2 papers
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…
q-fin.TR2025
Deviations from Tradition: Stylized Facts in the Era of DeFi
Daniele Maria Di Nosse, Federico Gatta, Fabrizio Lillo +1
Decentralized Exchanges (DEXs) are now a significant component of the financial world where billions of dollars are traded daily. Differently from traditional markets, which are ty…