Joseph Jerome

Publication Activity (10 Years)

Years Active: 2022-2023
Publications (10 Years): 6

Top Topics

Reinforcement Learning

Top Venues

Publications

Joseph Jerome, Leandro Sánchez-Betancourt, Rahul Savani, Martin Herdegen
Mbt-gym: Reinforcement learning for model-based limit order book trading. ICAIF (2023)
Andrea Coletta, Joseph Jerome, Rahul Savani, Svitlana Vyetrenko
Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness. ICAIF (2023)
Andrea Coletta, Joseph Jerome, Rahul Savani, Svitlana Vyetrenko
Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness. CoRR (2023)
Joseph Jerome, Leandro Sánchez-Betancourt, Rahul Savani, Martin Herdegen
Model-based gym environments for limit order book trading. CoRR (2022)
Joseph Jerome, Gregory Palmer, Rahul Savani
Market Making with Scaled Beta Policies. ICAIF (2022)
Joseph Jerome, Gregory Palmer, Rahul Savani
Market Making with Scaled Beta Policies. CoRR (2022)