Search Results for author: Javier Kreiner

Found 2 papers, 2 papers with code

Optimal Market Making by Reinforcement Learning

1 code implementation8 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.

Q-Learning reinforcement-learning +1

Beating the bookies with their own numbers - and how the online sports betting market is rigged

2 code implementations8 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.

Applications Other Computer Science Other Statistics

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