23 citations · 23 across the 4 of their papers we have counts for
4 papers
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…
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…