23 citations · 47 across the 4 of their papers we have counts for
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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…
cs.MA2021★ 23 cited
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…