Search Results for author: Ionut Florescu

Found 5 papers, 0 papers with code

Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior

no code implementations28 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.

Reinforcement Learning (RL)

Control in Stochastic Environment with Delays: A Model-based Reinforcement Learning Approach

no code implementations1 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.

Atari Games Model-based Reinforcement Learning +1

A Sparsity Algorithm with Applications to Corporate Credit Rating

no code implementations21 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.

counterfactual Counterfactual Explanation

Application of Deep Neural Networks to assess corporate Credit Rating

no code implementations4 Mar 2020 Parisa Golbayani, Dan Wang, Ionut Florescu

The goal of the analysis is to improve application of machine learning algorithms to credit assessment.

BIG-bench Machine Learning Holdout Set

SHIFT: A Highly Realistic Financial Market Simulation Platform

no code implementations25 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.

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