23 citations · 23 across the 2 of their papers we have counts for
3 papers
CTMSTOU driven markets: simulated environment for regime-awareness in trading policies
Selim Amrouni, Aymeric Moulin, Tucker Balch
Market regimes is a popular topic in quantitative finance even though there is little consensus on the details of how they should be defined. They arise as a feature both in financ…
ABIDES-Gym: Gym Environments for Multi-Agent Discrete Event Simulation and Application to Financial Markets
Selim Amrouni, Aymeric Moulin, Jared Vann +3
Model-free Reinforcement Learning (RL) requires the ability to sample trajectories by taking actions in the original problem environment or a simulated version of it. Breakthroughs…
DocuBot : Generating financial reports using natural language interactions
Vineeth Ravi, Selim Amrouni, Andrea Stefanucci +3
The financial services industry perpetually processes an overwhelming amount of complex data. Digital reports are often created based on tedious manual analysis as well as visualiz…