2 citations · 4 across the 4 of their papers we have counts for
4 papers
In Which Areas of Technical AI Safety Could Geopolitical Rivals Cooperate?
Ben Bucknall, Saad Siddiqui, Lara Thurnherr +19
International cooperation is common in AI research, including between geopolitical rivals. While many experts advocate for greater international cooperation on AI safety to address…
JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading
Sascha Frey, Kang Li, Peer Nagy +5
Financial exchanges across the world use limit order books (LOBs) to process orders and match trades. For research purposes it is important to have large scale efficient simulators…
Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network
Peer Nagy, Sascha Frey, Silvia Sapora +4
Developing a generative model of realistic order flow in financial markets is a challenging open problem, with numerous applications for market participants. Addressing this, we pr…
Bayesian calibration of differentiable agent-based models
Arnau Quera-Bofarull, Ayush Chopra, Anisoara Calinescu +2
Agent-based modelling (ABMing) is a powerful and intuitive approach to modelling complex systems; however, the intractability of ABMs' likelihood functions and the non-differentiab…