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Savani, Rahul

  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. Computing Approximate Nash Equilibria in Polymatrix Games
    2014/09/12 by Argyrios Deligkas, Deligkas, Argyrios, John Fearnley +5 · 3 citations
    Decision Sciences · Economics, Econometrics and Finance · #Computer Science and Game Theory (cs.GT) #Economic theories and models #FOS: Computer and information sciences #Game Theory and Applications #Game Theory and Voting Systems
  4. Computing stable outcomes in symmetric additively-separable hedonic games
    2015/09/17 by Gairing, Martin, Savani, Rahul · 2 citations
    #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences
  5. Lenient Multi-Agent Deep Reinforcement Learning
    2017/07/14 by Palmer, Gregory, Tuyls, Karl, Bloembergen, Daan +1 · 2 citations
    #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Multiagent Systems (cs.MA)
  6. Unique End of Potential Line
    2018/11/09 by Fearnley, John, Gordon, Spencer, Mehta, Ruta +1 · 2 citations
    #Computational Complexity (cs.CC) #Data Structures and Algorithms (cs.DS) #FOS: Computer and information sciences
  7. Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness
    2023/06/22 by Andrea Coletta, Joseph W. Jerome, Coletta, Andrea +5 · 3 citations
    Computer Science · Economics, Econometrics and Finance · #Artificial Intelligence (cs.AI) #Artificial Intelligence in Games #Computational Engineering #FOS: Computer and information sciences #FOS: Economics and business #Finance #Machine Learning (cs.LG) #Sports Analytics and Performance #Topic Modeling #Trading and Market Microstructure (q-fin.TR) #and Science (cs.CE)
  8. Sample-based Approximation of Nash in Large Many-Player Games via Gradient Descent
    2021/06/02 by Gemp, Ian, Savani, Rahul, Lanctot, Marc +6 · 2 citations
    #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences
  9. On the Approximation Performance of Fictitious Play in Finite Games
    2011/03/05 by Goldberg, Paul W., Savani, Rahul, Sorensen, Troels Bjerre +1 · 1 citation
    #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences
  10. A faster algorithm for finding Tarski fixed points
    2020/10/06 by Fearnley, John, Pálvölgyi, Dömötör, Savani, Rahul · 1 citation
    #Computer Science and Game Theory (cs.GT) #Data Structures and Algorithms (cs.DS) #FOS: Computer and information sciences
  11. Market Making with Scaled Beta Policies
    2022/07/07 by Jerome, Joseph, Palmer, Gregory, Savani, Rahul · 1 citation
    #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Trading and Market Microstructure (q-fin.TR)
  12. GANGs: Generative Adversarial Network Games
    2017/12/02 by Frans A. Oliehoek, Oliehoek, Frans A., Rahul Savani +9 · 1 citation
    Computer Science · Physics and Astronomy · #Reinforcement Learning in Robotics #Model Reduction and Neural Networks #Generative Adversarial Networks and Image Synthesis
  13. The Complexity of Computing KKT Solutions of Quadratic Programs
    2023/11/22 by John Fearnley, Paul W. Goldberg, Fearnley, John +5 · 1 citation
    Computer Science · Mathematics · #Advanced Optimization Algorithms Research #Complexity and Algorithms in Graphs #Computational Complexity (cs.CC) #FOS: Computer and information sciences #FOS: Mathematics #Optimization and Control (math.OC) #Polynomial and algebraic computation
  14. From Natural Language to Extensive-Form Game Representations
    2025/01/28 by Shilong Deng, S. Deng, Deng, Shilong +4 · 1 voice · 1 citation
    Computer Science · #Artificial Intelligence (cs.AI) #Artificial Intelligence in Games #Computation and Language (cs.CL) #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #Multiagent Systems (cs.MA) #cs.AI #cs.CL #cs.GT #cs.MA
  15. Monotone Contractions
    2024/11/15 by Batziou, Eleni, Fearnley, John, Gordon, Spencer +2 · 1 citation
    #Computational Complexity (cs.CC) #FOS: Computer and information sciences