Jacobo Roa-Vicens

According to our database, Jacobo Roa-Vicens authored at least 3 papers between 2019 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

Graph and tensor-train recurrent neural networks for high-dimensional models of limit order books.

Jacobo Roa-Vicens, Yao Lei Xu, Ricardo Silva, Danilo P. Mandic

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

2019

Adversarial recovery of agent rewards from latent spaces of the limit order book.

Jacobo Roa-Vicens, Yuanbo Wang, Virgile Mison, Yarin Gal, Ricardo Silva

CoRR, 2019

Towards Inverse Reinforcement Learning for Limit Order Book Dynamics.

Jacobo Roa-Vicens, Cyrine Chtourou, Angelos Filos, Francisco Rullan, Yarin Gal, Ricardo Silva

CoRR, 2019