Learning a functional control for high-frequency finance

Learning a functional control for high-frequency finance

17 June 2020

Mathieu Laurière

Charles-Albert Lehalle

Papers citing "Learning a functional control for high-frequency finance"

7 / 7 papers shown

Title
Transfer Learning for Portfolio Optimization Haoyang Cao Haotian Gu Xin Guo M. Rosenbaum 26 0 0 25 Jul 2023
Feasibility and Transferability of Transfer Learning: A Mathematical Framework Haoyang Cao Haotian Gu Xin Guo M. Rosenbaum 36 2 0 27 Jan 2023
Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations N. Vadori Leo Ardon Sumitra Ganesh Thomas Spooner Selim Amrouni Jared Vann Mengda Xu Zeyu Zheng T. Balch Manuela Veloso 23 16 0 13 Oct 2022
On Parametric Optimal Execution and Machine Learning Surrogates Tao Chen M. Ludkovski Moritz Voß 23 1 0 18 Apr 2022
Recent Advances in Reinforcement Learning in Finance B. Hambly Renyuan Xu Huining Yang OffRL 29 167 0 08 Dec 2021
Deep Learning for Mean Field Games and Mean Field Control with Applications to Finance René Carmona Mathieu Laurière AI4CE 22 26 0 09 Jul 2021
On Large-Batch Training for Deep Learning: Generalization Gap and Sharp Minima N. Keskar Dheevatsa Mudigere J. Nocedal M. Smelyanskiy P. T. P. Tang ODL 310 2,892 0 15 Sep 2016