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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.

168,695 papers · 148 categories

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61122182243 · Jun 202019922001200920172026
48 results for policy population

NeuPL learns diverse policies in strategy games efficiently.

problem Iterative training of policies in strategy games leads to under-trained good-responses and wasteful repetition.
method NeuPL uses a single conditional model to represent a population of policies, offering convergence guarantees and transfer learning.
result NeuPL achieves better performance and efficiency across various domains, enabling access to novel strategies.

Framework improves policy generalizability under biased training data.

problem Learning policies that generalize to a target population from biased training data.
method Characterizes sample selection bias using a selection variable, optimizes minimax value over uncertainty set, derives efficient algorithm.
result Policies generalize to target population, outperform standard methods.

Policy mirror ascent achieves Nash equilibrium in mean field games without a population generative model.

problem Achieving Nash equilibrium in mean field games without a population generative model.
method Policy mirror ascent, contractive operator, single-path TD learning.
result Policy mirror ascent converges to Nash equilibrium within O~(ε2)\widetilde{\mathcal{O}}(\varepsilon^{-2}) samples.

Investigates optimal pension policies in PAYG systems with forward utility and ageing population.

problem Optimal investment and pension policies in PAYG systems with sustainability and adequacy constraints.
method Non-zero volatility forward CRRA utilities, closed-form optimal policies, detailed numerical analysis.
result Characterization of optimal policies and detailed impact analysis under various scenarios.

Unified q-learning for mean-field jump-diffusion models with unobservable population distribution.

problem Continuous-time q-learning in mean-field jump-diffusion models with unobservable population distribution.
method Proposed decoupled Iq-function for unified policy evaluation in MFG and MFC problems; unified q-learning algorithm based on test policies and averaged martingale orthogonality condition.
result Unified policy evaluation rule for MFG and MFC problems based on decoupled Iq-function.

Policy learning can be used to extract individualized treatment regimes from observational data in healthcare, civics, e-commerce, and beyond. One big hurdle to policy learning is a commonplace lack of overlap in the data for different actions, which can lead to unwieldy policy evaluation and poorly performing learned …

2019-06-20abs ↗pdf ↗

In this paper, a new population-guided parallel learning scheme is proposed to enhance the performance of off-policy reinforcement learning (RL). In the proposed scheme, multiple identical learners with their own value-functions and policies share a common experience replay buffer, and search a good policy in collabora…

2020-01-09abs ↗pdf ↗

Optimizes COVID-19 testing policy using a Multi-Armed Bandit approach.

problem Balancing discovery of positive cases with population surveillance.
method Risk scoring and random sampling based on Multi-Armed Bandit theory.
result Effective prioritization captures 65-92% of positive cases with varying testing capacity.

The paper improves QD policy ensembles using distribution ratio estimators.

problem Training diverse and high-quality reinforcement learning agents.
method Using Stein variational gradient descent and distribution ratio estimators.
result The method generates diverse and high-quality reinforcement learning agents.

New approach to off-policy evaluation connects causal graph to policy effects.

problem Evaluating policies using observational data from different policies.
method Formalizes off-policy evaluation within a causal graph framework.
result Identifies specific causal estimands and highlights necessary experimental data.

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.

Estimates Mozambique's population using remote sensing and microcensus data.

problem Lack of frequent population estimation due to censuses lacking spatio-temporal resolution.
method Combines remote sensing, microcensus data, and transfer learning with publicly available datasets.
result Population predictions improve with footprint area estimation using transfer learning.

We consider the \mnk{classical} problem of a controller activating (or sampling) sequentially from a finite number of N2N \geq 2 populations, specified by unknown distributions. Over some time horizon, at each time n=1,2,n = 1, 2, \ldots, the controller wishes to select a population to sample, with the goal of sampling fro…

2015-10-07abs ↗pdf ↗

Framework generates precise synthetic populations for scalable modeling.

problem Generating accurate synthetic populations without personal data.
method Constraint-programming framework encoding aggregated statistics and structural relations.
result Exact control of demographic profiles without requiring microdata.

Consider the problem of a controller sampling sequentially from a finite number of N2N \geq 2 populations, specified by random variables XkiX^i_k, i=1,,N, i = 1,\ldots , N, and k=1,2,k = 1, 2, \ldots; where XkiX^i_k denotes the outcome from population ii the kthk^{th} time it is sampled. It is assumed that for each fixed ii, $\{…

2015-05-08abs ↗pdf ↗

Study bridges welfare maximization and CATE estimation in policy learning.

problem Tackles the gap between empirical welfare maximization and conditional average treatment effect estimation in policy learning.
method Shows equivalence between EWM and least squares over reparameterized policy class, proposes regularization method.
result Both approaches are interchangeable under common conditions and share theoretical guarantees.

A government has to finance a risk for its population. It shares the charges among the population with a fixed scale based on economic criteria. Various organisms have to collect and to redistribute fairly the subsidies. Under these conditions, when the size of the organisms is varied, the distribution's laws of the cr…

2014-01-13abs ↗pdf ↗

Study models risks for low-carbon economy in Balkan countries, focusing on shadow economy and populism.

problem Risks and uncertainties in establishing a low-carbon economy in Balkan countries with transition economies.
method Transdisciplinary approach combining economic policy, public opinion, and climate change models.
result Identifies shadow economy and populism as key risk factors for low-carbon economy implementation.

Social Security and other public policies can be viewed as a series of cash in and outflows that depend on parameters such as the age distribution of the population and the retirement age. Given forecasts of these parameters, policies can be designed to be financially stable, i.e., to terminate with a zero balance. If …

2012-01-30abs ↗pdf ↗

Bayesian networks learn sub-population differences from data.

problem Inference from a single network structure can be misleading when data populations are heterogeneous.
method A mixture of Bayesian networks where component probabilities depend on individual characteristics.
result Identifies both network structures and demographic predictors of sub-population membership.

PyCFRL helps ensure fair reinforcement learning policies from offline data.

problem Ensuring fairness in reinforcement learning policies for disadvantaged groups.
method Sequential data preprocessing to learn counterfactually fair policies.
result PyCFRL implements a novel algorithm for fair RL policy learning.

Deep Reinforcement Learning (DRL) algorithms have been successfully applied to a range of challenging control tasks. However, these methods typically suffer from three core difficulties: temporal credit assignment with sparse rewards, lack of effective exploration, and brittle convergence properties that are extremely …

2018-05-21abs ↗pdf ↗

Consider the problem of finding a population or a probability distribution amongst many with the largest mean when these means are unknown but population samples can be simulated or otherwise generated. Typically, by selecting largest sample mean population, it can be shown that false selection probability decays at an…

2015-07-16abs ↗pdf ↗

Study uses machine learning to estimate effective policies in settings with hidden individual actions.

problem Estimating effective policies in settings with hidden individual actions.
method Instrumental Regression and Generalized Method of Moments (GMM) estimator.
result Demonstrates how to estimate a good contract in principal-agent problems.

Consider the problem of sampling sequentially from a finite number of N2N \geq 2 populations, specified by random variables XkiX^i_k, i=1,,N, i = 1,\ldots , N, and k=1,2,k = 1, 2, \ldots; where XkiX^i_k denotes the outcome from population ii the kthk^{th} time it is sampled. It is assumed that for each fixed ii, $\{ X^i_k \}_{k …

2015-04-22abs ↗pdf ↗

Study finds strict collection policies improve portfolio quality of microfinance banks.

problem Improving portfolio quality of microfinance banks through better credit collection policies.
method Multi-stage sampling, regression analysis, descriptive statistics.
result Collection policy has a higher effect on portfolio quality.

Recent studies on fairness in automated decision making systems have both investigated the potential future impact of these decisions on the population at large, and emphasized that imposing ''typical'' fairness constraints such as demographic parity or equality of opportunity does not guarantee a benefit to disadvanta…

2019-11-15abs ↗pdf ↗

Lapse-supported life insurance exacerbates adverse selection risks.

problem Lapse-supported life insurance increases adverse selection costs.
method Modeling 'Term to 100' contracts and analyzing three methods of managing lapse surplus.
result Adverse selection losses can be almost unlimited under certain conditions.

Recent years have witnessed a tremendous improvement of deep reinforcement learning. However, a challenging problem is that an agent may suffer from inefficient exploration, particularly for on-policy methods. Previous exploration methods either rely on complex structure to estimate the novelty of states, or incur sens…

2019-11-11abs ↗pdf ↗

ABPS improves RL training efficiency by sharing policies and evolving hyper-params.

problem Data inefficiency in training deep RL models for real-world applications.
method ABPS: adaptive behavior policy sharing; ABPS-PBT: hybridizing ABPS with PBT for evolving hyper-params.
result ABPS achieves superior performance and reduced variance compared to conventional hyper-parameter tuning.