no code implementations • 14 Dec 2019 • Wenhang Bao
In this paper, we propose a novel scheme that utilizes multi-agent reinforcement learning systems to derive stock trading strategies for all clients which keep a balance between revenue and fairness.
no code implementations • 14 Dec 2019 • Wenhang Bao, Xiao-Yang Liu
We demonstrate three types of directed communications to show the effect of directions of social influence on the entire network utility and individual utility.
5 code implementations • 24 Jun 2019 • Wenhang Bao, Xiao-Yang Liu
Liquidation is the process of selling a large number of shares of one stock sequentially within a given time frame, taking into consideration the costs arising from market impact and a trader's risk aversion.