12 citations · 20 across the 2 of their papers we have counts for
2 papers
q-fin.TR2019★ 8 cited
Get Real: Realism Metrics for Robust Limit Order Book Market Simulations
Svitlana Vyetrenko, David Byrd, Nick Petosa +4
Machine learning (especially reinforcement learning) methods for trading are increasingly reliant on simulation for agent training and testing. Furthermore, simulation is important…
cs.AI2019★ 12 cited
Multiplayer AlphaZero
Nick Petosa, Tucker Balch
The AlphaZero algorithm has achieved superhuman performance in two-player, deterministic, zero-sum games where perfect information of the game state is available. This success has…