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 …

Federated Learning is a technique that enables a large number of users to jointly learn a
shared machine learning model, managed by a centralized server, while the training data …

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 …

A dark pool is a private forum for trading financial instruments such as equities and derivatives.
The service is offered to traders, often representing large financial institutions, who aim to …

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 …

To address a wide range of multi-robot coordinated movement tasks, we seek a formation
strategy that offers: scalability, the approach should easily scale to any number of agents; …

Potential function approaches to robot navigation provide an elegant paradigm for expressing
multiple constraints and goals in mobile robot navigation problems. As an example, a …