no code implementations • 26 Sep 2022 • Andrea Coletta, Aymeric Moulin, Svitlana Vyetrenko, Tucker Balch
Our approach proposes to learn a unique "world" agent from historical data.
no code implementations • 2 Feb 2022 • 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.
1 code implementation • 27 Oct 2021 • Selim Amrouni, Aymeric Moulin, Jared Vann, Svitlana Vyetrenko, Tucker Balch, Manuela Veloso
We introduce a general technique to wrap a DEMAS simulator into the Gym framework.
no code implementations • 25 Oct 2021 • Andrea Coletta, Matteo Prata, Michele Conti, Emanuele Mercanti, Novella Bartolini, Aymeric Moulin, Svitlana Vyetrenko, Tucker Balch
Unfortunately, this approach does not capture the market response to the experimental agents' actions.