Search Results for author: Nick Petosa

Found 2 papers, 1 papers with code

Get Real: Realism Metrics for Robust Limit Order Book Market Simulations

no code implementations10 Dec 2019 Svitlana Vyetrenko, David Byrd, Nick Petosa, Mahmoud Mahfouz, Danial Dervovic, Manuela Veloso, Tucker Hybinette Balch

Machine learning (especially reinforcement learning) methods for trading are increasingly reliant on simulation for agent training and testing.

Multiplayer AlphaZero

1 code implementation29 Oct 2019 Nick Petosa, Tucker Balch

The AlphaZero algorithm has achieved superhuman performance in two-player, deterministic, zero-sum games where perfect information of the game state is available.

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