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.
The paper solves a control problem using reflections to track a benchmark process.
The paper extends Merton's problem by adding benchmark tracking, finding optimal strategies.
In this paper, we present our approach to solve a physics-based reinforcement learning challenge "Learning to Run" with objective to train physiologically-based human model to navigate a complex obstacle course as quickly as possible. The environment is computationally expensive, has a high-dimensional continuous actio…
Enhances RL in partially observable, noisy environments by uncovering causal states.
Optimal retirement timing and consumption under shortfall risk management