2 papers
q-fin.TR2026
Can Reinforcement Learning Efficiently Discover Price Manipulation?
Ioanna-Yvonni Tsaknaki, Andrea Macrì, Fabrizio Lillo
In this paper, we investigate whether a model-free RL agent can identify and exploit price manipulation opportunities more effectively than a traditional model-based approach that…
q-fin.TR2025
Deep reinforcement learning for optimal trading with partial information
Andrea Macrì, Sebastian Jaimungal, Fabrizio Lillo
Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent inform…