383 research outputs found
Planar mappings of subexponentially integrable distortion -- integrability of distortion of inverses
We establish the optimal regularity for the distortion of inverses of
mappings of finite distortion with logarithm-iterated style subexponentially
integrable distortion, which generalizes the Theorem 1. of [J. Gill, Ann. Acad.
Sci. Fenn. Math. 35 (2010), no. 1, 197--207]
Market Making of Options via Reinforcement Learning
Market making of options with different maturities and strikes is a
challenging problem due to its high dimensional nature. In this paper, we
propose a novel approach that combines a stochastic policy and reinforcement
learning-inspired techniques to determine the optimal policy for posting
bid-ask spreads for an options market maker who trades options with different
maturities and strikes. When the arrival of market orders is linearly inverse
to the spreads, the optimal policy is normally distributed
On Quantile Treatment Effects, Rank Similarity, and Variation of Instrumental Variables
This paper investigates how certain relationship between observed and
counterfactual distributions serves as an identifying condition for treatment
effects when the treatment is endogenous, and shows that this condition holds
in a range of nonparametric models for treatment effects. To this end, we first
provide a novel characterization of the prevalent assumption restricting
treatment heterogeneity in the literature, namely rank similarity. Our
characterization demonstrates the stringency of this assumption and allows us
to relax it in an economically meaningful way, resulting in our identifying
condition. It also justifies the quest of richer exogenous variations in the
data (e.g., multi-valued or multiple instrumental variables) in exchange for
weaker identifying conditions. The primary goal of this investigation is to
provide empirical researchers with tools that are robust and easy to implement
but still yield tight policy evaluations
Efficient spin-current injection in single-molecule magnet junctions
We study theoretically spin transport through a single-molecule magnet (SMM)
in the sequential and cotunneling regimes, where the SMM is weakly coupled to
one ferromagnetic and one normalmetallic leads. By a master-equation approach,
it is found that the spin polarization injected from the ferromagnetic lead is
amplified and highly polarized spin-current can be generated, due to the
exchange coupling between the transport electron and the anisotropic spin of
the SMM. Moreover, the spin-current polarization can be tuned by the gate or
bias voltage, and thus an efficient spin injection device based on the SMM is
proposed in molecular spintronics.Comment: 4 figure
Engineering Saccharomyces cerevisiae for cellulosic ethanol production
There are two long-existing obstacles for cellulosic ethanol production in Saccharomyces cerevisiae. The first one is inefficient xylose utilization and the second one is sequential fermentation of glucose and xylose in engineered Saccharomyces cerevisiae. This study mainly focused on solving these two problems by using cutting edge synthetic biology tools
Controlled diffeomorphic extension of homeomorphisms
Let be an internal chord-arc Jordan domain and be a homeomorphism. We show that has
finite dyadic energy if and only if has a diffeomorphic extension which has finite energy.Comment: 19 pages, 1 figur
A Multi-Granularity Matching Attention Network for Query Intent Classification in E-commerce Retrieval
Query intent classification, which aims at assisting customers to find
desired products, has become an essential component of the e-commerce search.
Existing query intent classification models either design more exquisite models
to enhance the representation learning of queries or explore label-graph and
multi-task to facilitate models to learn external information. However, these
models cannot capture multi-granularity matching features from queries and
categories, which makes them hard to mitigate the gap in the expression between
informal queries and categories.
This paper proposes a Multi-granularity Matching Attention Network (MMAN),
which contains three modules: a self-matching module, a char-level matching
module, and a semantic-level matching module to comprehensively extract
features from the query and a query-category interaction matrix. In this way,
the model can eliminate the difference in expression between queries and
categories for query intent classification. We conduct extensive offline and
online A/B experiments, and the results show that the MMAN significantly
outperforms the strong baselines, which shows the superiority and effectiveness
of MMAN. MMAN has been deployed in production and brings great commercial value
for our company.Comment: Accepted by WWW 202
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