arXiv subjects

Brian Ward

Publications and source records attributed to Brian Ward.

10 recordsLinked to original sources

arXiv2026

DraftFM: A FoundationModel for Day-Zero Drafting in Magic: The Gathering

Drafting a new Magic: The Gathering expansion begins before any pick from it has been observed: the complete card list is public, but the draft logs that supervised pick models train on do not yet exist. We study this day-zero regime directly. DraftFM is a discrete-choice policy that scores exactly the cards available in the current pack, conditioned on the drafted pool and the state of the draft. Every card enters as a frozen 775-dimensional function of its public card record, structured features and a fixed text embedding, with no card identities, set identities, or usage statistics anywhere in the model, so an unseen card is scored by the same machinery as a familiar one. A 1.6-million-parameter network fitted on 149 million human picks from 29 expansions predicts held-out picks in three expansions withheld in their entirety, reaching 50.8%, 60.4%, and 56.7% top-1 agreement, where uniform chance at the opening pick is about 7%. Refitted on all 32 observed expansions, the same architecture produced a card ranking for the then-unreleased set The Hobbit, sealed with its complete cryptographic provenance and published roughly 36 hours before the set became draftable on MTG Arena. The sealed ranking agrees with six independent expert reviewers roughly as much as those reviewers agree with one another. Evaluation against realized outcomes is committed to a follow-on note, whatever it shows.

cs.LG↗

arXiv2025

Observations of high-frequency spectral peaks from in-situ waves in ice data: evidence for nonlinear waves in ice triad interactions?

The propagation of waves through the marginal ice zone (MIZ) and deeper into pack ice is a key phenomenon that influences the breakup and drift of sea ice. When waves in ice propagate through a solid, non-cracked, thick enough sea ice cover, significant flexural elastic effects can be present in the dispersion relation. This results in a dispersion relation that opens up for 3-wave interactions, also known as wave triads. Here, we report the observation of high-frequency spectral peaks in the power spectral density of waves in ice spectra. We show, in two timeseries datasets, that the presence of these high-frequency peaks is accompanied by high values for the spectral bicoherence. This is a signature that the high-frequency peak is phase-locked with frequency components in the main spectral energy peak, and a necessary condition for nonlinear coupling to take place. Moreover, we show for a timeseries dataset that includes several closely located sensors that the dispersion relation recovered from a cross-spectrum analysis is compatible with the possible existence of wave triads at the same frequencies for which the bicoherence peak is observed. In addition to these observations in timeseries datasets, we show that similar high-frequency peaks are observed from additional, independent datasets of waves in ice power spectrum densities transmitted over iridium from autonomous buoys. These results suggest that nonlinear energy transfers between wave in ice spectral components are likely to occur in some waves and sea ice conditions. This may enable redistribution of energy from weakly damped low-frequency waves to more strongly attenuated higher-frequency spectral components, which can contribute to energy dissipation in the ice.

physics.geo-ph↗

arXiv2021

LEAF: Navigating Concept Drift in Cellular Networks

Operational networks commonly rely on machine learning models for many tasks, including detecting anomalies, inferring application performance, and forecasting demand. Yet, model accuracy can degrade due to concept drift, whereby the relationship between the features and the target to be predicted changes. Mitigating concept drift is an essential part of operationalizing machine learning models in general, but is of particular importance in networking's highly dynamic deployment environments. In this paper, we first characterize concept drift in a large cellular network for a major metropolitan area in the United States. We find that concept drift occurs across many important key performance indicators (KPIs), independently of the model, training set size, and time interval -- thus necessitating practical approaches to detect, explain, and mitigate it. We then show that frequent model retraining with newly available data is not sufficient to mitigate concept drift, and can even degrade model accuracy further. Finally, we develop a new methodology for concept drift mitigation, Local Error Approximation of Features (LEAF). LEAF works by detecting drift; explaining the features and time intervals that contribute the most to drift; and mitigates it using forgetting and over-sampling. We evaluate LEAF against industry-standard mitigation approaches (notably, periodic retraining) with more than four years of cellular KPI data. Our initial tests with a major cellular provider in the US show that LEAF consistently outperforms periodic and triggered retraining on complex, real-world data while reducing costly retraining operations.

cs.NI↗

arXiv2019

Metered reagent injection into microfluidic continuous flow sampling for conductimetric ocean dissolved inorganic carbon sensing

Continuous and autonomous measurement of total dissolved inorganic carbon (TCO2) in the oceans is critical for modelling important climate change factors such as ocean uptake of atmospheric CO2 and ocean acidification. Miniaturised chemical analysis systems are therefore required which are small enough for integration into the existing Argo ocean float network for long-term unattended depth profiling of dissolved CO2 with the accuracy of laboratory bench analysers. A microfluidic conductivity-based approach offers the potential for such miniaturisation. Reagent payload for >3 yr operation is a critical parameter. The precise injection of acid into sample, liberating CO2 from seawater, is addressed here. Laser etched microfluidic snake channel restrictors and asymmetric Y meters were fabricated to adjust the metering ratio between seawater and acid simulants. Laser etching conditions were varied to create a range of channel dimensions down to ~75 microns. Channel flow versus pressure measurements were used to determine hydrodynamic resistances which were compared with finite element simulations using a range of cross-section profiles and areas. Microfluidic metering circuits were constructed from variable resistance snake channels and dimensionally symmetric or asymmetric Y-junctions. Sample to acid volume ratios (meter ratio) up to 100:1 have been achieved with 300 microns wide snake channel for lengths > 1m. At the highest pattern resolution, this would require a footprint of > 600 mm2 (6 x10-4 m2). Circuits based solely on asymmetric Y-junctions gave meter ratios up to 16:1 with a footprint cost of < 40 mm2 and precision values of ~0.2%. Further design and fabrication refinements will be required to ensure the structural and dimensional integrity of such small channels in future integration of metering units into full TCO2 analysis microfluidic circuits.

physics.app-ph↗

arXiv2019

Tracking VIX with VIX Futures: Portfolio Construction and Performance

We study a series of static and dynamic portfolios of VIX futures and their effectiveness to track the VIX index. We derive each portfolio using optimization methods, and evaluate its tracking performance from both empirical and theoretical perspectives. Among our results, we show that static portfolios of different VIX futures fail to track VIX closely. VIX futures simply do not react quickly enough to movements in the spot VIX. In a discrete-time model, we design and implement a dynamic trading strategy that adjusts daily to optimally track VIX. The model is calibrated to historical data and a simulation study is performed to understand the properties exhibited by the strategy. In addition, comparing to the volatility ETN, VXX, we find that our dynamic strategy has a superior tracking performance.

q-fin.RM↗

arXiv2017

Dynamic Index Tracking and Risk Exposure Control Using Derivatives

We develop a methodology for index tracking and risk exposure control using financial derivatives. Under a continuous-time diffusion framework for price evolution, we present a pathwise approach to construct dynamic portfolios of derivatives in order to gain exposure to an index and/or market factors that may be not directly tradable. Among our results, we establish a general tracking condition that relates the portfolio drift to the desired exposure coefficients under any given model. We also derive a slippage process that reveals how the portfolio return deviates from the targeted return. In our multi-factor setting, the portfolio's realized slippage depends not only on the realized variance of the index, but also the realized covariance among the index and factors. We implement our trading strategies under a number of models, and compare the tracking strategies and performances when using different derivatives, such as futures and options.

q-fin.MF↗

arXiv2016

Optimal Execution of Limit and Market Orders with Trade Director, Speed Limiter, and Fill Uncertainty

We study the optimal execution of market and limit orders with permanent and temporary price impacts as well as uncertainty in the filling of limit orders. Our continuous-time model incorporates a trade speed limiter and a trader director to provide better control on the trading rates. We formulate a stochastic control problem to determine the optimal dynamic strategy for trade execution, with a quadratic terminal penalty to ensure complete liquidation. In addition, we identify conditions on the model parameters to ensure optimality of the controls and finiteness of the associated value functions. For comparison, we also solve the schedule-following optimal execution problem that penalizes deviations from an order schedule. Numerical results are provided to illustrate the optimal market and limit orders over time.

q-fin.MF↗

arXiv2015

The Golden Target: Analyzing the Tracking Performance of Leveraged Gold ETFs

This paper studies the empirical tracking performance of leveraged ETFs on gold, and their price relationships with gold spot and futures. For tracking the gold spot, we find that our optimized portfolios with short-term gold futures are highly effective in replicating prices. The market-traded gold ETF (GLD) also exhibits a similar tracking performance. However, we show that leveraged gold ETFs tend to underperform their corresponding leveraged benchmark. Moreover, the underperformance worsens over a longer holding period. In contrast, we illustrate that a dynamic portfolio of gold futures tracks significantly better than various static portfolios. The dynamic portfolio also consistently outperforms the respective market-traded LETFs for different leverage ratios over multiple years.

q-fin.ST↗

arXiv2005

A simple model for the short-time evolution of near-surface current and temperature profiles

A simple analytical/numerical model has been developed for computing the evolution, over periods of up to a few hours, of the current and temperature profile in the upper layer of the ocean. The model is based upon conservation laws for heat and momentum, and employs an eddy diffusion parameterisation which is dependent on both the wind speed and the wind stress applied at the sea surface. Other parameters such as the bulk-skin surface temperature difference and CO$_2$ flux are determined by application of the Molecular Oceanic Boundary Layer Model (MOBLAM) of Schluessel and Soloviev. A similar model, for the current profile only, predicts a temporary increase in wave breaking intensity and decrease in wave height under conditions where the wind speed increases suddenly, such as, for example, during gusts and squalls. The model results are compared with measurements from the lagrangian Skin Depth Experimental Profiler (SkinDeEP) surface profiling instrument made during the 1999 MOCE-5 field experiment in the waters around Baja California. SkinDeEP made repeated profiles of temperature within the upper few metres of the water column. Given that no tuning was performed in the model, and that the model does not take account of stratification, the results of the model runs are in rather good agreement with the observations. The model may be suitable as an interface between time-independent models of processes very near the surface, and larger-scale three-dimensional time-dependent ocean circulation models. A straightforward extension of the model should also be suitable for making time-dependent computations of gas concentration in the near-surface layer of the ocean.

physics.ao-ph↗

arXiv2005

Reply to comment on `A simple model for the short-time evolution of near-surface current and temperature profiles'

This is our response to a comment by Walter Eifler on our paper `A simple model for the short-time evolution of near-surface current and temperature profiles' (arXiv:physics/0503186, accepted for publication in Deep-Sea Research II). Although Eifler raises genuine issues regarding our model's validity and applicability, we are nevertheless of the opinion that it is of value for the short-term evolution of the upper-ocean profiles of current and temperature. The fact that the effective eddy viscosity tends to infinity for infinite time under a steady wind stress may not be surprising. It can be interpreted as a vertical shift of the eddy viscosity profile and an increase in the size of the dominant turbulent eddies under the assumed conditions of small stratification and infinite water depth.

physics.ao-ph↗