Research
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.

168,695 papers · 148 categories

Trend · papers per month

1.9%3.8%5.8%7.7% · Jun 201919922001200920172026
48 results for Realistic Environment

INTAGS uses interactive simulation to improve realism in multi-agent systems.

problem Challenges in developing realistic agent-based simulators for multi-agent systems.
method INTAGS introduces a novel metric to evaluate the difference between real and synthetic multi-agent systems, optimizing a stochastic policy in reinforcement learning to adapt to interactive sequential decision-making environments.
result INTAGS generates more realistic market data compared to state-of-the-art approaches.

Paper presents a modular RL framework for Forex trading, addressing limitations of prior studies.

problem Challenges in applying RL to Forex trading, including unrealistic environments, simplified rewards, and restricted action spaces.
method Integrates three components: a friction-aware execution engine, a decomposable reward architecture, and a discrete action interface.
result Empirical evaluation shows strong non-monotonic reward interactions and optimal Sharpe ratio with the full reward configuration.

We present the use of the fitted Q iteration in algorithmic trading. We show that the fitted Q iteration helps alleviate the dimension problem that the basic Q-learning algorithm faces in application to trading. Furthermore, we introduce a procedure including model fitting and data simulation to enrich training data as…

2018-05-18abs ↗pdf ↗

Fourier methods fail to accurately approximate option Greeks in realistic market conditions.

problem Failure of Fourier pricing techniques to approximate Greeks in realistic market parameters.
method Used Fourier techniques like Carr-Madan formula, COS method, and Lewis formula to approximate Greeks, which failed in some market conditions.
result Empirically showed that Fourier methods completely fail to approximate Greeks in realistic market environments.

Robust OPE framework uses human inputs to improve policy evaluation in changing environments.

problem Inaccurate policy evaluations due to shifts in environment properties.
method Adapts OPE methods to shifts on user-inputted covariates, providing more realistic utility estimates.
result Robust OPE framework yields less pessimistic policy evaluations and captures realistic dataset shifts.

ABIDES-MARL uses MARL to study market behavior in a realistic financial simulation.

problem Understanding equilibrium behavior in complex financial market games.
method Combines MARL with a realistic LOB simulation to study market behavior.
result Validated approach by solving an extended Kyle model and showing how execution strategies shape market dynamics.

Deep reinforcement learning (RL) has been successfully applied to a variety of game-like environments. However, the application of deep RL to visual navigation with realistic environments is a challenging task. We propose a novel learning architecture capable of navigating an agent, e.g. a mobile robot, to a target giv…

2019-08-08abs ↗pdf ↗

Recent advances in artificial intelligence have been driven by the presence of increasingly realistic and complex simulated environments. However, many of the existing environments provide either unrealistic visuals, inaccurate physics, low task complexity, restricted agent perspective, or a limited capacity for intera…

2018-09-07abs ↗pdf ↗

Early detection of breast cancer has a major contribution to curability, and using mammographic images, this can be achieved non-invasively. Supervised deep learning, the dominant CADe tool currently, has played a great role in object detection in computer vision, but it suffers from a limiting property: the need of a …

2019-09-04abs ↗pdf ↗

Develops RL algorithm for lifelong non-stationary environments.

problem Challenges of reinforcement learning in environments with persistent change.
method Formalizes lifelong non-stationarity, uses latent variable models, and leverages online learning and probabilistic inference.
result Substantial improvement in performance over non-reasoning approaches in lifelong non-stationary environments.

We propose a new perspective on adversarial attacks against deep reinforcement learning agents. Our main contribution is CopyCAT, a targeted attack able to consistently lure an agent into following an outsider's policy. It is pre-computed, therefore fast inferred, and could thus be usable in a real-time scenario. We sh…

2019-05-29abs ↗pdf ↗

This paper explores how environmental properties can simplify reinforcement learning in non-episodic settings.

problem Challenges in reinforcement learning with continuous interaction and sparse delayed rewards.
method Analysis of environment shaping and dynamism properties to simplify learning.
result Properties like environment shaping and dynamism can significantly ease learning in non-episodic, sparse reward settings.

We consider the exploration problem: an agent equipped with a depth sensor must map out a previously unknown environment using as few sensor measurements as possible. We propose an approach based on supervised learning of a greedy algorithm. We provide a bound on the optimality of the greedy algorithm using submodulari…

2018-09-17abs ↗pdf ↗

Behavioral cloning reduces policy learning to supervised learning by training a discriminative model to predict expert actions given observations. Such discriminative models are non-causal: the training procedure is unaware of the causal structure of the interaction between the expert and the environment. We point out …

2019-05-28abs ↗pdf ↗

DIVA generates diverse tasks for complex simulators, enabling adaptive agent training.

problem Lack of diverse training data for complex, open-ended simulators.
method Evolutionary approach using domain randomization and procedural generation.
result Successfully trains adaptive agent behavior in complex simulators.

Robust real-world learning should benefit from both demonstrations and interactions with the environment. Current approaches to learning from demonstration and reward perform supervised learning on expert demonstration data and use reinforcement learning to further improve performance based on the reward received from …

2018-02-14abs ↗pdf ↗

We present Simitate --- a hybrid benchmarking suite targeting the evaluation of approaches for imitation learning. A dataset containing 1938 sequences where humans perform daily activities in a realistic environment is presented. The dataset is strongly coupled with an integration into a simulator. RGB and depth stream…

2019-05-15abs ↗pdf ↗

SHIFT simulates realistic financial markets for research and industry.

problem Creating a realistic simulation platform for financial market research.
method Developed a highly realistic financial market simulator with multiple traders and assets.
result Demonstrated that automated agents can produce price processes similar to real markets.

This paper uses probability tensors for efficient path planning in complex scenarios.

problem Efficient path planning in complex environments with obstacles and multiple goals.
method Probability tensors are used to model agent motion and decision-making, incorporating past and future information.
result The model finds solutions in complex scenarios, demonstrating realistic emergent behaviors.

RL agent learns to place limit orders for trading signals in financial markets.

problem Training an RL agent to execute trading signals in limit order book markets.
method Deep Duelling Double Q-learning with APEX architecture, using synthetic alpha signals.
result RL agent outperforms heuristic trading strategies in inventory management and order placing.

A drone catches another agile drone using competitive reinforcement learning.

problem Intercepting an agile drone with another agile drone.
method Formulated as a Competitive Reinforcement Learning problem, trained with PPO, using a high-fidelity simulation environment.
result Trained policies outperform common heuristic baselines in catch rate, time to catch, and crash rate.

VALAN is a lightweight and scalable software framework for deep reinforcement learning based on the SEED RL architecture. The framework facilitates the development and evaluation of embodied agents for solving grounded language understanding tasks, such as Vision-and-Language Navigation and Vision-and-Dialog Navigation…

2019-12-06abs ↗pdf ↗

Study examines unsupervised and graph-based methods for anomaly detection in IoBT, outperformed by supervised stacking ensemble.

problem Anomaly detection in adversarial environments of IoBT.
method Unsupervised learning, graph-based methods, ensemble supervised learning, adversarial training.
result Supervised stacking ensemble method outperforms unsupervised and graph-based methods in detecting anomalies.

A new method for robot manipulation tasks using imagined object goals.

problem Learning robot manipulation in sparse reward environments.
method Train objects to reach target positions, then use predictions to create a curriculum of tasks.
result Higher success rates in challenging learning scenarios compared to alternatives.

Parametric insurance offers better risk-sharing in high-risk settings than traditional indemnity insurance.

problem High-risk environments where traditional indemnity insurance is unaffordable or ineffective.
method Comparison of excess-of-loss indemnity insurance and parametric insurance within a mean-variance framework, considering fixed costs and binding budget constraints.
result Parametric insurance yields higher welfare for risk-averse individuals, especially when indemnity insurance is impractical.

Study how actions affect perception in embodied agents using group theory.

problem Understanding how actions influence perception in autonomous agents.
method Mathematical formalism of group theory applied to sensory commutativity of action sequences.
result Introduced Sensory Commutativity Probability (SCP) to measure action effects on perception.