Related papers: Expected utility theory on mixture spaces without …
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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,…
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…
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…
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…