Mid Related ICAIF Papers

• ICAIF2022

  • Mid Related

    • Market Making under Order Stacking Framework: A Deep Reinforcement Learning Approach

    • Graph and tensor-train recurrent neural networks for high-dimensional models of limit order books

    • Computationally Efficient Feature Significance and Importance for Predictive Models

    • LaundroGraph: Self-Supervised Graph Representation Learning for Anti-Money Laundering

    • Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions

    • Efficient Calibration of Multi-Agent Simulation Models from Output Series with Bayesian Optimization

• ICAIF2021

  • Mid Related

    • Deep Q-learning market makers in a multi-agent simulated stock market

    • FinRL: deep reinforcement learning framework to automate trading in quantitative finance

    • Sig-wasserstein GANs for time series generation

    • Agent-based markets: equilibrium strategies and robustness

    • Intelligent trading systems: a sentiment-aware reinforcement learning approach

    • High frequency automated market making algorithms with adverse selection risk control via reinforcement learning

  • Low Realted

    • An automated portfolio trading system with feature preprocessing and recurrent reinforcement learning

    • Monte carlo tree search for trading and hedging

    • Visual time series forecasting: an image-driven approach

    • Trading via selective classification

    • Timing is money: the impact of arrival order in beta-bernoulli prediction markets

    • An agent-based model of strategic adoption of real-time payments

    • FinRL-podracer: high performance and scalable deep reinforcement learning for quantitative finance

    • Stability effects of arbitrage in exchange traded funds: an agent-based model

• ICAIF2020

  • Mid Related

    • A tabular sarsa-based stock market agent

    • Dynamic prediction length for time series with sequence to sequence network