Model-based Reinforcement Learning for Predictions and Control for Limit Order Books

no code implementations • 9 Oct 2019 • Hao-Ran Wei, Yuanbo Wang, Lidia Mangu, Keith Decker

We build a profitable electronic trading agent with Reinforcement Learning that places buy and sell orders in the stock market.

Model-based Reinforcement Learning reinforcement-learning +1

Sensitivity based Neural Networks Explanations

no code implementations • 3 Dec 2018 • Enguerrand Horel, Virgile Mison, Tao Xiong, Kay Giesecke, Lidia Mangu

Although neural networks can achieve very high predictive performance on various different tasks such as image recognition or natural language processing, they are often considered as opaque "black boxes".