no code implementations • 22 Oct 2023 • Yuchen Xiao, Yanchao Sun, Mengda Xu, Udari Madhushani, Jared Vann, Deepeka Garg, Sumitra Ganesh
Recent advancements in large language models (LLMs) have exhibited promising performance in solving sequential decision-making problems.
no code implementations • 13 Oct 2022 • Nelson Vadori, Leo Ardon, Sumitra Ganesh, Thomas Spooner, Selim Amrouni, Jared Vann, Mengda Xu, Zeyu Zheng, Tucker Balch, Manuela Veloso
We study a game between liquidity provider and liquidity taker agents interacting in an over-the-counter market, for which the typical example is foreign exchange.
Multi-agent Reinforcement Learning reinforcement-learning +1
1 code implementation • 12 Oct 2022 • Leo Ardon, Jared Vann, Deepeka Garg, Tom Spooner, Sumitra Ganesh
Agent based modelling (ABM) is a computational approach to modelling complex systems by specifying the behaviour of autonomous decision-making components or agents in the system and allowing the system dynamics to emerge from their interactions.
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 • 13 Oct 2021 • Leo Ardon, Nelson Vadori, Thomas Spooner, Mengda Xu, Jared Vann, Sumitra Ganesh
We present a new financial framework where two families of RL-based agents representing the Liquidity Providers and Liquidity Takers learn simultaneously to satisfy their objective.