Claude
3e0f3d007c
fix: correct COI formulation to measure price erosion over time
...
The fundamental error was treating COI as instantaneous margin × alpha.
The corrected formulation is:
COI = E[p_start] - p_transaction
This measures price erosion over time, capturing how agents using
multiple sessions gather information and drive prices down.
Key changes:
- Add coi.py with COIWindow, COITracker, and compute_multi_session_coi
- Add separability.py with KL-divergence behavioral classification
- Update simplified_env.py to track initial prices and compute windowed COI
- Add corrected COI metrics (coi_*_corrected) alongside legacy metrics
The new approach:
1. Tracks prices at episode start as E[p] (expected price)
2. Computes transaction prices as p (actual sale price)
3. Measures leak as the difference (price erosion)
4. Includes order statistic erosion (Theorem 1: N agents -> min price)
2026-01-26 15:23:32 +00:00
98a9a3738c
fix: coi better defined and aligned and sac improved
2026-01-25 10:36:37 +01:00
1224841a82
preliminary improved runs
2026-01-24 23:51:57 +01:00
4033e73ba1
feat: consistent failure case
2026-01-24 15:16:41 +01:00
bae51daa1c
chore: refactor session mapping
2026-01-24 14:21:35 +01:00
c5eae17924
simple baselines and training setup to be refactored
2026-01-24 13:20:42 +01:00
28669ea4c3
win: refomulated and re-inspired from library
2026-01-23 17:16:32 +01:00
b0a1647956
docs
2026-01-23 12:52:58 +01:00
19bb4fd517
chore; ignoreing build of docs
2026-01-23 10:37:48 +01:00
4e2e41d943
shock: defining new lab environment and formulation
2026-01-23 10:37:32 +01:00
a033e77697
intorducing jax for computation
2026-01-22 21:02:10 +01:00
40e0b201e6
chore: init code for jax core
2026-01-22 13:10:15 +01:00
a217d53556
feat: translating features to jax
2026-01-22 13:10:01 +01:00
a6e6cc5d60
feat: baseline setup for RL modeling
2026-01-22 12:52:41 +01:00
fa89347c4e
feat: expanding market observation space
2026-01-22 11:48:24 +01:00
2b3d937be6
feat: fixing alignment w premiums and specific extraction of data
2026-01-22 11:46:32 +01:00
20c47fe85f
review: planning environment refactoring
2026-01-22 11:40:47 +01:00
b7161573d7
chore: mini docs
2026-01-22 11:40:27 +01:00
c15bb1882e
chore: training and data refactors
2026-01-22 11:40:12 +01:00
dee6f573e3
feat: contaminator and training
2026-01-21 19:12:56 +01:00
2ed200f870
chore: make lib backwards compatible
2026-01-21 19:12:35 +01:00
56308ecb10
chore: export repeated methods into lib
2026-01-21 19:12:11 +01:00
7fcd18c3cb
chore: remove boilerplate
2026-01-21 19:11:54 +01:00
5f607a58eb
acapting some architectures
2026-01-21 18:22:39 +01:00
6aad196234
migrating weak learning
2026-01-21 18:22:31 +01:00
e5060babfa
feat: initial feature engineering of trajectories
2026-01-21 14:05:39 +01:00
80863e9b17
strong dataset gathering
2026-01-21 14:05:30 +01:00
a5029f2eab
feat: weak train scaffold
2026-01-21 11:27:03 +01:00
c102ac482e
chore: extra commenting
2026-01-21 11:11:49 +01:00
08ade8dc89
feat: wip contaminator
2026-01-20 21:00:47 +01:00
95d4f0cee2
chore: ignores
2026-01-13 19:50:36 +01:00
3072e5f46e
refactor models computations
2026-01-13 16:51:00 +01:00
a1e3166322
chore: refactor the loader class
2026-01-13 16:46:17 +01:00
6f361b96a8
feat: joint loader
2026-01-13 16:42:50 +01:00
eea019ab3f
feat: introduction of agentinc MDPs and KL divergence of > 2
2026-01-13 15:57:05 +01:00
a36973cb42
feat: forgot airflow helper staging
2026-01-13 15:37:06 +01:00
96180e9af1
feat: added a runner script for agent orchestration
2026-01-13 15:36:20 +01:00
Daniel Alves Rösel
e60c0c64e1
Pre run web refactors ( #43 )
...
* chore: refactor date utilities
* feat: improve images of hotel rooms
* fix: adding date utils
2026-01-13 15:35:27 +01:00
90f57cb9b9
chore: styling and title updates
2026-01-13 15:09:52 +01:00
d865357695
chore: fixing visual bugs in cart
2026-01-13 15:05:33 +01:00
961302a21a
chore: better test consistency before agnet
2026-01-12 22:33:47 +01:00
0d214a469f
planning
2026-01-12 20:59:09 +01:00
acf731efcb
feat: integration of pipeline hooks into testing
2026-01-12 13:37:48 +01:00
9a8525a854
chore: refactor to better map end to end
2026-01-12 11:02:48 +01:00
29f51d56d1
pdf rendering
2026-01-12 11:02:48 +01:00
c56c7f6537
featuer: dot exporter
2026-01-12 11:02:48 +01:00
b1882b6049
feature: MDP behavior mappers (unlinked)
2026-01-12 11:02:48 +01:00
57a7e0c571
simple code cleanup
2026-01-12 11:02:48 +01:00
c8c44d0453
refactor to align moer with research in the env sims
2026-01-12 11:02:48 +01:00
f950565264
tailored docker compose image for secondary tenaordboard
2026-01-12 11:02:48 +01:00
