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Found 5 papers, 0 papers with code
Inferring agent objectives at different scales of a complex adaptive system
It has been suggested that multiple agent classes operate in this system, with a non-trivial hierarchy of top-down and bottom-up causation classes with different effective models governing each level.
Optimal client recommendation for market makers in illiquid financial products
The process of liquidity provision in financial markets can result in prolonged exposure to illiquid instruments for market makers.
Using real-time cluster configurations of streaming asynchronous features as online state descriptors in financial markets
We present a scheme for online, unsupervised state discovery and detection from streaming, multi-featured, asynchronous data in high-frequency financial markets.
Statistical Inference, Learning and Models in Big Data
The need for new methods to deal with big data is a common theme in most scientific fields, although its definition tends to vary with the context.
High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm
We implement a master-slave parallel genetic algorithm (PGA) with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions.
