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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.

168,657 papers · 148 categories

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306089119 · Jun 202019922001200920172026
48 results for top-performing agents

We study ranking quantilized mean-field games to select top-performing agents.

problem Selecting top-performing agents in competitive scenarios.
method Developed two formulations: target-based and threshold-based, and provided analytic and semi-explicit solutions.
result Analytic and semi-explicit solutions for quantilized mean-field consistency conditions.

Meta-learning has been proposed as a framework to address the challenging few-shot learning setting. The key idea is to leverage a large number of similar few-shot tasks in order to learn how to adapt a base-learner to a new task for which only a few labeled samples are available. As deep neural networks (DNNs) tend to…

2019-10-07abs ↗pdf ↗

PowRL uses RL to manage power grids robustly, reducing overloads and maintaining power reliability.

problem Managing transient stability and preventing blackouts in power networks with uncertain generation and load demands.
method PowRL leverages a novel heuristic for overload management and RL-guided topology selection to ensure safe and reliable operation.
result PowRL outperforms other agents in L2RPN challenges, demonstrating robust performance in various scenarios.

Deep network learns Obstacle Tower challenge without human demonstrations.

problem Master procedurally generated levels that get progressively harder.
method Deep Reinforcement Learning with a simple feed-forward network.
result Performed competitively in a reinforcement learning competition.

This paper introduces our solution to the 2018 Duolingo Shared Task on Second Language Acquisition Modeling (SLAM). We used deep factorization machines, a wide and deep learning model of pairwise relationships between users, items, skills, and other entities considered. Our solution (AUC 0.815) hopefully managed to bea…

2018-05-01abs ↗pdf ↗

Comment classification on cookery channels using BERT and traditional models.

problem Volume of multilingual comments, variable lengths, slang, symbols, and abbreviations make comment classification challenging.
method Evaluated traditional machine learning models (Naive Bayes, KNN, SVM, Random Forest, Decision Trees) and BERT-based models (BERT, DISTILBERT, XLM) for multilingual comment classification.
result XLM was the top-performing BERT model with an accuracy of 67.31, while Random Forest with Term Frequency Vectorizer was the best traditional model with 63.59 accuracy.

This paper explores a variety of models for frame-based music transcription, with an emphasis on the methods needed to reach state-of-the-art on human recordings. The translation-invariant network discussed in this paper, which combines a traditional filterbank with a convolutional neural network, was the top-performin…

2017-11-13abs ↗pdf ↗

WeakNAS uses a set of weaker predictors to find top architectures with fewer samples.

problem Finding the best neural architecture with heavy computation costs.
method Proposes a paradigm shift from fitting the whole architecture space to progressively fitting a search path through a set of weaker predictors.
result WeakNAS produces coarse-to-fine iteration to gradually refine the ranking of sampling space, requiring fewer samples to find top-performance architectures.

Deep learning has shown its great promise in various biomedical image segmentation tasks. Existing models are typically based on U-Net and rely on an encoder-decoder architecture with stacked local operators to aggregate long-range information gradually. However, only using the local operators limits the efficiency and…

2018-12-10abs ↗pdf ↗

The problem of Multiple Object Tracking (MOT) consists in following the trajectory of different objects in a sequence, usually a video. In recent years, with the rise of Deep Learning, the algorithms that provide a solution to this problem have benefited from the representational power of deep models. This paper provid…

2019-07-18abs ↗pdf ↗

In unsupervised outlier ensembles, the absence of ground truth makes the combination of base outlier detectors a challenging task. Specifically, existing parallel outlier ensembles lack a reliable way of selecting competent base detectors, affecting accuracy and stability, during model combination. In this paper, we pr…

2018-12-04abs ↗pdf ↗

Paper introduces Arte-Blue Chip Index for diversifying portfolios with art investments.

problem Evaluating blue-chip art as a viable asset class for diversification.
method Developed Arte-Blue Chip Index tracking top-performing artists over 24 years.
result 20% allocation of blue-chip art in a diversified portfolio increases risk-adjusted returns by 20%.

Selecting and combining the outlier scores of different base detectors used within outlier ensembles can be quite challenging in the absence of ground truth. In this paper, an unsupervised outlier detector combination framework called DCSO is proposed, demonstrated and assessed for the dynamic selection of most compete…

2019-11-23abs ↗pdf ↗

Stock return forecasting is of utmost importance in the business world. This has been the favourite topic of research for many academicians since decades. Recently, regularization techniques have reported to tremendously increase the forecast accuracy of the simple regression model. Still, this model cannot incorporate…

2019-01-30abs ↗pdf ↗

The prediction of organic reaction outcomes is a fundamental problem in computational chemistry. Since a reaction may involve hundreds of atoms, fully exploring the space of possible transformations is intractable. The current solution utilizes reaction templates to limit the space, but it suffers from coverage and eff…

2017-09-13abs ↗pdf ↗

PED-ANOVA efficiently calculates HP importance in arbitrary subspaces.

problem Understanding the role of different hyperparameters in arbitrary subspaces.
method Derive a novel f-ANOVA formulation for arbitrary subspaces and use Pearson divergence (PED) for a closed-form calculation of HP importance.
result Demonstrates successful identification of important HPs in different subspaces.

Study finds stock and crypto markets tend to be robust, not antifragile.

problem Understanding the resilience of financial markets to noise and disorder.
method Defined and tested a measure of antifragility for complex systems, analyzed stock and crypto market returns.
result Top performers in stock and crypto markets are robust, not antifragile.

We rigorously evaluate three state-of-the-art techniques for inducing sparsity in deep neural networks on two large-scale learning tasks: Transformer trained on WMT 2014 English-to-German, and ResNet-50 trained on ImageNet. Across thousands of experiments, we demonstrate that complex techniques (Molchanov et al., 2017;…

2019-02-25abs ↗pdf ↗

This paper analyzes DRL strategies in finance, revealing unique trading patterns and performance differences.

problem Limited research on DRL behavior in finance applications.
method Analysis of trading behaviors and purchase diversity of DRL algorithms (A2C, PPO, SAC, DDPG, TD3).
result DRL algorithms exhibit distinct trading patterns and performance differences, with A2C outperforming others in terms of cumulative rewards.

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.

Machine learning in context of physical systems merits a re-examination of the learning strategy. In addition to data, one can leverage a vast library of physical prior models (e.g. kinematics, fluid flow, etc) to perform more robust inference. The nascent sub-field of \emph{physics-based learning} (PBL) studies the bl…

2019-10-01abs ↗pdf ↗

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.

Classification with a large number of classes is a key problem in machine learning and corresponds to many real-world applications like tagging of images or textual documents in social networks. If one-vs-all methods usually reach top performance in this context, these approaches suffer from a high inference complexity…

2019-06-24abs ↗pdf ↗

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.

Few-shot learning aims to train efficient predictive models with a few examples. The lack of training data leads to poor models that perform high-variance or low-confidence predictions. In this paper, we propose to meta-learn the ensemble of epoch-wise empirical Bayes models (E3BM) to achieve robust predictions. "Epoch…

2019-04-17abs ↗pdf ↗

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.