Talk
in
Workshop: AI in Finance: Applications and Infrastructure for Multi-Agent Learning

Oral Paper Presentations 1

2019 Talk
in
Workshop: AI in Finance: Applications and Infrastructure for Multi-Agent Learning

[ Video]

Abstract

09:50-10:03 Risk-Sensitive Compact Decision Trees for Autonomous Execution in presence of Simulated Market Response, Svitlana Vyetrenko (JP Morgan Chase); Kyle Xu (Georgia Institute of Technology)

10:04-10:16 Robust Trading via Adversarial Reinforcement Learning Thomas Spooner (University of Liverpool); Rahul Savani (Univ. of Liverpool)

10:17-10:30 Generating Realistic Stock Market Order Streams, Junyi Li (University of Michigan); Xintong Wang (University of Michigan); Yaoyang Lin (University of Michigan); Arunesh Sinha (University of Michigan); Michael Wellman (University of Michigan)

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