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cs.LG2025
Resolving Latency and Inventory Risk in Market Making with Reinforcement Learning
Junzhe Jiang, Chang Yang, Xinrun Wang +3
The latency of the exchanges in Market Making (MM) is inevitable due to hardware limitations, system processing times, delays in receiving data from exchanges, the time required fo…
cs.LG2024★ 1 cited
Balanced Edge Pruning for Graph Anomaly Detection with Noisy Labels
Zhu Wang, Junnan Dong, Shuang Zhou +3
Graph anomaly detection (GAD) is widely applied in many areas, such as financial fraud detection and social spammer detection. Anomalous nodes in the graph not only impact their ow…