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cs.LG2026
A Random-Matrix Criterion for Initializing Gated Recurrent Neural Networks
Tommaso Fioratti, Riccardo Marcaccioli, Francesco Casola
Proper weight initialization prior to training has historically been one of the key factors that helped kick off the deep learning revolution. Initialization is even more crucial i…
cs.LG2021★ 6 cited
Deep Reinforcement Learning for Active High Frequency Trading
Antonio Briola, Jeremy Turiel, Riccardo Marcaccioli +2
We introduce the first end-to-end Deep Reinforcement Learning (DRL) based framework for active high frequency trading in the stock market. We train DRL agents to trade one unit of…