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It has been pointed out by Patriarca et al. (2005) that the power-law tailed equilibrium distribution in heterogeneous kinetic exchange models with a distributed saving parameter can be resolved as a mixture of Gamma distributions…

General Finance · Quantitative Finance 2018-10-17 Adams Vallejos , Ignacio Ormazabal , Felix A. Borotto , Hernan F. Astudillo

We explore the possibility of improving probabilistic models in structured prediction. Specifically, we combine the models with constrained decoding approaches in the context of token classification for information extraction. The decoding…

Computation and Language · Computer Science 2023-12-07 Arthur Hemmer , Mickaël Coustaty , Nicola Bartolo , Jérôme Brachat , Jean-Marc Ogier

In the present paper, we identify several distributions from Physics and study their applicability to phenomena such as distribution of income, wealth, and expenditure. Firstly, we apply logistic distribution to these data and we find that…

General Finance · Quantitative Finance 2016-03-29 Elvis Oltean

Decentralized Ledger Technology, popularized by the Bitcoin network, aims to keep track of a ledger of valid transactions between agents of a virtual economy without a central institution for coordination. In order to keep track of a…

Systems and Control · Computer Science 2018-07-04 Michael Zargham , Zixuan Zhang , Victor Preciado

This paper consider a highly general dissemination model that keeps track of the stochastic evolution of the distribution of wealth over a set of agents. There are two types of events: (i) units of wealth externally arrive, and (ii) units…

Probability · Mathematics 2022-07-12 K. M. D. Chan , M. R. H. Mandjes

The recent developments and research in distributed ledger technologies and blockchain have contributed to the increasing adoption of distributed systems. To collect relevant insights into systems' behavior, we observe many evaluation…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-10-27 Filip Rezabek , Kilian Glas , Richard von Seck , Achraf Aroua , Tizian Leonhardt , Georg Carle

As smart contract platforms autonomously manage billions of dollars of capital, quantifying the portfolio risk that investors engender in these systems is increasingly important. Recent work illustrates that Proof of Stake (PoS) is…

General Finance · Quantitative Finance 2020-06-22 Tarun Chitra , Alex Evans

We formalize the construction of decentralized data markets by introducing the mathematical construction of tokenized data structures, a new form of incentivized data structure. These structures both specialize and extend past work on token…

Cryptography and Security · Computer Science 2018-06-04 Bharath Ramsundar , Roger Chen , Alok Vasudev , Rob Robbins , Artur Gorokh

The classical theory of efficient allocations of an aggregate endowment in a pure-exchange economy has hitherto primarily focused on the Pareto-efficiency of allocations, under the implicit assumption that transfers between agents are…

Computer Science and Game Theory · Computer Science 2026-03-05 Mario Ghossoub , Giulio Principi , Ruodu Wang

We discuss future directions of Blockchain as a collaborative value co-creation platform, in which network participants can gain extra insights that cannot be accessed when disconnected from the others. As such, we propose a decentralized…

Machine Learning · Computer Science 2022-08-25 Tsuyoshi Idé , Rudy Raymond

We propose a novel nonparametric sequential test for composite hypotheses for means of multiple data streams. Our proposed method, \emph{peeking with expectation-based averaged capital} (PEAK), builds upon the testing-by-betting framework…

Methodology · Statistics 2024-06-04 Brian Cho , Kyra Gan , Nathan Kallus

This article introduces a non-parametric information-theoretic approach to inference about the tail of a continuous or a discrete distribution. Leveraging a new concept named tail profile -- a set of information-theoretic quantities…

Applications · Statistics 2025-03-19 Jialin Zhang , Zhiyi Zhang

This work extends a previous work in regime detection, which allowed trading positions to be profitably adjusted when a new regime was detected, to ex ante prediction of regimes, leading to substantial performance improvements over the…

Risk Management · Quantitative Finance 2023-10-10 Piotr Pomorski , Denise Gorse

This proposal presents a graph computing framework intending to support both online and offline computing on large dynamic graphs efficiently. The framework proposes a new data model to support rich evolving vertex and edge data types. It…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-12-08 Zhao Yu Dong

Understanding how policy language evolves over time is critical for assessing global responses to complex challenges such as climate change. Temporal analysis helps stakeholders, including policymakers and researchers, to evaluate past…

Computation and Language · Computer Science 2025-07-10 Rafiu Adekoya Badekale , Adewale Akinfaderin

The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…

Systems and Control · Computer Science 2018-10-10 Zhi Chen , Pengqian Yu , William B. Haskell

Export controls have become one of America's most prominent tools of economic statecraft. They aim to block rival countries' access to sensitive technologies, safeguard U.S. supply chains, protect national security, and shape geopolitical…

Information Retrieval · Computer Science 2025-10-28 Yunsen Lei , Kexin Bai , Quan Li , H. Howie Huang

We argue that recent developments in proof-of-work consensus mechanisms can be used in accordance with advancements in formal verification techniques to build a distributed payment protocol that addresses important economic drawbacks from…

Cryptography and Security · Computer Science 2020-05-14 Assimakis Kattis , Fabian Trottner

Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be…

Machine Learning · Statistics 2019-07-04 Shunya Okuno , Kazuyuki Aihara , Yoshito Hirata

Frequent itemset mining in uncertain transaction databases semantically and computationally differs from traditional techniques applied on standard (certain) transaction databases. Uncertain transaction databases consist of sets of…

Databases · Computer Science 2010-08-16 Thomas Bernecker , Hans-Peter Kriegel , Matthias Renz , Florian Verhein , Andreas Züfle
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