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Spooner, Thomas

  1. Market Making via Reinforcement Learning
    2018/04/11 by Spooner, Thomas, Fearnley, John, Savani, Rahul +1 · 8 citations
    #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)
  2. Robust Market Making via Adversarial Reinforcement Learning
    2020/03/03 by Spooner, Thomas, Savani, Rahul · 5 citations
    #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Trading and Market Microstructure (q-fin.TR)
  3. Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations
    2022/10/13 by Vadori, Nelson, Ardon, Leo, Ganesh, Sumitra +7 · 3 citations
    #Artificial Intelligence (cs.AI) #Computational Finance (q-fin.CP) #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Economics and business #Multiagent Systems (cs.MA)
  4. Counterfactual Explanations for Arbitrary Regression Models
    2021/06/29 by Thomas Spooner, Danial Dervovic, Spooner, Thomas +9 · 1 citation
    Computer Science · #Artificial Intelligence (cs.AI) #Computational Complexity (cs.CC) #Explainable Artificial Intelligence (XAI) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning and Algorithms #Machine Learning and Data Classification