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Continual Learning in Reinforcement Learning Agents with Pre-trained, Testing, and Untrained Groups

1 Jan 2025

Analyze how continual learning enhances RL agents' adaptability in market simulations, compared to testing and untrained groups, under real-world scenarios.

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Reinforcement Learning Simulation Metrics: QQ plots, ACF graphs, and Volatility Analysis

1 Jan 2025

Additional simulation results, including QQ plots, ACF graphs, and volatility analysis, revealing insights into agent performance and market dynamics.

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RL Agents Show Superior Realism and Adaptability Over Zero-Intelligence Agents

1 Jan 2025

Analyzing RL and ZI agents shows RL agents closely mimic real market patterns, including volatility clustering and return autocorrelations, over time.

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Configuring Reinforcement Learning Simulation: Agent Settings, Hyper-Parameters, & Market Insights

1 Jan 2025

Detailed configurations of agents and simulations, including flash sales, informed LT setups, and market characteristics across different hyper-parameters.

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Reinforcement Learning Agents Optimizes Trading in CDA Markets

1 Jan 2025

Explore how reinforcement learning agents optimize trading in continuous double auction markets, leveraging Markov Decision Processes and limit order books.

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Realistic Market Simulations Are Essential for Testing Reinforcement Learning Behavior

1 Jan 2025

Explore how experiments validate RL agents' ability to replicate real-world market properties, from statistical behaviors to adaptability under external impacts

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Continual Learning RL Agents Set New Standard for Realistic Market Simulations

1 Jan 2025

This study showcases how RL agents with continual learning create the most realistic market simulations, adapting to external factors and changing conditions.

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Market-Making & Liquidity-Taking Agents Leverages Independent Policies & Reward-driven Strategies

1 Jan 2025

Explore how market-making and liquidity-taking RL agents operate in realistic simulations, leveraging independent policies and reward-driven strategies.

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RL Agents Adapt to Flash Sale Events & Imbalanced Limit Order Books (LOBs)

1 Jan 2025

Explore how RL agents adapt to flash sale events, altering price expectations and order strategies in response to imbalanced limit order books (LOBs).