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q-fin.TR2025
Deep reinforcement learning for optimal trading with partial information
Andrea Macrì, Sebastian Jaimungal, Fabrizio Lillo
Reinforcement Learning (RL) has attracted increasing interest in financial applications, including optimal trading and execution. However, the use of RL for optimal trading strateg…
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…