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20212026
most citedTowards a fully RL-based Market Simulator

16 citations · 32 across the 19 of their papers we have counts for

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Showing 2022Show all

5 papers · 1 filter

cs.LG2022

Inapplicable Actions Learning for Knowledge Transfer in Reinforcement Learning

Leo Ardon, Alberto Pozanco, Daniel Borrajo +1

Reinforcement Learning (RL) algorithms are known to scale poorly to environments with many available actions, requiring numerous samples to learn an optimal policy. The traditional…

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.AI2022★ 2 cited

Phantom -- A RL-driven multi-agent framework to model complex systems

Leo Ardon, Jared Vann, Deepeka Garg +2

Agent based modelling (ABM) is a computational approach to modelling complex systems by specifying the behaviour of autonomous decision-making components or agents in the system an…

cs.AI2022★ 7 cited

Reinforcement Learning to Solve NP-hard Problems: an Application to the CVRP

Leo Ardon

In this paper, we evaluate the use of Reinforcement Learning (RL) to solve a classic combinatorial optimization problem: the Capacitated Vehicle Routing Problem (CVRP). We formaliz…

cs.CY2022★ 2 cited

Towards a Fairer Digital Marketing Model

Leo Ardon, Dario Morelli, Francesco Villani +1

Surfing on the internet boom, the digital marketing industry has seen an exponential growth in the recent years and is often at the origin of the financial success of the biggest t…