Search Results for author: Cyrine Chtourou

Found 2 papers, 0 papers with code

On the Importance of Opponent Modeling in Auction Markets

no code implementations28 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.

Towards Inverse Reinforcement Learning for Limit Order Book Dynamics

no code implementations11 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).

reinforcement-learning Reinforcement Learning (RL)

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