Search Results for author: Virgile Mison

Found 2 papers, 0 papers with code

Adversarial recovery of agent rewards from latent spaces of the limit order book

no code implementations9 Dec 2019 Jacobo Roa-Vicens, Yuanbo Wang, Virgile Mison, Yarin Gal, Ricardo Silva

In this paper, we explore whether adversarial inverse RL algorithms can be adapted and trained within such latent space simulations from real market data, while maintaining their ability to recover agent rewards robust to variations in the underlying dynamics, and transfer them to new regimes of the original environment.

Sensitivity based Neural Networks Explanations

no code implementations3 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".

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