16 citations · 27 across the 5 of their papers we have counts for
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cs.LG2020★ 1 cited
A Natural Actor-Critic Algorithm with Downside Risk Constraints
Thomas Spooner, Rahul Savani
Existing work on risk-sensitive reinforcement learning - both for symmetric and downside risk measures - has typically used direct Monte-Carlo estimation of policy gradients. While…
q-fin.TR2020
Robust Market Making via Adversarial Reinforcement Learning
Thomas Spooner, Rahul Savani
We show that adversarial reinforcement learning (ARL) can be used to produce market marking agents that are robust to adversarial and adaptively-chosen market conditions. To apply…