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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.

168,742 papers · 148 categories

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48 results for ad hoc team play

CollaQ improves multi-agent performance in StarCraft by 40% with fewer samples.

problem Limited generalization and high training rounds in multi-agent reinforcement learning.
method Formulates multi-agent collaboration as joint optimization on reward assignment, decomposes Q-function into self and interactive terms, and uses MARA loss.
result Improves win rate by 40% in StarCraft maps with same number of samples compared to state-of-the-art techniques.

New approach for open ad hoc teamwork using graph-based policy learning.

problem Designing autonomous agents to collaborate with changing teams without prior coordination.
method Graph-based policy learning to adapt to dynamic team compositions.
result Successfully models the effects of other agents, leading to robust adaptation and superior performance.

Adapts agent strategies on-the-fly for better cross-play in cooperative settings.

problem Cross-play issues between self-play agents and unseen partners.
method Adapts agent strategies using posterior belief updates via Gibbs sampling.
result Achieves strong cross-play in the Hanabi game without prior knowledge of partners' strategies.

Most of the prior work on multi-agent reinforcement learning (MARL) achieves optimal collaboration by directly controlling the agents to maximize a common reward. In this paper, we aim to address this from a different angle. In particular, we consider scenarios where there are self-interested agents (i.e., worker agent…

2018-09-29abs ↗pdf ↗

In this work we present STEVE - Soccer TEam VEctors, a principled approach for learning real valued vectors for soccer teams where similar teams are close to each other in the resulting vector space. STEVE only relies on freely available information about the matches teams played in the past. These vectors can serve as…

2019-07-30abs ↗pdf ↗

AHEAD improves financial market efficiency through ad-hoc auctions.

problem Improving financial market efficiency and reducing transaction costs.
method Introducing a new matching design (AHEAD) for electronic markets where participants can trade at a fixed price and trigger auctions when unsatisfied.
result A Nash equilibrium is achieved in the market, and ad-hoc auctions are more relevant and efficient than periodic auctions and continuous limit order books.

Decentralised optimisation tasks are important components of multi-agent systems. These tasks can be interpreted as n-player potential games: therefore game-theoretic learning algorithms can be used to solve decentralised optimisation tasks. Fictitious play is the canonical example of these algorithms. Nevertheless fic…

2013-01-15abs ↗pdf ↗

SCQRNN prevents quantile crossing and improves computational efficiency.

problem Quantile crossing issue in regression models.
method Integrates ad hoc sorting in training to prevent quantile crossing and enhance computational efficiency.
result SCQRNN achieves faster convergence and non-intersecting quantiles.

Proposes a framework to explain KS deterioration in credit risk models.

problem Inconsistent and ad hoc diagnosis of KS decline in credit risk models.
method Counterfactual diagnostic framework attributing KS decline to sampling variability, portfolio composition, covariate shift, and residual deterioration.
result The proposed approach provides more interpretable and governance-relevant explanations than threshold-based review alone.

FCDD improves image anomaly detection without post-hoc explainers.

problem Image anomaly detection, especially pixel-wise.
method Fully Convolutional Data Description (FCDD) directly addresses anomaly detection without post-hoc methods.
result FCDD achieves state-of-the-art results on pixel-wise AD tasks.

Deep learning predicts M&A events in industry networks.

problem Predicting M&A behaviors in competitive industries with complex interdependencies.
method Temporal Dynamic Industry Network (TDIN) model using temporal point processes and deep learning.
result Effective M&A event prediction and actionable recommendations.

RL controls small soccer robots in a real league, beating human-designed policies.

problem Training robots to play complex, real-world sports.
method Sim-to-Real RL approach, training in simulated environment, applying to real-world robots.
result Robots learned policies to compete effectively, beating human-designed strategies.

Machine learning suffers from poor design, data, and evaluation practices.

problem Ad hoc design, poor data hygiene, and lack of statistical rigor in model evaluation.
method Examines the entire machine learning process from design to evaluation, highlighting common pitfalls and providing recommendations.
result Common pitfalls in machine learning research and development are identified and actionable recommendations are provided.

Powerful generative models, particularly in Natural Language Modelling, are commonly trained by maximizing a variational lower bound on the data log likelihood. These models often suffer from poor use of their latent variable, with ad-hoc annealing factors used to encourage retention of information in the latent variab…

2018-06-12abs ↗pdf ↗

Post-hoc calibration of neural networks using g-Layers proves theoretical justification.

problem Ensuring the confidence of neural network decisions in real-world applications.
method Proves theoretical justification for post-hoc calibration methods by adding g-Layers and minimizing NLL.
result Proves that adding g-Layers and minimizing NLL can lead to a calibrated network.

Enhances functional classifier performance with new tree-based methods and unbiased feature importance assessment.

problem Challenges of high-dimensional functional data and biased feature importance assessment.
method Augmented functional classification trees and random forests with ad-hoc conditional permutations for unbiased feature importance.
result Significant enhancement in predictive power of functional classifiers through new feature importance assessment.

The Epps effect helps distinguish between continuous and discrete financial tick data.

problem Determining whether financial tick data represents continuous or discrete events.
method Deriving and correcting the Epps effect, proposing experiments to discriminate between models.
result Tick data is better represented as discrete events rather than continuous Brownian diffusions.

We consider normal almost contact structures on a Riemannian manifold and, through their associated sections of an ad-hoc twistor bundle, study their harmonicity, as sections or as maps. We rewrite these harmonicity equations in terms of the Riemann curvature tensor and find conditions relating the harmonicity of the a…

2011-09-09abs ↗pdf ↗

There are several (mathematical) reasons why Dupire's formula fails in the non-diffusion setting. And yet, in practice, ad-hoc preconditioning of the option data works reasonably well. In this note we attempt to explain why. In particular, we propose a regularization procedure of the option data so that Dupire's local …

2013-02-22abs ↗pdf ↗

Enhances deep neural networks with fixed-mean Gaussian processes for uncertainty estimation.

problem Post-hoc uncertainty estimation of pre-trained deep neural networks.
method Fixed-mean Gaussian processes with variational inference for efficient stochastic optimization.
result FMGP improves uncertainty estimation and computational efficiency compared to state-of-the-art methods.

Framework analyzes physical metrics in soccer to link performance with value.

problem Understanding and quantifying the value of physical performance in soccer.
method Estimating physical indicators from tracking data, contextualizing runs, linking with possession-value model.
result Physical performance correlates with value generation in soccer.

Attackers can significantly reduce team rewards in cooperative multi-agent reinforcement learning.

problem Robustness of cooperative multi-agent reinforcement learning to adversaries.
method Novel attack method involving training a policy network and using targeted adversarial examples.
result Reduces team reward from 20 to 9.4 by attacking a single agent, reducing winning rate from 98.9% to 0%.

Paper studies competitive networks where teams aim to minimize their own objectives, adapting to each other's strategies.

problem Competitive networks where teams have conflicting objectives.
method Proposes diffusion learning algorithms for two classes of network games: zero-sum and non-zero-sum.
result Stability performance of proposed algorithms analyzed and demonstrated through experiments.

According to theoretical models of valuing risky corporate securities, risk of default is primary component in overall yield spread. However, sizable empirical literature considers it otherwise by giving more importance to non-default risk factors. Current study empirically attempts to provide relative solution to this…

2013-03-14abs ↗pdf ↗

Clustering samples according to an effective metric and/or vector space representation is a challenging unsupervised learning task with a wide spectrum of applications. Among several clustering algorithms, k-means and its kernelized version have still a wide audience because of their conceptual simplicity and efficacy.…

2017-10-09abs ↗pdf ↗