4 papers
When Quotes Crumble: Detecting Transient Mechanical Liquidity Erosion in Limit Order Books
Haohan Xu, Jason Bohne, Pawel Polak +5
We study the detection of transient liquidity erosion ("crumbling quotes") in electronic limit order books, where observable quote deterioration may reflect either mechanical liqui…
Non-Stationary Functional Bilevel Optimization
Jason Bohne, Ieva Petrulionyte, Michael Arbel +2
Functional bilevel optimization (FBO) provides a powerful framework for hierarchical learning in function spaces, yet current methods are limited to static offline settings and per…
Mix- and MoE-DPO: A Variational Inference Approach to Direct Preference Optimization
Jason Bohne, Pawel Polak, David Rosenberg +2
Direct Preference Optimization (DPO) has recently emerged as a simple and effective alternative to reinforcement learning from human feedback (RLHF) for aligning large language mod…
Online Nonconvex Bilevel Optimization with Bregman Divergences
Jason Bohne, David Rosenberg, Gary Kazantsev +1
Bilevel optimization methods are increasingly relevant within machine learning, especially for tasks such as hyperparameter optimization and meta-learning. Compared to the offline…