vix.ing · top · new · best · stats · spec

Iuliia Manziuk

  1. Deep reinforcement learning for market making in corporate bonds:\n beating the curse of dimensionality
    2019/10/29 by Olivier Guéant, Iuliia Manziuk, Guéant, Olivier +1 · 3 citations
    Economics, Econometrics and Finance · Engineering · #Stochastic processes and financial applications #Energy Load and Power Forecasting #Electric Power System Optimization
  2. Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach
    2019/12/02 by Bastien Baldacci, Baldacci, Bastien, Iuliia Manziuk +5 · 1 citation
    Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Markets and Investment Strategies #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications #Trading and Market Microstructure (q-fin.TR)