Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior

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Related publications (31)

Challenges and approaches in bridging the biomimicry gap in biohybrid systems of fish and robots

As the field of ethology advances, especially over the past two decades, the role of animal-robot interaction tools has increasingly become essential. This importance arises from the need for controlled, repetitive, repeatable, and long-duration experiment ...

EPFL2023

Discovering Influencers in Opinion Formation Over Social Graphs

Ali H. Sayed, Mert Kayaalp, Valentina Shumovskaia, Mert Cemri

The adaptive social learning paradigm helps model how networked agents are able to form opinions on a state of nature and track its drifts in a changing environment. In this framework, the agents repeatedly update their beliefs based on private observation ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2023

Meta Navigation Functions: Adaptive Associations for Coordination of Multi-Agent Systems

Matin Macktoobian

In this paper, we introduce a new class of potential fields, i.e., meta navigation functions (MNFs) to coordinate multi-agent systems. Thanks to the MNF formulation, agents can contribute to each other's coordination via partial and/or total associations, ...

IEEE2022

Byzantine-Resilient Multi-Agent System

Rachid Guerraoui, Alexandre David Olivier Maurer

We consider the problem of making a multi-agent system (MAS) resilient to Byzantine failures through replication. We consider a very general model of MAS, where randomness can be involved in the behavior of each agent. We propose the first universal scheme ...

IEEE COMPUTER SOC2022

Scalable Multi-agent Coordination and Resource Sharing

Panayiotis Danassis

A plethora of real world problems consist of a number of agents that interact, learn, cooperate, coordinate, and compete with others in ever more complex environments. Examples include autonomous vehicles, robotic agents, intelligent infrastructure, IoT de ...

EPFL2022

Essays in Empirical Asset Pricing

Alexis Arilès Marchal

This thesis consists of three applications of machine learning techniques to empirical asset pricing. In the first part, which is co-authored work with Oksana Bashchenko, we develop a new method that detects jumps nonparametrically in financial time series ...

EPFL2022

Visual Scene Understanding for Transportation: From Detecting Objects To Relationships

George Adaimi

Transportation, which deals with moving people and goods around, has a clear impact on the economic development of our society and our well-being. Traditionally, transportation was studied and analyzed using expensive sensors, such as induction loops, that ...

EPFL2022

No-regret learning in games with noisy feedback: Faster rates and adaptivity via learning rate separation

Volkan Cevher, Ya-Ping Hsieh, Kimon Antonakopoulos

We examine the problem of regret minimization when the learner is involved in a continuous game with other optimizing agents: in this case, if all players follow a no-regret algorithm, it is possible to achieve significantly lower regret relative to fully ...

2022

Towards sufficiency in housing: Agent-based model and transition scenarios

Margarita Agriantoni

Research problem: Housing is responsible for a considerable part of global resource consumption. In Switzerland, it accounts for almost one third of the country's CO2 emissions and half of the total energy demand. Thus, housing plays an important role in t ...

EPFL2022

Exploiting environmental signals to enable policy correlation in large-scale decentralized systems

Boi Faltings, Panayiotis Danassis, Zeki Doruk Erden

Can artificial agents benefit from human conventions? Human societies manage to successfully self-organize and resolve the tragedy of the commons in common-pool resources, in spite of the bleak prediction of non-cooperative game theory. On top of that, rea ...

SPRINGER2022

Improved Cooperation by Exploiting a Common Signal

Boi Faltings, Panayiotis Danassis, Zeki Doruk Erden

International Foundation for Autonomous Agents and Multiagent Systems2022

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