Joaquin Fernandez-Tapia

Laboratoire de Probabilites et Modeles Aleatoires

PhD Student

175 rue du Chevaleret

Paris, 75013

France

Tradelab

R&D Engineer and Data Scientist

73 Rue d'Anjou

Pairis, 75008

France

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

High-Frequency Trading Meets Reinforcement Learning: Exploiting the Iterative Nature of Trading Algorithms

Number of pages: 28 Posted: 16 Apr 2015 Last Revised: 09 Jul 2015
Joaquin Fernandez-Tapia and Joaquin Fernandez-Tapia
Laboratoire de Probabilites et Modeles AleatoiresTradelab
Downloads 1,827 (18,978)
Citation 1

Abstract:

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High-frequency trading, algorithmic trading, market-making, on-line learning, stochastic optimization