no code implementations • 28 Mar 2024 • Zhiyuan Yao, Zheng Li, Matthew Thomas, Ionut Florescu
Investors and regulators can greatly benefit from a realistic market simulator that enables them to anticipate the consequences of their decisions in real markets.
no code implementations • 1 Feb 2024 • Zhiyuan Yao, Ionut Florescu, Chihoon Lee
In this paper we are introducing a new reinforcement learning method for control problems in environments with delayed feedback.
no code implementations • 21 Jul 2021 • Dan Wang, Zhi Chen, Ionut Florescu
We apply the sparsity algorithm to provide a simple suggestion to publicly traded companies in order to improve their credit ratings.
no code implementations • 4 Mar 2020 • Parisa Golbayani, Dan Wang, Ionut Florescu
The goal of the analysis is to improve application of machine learning algorithms to credit assessment.
no code implementations • 25 Feb 2020 • Thiago W. Alves, Ionut Florescu, George Calhoun, Dragos Bozdog
This paper presents a new financial market simulator that may be used as a tool in both industry and academia for research in market microstructure.