Search Results
Large Language Models can Strategically Deceive their Users when Put Under Pressure
We demonstrate a situation in which Large Language Models, trained to be helpful, harmless, and honest, can display misaligned behavior and strategically deceive their users about this behavior without being instructed to do so.
Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context
Financial simulators play an important role in enhancing forecasting accuracy, managing risks, and fostering strategic financial decision-making.
DAM: A Universal Dual Attention Mechanism for Multimodal Timeseries Cryptocurrency Trend Forecasting
In the distributed systems landscape, Blockchain has catalyzed the rise of cryptocurrencies, merging enhanced security and decentralization with significant investment opportunities.
Put Your Money Where Your Mouth Is: Evaluating Strategic Planning and Execution of LLM Agents in an Auction Arena
Recent advancements in Large Language Models (LLMs) showcase advanced reasoning, yet NLP evaluations often depend on static benchmarks.
NFL Draft Modelling: Loss Functional Analysis
In the NFL draft, teams must strategically balance immediate player impact against long-term value, presenting a complex optimization challenge for draft capital management.
Applications Methodology
A Distributed Artificial Intelligence Framework to Evolve Infrastructure Resilience in Telecommunications Sector
The paper’s main focus is on two main purposes, the first one is the to propose a mechanism for enhancing resilience in telecom infrastructure, while the second purpose is to quantify the financial value to achieve this resilience.
Strengthened and Faster Linear Approximation to Joint Chance Constraints with Wasserstein Ambiguity
In a bilevel strategic bidding problem where the exact reformulation is not applicable due to non-convexity, we show that the proposed SFLA can lead to 90x speedup compared to existing convex approximation methods such as W-CVaR.
Optimization and Control
Predicting Stock Prices using Permutation Decision Trees and Strategic Trailing
Our results indicate that the proposed trading bot has the potential to outperform the market average and yield returns higher than the risk-free rate offered by 10-year Indian government bonds.
Deep Learning for Energy Market Contracts: Dynkin Game with Doubly RBSDEs
We analyze the convergence of the deep learning algorithm, as well as the value function and optimal stopping rules.
Optimization and Control Probability
Strategic Learning and Trading in Broker-Mediated Markets
A broker provides liquidity to an informed trader and to noise traders while managing inventory in the lit market.
