Search Results for author: Yagna Patel

Found 2 papers, 0 papers with code

MQTransformer: Multi-Horizon Forecasts with Context Dependent and Feedback-Aware Attention

no code implementations30 Sep 2020 Carson Eisenach, Yagna Patel, Dhruv Madeka

In this work, we propose novel improvements to the current state of the art by incorporating changes inspired by recent advances in Transformer architectures for Natural Language Processing.

Optimizing Market Making using Multi-Agent Reinforcement Learning

no code implementations26 Dec 2018 Yagna Patel

In this paper, reinforcement learning is applied to the problem of optimizing market making.

Multi-agent Reinforcement Learning

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