optimal-stopping

Links for the most relevant topics

A log likelihood process for optimal entry / exit / stopping.

Pricing American style option by estimating optimal stopping time using deep learning

Optimal stopping agents powered by generative large language models

Comparative Analysis of Dual Algorithms for high-dimensional Stopping Problems

Code and preprocessed data for IEEE ICDL 2026 paper on Poisson process dynamics (λ = e) in perceptual crossing physiology and behavior.

Instructive game aimed to illustrate the concept of Optimal Stopping in Reinforcement Learning.

Stochastic reference point model of aspirational abandonment under positional drift — behavioral economics working paper

How Chain-of-Thought Budgets Induce Overconfidence in LLMs. Investigating Calibration Drift Under Reasoning (CDUR), hypothesis lock-in mechanisms, and dynamic token budgeting via the CABStop optimal stopping algorithm.

A simulation of a seemingly paradoxical outcome of different search orders on a grid.

Built a C++17 Monte Carlo engine solving 10+ classic mathematical puzzles(Kelly Criterion,Gambler's Ruin,Secretary Problem,Bayesian Updating,Market-Making Spread),validating each estimate against closed-form analytical solutions with under 1.2% error across 1M+ trials,with plots

Repo containing chapters 1-5 from my bachelor thesis

Adaptive LLM inference control with safe live policies and evidence-grade evaluation

Practical Implementation for Optimal Stopping Look Then Leap Rule

Turnip price predictor for Animal Crossing: New Horizons. Exact posterior probabilities over price patterns, and an optimal selling decision.

The Tangent Rule: an opportunity-cost stopping controller for agentic AI (when to stop reasoning, retrieving, or looping). Reference code, regime-shift simulation, and a Claude Code plugin. Paper: Trivedi (2026).

Risk-based sequential stopping: when to invoke an LLM in streaming systems. Code for ECML PKDD 2026 (Research Track). arXiv:2607.13048 · Zenodo DOI 10.5281/zenodo.20783549