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researcher

Mengda Xu

9 papers hereh-index 7481 citations11 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author5
  • middle author4

Across the 9 of 9 papers where every author was matched, so the position is known.

fields
  • cs.RO4
  • cs.LG2
  • cs.AI1
  • cs.MA1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

activity
20192026
most citedReinforcement Learning for Market Making in a Multi-agent Dealer Market

19 citations · 37 across the 6 of their papers we have counts for

collaborators
Showing cs.MAShow all

1 paper · 1 filter

cs.MA2021★ 16 cited

Towards a fully RL-based Market Simulator

Leo Ardon, Nelson Vadori, Thomas Spooner +3

We present a new financial framework where two families of RL-based agents representing the Liquidity Providers and Liquidity Takers learn simultaneously to satisfy their objective…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.