This paper improves transportation efficiency by teaching automated vehicles to cooperate.
problem Improving efficiency and safety of transportation systems with automated vehicles.
method Multi-agent graph reinforcement learning with attention mechanism.
result Automated vehicles can achieve better performance when learning to cooperate with each other.
Study compares MAPF and MARL algorithms for warehouse automation.
problem Optimizing multi-agent pickup and delivery in warehouse settings.
method Compared conflict-based search (MAPF) and shared experience actor-critic (MARL).
result Comprehensive benchmarking of MAPF and MARL in a simulated warehouse environment.
RD-Agent(Q) automates quantitative finance research and development.
problem Challenges in asset return prediction due to high dimensionality and volatility.
method Data-centric multi-agent framework for automated research and development of quantitative strategies.
result Up to 2X higher annualized returns with 70% fewer factors.
Generative AI agents improve ERP systems by automating complex financial tasks.
problem Static, rule-based workflows limit adaptability and intelligence in ERP systems.
method Introducing Generative Business Process AI Agents (GBPAs) that integrate generative AI with business process modeling and multi-agent orchestration.
result GBPAs achieve up to 40% reduction in processing time and 94% drop in error rate.
Gray-box attack improves on white-box methods for trading agents.
problem Robustness of Deep RL trading agents against adversarial attacks.
method Hybrid Deep Neural Network policy for gray-box adversarial attack.
result Adversary can reduce trading agent's reward by 214.17%.
Paper uses AI to optimize crypto portfolios, showing better risk-adjusted returns.
problem Managing volatile crypto markets with high volatility.
method Multi-agent system designed to autonomously construct and evaluate crypto-asset allocations.
result Dynamic optimization strategy outperforms static equal weighting strategy in terms of risk-adjusted returns.
Enhances anomaly detection in financial markets using AI agents.
problem Manual verification of financial market anomalies is time-consuming and error-prone.
method A multi-agent LLM framework for automated anomaly detection.
result Framework reduces human intervention and improves efficiency and accuracy.
We are working to develop automated intelligent agents, which can act and react as learning machines with minimal human intervention. To accomplish this, an intelligent agent is viewed as a question-asking machine, which is designed by coupling the processes of inference and inquiry to form a model-based learning unit.…
AutoDIME automates design of multi-agent environments for RL.
problem Designing multi-agent environments for reinforcement learning is challenging.
method Developed intrinsic teacher rewards for multi-agent settings and evaluated them in various tasks.
result Value disagreement was found to be most consistent and effective across tasks.
Framework uses LLMs to automate strategy finding in quantitative finance.
problem Brittleness of traditional deep learning models in financial applications.
method Three-stage framework with prompt-engineered LLMs, multimodal agent-based evaluation, and dynamic weight optimization.
result Robust performance in Chinese & US markets, superior risk-adjusted performance.
AutoFS combines trainers to improve feature selection efficiency and effectiveness.
problem Balancing feature selection efficiency and effectiveness.
method Interactive Reinforced Feature Selection (IRFS) framework with diverse trainers.
result Improved feature selection efficiency and effectiveness compared to existing methods.
Simplified feature selection using a single agent with restructured choice strategy.
problem Efficiency and cost issues in multi-agent reinforced feature selection.
method Single-agent approach with restructured choice strategy, including scanning method, feature prioritization, state representation, and reward scheme.
result Improved efficiency and effectiveness of feature selection.
FinRobot AI agent for equity research provides comprehensive insights.
problem Narrow focus and limited discretion in AI solutions for equity research.
method Multi-agent Chain of Thought system integrating quantitative and qualitative analyses.
result FinRobot delivers insights comparable to major brokerage firms.
Neural Architecture Search has shown potential to automate the design of neural networks. Deep Reinforcement Learning based agents can learn complex architectural patterns, as well as explore a vast and compositional search space. On the other hand, evolutionary algorithms offer higher sample efficiency, which is criti…
Study coevolutionary trading-agent dynamics in continuous strategies.
problem Understanding adaptive trading-agent interactions in complex markets.
method Experimental study of adaptive automated trading agents in a continuous strategy space.
result High-dimensional coevolutionary dynamics pose challenges in market analysis.
Reinforcement learning algorithms use correlations between policies and rewards to improve agent performance. But in dynamic or sparsely rewarding environments these correlations are often too small, or rewarding events are too infrequent to make learning feasible. Human education instead relies on curricula--the break…
Optimizes bidding strategies for LinkedIn ads across multiple platforms.
problem Optimizing automated bidding agents for dynamic online marketplaces.
method Developed a general optimization framework for buyer's interest, agnostic to auction mechanisms.
result Automatically guarantees the optimality of budget allocation across ad units and platforms.
Reinforcement Learning (RL) algorithms can suffer from poor sample efficiency when rewards are delayed and sparse. We introduce a solution that enables agents to learn temporally extended actions at multiple levels of abstraction in a sample efficient and automated fashion. Our approach combines universal value functio…
QLAMMP optimizes fees on AMMs using Q-Learning.
problem Static AMMs cannot adapt to market changes, leading to high slippage.
method Developed a Q-Learning Agent (QLAMMP) to learn optimal fee rates.
result QLAMMP consistently outperforms static AMMs under various market conditions.
The paper analyzes CFMMs to ensure accurate price reporting.
problem Ensuring accurate price reporting for CFMMs.
method Analyzes CFMMs under general assumptions to incentivize correct price reporting.
result Agents are incentivized to correctly report asset prices in a computationally efficient way.
In many machine learning applications, there are multiple decision-makers involved, both automated and human. The interaction between these agents often goes unaddressed in algorithmic development. In this work, we explore a simple version of this interaction with a two-stage framework containing an automated model and…
Study shows time matters in automated trading, improving simple strategies over complex ones.
problem Effects of reaction speed and trading urgency on automated trading strategies.
method Simulated financial markets with public limit order book and continuous double auction matching. Examined reaction speed and trading urgency.
result Simple strategies outperform complex ones when considering reaction speed and trading urgency.
TradingAgents uses LLM-powered multi-agent framework for financial trading.
problem Lack of collaborative dynamics in multi-agent financial trading systems.
method Inspired by real-world trading firms, TradingAgents features specialized LLM-powered agents and a risk management team.
result Framework outperforms baseline models in trading performance metrics.
ChemCrow enhances LLMs for chemistry tasks, automating complex chemical processes.
problem Limited access to computational chemistry tools for large-language models.
method Integrating 18 expert-designed chemistry tools into an LLM (ChemCrow).
result ChemCrow autonomously plans and executes chemical syntheses and discoveries.
This paper analyzes and compares different Automated Market Maker mechanisms.
problem Impermanent loss in Constant Function Market Makers.
method Mean-Variance analysis of liquidity providers' profit and loss, comparison of different mechanisms.
result Optimized oracle-based mechanisms outperform Constant Function Market Makers.
Survey of AI in quant finance, from deep learning to LLMs.
problem Improving predictive modeling and automation in asset management.
method Exploring AI contributions to quant investment pipeline, from human-crafted features to LLMs.
result AI has enabled scalable modeling and autonomous agents in quant finance.
Paper uses SAC RL to optimize market-making strategies.
problem Optimizing market-making strategies with risk management.
method Applying SAC reinforcement learning to automate market-making decisions.
result Agent learns to optimize spreads and hedge trades.
In this paper, we present a technique that improves the process of training an agent (using RL) for instruction following. We develop a training curriculum that uses a nominal number of expert demonstrations and trains the agent in a manner that draws parallels from one of the ways in which humans learn to perform comp…
Many continuous control tasks have easily formulated objectives, yet using them directly as a reward in reinforcement learning (RL) leads to suboptimal policies. Therefore, many classical control tasks guide RL training using complex rewards, which require tedious hand-tuning. We automate the reward search with AutoRL,…
IPO Finance Agent extends Finance Agent v2 for SpaceX S-1 filings, improving accuracy and cost-efficiency.
problem Evaluating IPO due diligence tasks with long-form documents.
method Extended task domain, improved agentic harness with contextual retrieval, automated rubric generation.
result Best-performing model reaches 79.8% accuracy, cost-efficient model at 77.2% with 0.05 USD per query.
Researchers develop PAIN to improve self-driving safety through adversarial training.
problem Overfitting and poor generalizability of neural networks in self-driving vehicles.
method PAIN combines adversarial training in CARLA simulation to generate edge cases.
result Trained self-driving vehicles are more resilient to environmental uncertainty and less prone to collisions.
Interactive RL and DT feedback improve feature selection efficiency.
problem Balancing feature selection effectiveness and efficiency.
method Interactive Reinforcement Learning (IRL) and Decision Tree Feedback (DTF) architecture.
result Improved feature selection performance on real-world datasets.
In this paper, we investigate a new form of automated curriculum learning based on adaptive selection of accuracy requirements, called accuracy-based curriculum learning. Using a reinforcement learning agent based on the Deep Deterministic Policy Gradient algorithm and addressing the Reacher environment, we first show …
A RL framework selects features to balance bias and accuracy dynamically.
problem Bias in automated feature selection when predictors are correlated.
method Multi-component reward function with policy gradient for dynamic regularization and bias mitigation.
result Model balances fairness and accuracy during training.
Study uses LLMs to automate data insights discovery.
problem Extracting relevant insights from large data sets.
method Capture the Flag principle, LLMs, reasoning, code generation.
result LLMs can recognize meaningful data insights.
Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a challenging problem. Here, we design a deep reinforcement learning (RL) architec…
HedgeAgents boosts financial trading with balanced strategies.
problem Inefficient trading strategies under rapid market changes.
method Integrates LLMs with multi-agent system for robust decision-making.
result 70% annualized return and 400% total return over 3 years.
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.
Automated testing framework finds weaknesses in deep control policies.
problem Safety of deep neural network control policies is difficult to validate.
method Adversarial reinforcement learning to test and find weaknesses.
result Framework finds weaknesses not evident during manual testing.
This paper improves robot traders' market impact sensitivity.
problem Market impact in automated trading systems.
method Critiqued existing methods, introduced MLOFI, and demonstrated new algorithms.
result New imbalance-sensitive trader-agents exhibit market impact effects.
Algorithm learns to switch control among agents in a team.
problem Learning to switch control among reinforcement learning agents.
method 2-layer Markov decision process, upper confidence bounds, shared confidence bounds.
result Sublinear total regret with shared confidence bounds.
Paper develops framework for AI agents in financial markets.
problem Systemic implications of AI in finance depend on agent architectures.
method Four-layer architecture and AFMM model for analysis.
result AI agents can improve market efficiency and resilience.
VERAFI improves financial AI by verifying calculations and compliance.
problem Financial AI systems generate errors and violations during reasoning.
method VERAFI combines dense retrieval, reranking, and automated reasoning policies.
result VERAFI achieves 94.7% factual correctness, 81% relative improvement.
This paper uses DRL to optimize liquidity in DeFi protocols, making markets more accessible.
problem Optimizing liquidity provisioning in decentralized finance protocols.
method Modeling liquidity provisioning as an MDP, training an agent with PPO to dynamically adjust positions.
result DRL-based strategy outperforms traditional heuristics in fee maximization and impermanent loss mitigation.
The study uses AI to optimize trading in FX markets by considering size-dependent fees and risk-aversion.
problem Optimizing trading in FX markets with size-dependent fees and risk-aversion.
method Fitted Natural Actor-Critic (FNC) Reinforcement Learning algorithm.
result The algorithm effectively trades with variable order sizes, reducing transaction costs and promoting risk-averse behavior.
A multi-agent system improves crypto portfolio management by processing diverse data types.
problem Managing cryptocurrency portfolios requires processing various data types under high volatility.
method A multi-agent system with three specialized agents for market dynamics, news sentiment, and signal fusion.
result The best configuration, Hierarchical (Skill), achieved a 133.52% cumulative return and 1.502 Sharpe ratio.
DePAint solves MARL for agents with local constraints, privacy, and no central controller.
problem Training multi-agent systems to optimize rewards while adhering to safety constraints in a decentralized setting.
method Formulated as a decentralized constrained multi-agent Markov Decision Problem, proposed DePAint method using momentum-based decentralized policy gradient.
result First privacy-preserving fully decentralized MARL algorithm considering both peak and average constraints.
We explore the competitive effects of reaction time of automated trading strategies in simulated financial markets containing a single exchange with public limit order book and continuous double auction matching. A large body of research conducted over several decades has been devoted to trading agent design and simula…