
Neural networks for option pricing and hedging: a literature review
Neural networks have been used as a nonparametric method for option pric...
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Sampling Using Neural Networks for colorizing the grayscale images
The main idea of this paper is to explore the possibilities of generatin...
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Convergence Rates of Gradient Descent and MM Algorithms for Generalized BradleyTerry Models
We show tight convergence rate bounds for gradient descent and MM algori...
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Scaling Text with the Class Affinity Model
Probabilistic methods for classifying text form a rich tradition in mach...
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A Kernel Test for ThreeVariable Interactions
We introduce kernel nonparametric tests for Lancaster threevariable int...
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Parameterizations and fitting of bidirected graph models to categorical data
We discuss two parameterizations of models for marginal independencies f...
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A Short Solution to the ManyPlayer Silent Duel with Arbitrary Consolation Prize
The classical constantsum 'silent duel' game had two antagonistic marks...
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Passive ans Active Observation: Experimetal Design Issues in Big Data
Data can be collected in scientific studies via a controlled experiment ...
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Generalized Uniformity Testing
In this work, we revisit the problem of uniformity testing of discrete p...
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Passive ans Active Observation: Experimental Design Issues in Big Data
Data can be collected in scientific studies via a controlled experiment ...
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Passive and Active Observation: Experimental Design Issues in Big Data
Data can be collected in scientific studies via a controlled experiment ...
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On the structure of matrices avoiding intervalminor patterns
We study the structure of 01matrices avoiding a pattern P as an interva...
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On testing for highdimensional white noise
Testing for white noise is a classical yet important problem in statisti...
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Bregman divergences based on optimal design criteria and simplicial measures of dispersion
In previous work the authors defined the kth order simplicial distance ...
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A Strongly Polynomial Algorithm for Linear Exchange Markets
We present a strongly polynomial algorithm for computing an equilibrium ...
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Consistent estimation of highdimensional factor models when the factor number is overestimated
A highdimensional rfactor model for an ndimensional vector time serie...
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Intelligent Drone Swarm for Search and Rescue Operations at Sea
In recent years, a rising numbers of people arrived in the European Unio...
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Fast Algorithms for Rank1 Bimatrix Games
The rank of a bimatrix game is the matrix rank of the sum of the two pay...
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Detecting possibly frequent changepoints: Wild Binary Segmentation 2 and steepestdrop model selection
Many existing procedures for detecting multiple changepoints in data se...
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On the extension complexity of scheduling
Linear programming is a powerful method in combinatorial optimization wi...
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Shortest directed networks in the plane
Given a set of sources and a set of sinks as points in the Euclidean pla...
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Dynamically optimal treatment allocation using Reinforcement Learning
Consider a situation wherein a stream of individuals arrive sequentially...
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Normal Approximation for Stochastic Gradient Descent via NonAsymptotic Rates of Martingale CLT
We provide nonasymptotic convergence rates of the PolyakRuppert averag...
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An Efficient Characterization of Submodular Spanning Tree Games
Cooperative games are an important class of problems in game theory, whe...
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Favourite distances in 3space
Let S be a set of n points in Euclidean 3space. Assign to each x∈ S a d...
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Uniform Orderings for Generalized Coloring Numbers
The generalized coloring numbers scol_r(G) and wcol_r(G) of a graph G we...
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Auction Algorithms for Market Equilibrium with Weak Gross Substitute Demands
We consider the exchange market models with divisible goods where the de...
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Improved Approximation Algorithms for Inventory Problems
We give new approximation algorithms for the submodular joint replenishm...
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Idealness of kwise intersecting families
A clutter is kwise intersecting if every k members have a common elemen...
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Notes on Tree and Pathchromatic Number
Treechromatic number is a chromatic version of treewidth, where the cos...
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The Complexity of Contracts
We initiate the study of computing (near)optimal contracts in succinctl...
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Efficient TwoSided Markets with Limited Information
Many important practical markets inherently involve the interaction of s...
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A Causal Modeling Framework with Stochastic Confounders
This work aims to extend the current causal inference framework to incor...
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Resource Pools and the CAP Theorem
Blockchain protocols differ in fundamental ways, including the mechanics...
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I call BS: Fraud Detection in Crowdfunding Campaigns
Donations to charitybased crowdfunding environments have been on the ri...
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FPT Algorithms for Finding Dense Subgraphs in cClosed Graphs
Dense subgraph detection is a fundamental problem in network analysis fo...
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Majorizing Measures for the Optimizer
The theory of majorizing measures, extensively developed by Fernique, Ta...
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Approximating Equilibrium under Constrained Piecewise Linear Concave Utilities with Applications to Matching Markets
We study the equilibrium computation problem in the Fisher market model ...
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