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.
Paper proposes DigMA to generate controllable financial market orders.
Meta-agent learns effective exploration from offline data.
AI agents manage portfolios, improving on human oversight.
We propose a method to efficiently learn diverse strategies in reinforcement learning for query reformulation in the tasks of document retrieval and question answering. In the proposed framework an agent consists of multiple specialized sub-agents and a meta-agent that learns to aggregate the answers from sub-agents to…
We present an effective technique for training deep learning agents capable of negotiating on a set of clauses in a contract agreement using a simple communication protocol. We use Multi Agent Reinforcement Learning to train both agents simultaneously as they negotiate with each other in the training environment. We al…
The stringent requirements of mobile edge computing (MEC) applications and functions fathom the high capacity and dense deployment of MEC hosts to the upcoming wireless networks. However, operating such high capacity MEC hosts can significantly increase energy consumption. Thus, a base station (BS) unit can act as a se…
A novel framework combines LLMs and RL for financial portfolio optimization.
Paper presents a hybrid framework combining sentiment analysis and market indicators for financial portfolio optimization.