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Mengda Xu

10 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 author5

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • cs.RO4
  • cs.LG2
  • cs.MA2
  • cs.AI1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

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

19 citations · 41 across the 10 of their papers we have counts for

collaborators
Showing 2022Show all

3 papers · 1 filter

cs.MA2022

Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations

Nelson Vadori, Leo Ardon, Sumitra Ganesh +7

We study a game between liquidity provider and liquidity taker agents interacting in an over-the-counter market, for which the typical example is foreign exchange. We show how a su…

cs.LG2022★ 2 cited

ASPiRe:Adaptive Skill Priors for Reinforcement Learning

Mengda Xu, Manuela Veloso, Shuran Song

We introduce ASPiRe (Adaptive Skill Prior for RL), a new approach that leverages prior experience to accelerate reinforcement learning. Unlike existing methods that learn a single…

cs.LG2022

Mixture of basis for interpretable continual learning with distribution shifts

Mengda Xu, Sumitra Ganesh, Pranay Pasula

Continual learning in environments with shifting data distributions is a challenging problem with several real-world applications. In this paper we consider settings in which the d…

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