Also this year, I submitted two papers which were both accepted to the third edition of the International Conference on AI in Finance (ICAIF), 2-4 November 2022 (website). The papers are:

  • Dark Pool Smart Order Routing, a Combinatorial-MAB Approach
  • Addressing Non-Stationarity in FX Trading with Online Model Selection of Offline RL Experts

I presented the one on Smart Routing on Dark Pools!

  • Dark Pool Smart Order Routing, a Combinatorial-MAB Approach
    download slides.