5 papers
JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading
Valentin Mohl, Sascha Frey, Reuben Leyland +6
Agent-based modelling (ABM) approaches for high-frequency financial markets are difficult to calibrate and validate, partly due to the large parameter space created by defining fix…
Painting the market: generative diffusion models for financial limit order book simulation and forecasting
Alfred Backhouse, Kang Li, Jakob Foerster +2
Simulating limit order books (LOBs) has important applications across forecasting and backtesting for financial market data. However, deep generative models struggle in this contex…
Ad-Hoc Human-AI Coordination Challenge
Tin Dizdarević, Ravi Hammond, Tobias Gessler +7
Achieving seamless coordination between AI agents and humans is crucial for real-world applications, yet it remains a significant open challenge. Hanabi is a cooperative card game…
OvercookedV2: Rethinking Overcooked for Zero-Shot Coordination
Tobias Gessler, Tin Dizdarevic, Ani Calinescu +3
AI agents hold the potential to transform everyday life by helping humans achieve their goals. To do this successfully, agents need to be able to coordinate with novel partners wit…
LOB-Bench: Benchmarking Generative AI for Finance -- an Application to Limit Order Book Data
Peer Nagy, Sascha Frey, Kang Li +5
While financial data presents one of the most challenging and interesting sequence modelling tasks due to high noise, heavy tails, and strategic interactions, progress in this area…