no code implementations • 22 May 2024 • William Hofgard, Jingruo Sun, Asaf Cohen
Then, we show that if the loss functional of the DGM converges to zero, the corresponding neural network approximators must converge uniformly to the true value function on the simplex.
1 code implementation • 13 Apr 2024 • Erhan Bayraktar, Asaf Cohen, April Nellis
We calibrate the distribution of LP characteristics based on Uniswap data and the equilibrium strategy resulting from this mean-field game produces pool exchange rate dynamics and liquidity evolution consistent with observed pool behavior.
1 code implementation • 8 Mar 2024 • Asaf Cohen, Mathieu Laurière, Ethan Zell
This paper proposes and analyzes two neural network methods to solve the master equation for finite-state mean field games (MFGs).
no code implementations • 21 Dec 2022 • Asaf Cohen, Vijay G. Subramanian, Yili Zhang
We show that the algorithm achieves an $O(1)$ regret when all optimal thresholds with full information are non-zero, and achieves an $O(\ln^{1+\epsilon}(N))$ regret for any specified $\epsilon>0$, in the case that an optimal threshold with full information is $0$ (i. e., an optimal policy is to reject all arrivals), where $N$ is the number of arrivals.
no code implementations • 27 Nov 2019 • Itay Lieder, Meirav Segal, Eran Avidan, Asaf Cohen, Tom Hope
For sales and marketing organizations within large enterprises, identifying and understanding new markets, customers and partners is a key challenge.
no code implementations • 15 Aug 2015 • Shachar Siboni, Asaf Cohen
We evaluate the algorithm on real-world network traces, showing how a universal, low complexity C&C identification system can be built, with high detection rates and low false-alarm probabilities.
Cryptography and Security