Gabriel Borrageiro

Head of token market making at Laser Digital, honorary research fellow at UCL

[Gabriel Borrageiro @GFBorrageiro]

@ProteasMenCSA ❤️

[Gabriel Borrageiro @GFBorrageiro]

New publication in JFDS.

Our online learning RBFNET outperforms a random-walk baseline and several powerful batch learners when forecasting multi-asset class financial time series returns.

https://t.co/5TQthk7P9f

#PM_Research_ #uclcs #uclfincomp

[Gabriel Borrageiro @GFBorrageiro]

New publication, Sequential asset ranking in nonstationary time series, to appear in the 3rd ACM International Conference on AI in Finance.

https://t.co/eo094Dyzr1

#uclcs #uclfincomp

[Gabriel Borrageiro @GFBorrageiro]

New paper in #IEEEaccess with @firoozye and @PaoloBarucca, The Recurrent Reinforcement Learning Crypto Agent, https://t.co/I8nCz3tn6T. We transfer the learning of an echo state network to an RL agent who trades perp swaps on #BitMEX.
#uclcs #uclfincomp

[Gabriel Borrageiro @GFBorrageiro]

@uclcs

[Gabriel Borrageiro @GFBorrageiro]

Check out our new article, Reinforcement Learning for Systematic FX Trading, published with IEEE Access.
https://t.co/5ZwimfZoHO

[Gabriel Borrageiro @GFBorrageiro]

This agent is put to work trading the major spot currency pairs and can adjust its desired position by reacting to the various impact sources on profit and loss, including its current position and funding costs.

[Gabriel Borrageiro @GFBorrageiro]

We explore online inductive transfer learning, with a feature representation transfer from a radial basis function network to a recurrent reinforcement learning agent.

[Gabriel Borrageiro @GFBorrageiro]

@VodafoneUK I just got a bill from Vodafone which includes an £18 charge for calling Carphone Warehouse (CW) on 08700870168, for 26 minutes. That works out to be roughly 70p a minute; 3p comes from CW and 67p comes from Vodafone. This is a shocking way to treat your customers.