All Stories

  1. Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness

    Article • November 2023, ACM (Association for Computing Machinery)

    Rahul Savani, Joseph Jerome

  2. Mbt-gym: Reinforcement learning for model-based limit order book trading

    Article • November 2023, ACM (Association for Computing Machinery)

    Joseph Jerome, Rahul Savani

  3. Market Making with Scaled Beta Policies

    Article • October 2022, ACM (Association for Computing Machinery)

    Rahul Savani, Joseph Jerome