23 citations · 86 across the 27 of their papers we have counts for
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cs.CE2023★ 1 cited
Once Burned, Twice Shy? The Effect of Stock Market Bubbles on Traders that Learn by Experience
Haibei Zhu, Svitlana Vyetrenko, Serafin Grundl +3
We study how experience with asset price bubbles changes the trading strategies of reinforcement learning (RL) traders and ask whether the change in trading strategies helps to pre…
cs.CE2023★ 1 cited
A Model-Based Synthetic Stock Price Time Series Generation Framework
Haibei Zhu, Svitlana Vyetrenko, Tucker Balch
The Ornstein-Uhlenbeck (OU) process, a mean-reverting stochastic process, has been widely applied as a time series model in various domains. This paper describes the design and imp…