no code implementations • 21 Nov 2024 • Federico Ottomano, John Y. Goulermas, Vladimir Gusev, Rahul Savani, Michael W. Gaultois, Troy D. Manning, Hai Lin, Teresa P. Manzanera, Emmeline G. Poole, Matthew S. Dyer, John B. Claridge, Jon Alaria, Luke M. Daniels, Su Varma, David Rimmer, Kevin Sanderson, Matthew J. Rosseinsky
Machine Learning (ML) has offered innovative perspectives for accelerating the discovery of new functional materials, leveraging the increasing availability of material databases.
no code implementations • 4 Mar 2024 • Ariyan Bighashdel, Yongzhao Wang, Stephen Mcaleer, Rahul Savani, Frans A. Oliehoek
Game theory provides a mathematical way to study the interaction between multiple decision makers.
no code implementations • 22 Jun 2023 • Andrea Coletta, Joseph Jerome, Rahul Savani, Svitlana Vyetrenko
Limit order books are a fundamental and widespread market mechanism.
no code implementations • 8 Jun 2023 • Nelson Vadori, Rahul Savani
It was recently observed that Elo ratings fail at preserving transitive relations among strategies and therefore cannot correctly extract the transitive component of a game.
2 code implementations • 16 Sep 2022 • Joseph Jerome, Leandro Sanchez-Betancourt, Rahul Savani, Martin Herdegen
This paper introduces \mbtgym, a Python module that provides a suite of gym environments for training reinforcement learning (RL) agents to solve such model-based trading problems.
1 code implementation • 7 Jul 2022 • Joseph Jerome, Gregory Palmer, Rahul Savani
This paper introduces a new representation for the actions of a market maker in an order-driven market.
no code implementations • 28 Oct 2021 • Nestoras Chalkidis, Rahul Savani
A binary classifier that tries to predict if the price of an asset will increase or decrease naturally gives rise to a trading strategy that follows the prediction and thus always has a position in the market.
no code implementations • 4 Jun 2021 • Nelson Vadori, Rahul Savani, Thomas Spooner, Sumitra Ganesh
Cheung and Piliouras (2020) recently showed that two variants of the Multiplicative Weights Update method - OMWU and MWU - display opposite convergence properties depending on whether the game is zero-sum or cooperative.
no code implementations • 21 Dec 2020 • Jacopo Castellini, Sam Devlin, Frans A. Oliehoek, Rahul Savani
Policy gradient methods have become one of the most popular classes of algorithms for multi-agent reinforcement learning.
1 code implementation • 3 Nov 2020 • John Fearnley, Paul W. Goldberg, Alexandros Hollender, Rahul Savani
We study search problems that can be solved by performing Gradient Descent on a bounded convex polytopal domain and show that this class is equal to the intersection of two well-known classes: PPAD and PLS.
no code implementations • 9 Jul 2020 • Gregory Palmer, Mark Green, Emma Boyland, Yales Stefano Rios Vasconcelos, Rahul Savani, Alex Singleton
Our project presents a novel implementation for the incidental classification of street view images for identifying unhealthy advertisements, providing a means through which to identify areas that can benefit from tougher advertisement restriction policies for tackling social inequalities.
no code implementations • 8 Jul 2020 • Thomas Spooner, Rahul Savani
We prove that this proxy for the lower partial moment is a contraction, and provide intuition into the stability of the algorithm by variance decomposition.
1 code implementation • 3 Mar 2020 • Thomas Spooner, Rahul Savani
We show that adversarial reinforcement learning (ARL) can be used to produce market marking agents that are robust to adversarial and adaptively-chosen market conditions.
no code implementations • 21 Feb 2020 • Gregory Palmer, Benjamin Schnieders, Rahul Savani, Karl Tuyls, Joscha-David Fossel, Harry Flore
We train 3D-ConvNets to predict the likelihood of 20-frame video samples containing anomalies.
no code implementations • 12 Apr 2019 • James Butterworth, Rahul Savani, Karl Tuyls
Simultaneous Localisation and Mapping (SLAM) algorithms are expensive to run on smaller robotic platforms such as Micro-Aerial Vehicles.
1 code implementation • 13 Sep 2018 • Gregory Palmer, Rahul Savani, Karl Tuyls
For instance, hysteretic Q-learning addresses miscoordination while leaving agents vulnerable towards misleading stochastic rewards.
no code implementations • 18 Jun 2018 • Frans A. Oliehoek, Rahul Savani, Jose Gallego, Elise van der Pol, Roderich Groß
Save for some special cases, current training methods for Generative Adversarial Networks (GANs) are at best guaranteed to converge to a `local Nash equilibrium` (LNE).
1 code implementation • 11 Apr 2018 • Thomas Spooner, John Fearnley, Rahul Savani, Andreas Koukorinis
Market making is a fundamental trading problem in which an agent provides liquidity by continually offering to buy and sell a security.
no code implementations • 2 Dec 2017 • Frans A. Oliehoek, Rahul Savani, Jose Gallego-Posada, Elise van der Pol, Edwin D. de Jong, Roderich Gross
We introduce Generative Adversarial Network Games (GANGs), which explicitly model a finite zero-sum game between a generator ($G$) and classifier ($C$) that use mixed strategies.
1 code implementation • 14 Jul 2017 • Gregory Palmer, Karl Tuyls, Daan Bloembergen, Rahul Savani
We find that LDQN agents are more likely to converge to the optimal policy in a stochastic reward CMOTP compared to standard and scheduled-HDQN agents.
Deep Reinforcement Learning Multi-agent Reinforcement Learning +2