13 citations · 16 across the 2 of their papers we have counts for
2 papers
cs.LG2019★ 3 cited
Adversarial recovery of agent rewards from latent spaces of the limit order book
Jacobo Roa-Vicens, Yuanbo Wang, Virgile Mison +2
Inverse reinforcement learning has proved its ability to explain state-action trajectories of expert agents by recovering their underlying reward functions in increasingly challeng…
cs.AI2019★ 13 cited
Model-based Reinforcement Learning for Predictions and Control for Limit Order Books
Haoran Wei, Yuanbo Wang, Lidia Mangu +1
We build a profitable electronic trading agent with Reinforcement Learning that places buy and sell orders in the stock market. An environment model is built only with historical o…