Álvaro Cartea, Fayçal Drissi, Gianluca Palmari (2026). Multi-Task Gaussian Process Bandits for Regime-Switching in Optimal Execution.
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.
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.
IEEE 43rd International Conference on Distributed Computing Systems. link.