A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
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Updated
Jan 1, 2023 - Jupyter Notebook
A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
An Agent-Based Financial Platform. See how evolve agents in a realistic double auction order book
Runs numerical experiments for a single market populated by robot traders
Fast single unit, double auction market for reinforcement learning
Double Auction Simulation System (for single product) with equilibrium match.
Determine the clearing price for a double auction, using the average mechanism
C#, ActressMAS | P2P Multi-Agent System for microgrid energy trading using auction protocols
Double Auction Market with oTree Live Pages
This consists of the Coq formalization and the checker program for the continuous double auctions project.
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