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The maximum utility estimation proposed by Elliott and Lieli (2013) can be viewed as cost-sensitive binary classification; thus, its in-sample overfitting issue is similar to that of perceptron learning. A utility-maximizing prediction rule…

Econometrics · Economics 2021-09-29 Jiun-Hua Su

In this paper we study a robust expected utility maximization problem with random endowment in discrete time. We give conditions under which an optimal strategy exists and derive a dual representation for the optimal utility. Our approach…

Portfolio Management · Quantitative Finance 2019-02-12 Daniel Bartl , Patrick Cheridito , Michael Kupper

In this paper, we consider the problem of learning a first-order theorem prover that uses a representation of beliefs in mathematical claims to construct proofs. The inspiration for doing so comes from the practices of human mathematicians…

Artificial Intelligence · Computer Science 2019-07-01 Daniel Huang

In fair division of indivisible goods, using sequences of sincere choices (or picking sequences) is a natural way to allocate the objects. The idea is the following: at each stage, a designated agent picks one object among those that…

Computer Science and Game Theory · Computer Science 2016-04-07 Sylvain Bouveret , Michel Lemaître

In the absence of the axiom of choice, the set-theoretic status of many natural statements about metrizable compact spaces is investigated. Some of the statements are provable in $\mathbf{ZF}$, some are shown to be independent of…

General Topology · Mathematics 2020-08-05 Kyriakos Keremedis , Eleftherios Tachtsis , Eliza Wajch

We extend Berge's Maximum Theorem to allow for incomplete preferences. We first provide a simple version of the Maximum Theorem for convex feasible sets and a fixed preference. Then, we show that if, in addition to the traditional…

Theoretical Economics · Economics 2021-11-17 Leandro Gorno , Alessandro Rivello

A central question in cognitive science is whether conceptual representations converge onto a shared manifold to support generalization, or diverge into orthogonal subspaces to minimize task interference. While prior work has discovered…

Computation and Language · Computer Science 2026-02-09 Zhimin Hu , Lanhao Niu , Sashank Varma

We provide sufficient conditions under which a utility function may be recovered from a finite choice experiment. Identification, as is commonly understood in decision theory, is not enough. We provide a general recoverability result that…

Theoretical Economics · Economics 2023-01-30 Christopher P. Chambers , Federico Echenique , Nicolas S. Lambert

This article is a fundamental study in computable analysis. In the framework of Type-2 effectivity, TTE, we investigate computability aspects on finite and infinite products of effective topological spaces. For obtaining uniform results we…

Logic in Computer Science · Computer Science 2015-07-01 Robert Rettinger , Klaus Weihrauch

A power-counting theorem is presented, that is designed to play an analogous role, in the proof of a BPHZ convergence theorem, in Euclidean position space, to the role played by Weinberg's power-counting theorem, in Zimmermann's proof of…

High Energy Physics - Theory · Physics 2007-05-23 Chris Austin

This paper studies a monopolist selling multiple goods to a consumer with one-dimensional private types. I provide a sufficient condition under which the monopolist's problem is equivalent to finding the upper envelope of the marginal…

Theoretical Economics · Economics 2025-10-28 Zhiming Feng

The expectation is an example of a descriptive statistic that is monotone with respect to stochastic dominance, and additive for sums of independent random variables. We provide a complete characterization of such statistics, and explore a…

Theoretical Economics · Economics 2024-08-06 Xiaosheng Mu , Luciano Pomatto , Philipp Strack , Omer Tamuz

In this paper, we conduct a systematic large-scale analysis of order book-driven predictability in high-frequency returns by leveraging deep learning techniques. First, we introduce a new and robust representation of the order book, the…

Computational Finance · Quantitative Finance 2023-10-10 Lorenzo Lucchese , Mikko Pakkanen , Almut Veraart

Density functional theory calculations use a significant fraction of current supercomputing time. The resources required scale with the problem size, internal workings of the code and the number of iterations to convergence, the latter…

Computational Physics · Physics 2025-09-22 Laurence Marks

It has previously been hypothesized, and supported with some experimental evidence, that deeper representations, when well trained, tend to do a better job at disentangling the underlying factors of variation. We study the following related…

Machine Learning · Computer Science 2012-07-19 Yoshua Bengio , Grégoire Mesnil , Yann Dauphin , Salah Rifai

We introduce a very natural topology on the set of total orderings of monomials of any algebra having a countable basis over a field. This topological space and some notable subspaces are compact. This topological framework allows us to…

Rings and Algebras · Mathematics 2011-06-02 Roberto Boldini

In the present paper a new concept of representability is introduced, which can be applied to not total and also to intransitive relations (semiorders in particular). This idea tries to represent the orderings in the simplest manner,…

General Topology · Mathematics 2024-01-25 Gianni Bosi , Asier Estevan , Magali Zuanon

This paper studies a setting in which multiple suppliers compete for a buyer's procurement business. The buyer faces uncertain demand and there is a requirement to reserve capacity in advance of knowing the demand. Each supplier has costs…

Computer Science and Game Theory · Computer Science 2019-05-28 Edward Anderson , Bo Chen , Lusheng Shao

In 1934, Whitney raised the question of how to recognize whether a function f defined on a closed subset X of Euclidean space is the restriction of a function that is continuously differentiable to order p. A necessary and sufficient…

Algebraic Geometry · Mathematics 2007-05-23 E. Bierstone , P. D. Milman , W. Pawlucki

Employing a formal analogy between ordered sets and topological spaces, over the past years we have investigated a notion of cocompleteness for topological, approach and other kind of spaces. In this new context, the down-set monad becomes…

Category Theory · Mathematics 2013-05-28 Dirk Hofmann
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