Search Results for author: Yuanbo Wang

Found 3 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.

Model-based Reinforcement Learning for Predictions and Control for Limit Order Books

no code implementations9 Oct 2019 Hao-Ran Wei, Yuanbo Wang, Lidia Mangu, Keith Decker

We build a profitable electronic trading agent with Reinforcement Learning that places buy and sell orders in the stock market.

Model-based Reinforcement Learning

Active Object Reconstruction Using a Guided View Planner

no code implementations8 May 2018 Xin Yang, Yuanbo Wang, Yaru Wang, Bao-Cai Yin, Qiang Zhang, Xiaopeng Wei, Hongbo Fu

Inspired by the recent advance of image-based object reconstruction using deep learning, we present an active reconstruction model using a guided view planner.

Object Reconstruction

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