research
∙
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...
share
research
∙
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...
research
∙
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...
research
∙
10/25/2021
