Reinforcement Learning for High-Frequency Market Making. - Ye-Sheen Lim; Denise Gorse (ESANN, 2018)

Deep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow. - Ye-Sheen Lim; Denise Gorse (ICAISC (1), 2020)

Deep Probabilistic Modelling of Price Movements for High-Frequency Trading. - Ye-Sheen Lim; Denise Gorse (IJCNN, 2020)

Intra-Day Price Simulation with Generative Adversarial Modelling of the Order Flow. - Ye-Sheen Lim; Denise Gorse (ICMLA, 2021)

Scale-Invariant Learning-to-Rank. - Alessio Petrozziello; Christian Sommeregger; Ye-Sheen Lim (RecSys, 2024)