Álvaro Cartea, Fayçal Drissi, Gianluca Palmari (2024). Multi-Task Gaussian Process Bandits for Regime-Switching in Optimal Execution.
R&R SIAM Journal on Financial Mathematics. link, code.
Harrison Waldon, Fayçal Drissi, Yannick Limmer, Uljad Berdica, Jakob Foerster, Álvaro Cartea DARE: The Deep Adaptive Regulator for Control of Uncertain Continuous-Time Systems.
2024. ICML 2024 Workshop: Foundations of Reinforcement Learning and Control--Connections and Perspectives link.
Álvaro Cartea, Fayçal Drissi, Marcello Monga Execution and statistical arbitrage with signals in multiple automated market makers.
2023. IEEE 43rd International Conference on Distributed Computing Systems. link.