8 citations · 9 across the 4 of their papers we have counts for
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q-fin.CP2019
Deep reinforcement learning for market making in corporate bonds: beating the curse of dimensionality
Olivier Guéant, Iuliia Manziuk
In corporate bond markets, which are mainly OTC markets, market makers play a central role by providing bid and ask prices for a large number of bonds to asset managers from all ar…
q-fin.CP2019
Accelerated Share Repurchase and other buyback programs: what neural networks can bring
Olivier Guéant, Iuliia Manziuk, Jiang Pu
When firms want to buy back their own shares, they have a choice between several alternatives. If they often carry out open market repurchase, they also increasingly rely on banks…