Stochastic Gradient Descent in the Optimal Control of Execution Costs

Autor: Kolev, Simeon

Bertsimas and Lo's seminal work laid the groundwork for addressing the implementation shortfall dilemma in institutional investing, emphasizing the significance of market microstructure and price dynamics in minimizing execution costs. However, the a

Externí odkaz: http://arxiv.org/abs/2412.12199

Measurements of hadron production in 90 GeV/c proton-carbon interactions

Autor: Adhikary, H., Adrich, P., Allison, K. K., Amin, N., Andronov, E. V., Arsene, I. -C., Bajda, M., Balkova, Y., Battaglia, D., Bazgir, A., Bhosale, S., Bielewicz, M., Blondel, A., Bogomilov, M., Bondar, Y., Bryliński, W., Brzychczyk, J., Buryakov, M., Camino, A. F., Chandak, Y., Ćirković, M., Csanád, M., Cybowska, J., Czopowicz, T., Dalmazzone, C., Davis, N., Dmitriev, A., von Doetinchem, P., Dominik, W., Dumarchez, J., Engel, R., Feofilov, G. A., Fields, L., Fodor, Z., Friend, M., Gaździcki, M., Gollwitzer, K. E., Golosov, O., Golovatyuk, V., Golubeva, M., Grebieszkow, K., Guber, F., Hurh, P. G., Ilieva, S., Ivashkin, A., Izvestnyy, A., Karpushkin, N., Kiełbowicz, M., Kireyeu, V. A., Kolesnikov, R., Kolev, D., Koshio, Y., Kowalski, S., Kozłowski, B., Krasnoperov, A., Kucewicz, W., Kuchowicz, M., Kuich, M., Kurepin, A., László, A., Lewicki, M., Lykasov, G., Lyubushkin, V. V., Maćkowiak-Pawłowska, M., Makhnev, A., Maksiak, B., Malakhov, A. I., Marcinek, A., Marino, A. D., Mathes, H. -J., Matulewicz, T., Matveev, V., Melkumov, G. L., Merzlaya, A., Mik, Ł., Morozov, S., Nagai, Y., Nakadaira, T., Naskręt, M., Nishimori, S., Olivier, A., Ozvenchuk, V., Panova, O., Paolone, V., Petukhov, O., Pidhurskyi, I., Płaneta, R., Podlaski, P., Popov, B. A., Pórfy, B., Prokhorova, D. S., Pszczel, D., Puławski, S., Renfordt, R., Ren, L., Ortiz, V. Z. Reyna, Röhrich, D., Rondio, E., Roth, M., Rozpłochowski, Ł., Rumberger, B. T., Rumyantsev, M., Rustamov, A., Rybczynski, M., Rybicki, A., Rybka, D., Sakashita, K., Schmidt, K., Seryakov, A., Seyboth, P., Shah, U. A., Shiraishi, Y., Shukla, A., Słodkowski, M., Staszel, P., Stefanek, G., Stepaniak, J., Świderski, Ł., Szewiński, J., Szukiewicz, R., Taranenko, A., Tefelska, A., Tefelski, D., Tereshchenko, V., Tsenov, R., Turko, L., Tveter, T. S., Unger, M., Urbaniak, M., Veberič, D., Vitiuk, O., Volkov, V., Wickremasinghe, A., Witek, K., Wójcik, K., Wyszyński, O., Zherebtsova, A. Zaitsev E., Zimmerman, E. D., Zviagina, A.

This paper presents the multiplicity of neutral and charged hadrons produced in 90 GeV$/c$ proton-carbon interactions from a dataset taken by the NA61/SHINE experiment in 2017. Particle identification via dE/dx was performed for the charged hadrons $

Externí odkaz: http://arxiv.org/abs/2410.23098

D5RL: Diverse Datasets for Data-Driven Deep Reinforcement Learning

Autor: Rafailov, Rafael, Hatch, Kyle, Singh, Anikait, Smith, Laura, Kumar, Aviral, Kostrikov, Ilya, Hansen-Estruch, Philippe, Kolev, Victor, Ball, Philip, Wu, Jiajun, Finn, Chelsea, Levine, Sergey

Offline reinforcement learning algorithms hold the promise of enabling data-driven RL methods that do not require costly or dangerous real-world exploration and benefit from large pre-collected datasets. This in turn can facilitate real-world applica

Externí odkaz: http://arxiv.org/abs/2408.08441

An adaptive Newton-based free-boundary Grad-Shafranov solver

Autor: Serino, Daniel A., Tang, Qi, Tang, Xian-Zhu, Kolev, Tzanio V., Lipnikov, Konstantin

Equilibriums in magnetic confinement devices result from force balancing between the Lorentz force and the plasma pressure gradient. In an axisymmetric configuration like a tokamak, such an equilibrium is described by an elliptic equation for the pol

Externí odkaz: http://arxiv.org/abs/2407.03499

Efficient Imitation Learning with Conservative World Models

Autor: Kolev, Victor, Rafailov, Rafael, Hatch, Kyle, Wu, Jiajun, Finn, Chelsea

We tackle the problem of policy learning from expert demonstrations without a reward function. A central challenge in this space is that these policies fail upon deployment due to issues of distributional shift, environment stochasticity, or compound

Externí odkaz: http://arxiv.org/abs/2405.13193