A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Federated learning technique improves convergence speed with communication delays.
problem Communication delays between edge nodes and aggregator in federated learning.
method Developed FedDelAvg, a technique that generalizes federated averaging to incorporate a weighting between current local model and delayed global model.
result FedDelAvg achieves a significant improvement in convergence speed, especially when optimizing the weighting scheme to account for delays.
The article is devoted to investigating the application of hedging strategies to online expert weight allocation under delayed feedback. As the main result, we develop the General Hedging algorithm G based on the exponential reweighing of experts' losses. We build the artificial probabilistic framework and …
Recent work has shown that topological enhancements to recurrent neural networks (RNNs) can increase their expressiveness and representational capacity. Two popular enhancements are stacked RNNs, which increases the capacity for learning non-linear functions, and bidirectional processing, which exploits acausal informa…
Adaptive sampling method improves efficiency in complex target distributions.
problem Efficiency of importance sampling in complex target distributions, especially multimodal distributions in high-dimensional spaces.
method Proposes an adaptive scheme combining global sampling with delayed weighting to promote efficient exploration of target distributions.
result The proposed algorithm is geometrically convergent under mild assumptions and demonstrates improved efficiency in various numerical experiments.
In display advertising, predicting the conversion rate, that is, the probability that a user takes a predefined action on an advertiser's website, such as purchasing goods is fundamental in estimating the value of displaying the advertisement. However, there is a relatively long time delay between a click and its resul…
Paper tackles action delays in reinforcement learning, proposing a delay-aware framework.
problem Action delays degrade reinforcement learning performance in real-world systems.
method Formal definition of delay-aware MDP, transformation into standard MDP with augmented states, delay-aware model-based reinforcement learning framework.
result Proposed framework is more efficient in training and transferable between systems with various delay durations.
This work demonstrates the potential of deep reinforcement learning techniques for transmit power control in wireless networks. Existing techniques typically find near-optimal power allocations by solving a challenging optimization problem. Most of these algorithms are not scalable to large networks in real-world scena…
Paper tackles delays in multi-agent reinforcement learning, improving performance.
problem Challenges in reinforcement learning due to delays in real-world systems.
method Proposes a novel framework for multi-agent reinforcement learning with delays, using Delay-Aware Markov Games and centralized-decentralized training.
result Demonstrates significant improvement in performance with delay-aware multi-agent reinforcement learning.
Study on synchronization in financial markets with time delays.
problem Understanding market dynamics and synchronization in financial systems with time delays.
method Examined a system of coupled non-linear delay-differential equations, linearized for small delays, and analyzed collective dynamics using bifurcation diagrams and numerical solutions.
result Demonstrated that limit cycles can be maintained in coupled N-asset models with appropriate parameterization, leading to market synchronization.
Time delay estimation (TDE) is a critical and challenging step in all ultrasound elastography methods. A growing number of TDE techniques require an approximate but robust and fast method to initialize solving for TDE. Herein, we present a fast method for calculating an approximate TDE between two radio frequency (RF) …
We investigate multiarmed bandits with delayed feedback, where the delays need neither be identical nor bounded. We first prove that "delayed" Exp3 achieves the O((KT+D)lnK) regret bound conjectured by Cesa-Bianchi et al. [2019] in the case of variable, but bounded delays. Here, K is the number of actio…
Predicting conversion rates (CVRs) in display advertising (e.g., predicting the proportion of users who purchase an item (i.e., a conversion) after its corresponding ad is clicked) is important when measuring the effects of ads shown to users and to understanding the interests of the users. There is generally a time de…
We study a variant of the stochastic K-armed bandit problem, which we call "bandits with delayed, aggregated anonymous feedback". In this problem, when the player pulls an arm, a reward is generated, however it is not immediately observed. Instead, at the end of each round the player observes only the sum of a number…
Online learning with delayed feedback has received increasing attention recently due to its several applications in distributed, web-based learning problems. In this paper we provide a systematic study of the topic, and analyze the effect of delay on the regret of online learning algorithms. Somewhat surprisingly, it t…
We provide tight finite-time convergence bounds for gradient descent and stochastic gradient descent on quadratic functions, when the gradients are delayed and reflect iterates from τ rounds ago. First, we show that without stochastic noise, delays strongly affect the attainable optimization error: In fact, the error…
We propose a model to study the effects of delayed information on option pricing. We first talk about the absence of arbitrage in our model, and then discuss super replication with delayed information in a binomial model, notably, we present a closed form formula for the price of convex contingent claims. Also, we addr…
A new algorithm tackles delayed combinatorial semi-bandit with causal relations.
problem Optimizing decisions in a non-stationary environment with delayed and causally related rewards.
method Formalized as a non-stationary delayed combinatorial semi-bandit problem, the approach models causal relations with a directed graph in a stationary structural equation model. The agent learns these relations from delayed feedback to optimize decisions.
result Proved a regret bound for the proposed algorithm's performance.
Stochastic delay differential equations (SDDE's) have been used for financial modeling. In this article, we study a SDDE obtained by the equation of a CIR process, with an additional fixed delay term in drift; in particular, we prove that there exists a unique strong solution (positive and integrable) which we call fix…