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.
Deep RL optimizes goal-based investing strategies.
New approach to goal-based investing using hedging and reinforcement learning.
A framework for goal-based investing with penalties for fund transfers.
New method predicts vehicle trajectories using map lane centers.
Scaling end-to-end reinforcement learning to control real robots from vision presents a series of challenges, in particular in terms of sample efficiency. Against end-to-end learning, state representation learning can help learn a compact, efficient and relevant representation of states that speeds up policy learning, …
Investor aims to meet financial goals with deadlines and target amounts, considering stock trading costs.
Transfer learning across different reinforcement learning (RL) tasks is becoming an increasingly valuable area of research. We consider a goal-based multi-task RL framework and mechanisms by which previously solved tasks can reduce sample complexity and regret when the agent is faced with a new task. Specifically, we i…
Reinforcement learning for optimizing retirement plans and target dated funds.
Biological intelligence can learn to solve many diverse tasks in a data efficient manner by re-using basic knowledge and skills from one task to another. Furthermore, many of such skills are acquired without explicit supervision in an intrinsically driven fashion. This is in contrast to the state-of-the-art reinforceme…
The paper introduces deep learning for ALM, enhancing asset and liability management.
According to Dennett, the same system may be described using a `physical' (mechanical) explanatory stance, or using an `intentional' (belief- and goal-based) explanatory stance. Humans tend to find the physical stance more helpful for certain systems, such as planets orbiting a star, and the intentional stance for othe…
KEMP predicts long-term trajectories for autonomous driving using keyframes.
Many reinforcement-learning researchers treat the reward function as a part of the environment, meaning that the agent can only know the reward of a state if it encounters that state in a trial run. However, we argue that this is an unnecessary limitation and instead, the reward function should be provided to the learn…
Despite increasing attention paid to the need for fast, scalable methods to analyze next-generation neuroscience data, comparatively little attention has been paid to the development of similar methods for behavioral analysis. Just as the volume and complexity of brain data have grown, behavioral paradigms in systems n…
Vanguard uses AI to create personalized financial plans.
Semi-analytical approach for optimal wealth management contributions.
New method optimizes treatment policies to avoid winner's curse.
[Abridged] Although galaxies are found to follow a tight relation between their star formation rate and stellar mass, they are expected to exhibit complex star formation histories (SFH), with short-term fluctuations. The goal of this pilot study is to present a method that will identify galaxies that are undergoing a s…