Related papers: Detecting Multilevel Manipulation from Limit Order…
This paper presents a framework for learning visual representations from unlabeled video demonstrations captured from multiple viewpoints. We show that these representations are applicable for imitating several robotic tasks, including pick…
Self-supervised Contrastive Learning (CL) has been recently shown to be very effective in preventing deep networks from overfitting noisy labels. Despite its empirical success, the theoretical understanding of the effect of contrastive…
We propose a microstructural modeling framework for studying optimal market making policies in a FIFO (first in first out) limit order book (LOB). In this context, the limit orders, market orders, and cancel orders arrivals in the LOB are…
Distributed learning methods have gained substantial momentum in recent years, with communication overhead often emerging as a critical bottleneck. Gradient compression techniques alleviate communication costs but involve an inherent…
Learning robust representations to discriminate cell phenotypes based on microscopy images is important for drug discovery. Drug development efforts typically analyse thousands of cell images to screen for potential treatments. Early works…
Deep representation learning is a subfield of machine learning that focuses on learning meaningful and useful representations of data through deep neural networks. However, existing methods for semantic classification typically employ…
Multi-agent systems based on large language models (LLMs) for financial trading have grown rapidly since 2023, yet the field lacks a shared framework for understanding what drives performance or for evaluating claims credibly. This survey…
Recent advances in language models (LMs) have led to significant improvements in quality on complex NLP tasks, but at the expense of increased inference costs. Cascading offers a simple strategy to achieve more favorable cost-quality…
Model-based algorithms, which learn a dynamics model from logged experience and perform some sort of pessimistic planning under the learned model, have emerged as a promising paradigm for offline reinforcement learning (offline RL).…
Forecasting the movements of stock prices is one the most challenging problems in financial markets analysis. In this paper, we use Machine Learning (ML) algorithms for the prediction of future price movements using limit order book data.…
Federated Learning has emerged as a dominant computational paradigm for distributed machine learning. Its unique data privacy properties allow us to collaboratively train models while offering participating clients certain…
We consider financial market regime detection from the perspective of deep representation learning of the causal information geometry underpinning traded asset systems using a hierarchical correlation structure to characterise market…
Limit order books (LOBs) match buyers and sellers in more than half of the world's financial markets. This survey highlights the insights that have emerged from the wealth of empirical and theoretical studies of LOBs. We examine the…
Unsupervised Continuous Anomaly Detection (UCAD) faces significant challenges in multi-task representation learning, with existing methods suffering from incomplete representation and catastrophic forgetting. Unlike supervised models,…
Although the self-supervised pre-training of transformer models has resulted in the revolutionizing of natural language processing (NLP) applications and the achievement of state-of-the-art results with regard to various benchmarks, this…
Level-of-detail (LoD) representation is critical for efficiently modeling and transmitting various types of signals, such as images and 3D shapes. In this work, we propose a novel network architecture that enables LoD signal representation.…
In this study, we consider the problem of predicting task success for open-vocabulary manipulation by a manipulator, based on instruction sentences and egocentric images before and after manipulation. Conventional approaches, including…
Self-supervised contrastive representation learning has proved incredibly successful in the vision and natural language domains, enabling state-of-the-art performance with orders of magnitude less labeled data. However, such methods are…
This chapter studies emerging cyber-attacks on reinforcement learning (RL) and introduces a quantitative approach to analyze the vulnerabilities of RL. Focusing on adversarial manipulation on the cost signals, we analyze the performance…
We report successful results from using deep learning neural networks (DLNNs) to learn, purely by observation, the behavior of profitable traders in an electronic market closely modelled on the limit-order-book (LOB) market mechanisms that…