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.

169,051 papers · 148 categories

Trend · papers per month

4181122162 · Jun 202019922001200920182026
48 results for evolving environments

Advantage amplification helps RL in slow-evolving latent-state environments.

problem Challenges in reinforcement learning for long-horizon latent-state environments.
method Temporal abstraction and aggregation methods to overcome belief state error and small action advantage.
result Proven advantage amplification in settings with slowly evolving latent states.

Proximal online gradient minimizes dynamic regret in evolving environments.

problem Optimizing dynamic regret in online learning where the optimal solution changes over time.
method Proximal online gradient method, showing it is optimal for dynamic regret.
result Proximal online gradient matches the lower bound for dynamic regret, proving its optimality.

New method detects anomalies in computing centers' logs.

problem Anomaly detection in continuously changing log data for predictive maintenance.
method Evolving granular classifiers using Fuzzy-set-Based evolving Modeling and evolving Granular Neural Network.
result Classification model prioritizes maintenance based on anomaly severity.

Optimal attack against autoregressive models by manipulating environment states.

problem Manipulating autoregressive forecasts to track a target trajectory.
method Linear Quadratic Regulator (LQR) for linear models, Model Predictive Control (MPC) for nonlinear models.
result Optimal attack formulations for both white-box and black-box settings.

In classical contagion models, default systems are Markovian conditionally on the observation of their stochastic environment, with interacting intensities. This necessitates that the environment evolves autonomously and is not influenced by the history of the default events. We extend the classical literature and allo…

2017-09-26abs ↗pdf ↗

Study non-stationary MDPs using worst-case RL, proposing RATS algorithm.

problem Robust zero-shot planning in non-stationary stochastic environments.
method Model-Based Reinforcement Learning, worst-case approach.
result RATS algorithm demonstrates benefits over reference methods.

MPC outperforms reactive budgeting in non-stationary return environments.

problem Optimizing budget allocation under non-stationary returns.
method Receding-horizon Model Predictive Control (MPC) compared to reactive policies.
result MPC consistently outperforms reactive budgeting when return dynamics are predictable.

A new method simulates large, diverse populations of learning agents evolving in games.

problem Limited scalability and efficiency of Multi-Agent Reinforcement Learning.
method Parallelizable implementation of Policy Gradient and Opponent-Learning Awareness for evolutionary simulations.
result Simulated large, diverse populations of learning agents evolve under various strategies.

An adaptive clustering algorithm learns from evolving data without manual tuning.

problem Clustering in dynamic data environments where distributions change over time.
method ART-based topological clustering with self-adjusting vigilance parameter.
result The algorithm outperforms state-of-the-art methods in clustering performance and continual learning.

ParsNet tackles weakly supervised data streams with a self-evolving deep neural network.

problem Weakly supervised data streams hinder existing data stream algorithms.
method ParsNet uses a self-labelling strategy with hedge (SLASH) and a closed-loop configuration of generative and discriminative training processes.
result ParsNet outperforms other methods in high-dimensional data streams and infinite delay simulations.

Bayesian Federated Learning improves model reliability in dynamic environments.

problem Uncertainty quantification and robust adaptation in distributed learning.
method Proposes a continual BFL framework using SGLD for sequential updates and continual learning challenges.
result Continual Bayesian updates preserve knowledge and adapt to evolving data.

Partially performative prediction studies how predictive models influence future data.

problem Distribution shift in predictive models due to endogenous and exogenous factors.
method Generalizing performative prediction to capture both endogenous and exogenous sources of distribution shift.
result Developed online analogues of performative stability and optimality for partially performative environments.

Trading strategies evolve in a simulated market to outperform real data.

problem Creating profitable trading strategies in diverse market conditions.
method Agent-based model of heterogeneous agents evolving deep neural networks.
result Elite trading algorithms outperform in real high-frequency foreign exchange data.

This work develops agents to learn generalizable policies for dynamic network environments.

problem Real-world network topologies change due to attackers, defenders, or system failures, leading to failures in adaptive ACD systems.
method Developing agents to learn generalizable policies across dynamic network environments.
result Agents can learn robust policies for dynamic network topologies and diverse attackers.

Click-through rate~(CTR) prediction, whose goal is to estimate the probability of the user clicks, has become one of the core tasks in advertising systems. For CTR prediction model, it is necessary to capture the latent user interest behind the user behavior data. Besides, considering the changing of the external envir…

2018-09-11abs ↗pdf ↗

We study dynamics of a simulated world with stock and money, driven by the externally given processes which we refer to as sentiments. The considered sentiments influence the buy/sell stock trading attitude, the perceived price uncertainty, and the trading intensity of all or a part of the market participants. We study…

2017-05-19abs ↗pdf ↗

SyMPLER improves time series forecasting in nonstationary environments with explainable models.

problem Nonstationary time series forecasting with limited interpretability.
method Dynamic piecewise-linear approximations based on Statistical Learning Theory generalization bounds.
result SyMPLER achieves comparable performance to black-box and explainable models while maintaining interpretability.

This work estimates edge weights of edge-reinforced random walks using observed data.

problem Statistical estimation of edge weights in edge-reinforced random walks.
method Proposes an estimator based on the generalized method of moments using the magic formula and hyperbolic Gaussian structure.
result Analyzes the sample complexity of the proposed estimator.

Selective reinitialization improves adaptability of neural bandits in dynamic environments.

problem Loss of plasticity in neural bandits, leading to rigid neural network parameters.
method Selective Reinitialization (SeRe) framework that dynamically resets underutilized units.
result SeRe enhances adaptability of CNB algorithms, reducing cumulative regret in dynamic environments.

Predicts traffic flow using reinforcement learning and sensor data.

problem Accurately predict expanding and evolving long-term streaming traffic networks.
method Formulates the problem as a continuous reinforcement learning task, where the agent predicts future traffic based on sensor data.
result The approach improves accuracy in predicting traffic flow by updating the agent's state representation over time.

Observation of the workings of productive organizations shows that the characteristics of a trade, backed by nature given to a technological environment, determine the productive combination implemented by the decision maker, and the structure of the operating cycle which is related. The choice of the production functi…

2012-02-09abs ↗pdf ↗

Algorithmic fairness is a field of study that addresses the systematic disadvantage of marginalized groups in machine learning systems.

problem Modern machine learning systems increasingly determine access to economic and social opportunities, leading to structural inequalities and prejudices.
method Statistical and structural approaches to algorithmic fairness.
result The field of algorithmic fairness emerged to address the systematic disadvantage of marginalized groups in machine learning systems.

Paper tackles dynamic pricing in a geometrically decaying environment, achieving better occupancy with lower rates.

problem Minimizing expected loss in a dynamically changing environment with decisions dependent on the data distribution.
method Introduces algorithms for information and loss function settings, using repeated decision deployment to allow mixing of the environment.
result Iteration complexity matches first and zero order stochastic gradient methods up to logarithmic factors.

Network embedding leverages the node proximity manifested to learn a low-dimensional node vector representation for each node in the network. The learned embeddings could advance various learning tasks such as node classification, network clustering, and link prediction. Most, if not all, of the existing works, are ove…

2017-06-06abs ↗pdf ↗

New RL approach learns dynamic VCG mechanisms in unknown MDP environments.

problem Learning dynamic VCG mechanisms in unknown MDP environments.
method Reward-free online RL for exploration, combined with function approximation.
result Regret bound of O~(T2/3)\tilde{\mathcal{O}}(T^{2/3}) for dynamic VCG mechanism learning.

Improved online PCA algorithm learns from evolving norm of parameter vector.

problem Discarding evolving norm in online PCA leads to suboptimal learning.
method Implicitly Normalized Online PCA (INO-PCA) removes unit-norm constraint.
result Parameter norm evolution leads to improved learning behavior.

PDD detects concept drift using explainable AI, improving model performance in dynamic environments.

problem Detecting and adapting to concept drift in predictive models.
method Profile Drift Detection (PDD) using Partial Dependence Profiles (PDPs).
result PDD outperforms existing methods in detecting concept drift and maintaining high predictive performance.

New study finds environment significantly suppresses star formation in galaxies, contrary to previous beliefs.

problem Understanding the role of environment in galaxy formation and evolution.
method Applied causal inference framework to IllustrisTNG simulations.
result Environment suppresses star formation by a factor of ~100, contrary to previous beliefs.

Representation learning algorithms are designed to learn abstract features that characterize data. State representation learning (SRL) focuses on a particular kind of representation learning where learned features are in low dimension, evolve through time, and are influenced by actions of an agent. The representation i…

2018-02-12abs ↗pdf ↗

This paper optimizes cryptocurrency portfolios by clustering price correlations and improving risk-return profiles.

problem Volatility and regulatory uncertainty in cryptocurrency markets make portfolio construction challenging.
method The paper combines network analysis, price forecasting, and portfolio theory to identify stable groups of correlated cryptocurrencies.
result Predictive consensus-clustering portfolios maintain positive and stable performance up to a 14-day horizon, with favourable gain-loss asymmetry and tighter tail-risk control.

Stable Hadamard Memory improves reinforcement learning by efficiently managing memory.

problem Memory models struggle in partially observable reinforcement learning environments.
method Introduces a novel memory model using the Hadamard product for efficient memory management and updates.
result Significantly outperforms state-of-the-art memory-based methods on challenging benchmarks.