相关论文: Can Interest-Bearing Positions Solve the Long-Hori…

Complex, long-horizon planning and its combinatorial nature pose steep challenges for learning-based agents. Difficulties in such settings are exacerbated in low data regimes where over-fitting stifles generalization and compounding errors…

Multi-horizon time-series forecasting involves simultaneously making predictions for a consecutive sequence of subsequent time steps. This task arises in many application domains, such as healthcare and finance, where mispredictions can…

Prediction markets mobilize financial incentives to forecast binary event outcomes through the aggregation of dispersed beliefs and heterogeneous information. Their growing popularity and demonstrated predictive accuracy in political…

In offline imitation learning (IL), we generally assume only a handful of expert trajectories and a supplementary offline dataset from suboptimal behaviors to learn the expert policy. While it is now common to minimize the divergence…

An approximation of strategyproofness in large, two-sided matching markets is highly evident. Through simulations, one can observe that the percentage of agents with useful deviations decreases as the market size grows. Furthermore, there…

When training autoregressive models to forecast dynamical systems, a critical question arises: how far into the future should the model be trained to predict? Too short a horizon may miss long-term trends, while too long a horizon can…

We propose a continuous-time model of trading with heterogeneous beliefs. Risk-neutral agents face quadratic costs-of-carry on positions and thus their marginal valuations decrease with the size of their position, as it would be the case…

Large language models are increasingly used to evaluate other models, yet these judgments typically lack any representation of confidence. This pilot study tests whether framing an evaluation task as a betting game (a fictional prediction…

The long horizon forecasting (LHF) problem has come up in the time series literature for over the last 35 years or so. This review covers aspects of LHF in this period and how deep learning has incorporated variants of trend, seasonality,…

Large language models (LLMs) have shown promise as interactive agents that solve tasks through extended sequences of environment interactions. While prior work has primarily focused on system-level optimizations or algorithmic improvements,…

Prediction markets are often used as mechanisms to aggregate information about a future event, for example, whether a candidate will win an election. The event is typically assumed to be exogenous. In reality, participants may influence the…

Long-horizon AI agents execute complex workflows spanning hundreds of sequential actions, yet a single wrong assumption early on can cascade into irreversible errors. When instructions are incomplete, the agent must decide not only whether…

Predictive learning has emerged as a central paradigm for training models across diverse data domains and is increasingly viewed as a foundation for modern artificial intelligence. A common intuition for this success is that accurate…

As foundation models grow in size, fine-tuning them becomes increasingly expensive. While GPU spot instances offer a low-cost alternative to on-demand resources, their volatile prices and availability make deadline-aware scheduling…

It is widely claimed in investment education and practice that extending the investment horizon reduces risk, and that diversifying investment timing, for example through dollar-cost averaging (DCA), further mitigates investment risk.…

In this paper, we tackle the important yet under-investigated problem of making long-horizon prediction of event sequences. Existing state-of-the-art models do not perform well at this task due to their autoregressive structure. We propose…

Cognitive biases, well-studied in humans, can also be observed in LLMs, affecting their reliability in real-world applications. This paper investigates the anchoring effect in LLM-driven price negotiations. To this end, we instructed seller…

We consider a financial market in which traders potentially face restrictions in trading some of the available securities. Traders are heterogeneous with respect to their beliefs and risk profiles, and the market is assumed thin: traders…

Off-policy estimation for long-horizon problems is important in many real-life applications such as healthcare and robotics, where high-fidelity simulators may not be available and on-policy evaluation is expensive or impossible. Recently,…

This study examines the disposition effect in both long and short exposure positions in FTSE MIB tracking ETFs using a unique dataset of almost 9 million individual transactions. Building on the integrated framing approach, we extend the…