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ABIDES: Towards High-Fidelity Market Simulation for AI Research
4 references·1 citing·22 second hop
ABIDES: Towards High-Fidelity Market Simulation for AI Research (2019)ABIDES: Towards High-Fidelity Market Simu…The microgeographies of global finance: High-frequency trading and the construction of information inequality (2016)The microgeographies of globa…Methods for empirical game-theoretic analysis (2006)Methods for empirical game-th…Handbook of simulation: Principles, methodology, advances, applications, and practice (1999)Handbook of simulation: Princ…Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality (1993)Allocative Efficiency of Mark…Improving Generalization in Reinforcement Learning–Based Trading by Using a Generative Adversarial Market Model (2021)Improving Generalization in R…Putting Auction Theory to Work: The Simultaneous Ascending Auction (2000)Multi-agent influence diagrams for representing and solving games (2003)Graphical Models for Game Theory (2013)ABIDES (2020)Real World Games Look Like Spinning Tops (2020)Game Plan: What AI can do for Football, and What Football can do for AI (2021)Irrational Behavior and Economic Theory (1962)An Evolutionary Theory of Economic Change. (1983)Shared Mental Models: Ideologies and Institutions (1994)An Engine, Not a Camera (2006)What Are Institutions? (2006)Economic Action and Social Structure: The Problem of Embeddedness (1985)The Condition of Postmodernity (1991)Reassembling the Social (2005)The political–economic geography of foreign exchange trading (2016)Initial coin offerings: Linking technology and financialization (2020)Generalized autoregressive conditional heteroskedasticity (1986)Herd Behavior and Investment (1988)The Efficient Market Hypothesis and Its Critics (2003)A Comparative Review of Sensitivity and Uncertainty Analysis of Large-Scale Systems—II: Statistical Methods (2004)An exploration of alternative approaches to the representation of uncertainty in model predictions (2004)Opening the ‘black box’ of simulations: increased transparency and effective communication through the systematic design of experiments (2011)
this work references cited by second hop

References

  • 1993Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality1,652 cited
  • 1999Handbook of simulation: Principles, methodology, advances, applications, and practice664 cited
  • 2006Methods for empirical game-theoretic analysis119 cited
  • 2016The microgeographies of global finance: High-frequency trading and the construction of information inequality72 cited

Cited by

  • 2021Improving Generalization in Reinforcement Learning–Based Trading by Using a Generative Adversarial Market Model42 cited

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