Nelson Vadori

Publication Activity (10 Years)

Years Active: 2017-2024
Publications (10 Years): 18

Top Topics

Reinforcement Learning

Multi Agent Reinforcement Learning

Partially Observable

Top Venues

Publications

Nelson Vadori, Rahul Savani
Ordinal Potential-based Player Rating. AISTATS (2024)
Xuxi Chen, Nelson Vadori, Tianlong Chen, Zhangyang Wang
Learning to Optimize Differentiable Games. ICML (2023)
Nelson Vadori, Rahul Savani
Ordinal Potential-based Player Rating. CoRR (2023)
Nelson Vadori
Calibration of Derivative Pricing Models: a Multi-Agent Reinforcement Learning Perspective. ICAIF (2023)
Nelson Vadori
Calibration of Derivative Pricing Models: a Multi-Agent Reinforcement Learning Perspective. CoRR (2022)
Nelson Vadori, Leo Ardon, Sumitra Ganesh, Thomas Spooner, Selim Amrouni, Jared Vann, Mengda Xu, Zeyu Zheng, Tucker Balch, Manuela Veloso
Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations. CoRR (2022)
Nelson Vadori, Rahul Savani, Thomas Spooner, Sumitra Ganesh
Consensus Multiplicative Weights Update: Learning to Learn using Projector-based Game Signatures. ICML (2022)
Leo Ardon, Nelson Vadori, Thomas Spooner, Mengda Xu, Jared Vann, Sumitra Ganesh
Towards a fully RL-based Market Simulator. CoRR (2021)
Nelson Vadori, Rahul Savani, Thomas Spooner, Sumitra Ganesh
Consensus Multiplicative Weights Update: Learning to Learn using Projector-based Game Signatures. CoRR (2021)
Thomas Spooner, Nelson Vadori, Sumitra Ganesh
Factored Policy Gradients: Leveraging Structure for Efficient Learning in MOMDPs. NeurIPS (2021)
Leo Ardon, Nelson Vadori, Thomas Spooner, Mengda Xu, Jared Vann, Sumitra Ganesh
Towards a fully rl-based market simulator. ICAIF (2021)
Thomas Spooner, Nelson Vadori, Sumitra Ganesh
Causal Policy Gradients. CoRR (2021)
Nelson Vadori, Sumitra Ganesh, Prashant P. Reddy, Manuela Veloso
Risk-Sensitive Reinforcement Learning: a Martingale Approach to Reward Uncertainty. CoRR (2020)
Nelson Vadori, Sumitra Ganesh, Prashant P. Reddy, Manuela Veloso
Risk-sensitive reinforcement learning: a martingale approach to reward uncertainty. ICAIF (2020)
Nelson Vadori, Sumitra Ganesh, Prashant P. Reddy, Manuela Veloso
Calibration of Shared Equilibria in General Sum Partially Observable Markov Games. NeurIPS (2020)
Nelson Vadori, Sumitra Ganesh, Prashant P. Reddy, Manuela Veloso
Calibration of Shared Equilibria in General Sum Partially Observable Markov Games. CoRR (2020)
Sumitra Ganesh, Nelson Vadori, Mengda Xu, Hua Zheng, Prashant P. Reddy, Manuela Veloso
Reinforcement Learning for Market Making in a Multi-agent Dealer Market. CoRR (2019)
Anatoliy Swishchuk, Nelson Vadori
A Semi-Markovian Modeling of Limit Order Markets. SIAM J. Financial Math. 8 (1) (2017)