4 papers
Interior-Point Vanishing Problem in Semidefinite Relaxations for Neural Network Verification
Ryota Ueda, Takami Sato, Ken Kobayashi +1
Semidefinite programming (SDP) relaxation has emerged as a promising approach for neural network verification, offering tighter bounds than other convex relaxation methods for deep…
Realized Local Volatility Surface
Yuming Ma, Shintaro Sengoku, Kazuhide Nakata
For quantitative trading risk management purposes, we present a novel idea: the realized local volatility surface. Concisely, it stands for the conditional expected volatility when…
Balancing Immediate Revenue and Future Off-Policy Evaluation in Coupon Allocation
Naoki Nishimura, Ken Kobayashi, Kazuhide Nakata
Coupon allocation drives customer purchases and boosts revenue. However, it presents a fundamental trade-off between exploiting the current optimal policy to maximize immediate rev…
An IPW-based Unbiased Ranking Metric in Two-sided Markets
Keisho Oh, Naoki Nishimura, Minje Sung +2
In modern recommendation systems, unbiased learning-to-rank (LTR) is crucial for prioritizing items from biased implicit user feedback, such as click data. Several techniques, such…