We introduce ABIDES, an Agent-Based Interactive Discrete Event Simulation environment.
ABIDES is designed from the ground up to support AI agent research in market applications. …

We introduce ABIDES, an open source Agent-Based Interactive Discrete Event Simulation
environment. ABIDES is designed from the ground up to support agent-based research in …

… David Byrd2,3 db@gatech.edu Tucker Hybinette Balch3 tucker.balch@jpmchase.com … [5]
David Byrd, Maria Hybinette, and Tucker Hybinette Balch. ABIDES: towards high-fidelity market …

We show how a multi-agent simulator can support two important but distinct methods for
assessing a trading strategy: Market Replay and Interactive Agent-Based Simulation (IABS). Our …

An index-based exchange traded fund (ETF) with underlying securities that trade on the
same market creates potential opportunities for arbitrage between price deviations in the ETF …

In finance, the weak form of the Efficient Market Hypothesis asserts that historic stock price
and volume data cannot inform predictions of future prices. In this paper we show that, to the …

There is a pervasive assumption that low latency access to an exchange is a key factor in
the profitability of many high-frequency trading strategies. This belief is evidenced by the "arms …

… David Byrd ∗ , Sourabh Bajaj † , Tucker Hybinette Balch ‡ … (sbajaj9@gatech.edu) ‡Tucker
Hybinette Balch is a professor of computer science at the Georgia Institute of Technology in …

Autonomous racing is a challenging task that requires vehicle handling at the dynamic limits
of friction. While single-agent scenarios like Time Trials are solved competitively with …

… Furthermore, infants undergoing TH often require treatment … with HIE treated with TH.
Dexmedetomidine provides sedation… shivering in infants with HIE undergoing TH, and to describe …