26 citations · 79 across the 16 of their papers we have counts for
3 papers · 1 filter
Towards a fully RL-based Market Simulator
Leo Ardon, Nelson Vadori, Thomas Spooner +3
We present a new financial framework where two families of RL-based agents representing the Liquidity Providers and Liquidity Takers learn simultaneously to satisfy their objective…
Consensus Multiplicative Weights Update: Learning to Learn using Projector-based Game Signatures
Nelson Vadori, Rahul Savani, Thomas Spooner +1
Cheung and Piliouras (2020) recently showed that two variants of the Multiplicative Weights Update method - OMWU and MWU - display opposite convergence properties depending on whet…
Factored Policy Gradients: Leveraging Structure for Efficient Learning in MOMDPs
Thomas Spooner, Nelson Vadori, Sumitra Ganesh
Policy gradient methods can solve complex tasks but often fail when the dimensionality of the action-space or objective multiplicity grow very large. This occurs, in part, because…