35 citations · 46 across the 5 of their papers we have counts for
Showing 2019Show all
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q-fin.TR2019★ 11 cited
How to Evaluate Trading Strategies: Single Agent Market Replay or Multiple Agent Interactive Simulation?
Tucker Hybinette Balch, Mahmoud Mahfouz, Joshua Lockhart +2
We show how a multi-agent simulator can support two important but distinct methods for assessing a trading strategy: Market Replay and Interactive Agent-Based Simulation (IABS). Ou…
cs.MA2019★ 35 cited
ABIDES: Towards High-Fidelity Market Simulation for AI Research
David Byrd, Maria Hybinette, Tucker Hybinette Balch
We introduce ABIDES, an Agent-Based Interactive Discrete Event Simulation environment. ABIDES is designed from the ground up to support AI agent research in market applications. Wh…