Towards a fully RL-based Market Simulator

13 October 2021

Papers citing "Towards a fully RL-based Market Simulator"

9 / 9 papers shown

Title
Reinforcement Learning in High-frequency Market Making Yuheng Zheng Zihan Ding 20 0 0 14 Jul 2024
Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study Alicia Vidler Toby Walsh AIFin 24 1 0 05 May 2024
Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior Zhiyuan Yao Zheng Li Matthew Thomas Ionuţ Florescu 25 2 0 28 Mar 2024
CNN-DRL with Shuffled Features in Finance Sina Montazeri Akram Mirzaeinia Amir Mirzaeinia 16 4 0 16 Jan 2024
Dynamic Datasets and Market Environments for Financial Reinforcement Learning Xiao-Yang Liu Ziyi Xia Hongyang Yang Jiechao Gao Daochen Zha Ming Zhu Chris Wang Zhaoran Wang Jian Guo OffRL 11 24 0 25 Apr 2023
Reinforcement Learning for Combining Search Methods in the Calibration of Economic ABMs Aldo Glielmo Marco Favorito Debmallya Chanda Domenico Delli Gatti 14 6 0 23 Feb 2023
Can maker-taker fees prevent algorithmic cooperation in market making? Bingyan Han 27 1 0 01 Nov 2022
Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations N. Vadori Leo Ardon Sumitra Ganesh Thomas Spooner Selim Amrouni Jared Vann Mengda Xu Zeyu Zheng T. Balch Manuela Veloso 13 16 0 13 Oct 2022
Phantom -- A RL-driven multi-agent framework to model complex systems Leo Ardon Jared Vann Deepeka Garg Thomas Spooner Sumitra Ganesh 20 7 0 12 Oct 2022