26 citations · 203 across the 41 of their papers we have counts for
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q-fin.TR2021★ 2 cited
Trading via Selective Classification
Nestoras Chalkidis, Rahul Savani
A binary classifier that tries to predict if the price of an asset will increase or decrease naturally gives rise to a trading strategy that follows the prediction and thus always…
cs.GT2021★ 2 cited
Consensus Multiplicative Weights Update: Learning to Learn using Projector-based Game Signatures
Nelson Vadori, Rahul Savani, Thomas Spooner +1
Cheung and Piliouras (2020) recently showed that two variants of the Multiplicative Weights Update method - OMWU and MWU - display opposite convergence properties depending on whet…
cs.GT2021
Sample-based Approximation of Nash in Large Many-Player Games via Gradient Descent
Ian Gemp, Rahul Savani, Marc Lanctot +6
Nash equilibrium is a central concept in game theory. Several Nash solvers exist, yet none scale to normal-form games with many actions and many players, especially those with payo…