4 citations · 6 across the 3 of their papers we have counts for
3 papers
q-fin.TR2025★ 2 cited
ARL-Based Multi-Action Market Making with Hawkes Processes and Variable Volatility
Ziyi Wang, Carmine Ventre, Maria Polukarov
We advance market-making strategies by integrating Adversarial Reinforcement Learning (ARL), Hawkes Processes, and variable volatility levels while also expanding the action space…
q-fin.TR2025★ 4 cited
Robust Market Making: To Quote, or not To Quote
Ziyi Wang, Carmine Ventre, Maria Polukarov
Market making is a popular trading strategy, which aims to generate profit from the spread between the quotes posted at either side of the market. It has been shown that training m…
cs.LG2021
Denoised Labels for Financial Time-Series Data via Self-Supervised Learning
Yanqing Ma, Carmine Ventre, Maria Polukarov
The introduction of electronic trading platforms effectively changed the organisation of traditional systemic trading from quote-driven markets into order-driven markets. Its conve…