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arXiv research

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.

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2 results for “MaxMax”

Profit Maximization In Arbitrage Loopsq-fin.CP

This paper introduces strategies to maximize arbitrage profits in decentralized exchanges.

problem Maximizing profits from arbitrage loops in decentralized exchanges.

method Three strategies: MaxPrice, MaxMax, and Convex Optimization.

result The Convex Optimization strategy yields the highest monetized arbitrage profit in theory and practice.

Arbitrage Loops Decentralized Exchanges Monetized Arbitrage Profit MaxPrice MaxMax

2024-06-24abs ↗pdf ↗

Mitigating Relative Over-Generalization in Multi-Agent Reinforcement Learningcs.LG

MaxMax Q-Learning improves coordination in multi-agent reinforcement learning by refining action selection.

problem Relative over-generalization in decentralized multi-agent reinforcement learning.

method MaxMax Q-Learning employs iterative sampling and evaluation of potential next states to refine approximations of ideal state transitions.

result MaxMax Q-Learning frequently outperforms existing baselines, demonstrating enhanced convergence and sample efficiency.

multi-agent reinforcement learning relative over-generalization MaxMax Q-Learning iterative sampling state transitions

2024-11-17abs ↗pdf ↗