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Found 4 papers, 0 papers with code
Limited or Biased: Modeling Sub-Rational Human Investors in Financial Markets
We evaluate the behavior of sub-rational human investors using hand-crafted market scenarios and SHAP value analysis, showing that our model accurately reproduces the observations in the previous studies and reveals insights of the driving factors of human behavior.
Optimal Stopping with Gaussian Processes
We propose a novel group of Gaussian Process based algorithms for fast approximate optimal stopping of time series with specific applications to financial markets.
Equitable Marketplace Mechanism Design
The goal of this work is to design a dynamic fee schedule for the marketplace that is equitable and profitable to all traders while being profitable to the marketplace at the same time (from charging fees).
Similarity metrics for Different Market Scenarios in Abides
Regarding the second one, this paper uses Probabilistic Policy Reuse to balance the exploitation/exploration in the learning of a new financial MDP according to the similarity of the previous financial MDPs whose knowledge is reused.
