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01/20/2023
Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets
We employ deep reinforcement learning (RL) to train an agent to successf...
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09/11/2021
Bayesian Topic Regression for Causal Inference
Causal inference using observational text data is becoming increasingly ...
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08/18/2020
Fast Agent-Based Simulation Framework of Limit Order Books with Applications to Pro-Rata Markets and the Study of Latency Effects
We introduce a new software toolbox, called Multi-Agent eXchange Environ...
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11/29/2019
Safety Guarantees for Planning Based on Iterative Gaussian Processes
Gaussian Processes (GPs) are widely employed in control and learning bec...
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02/28/2017
Lipschitz Optimisation for Lipschitz Interpolation
Techniques known as Nonlinear Set Membership prediction, Kinky Inference...
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12/31/2016
Lazily Adapted Constant Kinky Inference for Nonparametric Regression and Model-Reference Adaptive Control
Techniques known as Nonlinear Set Membership prediction, Lipschitz Inter...
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02/17/2014
Conservative collision prediction and avoidance for stochastic trajectories in continuous time and space
Existing work in multi-agent collision prediction and avoidance typicall...
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11/18/2013
