Welcome to MarS Discussions!

[lee-junjie]

👋 Welcome!

We’re using Discussions as a place to connect with other members of our community. We hope that you:

• Ask questions you’re wondering about.
• Share ideas.
• Engage with other community members.
• Welcome others and are open-minded. Remember that this is a community we
  build together 💪.

To get started, comment below with an introduction of yourself and tell us about what you do with this community.

[auenbauer]

Thank you for enabling Discussions!

I’m working on "Predicting Intraday Bond Trading Prices", a machine learning project focused on forecasting bid, ask, and trade prices in the European bond market using extensive trade-and-quote data. I’m eager to leverage MarS to extend the project in the context of learning execution policies and could contribute synthetic data tailored to dealer-driven market structures.

Additionally, I find the paper "Dealermarkets: A Reinforcement Learning Mean Field Game Approach" by Martino Bernasconia et al. from Politecnico di Milano highly relevant.

Looking forward to engaging with the MarS community and exploring collaborative opportunities!

Best regards,

Günter Leitold