26 citations · 203 across the 41 of their papers we have counts for
4 papers · 1 filter
The Complexity of Computing KKT Solutions of Quadratic Programs
John Fearnley, Paul W. Goldberg, Alexandros Hollender +1
It is well known that solving a (non-convex) quadratic program is NP-hard. We show that the problem remains hard even if we are only looking for a Karush-Kuhn-Tucker (KKT) point, i…
Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness
Andrea Coletta, Joseph Jerome, Rahul Savani +1
Limit order books are a fundamental and widespread market mechanism. This paper investigates the use of conditional generative models for order book simulation. For developing a tr…
Ordinal Potential-based Player Rating
Nelson Vadori, Rahul Savani
It was recently observed that Elo ratings fail at preserving transitive relations among strategies and therefore cannot correctly extract the transitive component of a game. We pro…
First Order Methods for Geometric Optimization of Crystal Structures
Antonia Tsili, Matthew Dyer, Vladimir Gusev +2
The geometric optimization of crystal structures is a procedure widely used in Chemistry that changes the geometrical placement of the particles inside a structure. It is called st…