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.

168,738 papers · 148 categories

Trend · papers per month

69138207276 · Jun 202019922001200920172026
48 results for empowerment dynamics

We introduce a methodology for efficiently computing a lower bound to empowerment, allowing it to be used as an unsupervised cost function for policy learning in real-time control. Empowerment, being the channel capacity between actions and states, maximises the influence of an agent on its near future. It has been sho…

2017-10-13abs ↗pdf ↗

Study on women entrepreneurs' access to finance in France.

problem Inequalities in accessing external finance for women entrepreneurs in France.
method Quantitative approach using data from a representative sample of women entrepreneurs.
result Founder status affects access to external finance; increases success in fundraising but reduces bank finance.

Exploration is a difficult challenge in reinforcement learning and is of prime importance in sparse reward environments. However, many of the state of the art deep reinforcement learning algorithms, that rely on epsilon-greedy, fail on these environments. In such cases, empowerment can serve as an intrinsic reward sign…

2018-10-11abs ↗pdf ↗

Mutual Information between agent Actions and environment States (MIAS) quantifies the influence of agent on its environment. Recently, it was found that the maximization of MIAS can be used as an intrinsic motivation for artificial agents. In literature, the term empowerment is used to represent the maximum of MIAS at …

2019-12-04abs ↗pdf ↗

We consider a problem of learning the reward and policy from expert examples under unknown dynamics. Our proposed method builds on the framework of generative adversarial networks and introduces the empowerment-regularized maximum-entropy inverse reinforcement learning to learn near-optimal rewards and policies. Empowe…

2018-09-17abs ↗pdf ↗

Universal AI seeks high-optionality states through empowerment and curiosity.

problem Understanding and optimizing AI behavior in uncertain environments.
method Unified framework combining AIXI and variational empowerment, showing how universal AI agents balance goal-directed behavior with uncertainty reduction curiosity.
result Self-AIXI asymptotically converges to AIXI performance and exhibits power-seeking behavior due to intrinsic motivations.

Empowerment quantifies the influence an agent has on its environment. This is formally achieved by the maximum of the expected KL-divergence between the distribution of the successor state conditioned on a specific action and a distribution where the actions are marginalised out. This is a natural candidate for an intr…

2015-09-28abs ↗pdf ↗

EDL discovers state-covering skills without relying on task rewards.

problem Discovering skills in reinforcement learning without a task-oriented reward function.
method EDL optimizes information-theoretic objective using different machinery to address coverage problem.
result EDL discovers state-covering skills more effectively than existing methods.

New approach categorizes objective functions for embodied agents.

problem Understanding how objectives relate to each other and discovering new objectives.
method Introducing Action Perception Divergence (APD) to categorize objective functions.
result Introduces a spectrum of objectives from narrow to general, explaining various unsupervised objectives.

We propose a novel framework to identify sub-goals useful for exploration in sequential decision making tasks under partial observability. We utilize the variational intrinsic control framework (Gregor et.al., 2016) which maximizes empowerment -- the ability to reliably reach a diverse set of states and show how to ide…

2019-07-24abs ↗pdf ↗

Revisits VIC method to correct intrinsic reward bias in stochastic environments.

problem Intrinsic reward bias in VIC leading to suboptimal solutions.
method Proposes two methods based on transitional probability model and Gaussian mixture model to correct bias.
result Achieves maximal empowerment through corrected intrinsic reward.

Paper presents a new method for better financial market forecasting.

problem Traditional investment strategies fail to capture market nuances and risks.
method Combines deep learning, factor integration, and correlated stock analysis.
result Enhanced diversification and performance capture in financial markets.

Study evaluates digital transformation impact on financial performance using LLMs.

problem Measuring and understanding the impact of digital transformation on financial performance.
method Constructed DT indicators from company reports; analyzed effects of different digital technologies.
result Digital transformation improves financial performance, but varies by technology.

Study on 2-valued dynamics on complex plane, showing some dynamics can't be group actions.

problem Whether 2-valued dynamics can be defined by the action of a 2-valued group.
method Construction of examples of dynamics that are or are not group actions.
result Some 2-valued dynamics on complex plane cannot be defined by the action of a 2-valued group.

The paper studies dynamic star-shaped risk measures and their representation.

problem Representing dynamic star-shaped risk measures and their properties.
method Representation theorems for dynamic monetary and star-shaped risk measures.
result Dynamic star-shaped risk measures can be represented as the lower envelope of a family of dynamic convex risk measures.

DOODL learns shared spectral dynamics across related dynamical systems.

problem Learning independent dynamical operators for each system limits discovery of shared structure.
method DOODL learns a dictionary of characteristic spectral dynamics on a manifold of related systems.
result DOODL achieves errors one to two orders of magnitude lower than independent operator estimation methods.

We propose a new class of mappings, called Dynamic Limit Growth Indices, that are designed to measure the long-run performance of a financial portfolio in discrete time setup. We study various important properties for this new class of measures, and in particular, we provide necessary and sufficient condition for a Dyn…

2013-12-04abs ↗pdf ↗

Unified analysis of DLNs using DMFT reveals dynamics of loss convergence and generalization trade-offs.

problem Understanding the overall dynamics of diagonal linear networks (DLNs) in neural network training.
method Dynamical Mean-Field Theory (DMFT) applied to DLNs.
result Derives low-dimensional effective process capturing high-dimensional gradient flow dynamics.

dLDS models neural dynamics as sparse combinations of simpler components.

problem Understanding complex neural dynamics at a population level.
method Proposes a decomposed dynamical system model trained through dictionary learning.
result Model efficiently captures and demix diverse neural dynamics.

Reinforcement learning would enjoy better success on real-world problems if domain knowledge could be imparted to the algorithm by the modelers. Most problems have both hidden state and unknown dynamics. Partially observable Markov decision processes (POMDPs) allow for the modeling of both. Unfortunately, they do not p…

2012-12-12abs ↗pdf ↗

We consider trivializations of second iterated bundles of a Lie group that preserve lifted group structures. With such a trivialization, we elaborate Hamiltonian dynamics on cotangent, Lagrangian dynamics on tangent bundles and, both Hamiltonian and Lagrangian dynamics on Tulczyjew's symplectic space which is tangent o…

2015-03-23abs ↗pdf ↗

This survey clarifies dynamic network terminology and reviews GNN models for dynamic networks.

problem Ambiguity in dynamic network terminology and lack of GNN models for dynamic networks.
method Established consistent terminology and notation for dynamic networks, reviewed GNN models.
result Comprehensive survey of dynamic graph neural network models.

Framework infers Langevin dynamics from stochastic observations of latent systems.

problem Inferring non-stationary Langevin dynamics from indirect stochastic observations.
method Non-parametric framework explicitly modeling stochastic observation process and non-stationary latent dynamics.
result Correct inference of non-stationary dynamics requires accounting for non-equilibrium states and observation duration.

The paper extends Vlasov kinetic theory to time-dependent dynamics using cosymplectic and cocontact manifolds.

problem Extending Vlasov kinetic theory to time-dependent dynamics.
method Introducing geometric kinetic theories within cosymplectic and cocontact manifolds.
result Alternative realizations of cosymplectic and cocontact kinetic theories linked via Poisson/momentum maps.

NDS learns dynamical models with prior knowledge, improving accuracy and efficiency.

problem Learning accurate dynamical models with limited data and varying dynamics.
method Neural Dynamical Systems (NDS) integrates prior knowledge in ODEs with neural networks to estimate parameters and predict states.
result NDS achieves higher accuracy and uses fewer samples compared to other methods.

New method learns population dynamics from snapshots, outperforming existing models.

problem Capturing periodic and other dynamical properties of population dynamics.
method Wasserstein Lagrangian Mechanics (WLM) for learning second-order dynamics from observed marginals.
result WLM outperforms existing methods across various dynamics, including vortex dynamics, embryonic development, and flocking.

Paper uses Chebyshev Tensors for accurate dynamic sensitivities and ISDA SIMM computation.

problem Computing dynamic sensitivities and initial margin for financial instruments.
method Uses Chebyshev Tensors in Monte Carlo simulations to compute dynamic sensitivities and ISDA SIMM.
result High accuracy and computational gains for FX swaps and Spread Options.

Survey on computational models in dynamical systems, including new universality concepts.

problem Understanding the relationship between computational models and dynamical systems.
method Review of recent works on Turing universality, Topological Kleene Field Theories, and dynamical bordisms.
result Introduction of new perspectives on computability through dynamical systems.

FNSDA adapts to new dynamics via Fourier space adaptation.

problem Generalizing to unseen dynamical systems with limited data.
method Automatic partitioning of known environments in Fourier modes and adaptation of specific modes for new environments.
result FNSDA achieves superior or competitive generalization performance with reduced parameter cost.

Dynamic risk assessment method for WUI fires improves upon static frameworks.

problem Static risk assessment methods fail to capture dynamic changes in WUI fire risks.
method Dynamic evaluation matrix, grey incidence analysis, optimization model.
result The proposed method effectively captures dynamic risk evolution patterns.

Develops a method to model neural dynamics with flexible yet interpretable latent states.

problem Capturing complex nonlinear dynamics in neural time series while maintaining interpretability.
method Gaussian Process Switching Linear Dynamical System (gpSLDS) that balances expressiveness and interpretability.
result Favorable performance in comparison to rSLDS on synthetic and real neuroscience data.

SINDy-PI robustly identifies implicit dynamics from noisy data.

problem Accurately modeling nonlinear dynamics from noisy data.
method Parallel, implicit SINDy algorithm with multiple optimization algorithms and model selection.
result Significantly more noise robust than previous SINDy approaches.