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Related papers: Exploring Classic Quantitative Strategies

200 papers

Classical planning asks for a sequence of operators reaching a given goal. While the most common case is to compute a plan, many scenarios require more than that. However, quantitative reasoning on the plan space remains mostly unexplored.…

Artificial Intelligence · Computer Science 2025-02-04 David Speck , Markus Hecher , Daniel Gnad , Johannes K. Fichte , Augusto B. Corrêa

When users can benefit from certain predictive outcomes, they may be prone to act to achieve those outcome, e.g., by strategically modifying their features. The goal in strategic classification is therefore to train predictive models that…

Machine Learning · Computer Science 2023-06-12 Guy Horowitz , Nir Rosenfeld

Semiclassical methods are essential in analyzing quantum mechanical systems. Although they generally produce approximate results, relatively rare potentials exist for which these methods are exact. Such intriguing potentials serve as…

Quantum Physics · Physics 2024-08-30 Asim Gangopadhyaya , Jonathan Bougie , Constantin Rasinariu

We analyze complexity of financial (and general economic) processes by comparing classical and quantum-like models for randomness. Our analysis implies that it might be that a quantum-like probabilistic description is more natural for…

Statistical Finance · Quantitative Finance 2014-03-13 Andrei Khrennikov

Informal mathematical text underpins real-world quantitative reasoning and communication. Developing sophisticated methods of retrieval and abstraction from this dual modality is crucial in the pursuit of the vision of automating discovery…

Computation and Language · Computer Science 2024-04-09 Jordan Meadows , Andre Freitas

The capabilities of a new approach towards the foundations of Statistical Mechanics are explored. The approach is genuine quantum in the sense that statistical behavior is a consequence of objective quantum uncertainties due to entanglement…

Quantum Physics · Physics 2010-03-29 Christian Gogolin

The last decades saw dramatic progress in brain research. These advances were often buttressed by probing single variables to make circumscribed discoveries, typically through null hypothesis significance testing. New ways for generating…

Neurons and Cognition · Quantitative Biology 2019-03-26 Danilo Bzdok , John Ioannidis

Local explanation frameworks aim to rationalize particular decisions made by a black-box prediction model. Existing techniques are often restricted to a specific type of predictor or based on input saliency, which may be undesirably…

Machine Learning · Computer Science 2019-02-12 Brandon Carter , Jonas Mueller , Siddhartha Jain , David Gifford

We discuss the theoretical machinery involved in predicting financial market movements using an artificial market model which has been trained on real financial data. This approach to market prediction - in particular, forecasting financial…

Physics and Society · Physics 2007-05-23 Nachi Gupta , Raphael Hauser , Neil F. Johnson

This paper describes privacy-preserving approaches for the statistical analysis. It describes motivations for privacy-preserving approaches for the statistical analysis of sensitive data, presents examples of use cases where such methods…

Recent advancements in quantum computing have positioned it as a prospective solution for tackling intricate computational challenges, with supervised learning emerging as a promising domain for its application. Despite this potential, the…

Machine Learning · Computer Science 2024-07-25 Antonio Macaluso

We describe the problems of quantum chemistry, the intuition behind classical heuristic methods used to solve them, a conjectured form of the classical complexity of quantum chemistry problems, and the subsequent opportunities for quantum…

Quantum Physics · Physics 2024-07-17 Garnet Kin-Lic Chan

Quantum Stochastic Calculus can be used as a means by which randomness can be introduced to observables acting on a Hilbert space. In this article we show how the mechanisms of Quantum Stochastic Calculus can be used to extend the classical…

Mathematical Finance · Quantitative Finance 2023-02-13 Will Hicks

Our aim is to design mechanisms that motivate all agents to reveal their predictions truthfully and promptly. For myopic agents, proper scoring rules induce truthfulness. However, as has been described in the literature, when agents take…

Computer Science and Game Theory · Computer Science 2019-12-05 Amir Ban

Predictive modelling and supervised learning are central to modern data science. With predictions from an ever-expanding number of supervised black-box strategies - e.g., kernel methods, random forests, deep learning aka neural networks -…

Machine Learning · Statistics 2019-05-08 Frithjof Gressmann , Franz J. Király , Bilal Mateen , Harald Oberhauser

The quest for understanding the complex phenomena of the world has led to the development of various fields of science, each with its own methods, models, and assumptions. However, sometimes these fields can intersect and inspire each…

Physics and Society · Physics 2024-02-22 Arnab Kumar Maity

We propose a hybrid quantum-classical algorithm, originated from quantum chemistry, to price European and Asian options in the Black-Scholes model. Our approach is based on the equivalence between the pricing partial differential equation…

Computational Finance · Quantitative Finance 2021-02-08 Filipe Fontanela , Antoine Jacquier , Mugad Oumgari

It is known in the context of decentralised control that there exist control strategies consistent with the requirements of a given information structure, yet physically unimplementable through any amount of passive common randomness. This…

Systems and Control · Electrical Eng. & Systems 2023-06-21 Shashank A. Deshpande , Ankur A. Kulkarni

Unlike the white-box counterparts that are widely studied and readily accessible, adversarial examples in black-box settings are generally more Herculean on account of the difficulty of estimating gradients. Many methods achieve the task by…

Computer Vision and Pattern Recognition · Computer Science 2019-06-12 Ziang Yan , Yiwen Guo , Changshui Zhang

Strategyproof mechanisms provide robust equilibrium with minimal assumptions about knowledge and rationality but can be unachievable in combination with other desirable properties such as budget-balance, stability against deviations by…

Computer Science and Game Theory · Computer Science 2012-05-14 Benjamin Lubin , David C. Parkes