The Effect of Liquidity on the Spoofability of Financial Markets
Click the Cite button above to enable visitors to import publication metadata into their reference management software. This study investigates how market liquidity affects the vulnerability of financial markets to spoofing attacks - a form of market manipulation where traders place orders they intend to cancel to mislead other market participants. Through systematic agent-based simulations, we analyze the relationship between market liquidity conditions and the profitability of spoofing strategies.
Nov 14, 2024
Market Making with Learned Beta Policies
Click the Cite button above to enable visitors to import publication metadata into their reference management software. This study investigates how market liquidity affects the vulnerability of financial markets to spoofing attacks - a form of market manipulation where traders place orders they intend to cancel to mislead other market participants. Through systematic agent-based simulations, we analyze the relationship between market liquidity conditions and the profitability of spoofing strategies.
Nov 14, 2024
A Financial Market Simulation Environment for Trading Agents Using Deep Reinforcement Learning
An open-source financial market simulation environment designed for training and evaluating trading agents using deep reinforcement learning, facilitating research in complex market dynamics.
Nov 14, 2024
🎉 Three Papers Accepted at ICAIF 2024
Our research team has three papers accepted at the 5th ACM International Conference on AI in Finance
Oct 6, 2024