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ABIDES-MARL: A Multi-Agent Reinforcement Learning Environment for Endogenous Price Formation and Execution in a Limit Order Book

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Cheridito, Patrick, Dupret, Jean-Loup, Wu, Zhexin
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Trading and Market Microstructure Computer Science and Game Theory Multiagent Systems Systems and Control 91-10, 91A26, 68T05, 93E20 I.2.11; I.2.8; J.4
Accesso online:	Acceder al recurso
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