Nelson Vadori

According to our database, Nelson Vadori authored at least 13 papers between 2017 and 2024.

Collaborative distances:

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

2024

Learning Mathematical Rules with Large Language Models.

Antoine Gorceix, Bastien Le Chenadec, Ahmad Rammal, Nelson Vadori, Manuela Veloso

CoRR, 2024

Ordinal Potential-based Player Rating.

Nelson Vadori, Rahul Savani

Proceedings of the International Conference on Artificial Intelligence and Statistics, 2024

2023

Learning to Optimize Differentiable Games.

Xuxi Chen, Nelson Vadori, Tianlong Chen, Zhangyang Wang

Proceedings of the International Conference on Machine Learning, 2023

Calibration of Derivative Pricing Models: a Multi-Agent Reinforcement Learning Perspective.

Nelson Vadori

Proceedings of the 4th ACM International Conference on AI in Finance, 2023

2022

Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations.

Nelson Vadori, Leo Ardon, Sumitra Ganesh, Thomas Spooner, Selim Amrouni, Jared Vann, Mengda Xu, Zeyu Zheng, Tucker Balch, Manuela Veloso

CoRR, 2022

Consensus Multiplicative Weights Update: Learning to Learn using Projector-based Game Signatures.

Nelson Vadori, Rahul Savani, Thomas Spooner, Sumitra Ganesh

Proceedings of the International Conference on Machine Learning, 2022

2021

Causal Policy Gradients.

Thomas Spooner, Nelson Vadori, Sumitra Ganesh

CoRR, 2021

Factored Policy Gradients: Leveraging Structure for Efficient Learning in MOMDPs.

Thomas Spooner, Nelson Vadori, Sumitra Ganesh

Proceedings of the Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, 2021

Towards a fully rl-based market simulator.

Leo Ardon, Nelson Vadori, Thomas Spooner, Mengda Xu, Jared Vann, Sumitra Ganesh

Proceedings of the ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3, 2021

2020

Calibration of Shared Equilibria in General Sum Partially Observable Markov Games.

Nelson Vadori, Sumitra Ganesh, Prashant P. Reddy, Manuela Veloso

Proceedings of the Advances in Neural Information Processing Systems 33: Annual Conference on Neural Information Processing Systems 2020, 2020

Risk-sensitive reinforcement learning: a martingale approach to reward uncertainty.

Nelson Vadori, Sumitra Ganesh, Prashant P. Reddy, Manuela Veloso

Proceedings of the ICAIF '20: The First ACM International Conference on AI in Finance, 2020

2019

Reinforcement Learning for Market Making in a Multi-agent Dealer Market.

Sumitra Ganesh, Nelson Vadori, Mengda Xu, Hua Zheng, Prashant P. Reddy, Manuela Veloso

CoRR, 2019

2017

A Semi-Markovian Modeling of Limit Order Markets.

Anatoliy Swishchuk, Nelson Vadori

SIAM J. Financial Math., 2017