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06/09/2023
Learning Not to Spoof
As intelligent trading agents based on reinforcement learning (RL) gain ...
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02/20/2022
Collusion Resistant Federated Learning with Oblivious Distributed Differential Privacy
Privacy-preserving federated learning enables a population of distribute...
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10/12/2020
Differentially Private Secure Multi-Party Computation for Federated Learning in Financial Applications
Federated Learning enables a population of clients, working with a trust...
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12/10/2019
Get Real: Realism Metrics for Robust Limit Order Book Market Simulations
Machine learning (especially reinforcement learning) methods for trading...
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09/25/2019
Explaining Agent-Based Financial Market Simulation
This paper is intended to explain, in simple terms, some of the mechanis...
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08/22/2019
Intra-day Equity Price Prediction using Deep Learning as a Measure of Market Efficiency
In finance, the weak form of the Efficient Market Hypothesis asserts tha...
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06/28/2019
How to Evaluate Trading Strategies: Single Agent Market Replay or Multiple Agent Interactive Simulation?
We show how a multi-agent simulator can support two important but distin...
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04/26/2019