Publications

Anri Gu, Yongzhao Wang, Chris Mascioli, Mithun Chakraborty, Rahul Savani, Theodore L Turocy, Michael P Wellman (2024). The Effect of Liquidity on the Spoofability of Financial Markets. In ICAIF.
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Yongzhao Wang, Rahul Savani, Anri Gu, Chris Mascioli, Theodore L Turocy, Michael P Wellman (2024). Market Making with Learned Beta Policies. In ICAIF.
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Chris Mascioli, Anri Gu, Yongzhao Wang, Mithun Chakraborty, Michael Wellman (2024). A Financial Market Simulation Environment for Trading Agents Using Deep Reinforcement Learning. In ICAIF.
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