English
Related papers

Related papers: Evaluating Structured Strategy Backtests: Peer Ben…

200 papers

Scientific research increasingly depends on multi-author collaboration, yet the systems used to allocate authorship credit remain vulnerable to conflict, strategic behavior, and project breakdown. Although prior work has shown that authors…

Social and Information Networks · Computer Science 2026-04-01 Amit Bengal , Teddy Lazebnik

Concurrent strategies based on event structures are examined from the viewpoint of 'may' and 'must' testing in traditional process calculi. In their pure form concurrent strategies fail to expose the deadlocks and divergences that can arise…

Logic in Computer Science · Computer Science 2021-08-25 Simon Castellan , Pierre Clairambault , Glynn Winskel

Market making is one of the most important aspects of algorithmic trading, and it has been studied quite extensively from a theoretical point of view. The practical implementation of so-called "optimal strategies" however suffers from the…

Trading and Market Microstructure · Quantitative Finance 2018-06-14 Xiaofei Lu , Frédéric Abergel

Motivated by equilibrium models of labor markets, we develop a formulation of causal strategic classification in which strategic agents can directly manipulate their outcomes. As an application, we compare employers that anticipate the…

Machine Learning · Statistics 2024-04-23 Seamus Somerstep , Yuekai Sun , Ya'acov Ritov

Many latent (factorized) models have been proposed for recommendation tasks like collaborative filtering and for ranking tasks like document or image retrieval and annotation. Common to all those methods is that during inference the items…

Machine Learning · Computer Science 2012-10-19 Jason Weston , John Blitzer

Many web systems rank and present a list of items to users, from recommender systems to search and advertising. An important problem in practice is to evaluate new ranking policies offline and optimize them before they are deployed. We…

Machine Learning · Computer Science 2018-06-15 Shuai Li , Yasin Abbasi-Yadkori , Branislav Kveton , S. Muthukrishnan , Vishwa Vinay , Zheng Wen

In a distributed game we imagine a team Player engaging a team Opponent in a distributed fashion. Such games and their strategies have been formalised in concurrent games based on event structures. However there are limitations in founding…

Logic in Computer Science · Computer Science 2016-07-14 Marc de Visme , Glynn Winskel

This work considers the problem of finding analytical expressions for the expected values of dis- tributed computing performance metrics when the underlying communication network has a complex structure. Through active probing tests a real…

Adaptation and Self-Organizing Systems · Physics 2013-11-18 Francisco Prieto-Castrillo , Antonio Astillero , María Botón-Fernández

The best empirical research in political science clearly defines substantive parameters of interest, presents a set of assumptions that guarantee its identification, and uses an appropriate estimator. We argue for the importance of…

Methodology · Statistics 2023-02-06 Nathan Canen , Kristopher Ramsay

We study how to allocate resources to participants who can strategically misrepresent their deservingness at a cost. A principal assigns item(s) (or money) among multiple agents on the basis of their costly signals. Each agent's signal…

Theoretical Economics · Economics 2026-03-05 Yingkai Li , Xiaoyun Qiu

The design of a system and its implementation are two tasks often carried out by different individuals on a development team, and can occur weeks or months apart. This creates a potential for divergence between real behavior and the…

Software Engineering · Computer Science 2026-05-11 Reid Anderson , Hassan Reza

Much of the trading activity in Equity markets is directed to brokerage houses. In exchange they provide so-called "soft dollars," which basically are amounts spent in "research" for identifying profitable trading opportunities. Soft…

Applications · Statistics 2009-06-08 Philippe Huber , Olivier Scaillet , Maria-Pia Victoria-Feser

The spread in the use of tracking systems in sport has made fine-grained spatiotemporal analysis a primary focus of an emerging sports analytics industry. Recently publicized tracking data for men's professional tennis allows for the first…

Methodology · Statistics 2022-02-02 Stephanie A. Kovalchik , Jim Albert

Before A/B testing online a new version of a recommender system, it is usual to perform some offline evaluations on historical data. We focus on evaluation methods that compute an estimator of the potential uplift in revenue that could…

Machine Learning · Statistics 2018-01-23 Alexandre Gilotte , Clément Calauzènes , Thomas Nedelec , Alexandre Abraham , Simon Dollé

Asset allocation using reinforcement learning has advantages such as flexibility in goal setting and utilization of various information. However, existing asset allocation methods do not consider the following viewpoints in solving the…

Computational Finance · Quantitative Finance 2022-07-07 Jungyu Ahn , Sungwoo Park , Jiwoon Kim , Ju-hong Lee

Motivated by growing evidence of agents' mistakes in strategically simple environments, we propose a solution concept -- robust equilibrium -- that requires only an asymptotically optimal behavior. We use it to study large random matching…

Theoretical Economics · Economics 2023-09-26 Georgy Artemov , Yeon-Koo Che , YingHua He

This study explores strategic considerations in professional golf's Match Play format, challenging the conventional focus on individual performance. Leveraging PGA Tour data, we investigate the impact of factoring in an adversary's…

Optimization and Control · Mathematics 2024-04-05 Nishad Wajge , Gautier Stauffer

A key trait of stochastic optimizers is that multiple runs of the same optimizer in attempting to solve the same problem can produce different results. As a result, their performance is evaluated over several repeats, or runs, on the…

Machine Learning · Computer Science 2026-05-18 Moslem Noori , Elisabetta Valiante , Thomas Van Vaerenbergh , Masoud Mohseni , Ignacio Rozada

Results from the communication complexity literature have demonstrated that stable matching requires communication: one cannot find or verify a stable match without having access to essentially all of the ordinal preference information held…

Theoretical Economics · Economics 2022-12-09 Naveen Durvasula

Large Language Models (LLMs) have demonstrated remarkable potential as autonomous agents, approaching human-expert performance through advanced reasoning and tool orchestration. However, decision-making in fully dynamic and live…

Computational Finance · Quantitative Finance 2025-12-15 Tianyu Fan , Yuhao Yang , Yangqin Jiang , Yifei Zhang , Yuxuan Chen , Chao Huang