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ABIDES-gym: gym environments for multi-agent discrete event simulation and application to financial markets.

Selim AmrouniAymeric MoulinJared VannSvitlana VyetrenkoTucker BalchManuela Veloso
Published in: ICAIF (2021)
Keyphrases
  • discrete event simulation
  • multi agent
  • financial markets
  • reinforcement learning
  • software engineering
  • information retrieval
  • keywords
  • cooperative
  • portfolio selection