Search Results for author: Gerardo Duran-Martin

Found 2 papers, 1 papers with code

Detecting Toxic Flow

no code implementations10 Dec 2023 Álvaro Cartea, Gerardo Duran-Martin, Leandro Sánchez-Betancourt

This paper develops a framework to predict toxic trades that a broker receives from her clients.

Efficient Online Bayesian Inference for Neural Bandits

1 code implementation1 Dec 2021 Gerardo Duran-Martin, Aleyna Kara, Kevin Murphy

In this paper we present a new algorithm for online (sequential) inference in Bayesian neural networks, and show its suitability for tackling contextual bandit problems.

Bayesian Inference Recommendation Systems

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