Related papers: Profit lag and alternate network mining
Mutual learning process between two parity feed-forward networks with discrete and continuous weights is studied analytically, and we find that the number of steps required to achieve full synchronization between the two networks in the…
We consider a continuous-time game-theoretic model of an investment market with short-lived assets and endogenous asset prices. The first goal of the paper is to formulate a stochastic equation which determines wealth processes of investors…
Choosing the technique that is the best at forecasting your data, is a problem that arises in any forecasting application. Decades of research have resulted into an enormous amount of forecasting methods that stem from statistics,…
In a fixed time horizon, appropriately executing a large amount of a particular asset -- meaning a considerable portion of the volume traded within this frame -- is challenging. Especially for illiquid or even highly liquid but also highly…
AI and data driven solutions have been applied to different fields and achieved outperforming and promising results. In this research work we apply k-Nearest Neighbours, eXtreme Gradient Boosting and Random Forest classifiers for detecting…
Our work investigates the economic efficiency of the prevailing "ladder-step" investment strategy in oil and gas exploration, which advocates for the incremental acquisition of geological information throughout the project lifecycle. By…
Trailing stop is a popular stop-loss trading strategy by which the investor will sell the asset once its price experiences a pre-specified percentage drawdown. In this paper, we study the problem of timing buy and then sell an asset subject…
In most real scenarios the construction of a risk-neutral portfolio must be performed in discrete time and with transaction costs. Two human imposed constraints are the risk-aversion and the profit maximization, which together define a…
The behavior of users in relatively predictable, both in terms of the data they request and the wireless channels they observe. In this paper, we consider the statistics of such predictable patterns of the demand and channel jointly across…
In the context of investment analysis, we formulate an abstract online computing problem called a planning game and develop general tools for solving such a game. We then use the tools to investigate a practical buy-and-hold trading problem…
Eyal and Sirer's selfish mining strategy has demonstrated that Bitcoin system is not secure even if 50% of total mining power is held by altruistic miners. Since then, researchers have been investigating either to improve the efficiency of…
Web Usage Mining is an application of Data Mining Techniques to discover interesting usage patterns from web data in order to understand and better serve the needs of web-based applications. The paper proposes an algorithm for finding these…
Constant product markets with concentrated liquidity (CL) are the most popular type of automated market makers. In this paper, we characterise the continuous-time wealth dynamics of strategic LPs who dynamically adjust their range of…
We provide the first formal definition of reward hacking, a phenomenon where optimizing an imperfect proxy reward function leads to poor performance according to the true reward function. We say that a proxy is unhackable if increasing the…
Multiple web-scale Knowledge Bases, e.g., Freebase, YAGO, NELL, have been constructed using semi-supervised or unsupervised information extraction techniques and many of them, despite their large sizes, are continuously growing. Much…
Efficiently allocating treatments with a budget constraint constitutes an important challenge across various domains. In marketing, for example, the use of promotions to target potential customers and boost conversions is limited by the…
Real-world attacks can be interpreted as the result of competitive interactions between networks, ranging from predator-prey networks to networks of countries under economic sanctions. Although the purpose of an attack is to damage a target…
We study a sequential profit-maximization problem, optimizing for both price and ancillary variables like marketing expenditures. Specifically, we aim to maximize profit over an arbitrary sequence of multiple demand curves, each dependent…
Sustainable financial markets play an important role in the functioning of human society. Still, the detection and prediction of risk in financial markets remain challenging and draw much attention from the scientific community. Here we…
In this work we consider a variant of adversarial online learning where in each round one picks $B$ out of $N$ arms and incurs cost equal to the $\textit{minimum}$ of the costs of each arm chosen. We propose an algorithm called Follow the…