arXiv:2607. 18866v1 Announce Type: cross Abstract: Building on the identity that expected regret equals the covariance between costs and decisions, this paper develops the complete derivative theory of the covariance regret functional.
By Irene Aldridge
arXiv:2608.30446v1 Announce Type: cross
Abstract: Small-cap-inclusive equity universes contain recently listed and intermittently traded securities, so enforcing a common look-back discards a substan...
By Christian Bongiorno, Lorenzo Villassero
Building on the identity that expected regret equals the covariance between costs and decisions, this paper develops the complete derivative theory of the covariance regret functional. We derive the Gâteaux derivative, showing that the universal steepest-descent direction is the contrarian policy $-(c-\bar{c})$, while ascent yields momentum.
arXiv:2603. 20388v2 Announce Type: replace-cross Abstract: We derive the asymptotic risk function of regularized empirical risk minimization (ERM) estimators tuned by $n$-fold cross-validation (CV).
By Karun Adusumilli, Maximilian Kasy, Ashia Wilson
arXiv:2608. 07113v1 Announce Type: cross Abstract: We consider the optimization of the Optimized Certainty Equivalent (OCE) risk, with applications including portfolio optimization in finance, and uncertainty quantification, classification, and regression in machine learning.
By Sumedh Gupte, Prashanth L. A., Sanjay P. Bhat
arXiv:2602. 23116v3 Announce Type: replace Abstract: We consider the problem of regularized best-response max-regret minimization in online RLHF under general preferences and bandit feedback.
By Junghyun Lee, Minju Hong, Kwang-Sung Jun, Chulhee Yun, Se-Young Yun