23 citations · 23 across the 4 of their papers we have counts for
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cs.MA2022
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…
cs.MA2022
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…