Browse by UCL people
Group by: Type | Date
Number of items: 3.
Article
Roa Vicens, J;
Chtourou, C;
Filos, A;
Rullan, F;
Gal, Y;
Silva, R;
(2019)
Towards Inverse Reinforcement Learning for Limit Order Book Dynamics.
arXiv
10.48550/arXiv.1906.04813.
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Proceedings paper
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Roa Vicens, J;
Wang, Y;
Mison, V;
Gal, Y;
Silva, R;
(2019)
Adversarial recovery of agent rewards from latent spaces of the limit order book.
In:
Proceedings of the Robust AI in Financial Services: Data, Fairness, Explainability, Trustworthiness, and Privacy.
NeurIPS 2019: Vancouver, Canada..
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Thesis
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Roa Vicens, Jacobo;
(2024)
Bayesian and Adversarial Inverse Reinforcement Learning for Limit Order Book Simulators.
Doctoral thesis (Ph.D), UCL (University College London).
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