1 code implementation • 8 Apr 2021 • Matias Selser, Javier Kreiner, Manuel Maurette
We apply Reinforcement Learning algorithms to solve the classic quantitative finance Market Making problem, in which an agent provides liquidity to the market by placing buy and sell orders while maximizing a utility function.
2 code implementations • 8 Oct 2017 • Lisandro Kaunitz, Shenjun Zhong, Javier Kreiner
The online sports gambling industry employs teams of data analysts to build forecast models that turn the odds at sports games in their favour.
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