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This paper outlines an agent-based model of a simple financial market in which a single asset is available for trade by three different types of traders. The model was first introduced in the PhD thesis of one of the authors, see reference…

Trading and Market Microstructure · Quantitative Finance 2019-01-17 Elena Green , Daniel M. Heffernan

Optimization problems in engineering and applied mathematics are typically solved in an iterative fashion, by systematically adjusting the variables of interest until an adequate solution is found. The iterative algorithms that govern these…

Optimization and Control · Mathematics 2022-05-31 Laurent Lessard

Inverse optimal control can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, is limited to fully observable or linear systems, or requires the action signals to be known. Here, we introduce…

Machine Learning · Computer Science 2023-10-31 Dominik Straub , Matthias Schultheis , Heinz Koeppl , Constantin A. Rothkopf

A common pipeline in learning-based control is to iteratively estimate a model of system dynamics, and apply a trajectory optimization algorithm - e.g.~$\mathtt{iLQR}$ - on the learned model to minimize a target cost. This paper conducts a…

Machine Learning · Computer Science 2023-05-17 Daniel Pfrommer , Max Simchowitz , Tyler Westenbroek , Nikolai Matni , Stephen Tu

This paper proposes a new algorithm for learning accurate tree-based models while ensuring the existence of recourse actions. Algorithmic Recourse (AR) aims to provide a recourse action for altering the undesired prediction result given by…

Machine Learning · Computer Science 2024-06-04 Kentaro Kanamori , Takuya Takagi , Ken Kobayashi , Yuichi Ike

The potential of reinforcement learning (RL) to deliver aligned and performant agents is partially bottlenecked by the reward engineering problem. One alternative to heuristic trial-and-error is preference-based RL (PbRL), where a reward…

Machine Learning · Computer Science 2021-12-22 Tom Bewley , Freddy Lecue

Optimal stopping is the problem of deciding when to stop a stochastic system to obtain the greatest reward, arising in numerous application areas such as finance, healthcare and marketing. State-of-the-art methods for high-dimensional…

Optimization and Control · Mathematics 2020-01-01 Dragos Florin Ciocan , Velibor V. Mišić

In this paper, we propose a new procedure for unconditional and conditional forecasting in agent-based models. The proposed algorithm is based on the application of amortized neural networks and consists of two steps. The first step…

Econometrics · Economics 2023-08-14 Denis Koshelev , Alexey Ponomarenko , Sergei Seleznev

In this paper, we learn dynamics models for parametrized families of dynamical systems with varying properties. The dynamics models are formulated as stochastic processes conditioned on a latent context variable which is inferred from…

Machine Learning · Computer Science 2024-10-08 Jan Achterhold , Joerg Stueckler

Characterisations theorems serve as important tools in model theory and can be used to assess and compare the expressive power of temporal languages used for the specification and verification of properties in formal methods. While complete…

Logic in Computer Science · Computer Science 2024-04-30 Massimo Benerecetti , Laura Bozzelli , Fabio Mogavero , Adriano Peron

The main challenge for adaptive regulation of linear-quadratic systems is the trade-off between identification and control. An adaptive policy needs to address both the estimation of unknown dynamics parameters (exploration), as well as the…

Systems and Control · Computer Science 2019-04-01 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

Automatic Text Summarization (ATS), utilizing Natural Language Processing (NLP) algorithms, aims to create concise and accurate summaries, thereby significantly reducing the human effort required in processing large volumes of text. ATS has…

Artificial Intelligence · Computer Science 2025-11-03 Yang Zhang , Hanlei Jin , Dan Meng , Jun Wang , Jinghua Tan

We study efficient differentially private algorithms for estimating monotone statistics, i.e., statistics that are monotone under the addition of new observations. The starting point for our investigation is subsample-and-aggregate: a…

Cryptography and Security · Computer Science 2026-05-28 Gavin Brown , Ephraim Linder , Mahbod Majid , Vikrant Singhal

This paper presents a model-free reinforcement learning (RL) algorithm to synthesize a control policy that maximizes the satisfaction probability of linear temporal logic (LTL) specifications. Due to the consideration of environment and…

Formal Languages and Automata Theory · Computer Science 2022-01-04 Mingyu Cai , Shaoping Xiao , Baoluo Li , Zhiliang Li , Zhen Kan

This article is concerned with automated complexity analysis of term rewrite systems. Since these systems underlie much of declarative programming, time complexity of functions defined by rewrite systems is of particular interest. Among…

Logic in Computer Science · Computer Science 2011-06-02 Nao Hirokawa , Georg Moser

Type systems which account for resource sensitive computations can generally be split into two styles: First, substructural logics such as Linear Logic which seek to restrict weakening and contraction and reintroduce them in a controlled…

Logic in Computer Science · Computer Science 2026-05-19 Peter Hanukaev , Harley Eades

Random Forests and related tree-based methods are popular for supervised learning from table based data. Apart from their ease of parallelization, their classification performance is also superior. However, this performance, especially…

Machine Learning · Computer Science 2023-07-25 Tom Hanika , Johannes Hirth

Algorithms for node clustering typically focus on finding homophilous structure in graphs. That is, they find sets of similar nodes with many edges within, rather than across, the clusters. However, graphs often also exhibit heterophilous…

Machine Learning · Computer Science 2023-08-15 Sudhanshu Chanpuriya , Cameron Musco

Reachability analysis is a powerful tool when it comes to capturing the behaviour, thus verifying the safety, of autonomous systems. However, general-purpose methods, such as Hamilton-Jacobi approaches, suffer from the curse of…

Optimization and Control · Mathematics 2022-10-27 Alessandro Alla , Peter M. Dower , Vincent Liu

The adoption of the distributed paradigm has allowed applications to increase their scalability, robustness and fault tolerance, but it has also complicated their structure, leading to an exponential growth of the applications'…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-05-23 Ioannis Giannakopoulos , Dimitrios Tsoumakos , Nectarios Koziris