108 citations · 435 across the 38 of their papers we have counts for
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q-fin.GN2023
Epistemic Limits of Empirical Finance: Causal Reductionism and Self-Reference
Daniel Polakow, Tim Gebbie, Emlyn Flint
The clarion call for causal reduction in the study of capital markets is intensifying. However, in self-referencing and open systems such as capital markets, the idea of unidirecti…
cs.AI2023
Variations on the Reinforcement Learning performance of Blackjack
Avish Buramdoyal, Tim Gebbie
Blackjack or "21" is a popular card-based game of chance and skill. The objective of the game is to win by obtaining a hand total higher than the dealer's without exceeding 21. The…
q-fin.TR2023
Many learning agents interacting with an agent-based market model
Matthew Dicks, Andrew Paskaramoorthy, Tim Gebbie
We consider the dynamics and the interactions of multiple reinforcement learning optimal execution trading agents interacting with a reactive Agent-Based Model (ABM) of a financial…