5 citations · 7 across the 4 of their papers we have counts for
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cs.LG2019★ 2 cited
Improving reinforcement learning algorithms: towards optimal learning rate policies
Othmane Mounjid, Charles-Albert Lehalle
This paper investigates to what extent one can improve reinforcement learning algorithms. Our study is split in three parts. First, our analysis shows that the classical asymptotic…
q-fin.ST2019★ 5 cited
From asymptotic properties of general point processes to the ranking of financial agents
Othmane Mounjid, Mathieu Rosenbaum, Pamela Saliba
We propose a general non-linear order book model that is built from the individual behaviours of the agents. Our framework encompasses Markovian and Hawkes based models. Under mild…