1 citations · 1 across the 3 of their papers we have counts for
4 papers
Mandate without Managers: Automated Market Makers as Verifiable Portfolio Products
Zachary Feinstein, Ionut Florescu, Sean O'Leary
Automated market makers (AMMs) are typically interpreted and evaluated as decentralized exchanges. Herein, we take the perspective envisioned by Balancer that an AMM can also be vi…
Identifying Risk Variables From Raw ESG Data Using Its Hierarchical Structure
Zhi Chen, Zachary Feinstein, Ionut Florescu
Environmental, Social, and Governance (ESG) data provides non-financial insights into corporations. In this study, we aim to identify relevant ESG raw variables to assess financial…
Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior
Zhiyuan Yao, Zheng Li, Matthew Thomas +1
Investors and regulators can greatly benefit from a realistic market simulator that enables them to anticipate the consequences of their decisions in real markets. However, traditi…
Control in Stochastic Environment with Delays: A Model-based Reinforcement Learning Approach
Zhiyuan Yao, Ionut Florescu, Chihoon Lee
In this paper we are introducing a new reinforcement learning method for control problems in environments with delayed feedback. Specifically, our method employs stochastic plannin…