26 citations · 71 across the 11 of their papers we have counts for
3 papers · 1 filter
Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations
Nelson Vadori, Leo Ardon, Sumitra Ganesh +7
We study a game between liquidity provider and liquidity taker agents interacting in an over-the-counter market, for which the typical example is foreign exchange. We show how a su…
Towards a fully RL-based Market Simulator
Leo Ardon, Nelson Vadori, Thomas Spooner +3
We present a new financial framework where two families of RL-based agents representing the Liquidity Providers and Liquidity Takers learn simultaneously to satisfy their objective…
Calibration of Shared Equilibria in General Sum Partially Observable Markov Games
Nelson Vadori, Sumitra Ganesh, Prashant Reddy +1
Training multi-agent systems (MAS) to achieve realistic equilibria gives us a useful tool to understand and model real-world systems. We consider a general sum partially observable…