English
Related papers

Related papers: Liquidity takers behavior representation through a…

200 papers

This paper presents a cloud-based learning model predictive controller that integrates three interacting components: a set of agents, which must learn to perform a finite set of tasks with the minimum possible local cost; a coordinator,…

Systems and Control · Electrical Eng. & Systems 2022-12-01 Paula Chanfreut , José María Maestre , Eduardo F. Camacho , Francesco Borrelli

Sequential recommendation methods play a crucial role in modern recommender systems because of their ability to capture a user's dynamic interest from her/his historical interactions. Despite their success, we argue that these approaches…

Information Retrieval · Computer Science 2021-03-02 Xu Xie , Fei Sun , Zhaoyang Liu , Shiwen Wu , Jinyang Gao , Bolin Ding , Bin Cui

The recent success in human action recognition with deep learning methods mostly adopt the supervised learning paradigm, which requires significant amount of manually labeled data to achieve good performance. However, label collection is an…

Computer Vision and Pattern Recognition · Computer Science 2018-09-07 Junnan Li , Yongkang Wong , Qi Zhao , Mohan S. Kankanhalli

This article aims to propose and apply a machine learning method to analyze the direction of returns from Exchange Traded Funds (ETFs) using the historical return data of its components, helping to make investment strategy decisions through…

Computational Finance · Quantitative Finance 2022-06-14 Raphael P. B. Piovezan , Pedro Paulo de Andrade Junior

Traditional approaches to RL have focused on learning decision policies directly from episodic decisions, while slowly and implicitly learning the semantics of compositional representations needed for generalization. While some approaches…

Computation and Language · Computer Science 2022-12-23 Chris Lengerich , Gabriel Synnaeve , Amy Zhang , Hugh Leather , Kurt Shuster , François Charton , Charysse Redwood

This paper proposes a self-supervised learning approach for video features that results in significantly improved performance on downstream tasks (such as video classification, captioning and segmentation) compared to existing methods. Our…

Machine Learning · Computer Science 2019-10-01 Chen Sun , Fabien Baradel , Kevin Murphy , Cordelia Schmid

This paper presents an equilibrium model of dynamic trading, learning, and pricing by strategic investors with trading targets and price impact. Since trading targets are private, rebalancers and liquidity providers filter the child order…

Trading and Market Microstructure · Quantitative Finance 2021-08-09 Xiao Chen , Jin Hyuk Choi , Kasper Larsen , Duane J. Seppi

We address the problem of learning representations from observations of a scene involving an agent and an external object the agent interacts with. To this end, we propose a representation learning framework extracting the location in…

Machine Learning · Computer Science 2023-09-12 Alfredo Reichlin , Giovanni Luca Marchetti , Hang Yin , Anastasiia Varava , Danica Kragic

Gathering training data is a key step of any supervised learning task, and it is both critical and expensive. Critical, because the quantity and quality of the training data has a high impact on the performance of the learned function.…

Data Structures and Algorithms · Computer Science 2021-10-28 Quentin Lutz , Élie de Panafieu , Alex Scott , Maya Stein

Contrastive learning, a dominant self-supervised technique, emphasizes similarity in representations between augmentations of the same input and dissimilarity for different ones. Although low contrastive loss often correlates with high…

Machine Learning · Computer Science 2023-11-22 Yunzhe Zhang , Yao Lu , Qi Xuan

We study the problem of decision-making in the setting of a scarcity of shared resources when the preferences of agents are unknown a priori and must be learned from data. Taking the two-sided matching market as a running example, we focus…

Computer Science and Game Theory · Computer Science 2021-11-24 Xiaowu Dai , Michael I. Jordan

Conservatism has led to significant progress in offline reinforcement learning (RL) where an agent learns from pre-collected datasets. However, as many real-world scenarios involve interaction among multiple agents, it is important to…

Machine Learning · Computer Science 2022-04-05 Ling Pan , Longbo Huang , Tengyu Ma , Huazhe Xu

Contrastive learning has become an important tool in learning representations from unlabeled data mainly relying on the idea of minimizing distance between positive data pairs, e.g., views from the same images, and maximizing distance…

Computer Vision and Pattern Recognition · Computer Science 2023-08-22 Nina Shvetsova , Felix Petersen , Anna Kukleva , Bernt Schiele , Hilde Kuehne

Enabling robots to learn novel visuomotor skills in a data-efficient manner remains an unsolved problem with myriad challenges. A popular paradigm for tackling this problem is through leveraging large unlabeled datasets that have many…

Robotics · Computer Science 2023-05-16 Maximilian Du , Suraj Nair , Dorsa Sadigh , Chelsea Finn

Due to cancer's complex nature and variable response to therapy, precision oncology informed by omics sequence analysis has become the current standard of care. However, the amount of data produced for each patients makes it difficult to…

Machine Learning · Computer Science 2023-10-30 Patrick J. Lawrence , Xia Ning

In financial markets, the order flow, defined as the process assuming value one for buy market orders and minus one for sell market orders, displays a very slowly decaying autocorrelation function. Since orders impact prices, reconciling…

Statistical Finance · Quantitative Finance 2015-06-19 Damian Eduardo Taranto , Giacomo Bormetti , Fabrizio Lillo

Many organisms in nature use local interactions to generate global cooperative phenomena. To unravel how the behavior of individuals generates effective interactions within a group, we introduce a simple model, wherein each agent senses the…

Statistical Mechanics · Physics 2024-02-20 Samudrajit Thapa , Bat-El Pinchasik , Yair Shokef

Machine learning can greatly benefit from providing learning algorithms with pairs of contrastive training examples -- typically pairs of instances that differ only slightly, yet have different class labels. Intuitively, the difference in…

Machine Learning · Computer Science 2025-06-23 Farnam Mansouri , Hans U. Simon , Adish Singla , Yuxin Chen , Sandra Zilles

Deep learning has proven itself as a successful set of models for learning useful semantic representations of data. These, however, are mostly implicitly learned as part of a classification task. In this paper we propose the triplet network…

Machine Learning · Computer Science 2018-12-05 Elad Hoffer , Nir Ailon

Offline policy learning aims to discover decision-making policies from previously-collected datasets without additional online interactions with the environment. As the training dataset is fixed, its quality becomes a crucial determining…

Machine Learning · Computer Science 2024-02-16 Qiang Wang , Yixin Deng , Francisco Roldan Sanchez , Keru Wang , Kevin McGuinness , Noel O'Connor , Stephen J. Redmond
‹ Prev 1 8 9 10 Next ›