221 citations · 699 across the 43 of their papers we have counts for
11 papers · 1 filter
Get Real: Realism Metrics for Robust Limit Order Book Market Simulations
Svitlana Vyetrenko, David Byrd, Nick Petosa +4
Machine learning (especially reinforcement learning) methods for trading are increasingly reliant on simulation for agent training and testing. Furthermore, simulation is important…
Playing Games in the Dark: An approach for cross-modality transfer in reinforcement learning
Rui Silva, Miguel Vasco, Francisco S. Melo +2
In this work we explore the use of latent representations obtained from multiple input sensory modalities (such as images or sounds) in allowing an agent to learn and exploit polic…
On the Importance of Opponent Modeling in Auction Markets
Mahmoud Mahfouz, Angelos Filos, Cyrine Chtourou +5
The dynamics of financial markets are driven by the interactions between participants, as well as the trading mechanisms and regulatory frameworks that govern these interactions. D…
Reinforcement Learning for Market Making in a Multi-agent Dealer Market
Sumitra Ganesh, Nelson Vadori, Mengda Xu +3
Market makers play an important role in providing liquidity to markets by continuously quoting prices at which they are willing to buy and sell, and managing inventory risk. In thi…
A Robot's Expressive Language Affects Human Strategy and Perceptions in a Competitive Game
Aaron M. Roth, Samantha Reig, Umang Bhatt +5
As robots are increasingly endowed with social and communicative capabilities, they will interact with humans in more settings, both collaborative and competitive. We explore human…
Leveraging Multimodal Haptic Sensory Data for Robust Cutting
Kevin Zhang, Mohit Sharma, Manuela Veloso +1
Cutting is a common form of manipulation when working with divisible objects such as food, rope, or clay. Cooking in particular relies heavily on cutting to divide food items into…