Jacobo Roa-Vicens

Publication Activity (10 Years)

Years Active: 2019-2022
Publications (10 Years): 3

Top Topics

Recurrent Neural Networks

Nearest Neighbor

Top Venues

Publications

Jacobo Roa-Vicens, Yao Lei Xu, Ricardo Silva, Danilo P. Mandic
Graph and tensor-train recurrent neural networks for high-dimensional models of limit order books. ICAIF (2022)
Jacobo Roa-Vicens, Cyrine Chtourou, Angelos Filos, Francisco Rullan, Yarin Gal, Ricardo Silva
Towards Inverse Reinforcement Learning for Limit Order Book Dynamics. CoRR (2019)
Jacobo Roa-Vicens, Yuanbo Wang, Virgile Mison, Yarin Gal, Ricardo Silva
Adversarial recovery of agent rewards from latent spaces of the limit order book. CoRR (2019)