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Thomas Spooner

Computer Science PhD Student

university of Liverpool

Biography

Fourth year PhD student in the Economics and Computation Group at the University of Liverpool following a Master’s in Physics. The focus of my research is on the applications of reinforcement learning for optimising decision problems in complex real-world domains including automated trading (market-making, optimal execution, statistical arbitrage, order routing) and epidemiology which are heavily influenced by the minimisation of risk.

Supervisors

  1. Prof. Rahul Savani
  2. Prof. Karl Tuyls

Interests

  • Reinforcement learning
  • Machine learning
  • Automated trading
  • Epidemiology

Education

  • MPhys in Physics, 2016

    University of Liverpool

Projects

RSRL

A fast, safe and easy to use reinforcement learning framework in Rust.

spaces

Set/space primitives for defining machine learning problems.

Recent & Upcoming Talks

Robust Trading via Adversarial Reinforcement Learning

In this paper, we develop market making agents that are robust to price manipulation by using adversarial reinforcement learning. We …

Recent Publications

Market Making via Reinforcement Learning

Market making is a fundamental trading problem in which an agent provides liquidity by continually offering to buy and sell a security. …

Contact

  • L69 3BX