11 citations · 24 across the 8 of their papers we have counts for
Showing 2019Show all
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q-fin.CP2019★ 3 cited
On the Importance of Opponent Modeling in Auction Markets
Mahmoud Mahfouz, Angelos Filos, Cyrine Chtourou +5
The dynamics of financial markets are driven by the interactions between participants, as well as the trading mechanisms and regulatory frameworks that govern these interactions. D…
q-fin.TR2019★ 11 cited
How to Evaluate Trading Strategies: Single Agent Market Replay or Multiple Agent Interactive Simulation?
Tucker Hybinette Balch, Mahmoud Mahfouz, Joshua Lockhart +2
We show how a multi-agent simulator can support two important but distinct methods for assessing a trading strategy: Market Replay and Interactive Agent-Based Simulation (IABS). Ou…