3 papers
math.ST2026
Nonparametric inference for spot volatility in pure-jump semimartingales
Chengxin Yan, Dachuan Chen, Jia Li
We provide a comprehensive analysis of spot volatility inference in pure-jump semimartingales under two asymptotic settings: fixed-, where each local window uses a fixed number…
cs.AI2025
WGSR-Bench: Wargame-based Game-theoretic Strategic Reasoning Benchmark for Large Language Models
Qiyue Yin, Pei Xu, Qiaozhe Li +15
Recent breakthroughs in Large Language Models (LLMs) have led to a qualitative leap in artificial intelligence' s performance on reasoning tasks, particularly demonstrating remarka…
math.OC2025
Achieving Optimality Gap in Restless Bandits through Gaussian Approximation
Chen Yan, Weina Wang, Lei Ying
We study the finite-horizon Restless Multi-Armed Bandit (RMAB) problem with homogeneous arms. Prior work has shown that when an RMAB satisfies a non-degeneracy condition, Linea…