5 citations · 5 across the 1 of their papers we have counts for
2 papers
cs.LG2020★ 5 cited
MQTransformer: Multi-Horizon Forecasts with Context Dependent and Feedback-Aware Attention
Carson Eisenach, Yagna Patel, Dhruv Madeka
Recent advances in neural forecasting have produced major improvements in accuracy for probabilistic demand prediction. In this work, we propose novel improvements to the current s…
q-fin.TR2018
Optimizing Market Making using Multi-Agent Reinforcement Learning
Yagna Patel
In this paper, reinforcement learning is applied to the problem of optimizing market making. A multi-agent reinforcement learning framework is used to optimally place limit orders…