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cs.LG2025
LOB-Bench: Benchmarking Generative AI for Finance -- an Application to Limit Order Book Data
Peer Nagy, Sascha Frey, Kang Li +5
While financial data presents one of the most challenging and interesting sequence modelling tasks due to high noise, heavy tails, and strategic interactions, progress in this area…
cs.LG2020
Gaussian Process Policy Optimization
Ashish Rao, Bidipta Sarkar, Tejas Narayanan
We propose a novel actor-critic, model-free reinforcement learning algorithm which employs a Bayesian method of parameter space exploration to solve environments. A Gaussian proces…