On-device research index

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.

169,291 papers · 148 categories

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4 results for “Meta-strategy”

Meta-strategy for Learning Tuning Parameters with Guaranteesstat.ML

Meta-strategy learns tuning parameters for online learning methods.

problem Difficulty in setting tuning parameters for online learning methods.

method Meta-learning approach to learn parameters from past tasks.

result Meta-strategy improves on learning each task in isolation.

online learning meta-learning tuning parameters regret bound exponentially weighted aggregation

2021-02-04abs ↗pdf ↗

Joint Pricing and Resource Allocation: An Optimal Online-Learning Approachcs.LG

Optimal online learning for joint pricing and resource allocation.

problem Maximizing net profit in dynamic pricing and resource allocation with stochastic demand.

method Developed an efficient algorithm using a Lower-Confidence Bound (LCB) meta-strategy over multiple OCO agents.

result Achieved

ilde{O}(\sqrt{Tmn})

regret, optimal with respect to time horizon

T

online learning dynamic pricing resource allocation stochastic demand meta-strategy

2025-01-29abs ↗pdf ↗

MGHRL: Meta Goal-generation for Hierarchical Reinforcement Learningcs.LG

MGHRL learns to generate high-level meta strategies for new tasks.

problem Efficiency and generalization in meta-RL for wide task distributions.

method Generates high-level meta strategies over subgoals, leaving subtask learning independent.

result More efficient and generalized meta-learning from past experience.

meta reinforcement learning hierarchical reinforcement learning meta-goal generation generalization efficient learning

2019-09-30abs ↗pdf ↗

Meta-CTA Trading Strategies based on the Kelly Criterionq-fin.PM

Meta-CTA strategies exploit predictable price dynamics based on Kelly Criterion.

problem Predicting and trading CTA impacts on commodity prices.

method Combining Kelly Criterion investment strategy with power law price impact model.

result Meta-CTA strategies can exploit predictable price dynamics.

Kelly Criterion CTA trading Price dynamics Power law Meta-strategy

2016-10-31abs ↗pdf ↗