Leandro Sánchez-Betancourt

According to our database, Leandro Sánchez-Betancourt authored at least 6 papers between 2021 and 2023.

Collaborative distances:

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

2023

Detecting Toxic Flow.

Álvaro Cartea, Gerardo Duran-Martin, Leandro Sánchez-Betancourt

CoRR, 2023

A Neural RDE approach for continuous-time non-Markovian stochastic control problems.

Melker Hoglund, Emilio Ferrucci, Camilo Hernández, Aitor Muguruza Gonzalez, Cristopher Salvi, Leandro Sánchez-Betancourt, Yufei Zhang

CoRR, 2023

Mbt-gym: Reinforcement learning for model-based limit order book trading.

Joseph Jerome, Leandro Sánchez-Betancourt, Rahul Savani, Martin Herdegen

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

2022

Double-Execution Strategies Using Path Signatures.

Álvaro Cartea, Imanol Pérez Arribas, Leandro Sánchez-Betancourt

SIAM J. Financial Math., December, 2022

Model-based gym environments for limit order book trading.

Joseph Jerome, Leandro Sánchez-Betancourt, Rahul Savani, Martin Herdegen

CoRR, 2022

2021

The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets.

Álvaro Cartea, Leandro Sánchez-Betancourt

SIAM J. Financial Math., 2021