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09/26/2022
Learning to simulate realistic limit order book markets from data as a World Agent
Multi-agent market simulators usually require careful calibration to emu...
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02/02/2022
CTMSTOU driven markets: simulated environment for regime-awareness in trading policies
Market regimes is a popular topic in quantitative finance even though th...
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10/27/2021
ABIDES-Gym: Gym Environments for Multi-Agent Discrete Event Simulation and Application to Financial Markets
Model-free Reinforcement Learning (RL) requires the ability to sample tr...
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10/25/2021