no code implementations • 2 Oct 2021 • Steven DiSilvio, Yu, Luo, Anthony Ozerov
We develop a strategy, the "bottom-feeder", which estimates value by observing orders sent by other agents, and find that it limits the success of fundamentalists.
no code implementations • 21 Apr 2019 • Feng Yin, Lishuo Pan, Xinwei He, Tianshi Chen, Sergios Theodoridis, Zhi-Quan, Luo
Gaussian processes (GP) for machine learning have been studied systematically over the past two decades and they are by now widely used in a number of diverse applications.