Results 81 to 90 of about 887,365 (205)
Financial Review, Volume 60, Issue 4, Page 1483-1503, November 2025.ABSTRACT We study the target return strategy (TRS), which exits the market once the return reaches a preset target. We show that the holding‐period return (HPR) cannot mean‐variance dominate TRS, but TRS can mean‐variance dominate HPR. We theoretically analyze TRS and quantitatively illustrate that training targets by a mean‐variance utility ...
Ying Xue, Zheng Wen, Xu Jiang
wiley +1 more source
The Lov\'asz Hinge: A Novel Convex Surrogate for Submodular Losses [PDF]
, 2017 Learning with non-modular losses is an important problem when sets of predictions are made simultaneously. The main tools for constructing convex surrogate loss functions for set prediction are margin rescaling and slack rescaling.
Blaschko, Matthew, Yu, Jiaqian
core +2 more sources
A note on Laplacian bounds, deformation properties, and isoperimetric sets in metric measure spaces
Journal of the London Mathematical Society, Volume 112, Issue 5, November 2025.Abstract In the setting of length PI spaces satisfying a suitable deformation property, it is known that each isoperimetric set has an open representative. In this paper, we construct an example of a length PI space (without the deformation property) where an isoperimetric set does not have any representative whose topological interior is nonempty ...
Enrico Pasqualetto, Tapio Rajala
wiley +1 more source
Expected Maximization of a Concave Utility Function Under Threshold-Based Activation
AxiomsMaximizing the expected value of a concave and strictly increasing utility function defines a fundamental class of discrete optimization problems. Among them, coverage decision problems with diminishing marginal returns under uncertainty, typically ...
Guangming Li +4 more
doaj +1 more source
The Maximum Traveling Salesman Problem with Submodular Rewards [PDF]
, 2012 In this paper, we look at the problem of finding the tour of maximum reward on an undirected graph where the reward is a submodular function, that has a curvature of $\kappa$, of the edges in the tour. This problem is known to be NP-hard.
Jawaid Stephen, L. Smith, Syed Talha
core
Econometrica, Volume 93, Issue 6, Page 2007-2042, November 2025.We study reputation formation where a long‐run player repeatedly observes private signals and takes actions. Short‐run players observe the long‐run player's past actions but not her past signals. The long‐run player can thus develop a reputation for playing a distribution over actions, but not necessarily for playing a particular mapping from signals ...
Daniel Luo, Alexander Wolitzky
wiley +1 more source
Capturing Complementarity in Set Functions by Going Beyond Submodularity/Subadditivity
, 2018 ITCS2019
Chen, Wei +2 more
openaire +4 more sources
Journal of Numerical Analysis and Approximation Theory, 2018 In this paper, for the univariate Bernstein-Kantorovich-Choquet, Szasz-Kantorovich-Choquet, Baskakov-Kantorovich-Choquet and Bernstein-Durrmeyer-Choquet operators written in terms of the Choquet integrals with respect to monotone and submodular set ...
Sorin Gal
doaj +2 more sources
A Combinatorial, Strongly Polynomial-Time Algorithm for Minimizing Submodular Functions
, 2000 This paper presents the first combinatorial polynomial-time algorithm for minimizing submodular set functions, answering an open question posed in 1981 by Grotschel, Lovasz, and Schrijver.
Fleischer, Lisa +2 more
core +1 more source
Streaming Non-monotone Submodular Maximization: Personalized Video Summarization on the Fly
, 2017 The need for real time analysis of rapidly producing data streams (e.g., video and image streams) motivated the design of streaming algorithms that can efficiently extract and summarize useful information from massive data "on the fly". Such problems can
Jegelka, Stefanie +2 more
core +1 more source