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Found 6 papers, 2 papers with code
Deep Learning Algorithms for Hedging with Frictions
This work studies the deep learning-based numerical algorithms for optimal hedging problems in markets with general convex transaction costs on the trading rates, focusing on their scalability of trading time horizon.
On Strategyproof Conference Peer Review
We then empirically show that the requisite property on the authorship graph is indeed satisfied in the submission data from the ICLR conference, and further demonstrate a simple trick to make the partitioning method more practically appealing for conference peer review.
Modeling Multi-mapping Relations for Precise Cross-lingual Entity Alignment
We calibrate embeddings of different KGs via a small set of pre-aligned seeds.
Sublinear Time Numerical Linear Algebra for Structured Matrices
For example, in the overconstrained $(1+\epsilon)$-approximate polynomial interpolation problem, $A$ is a Vandermonde matrix and $T(A) = O(n \log n)$; in this case our running time is $n \cdot \poly(\log n) + \poly(d/\epsilon)$ and we recover the results of \cite{avron2013sketching} as a special case.
An Equilibrium Model for the Cross-Section of Liquidity Premia
We study a risk-sharing economy where an arbitrary number of heterogenous agents trades an arbitrary number of risky assets subject to quadratic transaction costs.
The Price of Information
When an investor is faced with the option to purchase additional information regarding an asset price, how much should she pay?
