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MQTransformer: Multi-Horizon Forecasts with Context Dependent and Feedback-Aware Attention
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
In this paper, reinforcement learning is applied to the problem of optimizing market making.
Multi-agent Reinforcement Learning
reinforcement-learning
+1
