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08/25/2023
JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading
Financial exchanges across the world use limit order books (LOBs) to pro...
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07/03/2023
Some challenges of calibrating differentiable agent-based models
Agent-based models (ABMs) are a promising approach to modelling and reas...
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05/24/2023
Bayesian calibration of differentiable agent-based models
Agent-based modelling (ABMing) is a powerful and intuitive approach to m...
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11/02/2020
Digital Twins: State of the Art Theory and Practice, Challenges, and Open Research Questions
Digital Twin was introduced over a decade ago, as an innovative all-enco...
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05/22/2018