arXiv Machine Learning

Reinforcement Learning for Execution under Dynamic Fees in a Closed-Loop DEX Simulator

arXiv:2607. 10960v1 Announce Type: new Abstract: Trader-facing dynamic fees are increasingly proposed for automated market makers (AMMs), but historical data do not identify how order flow would respond: trader-facing fees do not vary, trader types are latent, and a replayed tape is not a sequential decision environment.

arXiv Machine Learning
Jun 3

Human-in-the-Loop Contextual Bandits for Short-Term Rental Dynamic Pricing: Structural Equivalence of Historical Warm-Up and Approval-Gated Live Learning

arXiv:2606. 02595v1 Announce Type: new Abstract: Dynamic pricing in short-term rental (STR) markets presents a distinctive challenge for online learning algorithms: pricing decisions carry significant financial risk, operators require explainability, and market feedback is sparse (one booking outcome per listed night).

By Oleg Miroshnichenko
arXiv Machine Learning
Aug 6

Robust Control under Stationary Ambiguity

arXiv:2608. 04832v1 Announce Type: new Abstract: Control policies optimized in simulation can perform poorly in the real system when the parameters $x$ of the simulator are estimated from limited data but the resulting parameter uncertainty is not represented inside the simulation.

By Konrad J. Mueller, Amira Akkari, Ben Wood, Lukas Gonon
arXiv AI
Jun 9

TT-DAC-PS: Twin-Target Deterministic Actor-Critic with Policy Smoothing for Optimal Trade Execution

arXiv:2606. 08379v1 Announce Type: new Abstract: This study addresses the optimal execution of large stock sell programs by introducing TT-DAC-PS (Twin-Target Deterministic Actor-Critic with Policy Smoothing), a deterministic actor-critic architecture that combines twin exponential-moving-average critic targets with pessimistic min backup, TD3-style target policy smoothing noise, delayed actor updates, and conservative Q regularisation to curb overestimation.

By Ilia Zaznov, Atta Badii, Julian Kunkel, Alfonso Dufour