Jaxmarl: Multi-agent rl environments in jax
A Rutherford, B Ellis, M Gallici, J Cook, A Lupu… - ar** a generative model of realistic order flow in financial markets is a challenging
open problem, with numerous applications for market participants. Addressing this, we …
open problem, with numerous applications for market participants. Addressing this, we …
Conditional generators for limit order book environments: Explainability, challenges, and robustness
Limit order books are a fundamental and widespread market mechanism. This paper
investigates the use of conditional generative models for order book simulation. For …
investigates the use of conditional generative models for order book simulation. For …
minimax: Efficient Baselines for Autocurricula in JAX
M Jiang, M Dennis, E Grefenstette… - ar** a Pre-trained transformer (GPT) for Modeling Financial Time Series
A Wheeler, JD Varner - arxiv preprint arxiv:2411.16585, 2024 - arxiv.org
This work presents a generative pre-trained transformer (GPT) designed for modeling
financial time series. The GPT functions as an order generation engine within a discrete …
financial time series. The GPT functions as an order generation engine within a discrete …