no code implementations • 28 Nov 2019 • Mahmoud Mahfouz, Angelos Filos, Cyrine Chtourou, Joshua Lockhart, Samuel Assefa, Manuela Veloso, Danilo Mandic, Tucker Balch
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.
no code implementations • 11 Jun 2019 • Jacobo Roa-Vicens, Cyrine Chtourou, Angelos Filos, Francisco Rullan, Yarin Gal, Ricardo Silva
Given the expert agent's demonstrations, we attempt to discover their strategy by modelling their latent reward function using linear and Gaussian process (GP) regressors from previous literature, and our own approach through Bayesian neural networks (BNN).