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Berend J.D. Gort, Xiao-Yang Liu, Xinghang Sun, Jiechao Gao, Shuaiyu Chen, Christina Dan Wang, Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting
Joseph Jerome, Leandro Sánchez-Betancourt, Rahul Savani, Martin Herdegen, Model-based gym environments for limit order book trading, GitHub repo
Aymeric Vie, Maarten Scholl, Alissa Kleinnijenhuis, James D. Farmer, Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds
Matthew Caron, Johannes Kriebel, Oliver Müller, Exposing The Impact of Shortcut Learning on the Performance Estimates of AI Benchmarks in Finance: The Case of Corporate Credit Risk Prediction
Fernando Fernandez, Alberto Villanueva, Rubén Majadas, Javier García, Defending Against Adversarial Attacks on Abides Agents