ABIDES-Gym: Gym Environments for Multi-Agent Discrete Event Simulation and Application to Financial Markets

27 October 2021

Papers citing "ABIDES-Gym: Gym Environments for Multi-Agent Discrete Event Simulation and Application to Financial Markets"

27 / 27 papers shown

Title
Revisiting Ensemble Methods for Stock Trading and Crypto Trading Tasks at ACM ICAIF FinRL Contest 2023-2024 Nikolaus Holzer Keyi Wang Kairong Xiao Xiao-Yang Liu Yanglet AIFin 30 1 0 18 Jan 2025
Optimal Execution with Reinforcement Learning Yadh Hafsi Edoardo Vittori 21 0 0 10 Nov 2024
MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model Junjie Li Yang Liu Weiqing Liu Shikai Fang Lewen Wang Chang Xu Jiang Bian VGen 38 4 0 04 Sep 2024
Empirical Equilibria in Agent-based Economic systems with Learning agents Kshama Dwarakanath Svitlana Vyetrenko Tucker Balch 27 0 0 21 Aug 2024
Tax Credits and Household Behavior: The Roles of Myopic Decision-Making and Liquidity in a Simulated Economy Jialin Dong Kshama Dwarakanath Svitlana Vyetrenko 21 1 0 19 Aug 2024
When AI Meets Finance (StockAgent): Large Language Model-based Stock Trading in Simulated Real-world Environments Chong Zhang Xinyi Liu Mingyu Jin Zhongmou Zhang Lingyao Li ... Suiyuan Zhu Xiaobo Jin Sujian Li Mengnan Du Yongfeng Zhang AIFin LLMAG 56 8 0 15 Jul 2024
ABIDES-Economist: Agent-Based Simulation of Economic Systems with Learning Agents Kshama Dwarakanath Svitlana Vyetrenko P. Tavallali T. Balch 19 5 0 14 Feb 2024
CNN-DRL with Shuffled Features in Finance Sina Montazeri Akram Mirzaeinia Amir Mirzaeinia 32 4 0 16 Jan 2024
Transparency as Delayed Observability in Multi-Agent Systems Kshama Dwarakanath Svitlana Vyetrenko Toks Oyebode T. Balch AI4CE 11 0 0 10 Jan 2024
Once Burned, Twice Shy? The Effect of Stock Market Bubbles on Traders that Learn by Experience Haibei Zhu Svitlana Vyetrenko Serafin Grundl David Byrd Kshama Dwarakanath T. Balch 15 0 0 29 Dec 2023
Multi-Agent Reinforcement Learning for Connected and Automated Vehicles Control: Recent Advancements and Future Prospects Min Hua Dong Chen Xinda Qi Kun Jiang Z. Liu Quan Zhou Hongming Xu 18 10 0 18 Dec 2023
Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks Namid R Stillman R. Baggott Justin Lyon Jianfei Zhang Dingqui Zhu Tao Chen Perukrishnen Vytelingum 27 1 0 20 Nov 2023
INTAGS: Interactive Agent-Guided Simulation Song Wei Andrea Coletta Svitlana Vyetrenko T. Balch 16 1 0 04 Sep 2023
JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading Sascha Frey Kang Li Peer Nagy Silvia Sapora Chris Xiaoxuan Lu S. Zohren Jakob N. Foerster Anisoara Calinescu 30 14 0 25 Aug 2023
Alpha-GPT: Human-AI Interactive Alpha Mining for Quantitative Investment Sai Wang Hang Yuan Leon Zhou L. Ni H. Shum Jian Guo 23 20 0 31 Jul 2023
Scalable Primal-Dual Actor-Critic Method for Safe Multi-Agent RL with General Utilities Donghao Ying Yunkai Zhang Yuhao Ding Alec Koppel Javad Lavaei 33 11 0 27 May 2023
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 24 26 0 25 Apr 2023
K-SHAP: Policy Clustering Algorithm for Anonymous Multi-Agent State-Action Pairs Andrea Coletta Svitlana Vyetrenko T. Balch OffRL 14 7 0 23 Feb 2023
Privacy-Aware Load Balancing in Fog Networks: A Reinforcement Learning Approach Maad Ebrahim A. Hafid 21 4 0 23 Jan 2023
Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets Peer Nagy Jan-Peter Calliess S. Zohren 21 3 0 20 Jan 2023
Quant 4.0: Engineering Quantitative Investment with Automated, Explainable and Knowledge-driven Artificial Intelligence Jian Guo Sai Wang L. Ni H. Shum AIFin 19 8 0 13 Dec 2022
Limited or Biased: Modeling Sub-Rational Human Investors in Financial Markets Penghang Liu Kshama Dwarakanath Svitlana Vyetrenko Tucker Balch AIFin 19 5 0 16 Oct 2022
Phantom -- A RL-driven multi-agent framework to model complex systems Leo Ardon Jared Vann Deepeka Garg Thomas Spooner Sumitra Ganesh 25 7 0 12 Oct 2022
Equitable Marketplace Mechanism Design Kshama Dwarakanath Svitlana Vyetrenko T. Balch 16 1 0 22 Sep 2022
Model-based gym environments for limit order book trading Joseph Jerome Leandro Sánchez-Betancourt Rahul Savani Martin Herdegen 27 3 0 16 Sep 2022
CTMSTOU driven markets: simulated environment for regime-awareness in trading policies Selim Amrouni Aymeric Moulin T. Balch 14 1 0 02 Feb 2022
Improving reinforcement learning algorithms: towards optimal learning rate policies Othmane Mounjid Charles-Albert Lehalle 11 3 0 06 Nov 2019