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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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295786114 · Jun 202019922001200920172026
48 results for non-rational agents

Study on stock price formation on trees with multi-population and non-rational agents.

problem Equilibrium price formation for risky stock with multi-population and non-rational agents.
method Combining mean-field game theory with binomial tree framework, proving existence of unique equilibrium, deriving explicit formula for transition probabilities.
result Existence of unique mean-field market-clearing equilibrium with explicit analytic formula for stock price transition probabilities.

Optimizes bounds for multiple T-singularities on surfaces.

problem Bounding T-singularities on non-rational projective surfaces with many singularities.
method Analyzes combinatorial configurations and classifies them to find optimal bounds.
result Classifies all combinatorial configurations leading to high bounds, proving their non-existence gives optimal bounds.

For linear actions of real reductive Lie groups we prove the Kempf-Ness Theorem about closed orbits and the Kirwan-Ness Stratification Theorem of the null cone. Since our completely self-contained proof focuses strongly on geometric and analytic methods, essentially avoiding any deep algebraic result, it applies also t…

2017-01-03abs ↗pdf ↗

In this article we consider a generalization of manifolds and orbifolds which we call quasifolds; quasifolds of dimension k are locally isomorphic to the quotient of R^k by the action of a discrete group - tipically they are not Hausdorff topological spaces. The analogue of a torus in this geometry is a quasitorus. We …

1999-04-30abs ↗pdf ↗

Sharp estimate for 2-systole on Kähler surfaces with positive scalar curvature.

problem Estimating the 2-systole on compact Kähler surfaces with positive scalar curvature.
method Combining classification of positive scalar curvature Kähler surfaces with Stern's level set method adapted to Kähler setting.
result Proved the sharp estimate minXS(ω)sys2(ω)12π\min_X S(ω)\cdot\operatorname{sys}_2(ω)\le 12π.

We call complex quasifold of dimension k a space that is locally isomorphic to the quotient of an open subset of the space C^k by the holomorphic action of a discrete group; the analogue of a complex torus in this setting is called a complex quasitorus. We associate to each simple polytope, rational or not, a family of…

2000-04-11abs ↗pdf ↗

Associated with a smooth, dd-closed (1,1)(1, 1)-form αα of possibly non-rational De Rham cohomology class on a compact complex manifold XX is a sequence of asymptotically holomorphic complex line bundles LkL_k on XX equipped with (0,1)(0, 1)-connections ˉk\bar\partial_k for which ˉk20\bar\partial_k^2\neq 0. Their study was…

2012-01-03abs ↗pdf ↗

Study extends complex sections on non-holomorphic objects on Kähler manifolds.

problem Extension of smooth sections on non-holomorphic objects on Kähler manifolds.
method Use of asymptotically holomorphic line bundles, two twisted Laplace-type operators, and Bochner-Kodaira-Nakano-type inequalities.
result Extensions of smooth sections with control of their L2L^2-norms for non-integrable objects.

Method models other agents' behaviors without requiring direct observation.

problem Understanding and interacting effectively with other agents in reinforcement learning.
method Extracts representations from local observations of the controlled agent using encoder-decoder architectures.
result The method achieves higher returns than baseline methods in multi-agent environments.

Agent-to-agent finance aims to manage payments and trust for AI agents.

problem Managing financial interactions between autonomous AI agents.
method Develops agent-to-agent finance concept and explores blockchain solutions.
result Agent-to-agent finance can address coordination frictions in financial markets.

AI agents manage portfolios, improving on human oversight.

problem Improving strategic asset allocation for institutional investors.
method 50 specialized agents produce capital market assumptions, construct portfolios, critique, and vote on each other's output.
result Meta-agent compares forecasts with realized returns and improves agent performance.

New algorithm reduces learning regret in multi-agent systems with unknown dynamics.

problem Challenges in decentralized learning due to unknown dynamics and lack of communication.
method Proposed MARL algorithm for two-agent LQ systems with unknown dynamics and one-directional communication.
result Achieved O(T)O(\sqrt{T}) regret bound for multi-agent LQ systems with certain communication patterns.

Agents learn to give rewards to others in a shared learning environment.

problem How to encourage cooperation among RL agents in a shared environment.
method Each agent learns a reward function to influence others, optimizing for its own and others' extrinsic objectives.
result Agents significantly outperform standard RL in Markov games, often finding near-optimal division of labor.

New algorithm reduces regret in multi-agent bandits with malicious agents.

problem Collaboration between honest and malicious agents in multi-armed bandits.
method Dynamic reduction of communication with malicious agents, learning who is malicious.
result Algorithm reduces regret even with a single malicious agent, assuming mm is small compared to KK.

We formulate and analyze a multi-agent model for the evolution of individual and systemic risk in which the local agents interact with each other through a central agent who, in turn, is influenced by the mean field of the local agents. The central agent is stabilized by a bistable potential, the only stabilizing force…

2015-07-29abs ↗pdf ↗

Algorithm maximizes total reward in multi-agent bandits with adversarial corruptions.

problem Maximizing total reward in multi-agent bandits with adversarial corruptions.
method Proposes a cooperative learning algorithm robust to adversarial corruptions.
result Demonstrates an additive O((L/Lmin)C)O((L / L_{\min}) C) regret term for an adversary with unknown corruption budget.

I2C enables agents to learn efficient communication without redundancy.

problem Redundant broadcast communication in multi-agent cooperation.
method I2C learns a prior for agent-agent communication via causal inference and reinforcement learning.
result I2C reduces communication overhead and improves multi-agent cooperative performance.

PEAR dynamically reconfigures agent roles to prevent persistent biases in multi-agent debates.

problem Persistent positional biases and sensitivity to role assignments in fixed topologies.
method Dynamic reconfiguration of agent roles and sparse topologies based on evolving agent states.
result Significantly improves average accuracy over debate baselines across multiple reasoning benchmarks.
Agents Play Mix-gamephysics.soc-ph

In mix-game which is an extension of minority game, there are two groups of agents; group1 plays the majority game, but the group2 plays the minority game. This paper studies the change of the average winnings of agents and volatilities vs. the change of mixture of agents in mix-game model. It finds that the correlatio…

2005-05-17abs ↗pdf ↗

We propose a method for modeling and learning turn-taking behaviors for accessing a shared resource. We model the individual behavior for each agent in an interaction and then use a multi-agent fusion model to generate a summary over the expected actions of the group to render the model independent of the number of age…

2018-12-10abs ↗pdf ↗

Many learning agents impact a financial market model, showing complex dynamics.

problem Understanding the dynamics of financial markets with multiple learning agents.
method Agent-based model of financial market with multiple reinforcement learning agents interacting.
result Inclusion of learning agents changes market dynamics to match empirical data.

Reinforcement learning (RL) algorithms allow agents to learn skills and strategies to perform complex tasks without detailed instructions or expensive labelled training examples. That is, RL agents can learn, as we learn. Given the importance of learning in our intelligence, RL has been thought to be one of key compone…

2019-01-01abs ↗pdf ↗

Agents collaborate to reduce regret in a multi-agent linear bandit problem with side information.

problem Reducing regret in a multi-agent stochastic linear bandit with side information.
method A decentralized algorithm where agents communicate subspace indices and each plays a projected LinUCB on the corresponding low-dimensional subspace.
result Per-agent finite-time regret is much smaller when agents communicate compared to non-communicating case.

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.

A novel framework uses goal-conditioned reinforcement learning to generate diverse samples.

problem Generating high-quality, diverse samples from generative models.
method Two agents: GC-agent learns to reconstruct the training set, S-agent learns to imitate GC-agent without knowing the goals.
result Empirically, the method generates diverse and high-quality samples in image synthesis.

The ability of modeling the other agents, such as understanding their intentions and skills, is essential to an agent's interactions with other agents. Conventional agent modeling relies on passive observation from demonstrations. In this work, we propose an interactive agent modeling scheme enabled by encouraging an a…

2018-10-01abs ↗pdf ↗

The behavioral dynamics of multi-agent systems have a rich and orderly structure, which can be leveraged to understand these systems, and to improve how artificial agents learn to operate in them. Here we introduce Relational Forward Models (RFM) for multi-agent learning, networks that can learn to make accurate predic…

2018-09-28abs ↗pdf ↗

Study improves online learning with adaptable agents in various settings.

problem Learning with improving agents in online settings.
method Extensive analysis of combinatorial dimensions, multiclass setup, bandit feedback, and agent cost.
result Characterization and analysis of online learnability in the model.

Kernel method improves cooperative decision-making among agents.

problem Cooperative multi-agent decision making with contextual information.
method Proposed extsc{Coop-KernelUCB} algorithm for near-optimal per-agent regret.
result Near-optimal bounds on per-agent regret with efficient computation and communication.

This work formalizes and extends parameter sharing in multi-agent reinforcement learning.

problem Parameter sharing limits multi-agent learning to a single policy, preventing different tasks or action spaces.
method Introduces agent indication and extends parameter sharing to heterogeneous observation and action spaces.
result Proves convergence to optimal policies for parameter sharing in heterogeneous environments.

Adaptive policies for multi-agent RL improve adaptiveness in changing environments.

problem Non-stationarity in multi-agent reinforcement learning where other agents may alter their policies.
method Train multiple adaptive policies for each agent and a policy predictor to select the best policy at execution time.
result Agents trained with our method outperform state-of-the-art methods in all tested environments.

A simple learning agent learns to trade in an agent-based market model.

problem Optimal execution of trades in an agent-based financial market model.
method Asynchronous trading through a matching engine, varying initial order sizes and state spaces, calibration of empirical stylized facts and price impact curves.
result Smaller state space agents converge faster in learning and can trade intuitively using spread and volume states.