Ye-Sheen Lim

According to our database, Ye-Sheen Lim authored at least 4 papers between 2018 and 2021.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2021

Intra-Day Price Simulation with Generative Adversarial Modelling of the Order Flow.

Ye-Sheen Lim, Denise Gorse

Proceedings of the 20th IEEE International Conference on Machine Learning and Applications, 2021

2020

Deep Probabilistic Modelling of Price Movements for High-Frequency Trading.

Ye-Sheen Lim, Denise Gorse

Proceedings of the 2020 International Joint Conference on Neural Networks, 2020

Deep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow.

Ye-Sheen Lim, Denise Gorse

Proceedings of the Artificial Intelligence and Soft Computing, 2020

2018

Reinforcement Learning for High-Frequency Market Making.

Ye-Sheen Lim, Denise Gorse

Proceedings of the 26th European Symposium on Artificial Neural Networks, 2018