arXiv Machine Learning By Wen-Ting Wang

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

Read the original on arXiv Machine Learning →

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.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

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