Adversarial recovery of agent rewards from latent spaces of the limit order book
Roa-Vicens, Jacobo, Wang, Yuanbo, Mison, Virgile, Gal, Yarin, Silva, Ricardo
Year of Publication 09.12.2019
Year of Publication 09.12.2019
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Journal Article
Towards Inverse Reinforcement Learning for Limit Order Book Dynamics
Roa-Vicens, Jacobo, Chtourou, Cyrine, Filos, Angelos, Rullan, Francisco, Gal, Yarin, Silva, Ricardo
Year of Publication 11.06.2019
Year of Publication 11.06.2019
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Journal Article