In this study, we present a simple stochastic order-book model for investors' swarm behaviors seen in the continuous double auction mechanism, which is employed by major global exchanges. Our study shows a characteristic called "fat tail" is seen in the data obtained from our model that incorporates the investors' swar…
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.
168,695 papers · 148 categories
Trend · papers per month
48 results for “swarming behavior”
A combination of a priority queueing model and mean field theory shows the emergence of traders' swarm behavior, even when each has a subjective prediction of the market driven by a limit order book. Using a nonlinear Markov model, we analyze the dynamics of traders who select a favorable order price taking into accoun…
We propose Turing Learning, a novel system identification method for inferring the behavior of natural or artificial systems. Turing Learning simultaneously optimizes two populations of computer programs, one representing models of the behavior of the system under investigation, and the other representing classifiers. …
Swarm intelligence is the collective behavior emerging in systems with locally interacting components. Because of their self-organization capabilities, swarm-based systems show essential properties for handling real-world problems such as robustness, scalability, and flexibility. Yet, we do not know why swarm-based alg…
Inverse reinforcement learning (IRL) has become a useful tool for learning behavioral models from demonstration data. However, IRL remains mostly unexplored for multi-agent systems. In this paper, we show how the principle of IRL can be extended to homogeneous large-scale problems, inspired by the collective swarming b…
The paper learns particle swarming models from data using Gaussian processes.
problem Understanding the link between individual interaction rules and swarming behavior.
method Proposes a learning approach using Gaussian processes to model latent radial interaction functions and scalar parameters in non-collective friction forces.
result Establishes that a coercivity condition is sufficient for recoverability and provides a finite-sample analysis showing optimal convergence rates.
Deep learning autoencoder detects bee colony anomalies.
problem Early detection of bee swarms and other unusual behaviors.
method Deep Recurrent Autoencoder model trained on sensor data.
result Autoencoder detects anomalies independent of their origin.
DBS uses swarm intelligence to cluster data without needing a global objective function.
problem Clustering high-dimensional data with unknown natural clusters.
method Databionic swarm (DBS) system that self-organizes and adapts to data structures.
result DBS outperforms traditional clustering methods in scenarios with no prior knowledge.
Local Communication Protocols for Learning Complex Swarm Behaviors with Deep Reinforcement Learningcs.MA
Swarm systems constitute a challenging problem for reinforcement learning (RL) as the algorithm needs to learn decentralized control policies that can cope with limited local sensing and communication abilities of the agents. While it is often difficult to directly define the behavior of the agents, simple communicatio…
Computational swarm intelligence consists of multiple artificial simple agents exchanging information while exploring a search space. Despite a rich literature in the field, with works improving old approaches and proposing new ones, the mechanism by which complex behavior emerges in these systems is still not well und…
Derives a fluid model for fish swarming in arbitrary dimensions.
problem Modeling fish swarming behavior in various dimensions.
method Develops a novel -dimensional model using bundle geometry and variational formulation.
result Derives the self-organized hydrodynamic model from the interacting particle system.
Paper proposes a federated learning framework for UAV swarms, optimizing convergence rate and energy consumption.
problem Challenges of centralized ML in UAV swarms due to limited connections and large data volumes.
method Distributed federated learning within UAV swarm, joint power allocation and scheduling design.
result Joint design strategy reduces communication rounds by up to 35%.
AdaSwarm optimizes deep learning models with swarm intelligence, outperforming Adam.
problem Optimization challenges in deep learning models.
method AdaSwarm uses EMPSO to approximate gradients for optimization.
result AdaSwarm outperforms Adam and handles various loss functions.
We study a distributed framework for stochastic optimization which is inspired by models of collective motion found in nature (e.g., swarming) with mild communication requirements. Specifically, we analyze a scheme in which each one of independent threads, implements in a distributed and unsynchronized fashion,…
Recently, deep reinforcement learning (RL) methods have been applied successfully to multi-agent scenarios. Typically, these methods rely on a concatenation of agent states to represent the information content required for decentralized decision making. However, concatenation scales poorly to swarm systems with a large…
This paper reviews feature selection methods using swarm intelligence.
problem Reducing dimensionality in high-dimensional datasets.
method Comparative analysis of swarm intelligence-based feature selection methods.
result Evaluation of strengths and weaknesses of swarm intelligence-based methods.
ARS visualization improves t-SNE dynamics with tunable attraction and repulsion.
problem Improve data visualization techniques for complex data sets.
method ARS framework based on t-SNE dynamics with normalized interactions and tunable kernels.
result ARS visualization provides better control over cluster tightness and spacing.
We obtain the conditions for the emergence of the swarm intelligence effect in an interactive game of restless multi-armed bandit (rMAB). A player competes with multiple agents. Each bandit has a payoff that changes with a probability per round. The agents and player choose one of three options: (1) Exploit (a …
Gradient Descent (GD) approximators often fail in the solution space with multiple scales of convexities, i.e., in subspace learning and neural network scenarios. To handle that, one solution is to run GD multiple times from different randomized initial states and select the best solution over all experiments. However,…
In this work we propose a new neural network architecture that efficiently implements and learns general purpose set-equivariant functions. Such a function f maps a set of entities x = {x1, . . . , xn} from one domain to a set of same cardinality y = f (x) = {y1, . . . , yn} in another domain regardless of the ordering…
Study examines CSO algorithm for 3D swarming and tracking multiple targets.
problem Simulating and tracking multiple targets in 3D space.
method Cyclic Stochastic Optimization (CSO) algorithm implemented by mobile sensing agents.
result CSO algorithm converges in 3D space, minimizing uncertainty in targets' state estimates.
A standard belief on emerging collective behavior is that it emerges from simple individual rules. Most of the mathematical research on such collective behavior starts from imperative individual rules, like always go to the center. But how could an (optimal) individual rule emerge during a short period within the group…
PolySwarm uses a swarm of LLMs to predict and arbitrage prediction markets.
problem Real-time prediction market trading and latency arbitrage inefficiencies.
method PolySwarm employs a swarm of 50 diverse LLMs, Bayesian combination, and risk-controlled execution.
result Swarm aggregation outperforms single-model baselines in prediction tasks.
Extends FC-RAG to anytime-valid sequential coverage for language model swarms.
problem Maintain distribution-free coverage for a swarm of weak language models over time.
method Introduces Anytime-FC-RAG, a sequential extension with a summable calibration-deviation budget.
result Achieves time-uniform alarm validity and safety under predictable adaptive control.
In this paper, we examine the problem of missing data in high-dimensional datasets by taking into consideration the Missing Completely at Random and Missing at Random mechanisms, as well as theArbitrary missing pattern. Additionally, this paper employs a methodology based on Deep Learning and Swarm Intelligence algorit…
Approximating Posterior Predictive Distributions by Averaging Output From Many Particle Filtersstat.ME
Paper uses averaging from many particle filters to approximate posterior predictive distributions.
problem Approximating posterior predictive distributions efficiently and accurately.
method Particle swarm filter algorithm that averages many particle filter approximations.
result Law of large numbers and central limit theorem support the method's effectiveness.
The paper connects PSO and CBO methods using stochastic modeling and mean-field limits.
problem Global optimization problems with particle swarm optimization and consensus based optimization.
method Stochastic differential equations and mean-field approximation to derive macroscopic hydrodynamic equations.
result Derives mean-field approximation for PSO and links it to CBO methods.
As one of Bayesian analysis tools, Hidden Markov Model (HMM) has been used to in extensive applications. Most HMMs are solved by Baum-Welch algorithm (BWHMM) to predict the model parameters, which is difficult to find global optimal solutions. This paper proposes an optimized Hidden Markov Model with Particle Swarm Opt…
We study the problem of detecting an abrupt change to the signal covariance matrix. In particular, the covariance changes from a "white" identity matrix to an unknown spiked or low-rank matrix. Two sequential change-point detection procedures are presented, based on the largest and the smallest eigenvalues of the sampl…
A new optimizer, MVO, improves nonlinear regression performance.
problem Finding optimal coefficients in nonlinear regression models.
method Multi-Verse Optimizer (MVO) compared to Particle Swarm Optimizer (PSO).
result MVO statistically outperforms PSO in 10 nonlinear regression problems.
In this paper, we investigate how to learn to control a group of cooperative agents with limited sensing capabilities such as robot swarms. The agents have only very basic sensor capabilities, yet in a group they can accomplish sophisticated tasks, such as distributed assembly or search and rescue tasks. Learning a pol…
New algorithm uses PSO to optimize DNN training parameters in distributed systems.
problem Reducing synchronization frequency in DNN training leads to poor convergence.
method Integrates PSO into distributed training to automatically compute new parameters.
result Proposed algorithm outperforms synchronous methods in distributed DNN training.
PSO optimizes model parameters in nonstandard distributions.
problem Estimating model parameters in nonstandard distributions using existing algorithms.
method Particle Swarm Optimization (PSO) as an alternative optimization routine.
result PSO produces more optimal or convergent results than existing algorithms.
Inverse design is an outstanding challenge in disordered systems with multiple length scales such as polymers, particularly when designing polymers with desired phase behavior. We demonstrate high-accuracy tuning of poly(2-oxazoline) cloud point via machine learning. With a design space of four repeating units and a ra…
Empirical comparison of 18 hyperparameter tuning algorithms for SVM.
problem Tuning hyperparameters and for SVM with RBF kernel.
method Compared 18 search algorithms on 115 real-life data sets.
result Trees of Parzen estimators and particle swarm optimization perform similarly to grid search.
The term structure of interest rates or yield curve is a function relating the interest rate with its own term. Nonlinear regression models of Nelson-Siegel and Svensson were used to estimate the yield curve using a sample of historical data supplied by the National Stock Exchange of Costa Rica. The optimization proble…
In a complex system, the interactions between individual agents often lead to emergent collective behavior like spontaneous synchronization, swarming, and pattern formation. The topology of the network of interactions can have a dramatic influence over those dynamics. In many studies, researchers start with a specific …
mFI-PSO: A Flexible and Effective Method in Adversarial Image Generation for Deep Neural Networkscs.LG
mFI-PSO generates effective adversarial images for DNNs.
problem Vulnerability of DNNs to small perturbations in images.
method Uses mFI for pixel selection and PSO for objective functions.
result mFI-PSO effectively designs flexible adversarial images.
Transformers approximate mean-field dynamics of indistinguishable particles.
problem Approximating the dynamics of indistinguishable particles in complex systems.
method Using transformers to model the mean-field dynamics of interacting particle systems.
result Theoretical bounds on the distance between true and transformer-obtained mean-field dynamics.
Supervised classification is the most active and emerging research trends in today's scenario. In this view, Artificial Neural Network (ANN) techniques have been widely employed and growing interest to the researchers day by day. ANN training aims to find the proper setting of parameters such as weights () …
Optimal income crossover found using particle swarm optimization.
problem Determining the crossover point between two income distributions.
method Particle swarm optimization for finding crossover income, temperature, and Pareto index.
result Optimization method finds boundaries of two income distributions.
Practical Portfolio Optimization with Metaheuristics:Pre-assignment Constraint and Margin Tradingq-fin.PM
Metaheuristics optimize portfolios with pre-assignment and margin trading for better risk-adjusted returns.
problem Maximizing returns while minimizing risk in portfolio optimization.
method Incorporates pre-assignment constraints and margin trading strategies using Genetic Algorithms and Particle Swarm Optimization.
result Metaheuristic-based portfolio optimization yields superior risk-adjusted returns compared to traditional methods.
In this paper we propose DeepSwarm, a novel neural architecture search (NAS) method based on Swarm Intelligence principles. At its core DeepSwarm uses Ant Colony Optimization (ACO) to generate ant population which uses the pheromone information to collectively search for the best neural architecture. Furthermore, by us…
Randomized feature models learn interaction kernels from agent paths.
problem Learning interaction kernels from noisy agent paths.
method Randomized feature algorithm and sparse regression.
result Pruned features reduce overfitting and lower simulation cost.
Method for explaining machine learning survival models using counterfactuals.
problem Tackles the challenge of explaining survival models in machine learning.
method Introduces a condition based on the difference of mean times to event for counterfactual explanation. Reduces the problem to a convex optimization problem for Cox models and applies Particle Swarm Optimization for other models.
result Demonstrates the effectiveness of the proposed method through numerical experiments.
Optimizing the reliability of a bank with Logistic Regression and Particle Swarm Optimizationq-fin.GN
Study defines and optimizes bank reliability using LR and PSO.
problem Lack of reliability concept in financial services.
method Logistic Regression (LR) for initial estimation, Particle Swarm Optimization (PSO) for optimization.
result Optimal financial ratios maximize bank reliability.
Machine learning models have been found to be susceptible to adversarial examples that are often indistinguishable from the original inputs. These adversarial examples are created by applying adversarial perturbations to input samples, which would cause them to be misclassified by the target models. Attacks that search…
Optimizes trading portfolios considering risk and profit.
problem Balancing risk and profit in trading portfolios.
method Risk-Aware Trading Swarm (RATS) algorithm.
result RATS improves portfolio performance and risk management.