841 citations · 1.2k across the 34 of their papers we have counts for
4 papers · 1 filter
Adversarial recovery of agent rewards from latent spaces of the limit order book
Jacobo Roa-Vicens, Yuanbo Wang, Virgile Mison +2
Inverse reinforcement learning has proved its ability to explain state-action trajectories of expert agents by recovering their underlying reward functions in increasingly challeng…
Counterfactual Distribution Regression for Structured Inference
Nicolo Colombo, Ricardo Silva, Soong M Kang +1
We consider problems in which a system receives external \emph{perturbations} from time to time. For instance, the system can be a train network in which particular lines are repea…
The Sensitivity of Counterfactual Fairness to Unmeasured Confounding
Niki Kilbertus, Philip J. Ball, Matt J. Kusner +2
Causal approaches to fairness have seen substantial recent interest, both from the machine learning community and from wider parties interested in ethical prediction algorithms. In…
Towards Inverse Reinforcement Learning for Limit Order Book Dynamics
Jacobo Roa-Vicens, Cyrine Chtourou, Angelos Filos +3
Multi-agent learning is a promising method to simulate aggregate competitive behaviour in finance. Learning expert agents' reward functions through their external demonstrations is…