3 citations · 3 across the 1 of their papers we have counts for
2 papers
q-fin.CP2019★ 3 cited
On the Importance of Opponent Modeling in Auction Markets
Mahmoud Mahfouz, Angelos Filos, Cyrine Chtourou +5
The dynamics of financial markets are driven by the interactions between participants, as well as the trading mechanisms and regulatory frameworks that govern these interactions. D…
cs.LG2019
Towards Inverse Reinforcement Learning for Limit Order Book Dynamics
Jacobo Roa-Vicens, Cyrine Chtourou, Angelos Filos +3
Multi-agent learning is a promising method to simulate aggregate competitive behaviour in finance. Learning expert agents' reward functions through their external demonstrations is…