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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.

168,657 papers · 148 categories

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4182122163 · Jun 202019922001200920172026
48 results for trusted execution environment

DarkneTZ protects edge devices from DNN model leaks using TEE and model partitioning.

problem Privacy risks of pre-trained DNNs on edge devices through membership inference attacks.
method Model partitioning into sensitive and untrusted parts, leveraging TEE.
result DarkneTZ provides reliable model privacy with minimal performance overhead.

The paper analyzes trade execution strategies for large traders in a stochastic market environment.

problem Analyzing trade execution strategies in a stochastic market with price impact.
method Formulated a Markov game model and used backward induction method of dynamic programming.
result Explicit closed-form execution strategy at Markov perfect equilibrium.

This work uses reinforcement learning to optimize task scheduling and execution in a dynamic multi-agent warehouse environment.

problem Optimizing task scheduling and execution in a dynamic multi-agent warehouse environment with limited observability.
method Deep reinforcement learning to solve both high-level scheduling and low-level multi-agent execution problems.
result Demonstrates the effectiveness of reinforcement learning in optimizing task scheduling and execution in a dynamic multi-agent environment.

We propose a novel approach to address one aspect of the non-stationarity problem in multi-agent reinforcement learning (RL), where the other agents may alter their policies due to environment changes during execution. This violates the Markov assumption that governs most single-agent RL methods and is one of the key c…

2019-11-28abs ↗pdf ↗

FR-LUX optimizes portfolio management by learning cost-aware policies robust to market conditions.

problem Transaction costs and regime shifts cause failure in live trading portfolios.
method Integrates three ingredients: microstructure-consistent execution model, trade-space trust region, and explicit regime conditioning.
result Achieves top average Sharpe ratio, maintains flat cost-performance slope, and superior risk-return efficiency.

Online retailers execute a very large number of price updates when compared to brick-and-mortar stores. Even a few mis-priced items can have a significant business impact and result in a loss of customer trust. Early detection of anomalies in an automated real-time fashion is an important part of such a pricing system.…

2019-02-25abs ↗pdf ↗

Agents learn to outperform in trading by using past and current prices.

problem Optimal trading performance beyond theoretical limits.
method Two-agent Almgren-Chriss liquidation game, schedule-learning, DDQN architectures.
result Agents with access to past and current prices achieve supra-competitive outcomes.

We build deep RL agents that execute declarative programs expressed in formal language. The agents learn to ground the terms in this language in their environment, and can generalize their behavior at test time to execute new programs that refer to objects that were not referenced during training. The agents develop di…

2017-06-20abs ↗pdf ↗

Optimizes trade execution with reinforcement learning for limit orders.

problem Maximizing revenue in a limit order book with market and limit orders.
method Formulated as a dynamic allocation task, uses multivariate logistic-normal distributions for efficient training.
result Outperforms traditional strategies in simulated environments.

We introduce Compositional Imitation Learning and Execution (CompILE): a framework for learning reusable, variable-length segments of hierarchically-structured behavior from demonstration data. CompILE uses a novel unsupervised, fully-differentiable sequence segmentation module to learn latent encodings of sequential d…

2018-12-04abs ↗pdf ↗

MAP-Elites generates diverse trading strategies for improved execution performance.

problem Optimizing trading execution schedules in volatile market conditions.
method Quality-diversity algorithm (MAP-Elites) generating a portfolio of specialized strategies.
result Diverse strategies achieve 8-10% performance improvements, validating quality-diversity methods.

New method learns robot actions from videos without explicit labels.

problem Training robots to perform tasks from few demonstrations.
method Uses images and text for task-agnostic and general representation, synthesizes hallucinated actions, and applies dense correspondences.
result Trains robot policies solely from RGB videos, achieving diverse tasks across different robots and environments.

Secure aggregation for buffered asynchronous federated learning without TEEs.

problem Privacy and convergence in buffered asynchronous federated learning.
method Developed a new protocol (BASecAgg) that ensures privacy without TEEs by carefully designing masks.
result BASecAgg achieves similar convergence guarantees as FedBuff without TEEs.

Stablecoin system improves resilience to extreme market events.

problem Vulnerability of stablecoins to extreme volatility and adversarial attacks.
method MVF-Composer uses multi-agent simulations to stress-test and down-weight manipulative signals.
result Reduces peak peg deviation by 57% and mean recovery time by 3.1x under adversarial conditions.

New method improves HPO interpretability without sacrificing performance.

problem Difficulty in understanding HPO algorithms due to black-box nature.
method Coupling Bayesian optimization with Bayesian Algorithm Execution.
result More reliable IML explanations without compromising optimization performance.

ICON-OCnet solves optimal execution problems with neural networks and few examples.

problem Optimal order execution in markets with unknown price impact.
method Transformer-based neural network architecture (ICON-OCnet) that learns price impact from few examples and applies it to optimal execution strategies.
result ICON-OCnet accurately infers price impact models and retrieves optimal execution strategies for various propagator kernels.

Sequence-to-sequence models predict resource usage for co-scheduled jobs in data centers.

problem Challenges in co-scheduling jobs due to resource interference and inefficiencies.
method Sequence-to-sequence models based on recurrent neural networks for workload interference prediction.
result Models accurately forecast resource usage trends from job profiles, improving scheduling decisions.

The deep reinforcement learning method usually requires a large number of training images and executing actions to obtain sufficient results. When it is extended a real-task in the real environment with an actual robot, the method will be required more training images due to complexities or noises of the input images, …

2018-06-02abs ↗pdf ↗

XLVINs improve deep reinforcement learning by combining self-supervised learning and neural algorithmic reasoning.

problem Limitations of Value Iteration Networks (VINs) in deep reinforcement learning.
method Combining contrastive self-supervised learning, graph representation learning, and neural algorithmic reasoning.
result XLVINs match VIN-like models on discrete, fixed MDPs and significantly outperform model-free baselines.

VaR-CPO optimizes VaR-constrained RL problems with conservative policy updates.

problem Optimizing VaR-constrained reinforcement learning problems.
method Combines Cantelli's inequality and trust-region framework for efficient and conservative optimization.
result Achieves zero constraint violations during training in feasible environments.

Study proposes deep learning for VWAP execution in crypto markets, outperforming traditional methods.

problem Challenges in achieving VWAP due to dynamic volume and price factors.
method Direct optimization of VWAP execution using deep learning, bypassing volume curve prediction.
result Deep learning approach consistently achieves lower VWAP slippage in volatile markets.

New trust matrix quantifies breakdowns in deep neural networks.

problem Understanding trust breakdowns in deep learning models.
method Introduces trust matrix and conditional trust densities to analyze deep neural networks.
result Trust matrices reveal areas needing improvement for deep neural networks.

Building deep reinforcement learning agents that can generalize and adapt to unseen environments remains a fundamental challenge for AI. This paper describes progresses on this challenge in the context of man-made environments, which are visually diverse but contain intrinsic semantic regularities. We propose a hybrid …

2018-09-28abs ↗pdf ↗

ABIDES-MARL uses MARL to study market behavior in a realistic financial simulation.

problem Understanding equilibrium behavior in complex financial market games.
method Combines MARL with a realistic LOB simulation to study market behavior.
result Validated approach by solving an extended Kyle model and showing how execution strategies shape market dynamics.

Paper tackles delays in multi-agent reinforcement learning, improving performance.

problem Challenges in reinforcement learning due to delays in real-world systems.
method Proposes a novel framework for multi-agent reinforcement learning with delays, using Delay-Aware Markov Games and centralized-decentralized training.
result Demonstrates significant improvement in performance with delay-aware multi-agent reinforcement learning.

The paper tackles dynamic collateral control for spot-perpetual basis trading in decentralized finance.

problem Dynamic control of collateral in spot-perpetual basis trading in decentralized finance.
method Solves a static control problem and derives an asymmetric dynamic extension, validated with live execution.
result The dynamic control approach provides a more robust operating benchmark and shows significant rebalancing effects.

The paper models market dynamics using a limit order book system to explain slippage and inefficiency.

problem Inefficiency in matching markets due to structural liquidity constraints and slippage.
method Introduces a market microstructure framework with a latent preference state matrix and a dynamic discrete choice execution model.
result Persistent slippage and regional invariance of preference orderings are explained by liquidity thresholds.

DQN outperforms static policies in a dynamic fee environment for automated market makers.

problem How automated market makers (AMMs) perform under dynamic fees is unknown.
method Constructed a closed-loop simulator with dynamic fees, noise flow, and arbitrage.
result A small DQN policy outperforms static policies in a dynamic fee environment.

Trust-aware MAB improves learning performance by accounting for human deviation.

problem Learning performance suffers when humans deviate from recommended policies due to lack of trust.
method Integrates a dynamic trust model into MAB framework, establishing minimax regret and proposing a two-stage trust-aware procedure.
result Proves near-optimal statistical guarantees for trust-aware MAB algorithms.

Study explores reinforcement learning in a complex game environment, analyzing rule inference and policy learning.

problem Learning optimal policies in environments with hidden rules.
method Investigated using the Game Of Hidden Rules (GOHR) environment, employing Feature-Centric and Object-Centric state representations with a Transformer-based A2C algorithm.
result Transformer-based A2C models outperform traditional methods in GOHR, demonstrating the effectiveness of representation strategies.