A Financial Market Simulation Environment for Trading Agents Using Deep Reinforcement Learning

C Mascioli, A Gu, Y Wang, M Chakraborty, and MP Wellman 5th ACM International Conference on AI in Finance (ICAIF), pages 117-125, November 2024. Abstract We present PyMarketSim, a financial market simulation environment designed for training…

Empirical Game-Theoretic Analysis: A Survey

MP Wellman, K Tuyls, A Greenwald Accepted to Journal of Artificial Intelligence Research (JAIR), June 2024. To appear. Abstract In the empirical approach to game-theoretic analysis (EGTA), the model of the game comes not from declarative…