Identifying and making statistical inferences on differential treatment effects (commonly known as subgroup analysis in clinical research) is central to precision health. Subgroup analysis allows practitioners to pinpoint populations for whom a treatment is especially beneficial or protective, thereby advancing targeted interventions. Tree based recursive partitioning methods are widely used for subgroup analysis due to their interpretability. Nevertheless, these approaches encounter significant limitations, including suboptimal partitions induced by greedy heuristics and overfitting from locally estimated splits, especially under limited sample sizes. To address these limitations, we propose a fused optimal causal tree method that leverages mixed integer optimization (MIO) to facilitate precise subgroup identification. Our approach ensures globally optimal partitions and introduces a parameter fusion constraint to facilitate information sharing across related subgroups. This design substantially improves subgroup discovery accuracy and enhances statistical efficiency. We provide theoretical guarantees by rigorously establishing out of sample risk bounds and comparing them with those of classical tree based methods. Empirically, our method consistently outperforms popular baselines in simulations. Finally, we demonstrate its practical utility through a case study on the Health and Aging Brain Study Health Disparities (HABS-HD) dataset, where our approach yields clinically meaningful insights.

This paper investigates the deep hedging framework, based on reinforcement learning (RL), for the dynamic hedging of swaptions, contrasting its performance with traditional sensitivity-based rho-hedging. We design agents under three distinct objective functions (mean squared error, downside risk, and Conditional Value-at-Risk) to capture alternative risk preferences and evaluate how these objectives shape hedging styles. Relying on a three-factor arbitrage-free dynamic Nelson-Siegel model for our simulation experiments, our findings show that near-optimal hedging effectiveness is achieved when using two swaps as hedging instruments. Deep hedging strategies dynamically adapt the hedging portfolio's exposure to risk factors across states of the market. In our experiments, their out-performance over rho-hedging strategies persists even in the presence some of model misspecification. These results highlight RL's potential to deliver more efficient and resilient swaption hedging strategies.

To keep modern Radio Access Networks (RAN) running smoothly, operators need to spot the real-world triggers behind Service-Level Agreement (SLA) breaches well before customers feel them. We introduce an AI/ML pipeline that does two things most tools miss: (1) finds the likely root-cause indicators and (2) reveals the exact order in which those events unfold. We start by labeling network data: records linked to past SLA breaches are marked `abnormal', and everything else `normal'. Our model then learns the causal chain that turns normal behavior into a fault. In Monte Carlo tests the approach pinpoints the correct trigger sequence with high precision and scales to millions of data points without loss of speed. These results show that high-resolution, causally ordered insights can move fault management from reactive troubleshooting to proactive prevention.

One of the most fundamental questions on influence propagation is to estimate the influence, i.e. the

Collective perception is a key aspect for autonomous driving in smart cities as it aims to combine the local environment models of multiple intelligent vehicles in order to overcome sensor limitations. A crucial part of multi-sensor fusion is track-to-track association. Previous works often suffer from high computational complexity or are based on heuristics. We propose an association algorithms based on stochastic optimization, which leverages a multidimensional likelihood incorporating the number of tracks and their spatial distribution and furthermore computes several association hypotheses. We demonstrate the effectiveness of our approach in Monte Carlo simulations and a realistic collective perception scenario computing high-likelihood associations in ambiguous settings.

This study reinterprets a Monte Carlo simulation of students' perceived success with generative AI (GenAI) through a Kantian-axiomatic lens. Building on prior work, theme-level survey statistics Ease of Use and Learnability, System Efficiency and Learning Burden, and Perceived Complexity and Integration from a representative dataset are used to generate 10,000 synthetic scores per theme on the [1,5] Likert scale. The simulated outputs are evaluated against the axioms of dense linear order without endpoints (DLO): irreflexivity, transitivity, total comparability (connectedness), no endpoints (no greatest and no least; A4-A5), and density (A6). At the data level, the basic ordering axioms (A1-A3) are satisfied, whereas no-endpoints (A4-A5) and density (A6) fail as expected. Likert clipping introduces minimum and maximum observed values, and a finite, discretized sample need not contain a value strictly between any two distinct scores. These patterns are read not as methodological defects but as markers of an epistemological boundary. Following Kant and Friedman, the findings suggest that what simulations capture finite, quantized observations cannot instantiate the ideal properties of an unbounded, dense continuum. Such properties belong to constructive intuition rather than to finite sampling alone. A complementary visualization contrasts the empirical histogram with a sine-curve proxy to clarify this divide. The contribution is interpretive rather than data-expansive: it reframes an existing simulation as a probe of the synthetic a priori structure underlying students' perceptions, showing how formal order-theoretic coherence coexists with principled failures of endpoint-freeness and density in finite empirical models.

The exponential development of generative artificial intelligence (GenAI) technologies like ChatGPT has raised increasing curiosity about their use in higher education, specifically with respect to how students view them, make use of them, and the implications for learning outcomes. This paper employs a hybrid methodological approach involving a systematic literature review and simulation-based modeling to explore student perceptions of GenAI use in the context of higher education. A total of nineteen empirical articles from 2023 through 2025 were selected from the PRISMA-based search targeting the Scopus database. Synthesis of emerging patterns from the literature was achieved by thematic categorization. Six of these had enough quantitative information, i.e., item-level means and standard deviations, to permit probabilistic modeling. One dataset, from the resulting subset, was itself selected as a representative case with which to illustrate inverse-variance weighting by Monte Carlo simulation, by virtue of its well-designed Likert scale format and thematic alignment with the use of computing systems by the researcher. The simulation provided a composite "Success Score" forecasting the strength of the relationship between student perceptions and learning achievements. Findings reveal that attitude factors concerned with usability and real-world usefulness are significantly better predictors of positive learning achievement than affective or trust-based factors. Such an interdisciplinary perspective provides a unique means of linking thematic results with predictive modelling, resonating with longstanding controversies about the proper use of GenAI tools within the university.

Options and structured products, as pivotal financial derivatives, provide contract holders with specific payoff structures based on the performance of underlying assets at predetermined times and conditions. They serve as effective tools for investment institutions to manage risk, hedge exposures, and optimize investment portfolios. With the continuous development of financial markets and the diversification of investor demands, financial institutions have invented a wide variety of exotic options based on the principles and experience of standard options. Exotic options can be further categorized according to their complexity: relatively simple exotic options such as Asian options, barrier options, lookback options, and ratchet options primarily add a single feature to standard options; while highly complex structured products like snowball products, phoenix notes, shark fin options, and cumulative products feature multiple path-dependent conditions and intricate payoff structures. These innovative financial instruments not only broaden investor choices but also provide powerful tools for more refined and personalized risk management and investment strategies[1]. Precisely because exotic options and structured products exhibit high levels of diversity, customization, and structural complexity, accurate pricing remains a core challenge for all market participants.