic theory for ACD is challenging and…

Econometrics · Economics 2025-05-12 Giuseppe Cavaliere , Thomas Mikosch , Anders Rahbek , Frederik Vilandt
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