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Cyrine Chtourou
Cyrine Chtourou
Markov decision process
Gaussian process
Artificial intelligence
Inference
Linear function
5
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4
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Towards Inverse Reinforcement Learning for Limit Order Book Dynamics
2019
ICML | International Conference on Machine Learning
Jacobo Roa-Vicens
Cyrine Chtourou
Angelos Filos
Francisco Rullan
Yarin Gal
Ricardo Silva
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Towards Inverse Reinforcement Learning for Limit Order Book Dynamics
2019
arXiv: Learning
Jacobo Roa-Vicens
Cyrine Chtourou
Angelos Filos
Francisco Rullan
Yarin Gal
Ricardo Silva
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On the Importance of Opponent Modeling in Auction Markets.
2019
arXiv: Computational Finance
Mahmoud Mahfouz
Angelos Filos
Cyrine Chtourou
Joshua Lockhart
Samuel Assefa
Manuela Veloso
Danilo Mandić
Tucker Balch
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Citations (3)
Towards Inverse Reinforcement Learning for Limit Order Book Dynamics.
2019
ICML | International Conference on Machine Learning
Jacobo Roa-Vicens
Cyrine Chtourou
Angelos Filos
Francisco Rullan
Yarin Gal
Ricardo Silva
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On the Importance of Opponent Modeling in Auction Markets
2019
Mahmoud Mahfouz
Angelos Filos
Cyrine Chtourou
Joshua Lockhart
Samuel Assefa
Manuela Veloso
Danilo P. Mandic
Tucker Balch
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