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Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach
Presenter
- Mathieu Rosenbaum
May 23, 2022
IMSI
Policy gradients algorithms for mean-field control in continuous time
Presenter
- Huyên Pham
May 23, 2022
IMSI
From stochastic control to continuous-time reinforcement learning
Presenter
- Yufei Zhang
May 23, 2022
IMSI
Convergence of Empirical Measures, Mean-Field Games and Deep Learning Algorithms
Presenter
- Ruimeng Hu
May 23, 2022
IMSI
Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion
Presenter
- Rama Cont
May 23, 2022
IMSI
Datamodels: Predicting Predictions with Training Data
Presenter
- Aleksander Madry
March 7, 2022
SLMath
Machine Learning in the Multi-Messenger Era: Inference as a service and optimal light curve augmentation
Presenter
- Michael Coughlin
November 30, 2021
IPAM
Machine learning for actionable, interpretable marker selection in -omics studies
Presenter
- Bianca Dumitrascu
September 3, 2021
IMSI