Speech enhancement with score-based generative models in the complex STFT domain

S Welker, J Richter, T Gerkmann - arxiv preprint arxiv:2203.17004, 2022 - arxiv.org
Score-based generative models (SGMs) have recently shown impressive results for difficult
generative tasks such as the unconditional and conditional generation of natural images …

Market making via reinforcement learning

T Beysolow II, T Beysolow II - … Learning with Python: With OpenAI Gym …, 2019 - Springer
Separate from just attacking some of the standard problems in reinforcement learning as
they are found in many books as an example, it's good to look at fields where the answers …

Synthetic data applications in finance

VK Potluru, D Borrajo, A Coletta, N Dalmasso… - arxiv preprint arxiv …, 2023 - arxiv.org
Synthetic data has made tremendous strides in various commercial settings including
finance, healthcare, and virtual reality. We present a broad overview of prototypical …

Get real: Realism metrics for robust limit order book market simulations

S Vyetrenko, D Byrd, N Petosa, M Mahfouz… - Proceedings of the First …, 2020 - dl.acm.org
Market simulation is an increasingly important method for evaluating and training trading
strategies and testing" what if" scenarios. The extent to which results from these simulations …

[HTML][HTML] Pro Trader RL: Reinforcement learning framework for generating trading knowledge by mimicking the decision-making patterns of professional traders

YH Gu - Expert Systems with Applications, 2024 - Elsevier
This study proposes a novel reinforcement learning (RL) framework, professional trader RL
(Pro Trader RL), which mimics the decision-making patterns and trading philosophy of …

Putting the agent in agent-based modeling

MP Wellman - Autonomous Agents and Multi-Agent Systems, 2016 - Springer
One of the perquisites of a talk like this is that I get to expound on broad themes. AAMAS is a
conference about agents and multiples of agents, so I probably ought to say something …

Welfare effects of market making in continuous double auctions

E Wah, M Wright, MP Wellman - Journal of Artificial Intelligence Research, 2017 - jair.org
We investigate the effects of market making on market performance, focusing on allocative
efficiency as well as gains from trade accrued by background traders. We employ empirical …

[HTML][HTML] Spoofing the limit order book: A strategic agent-based analysis

X Wang, C Hoang, Y Vorobeychik, MP Wellman - Games, 2021 - mdpi.com
We present an agent-based model of manipulating prices in financial markets through
spoofing: submitting spurious orders to mislead traders who learn from the order book. Our …

[PDF][PDF] Spoofing the Limit Order Book: An Agent-Based Model.

X Wang, MP Wellman - AAAI Workshops, 2017 - cdn.aaai.org
We present an agent-based model of manipulating prices in financial markets through
spoofing: submitting spurious orders to mislead other traders. Built around the standard …

Privacy and truthful equilibrium selection for aggregative games

R Cummings, M Kearns, A Roth, ZS Wu - International Conference on Web …, 2015 - Springer
We study a very general class of games—multi-dimensional aggregative games—which in
particular generalize both anonymous games and weighted congestion games. For any …