ABIDES-gym: gym environments for multi-agent discrete event simulation and application to financial markets. - Selim Amrouni; Aymeric Moulin; Jared Vann; Svitlana Vyetrenko; Tucker Balch; Manuela Veloso (ICAIF, 2021)

Towards realistic market simulations: a generative adversarial networks approach. - Andrea Coletta; Matteo Prata; Michele Conti; Emanuele Mercanti; Novella Bartolini; Aymeric Moulin; Svitlana Vyetrenko; Tucker Balch (ICAIF, 2021)

Learning to simulate realistic limit order book markets from data as a World Agent. - Andrea Coletta; Aymeric Moulin; Svitlana Vyetrenko; Tucker Balch (ICAIF, 2022)

CTMSTOU driven markets: simulated environment for regime-awareness in trading policies. - Selim Amrouni; Aymeric Moulin; Tucker Balch (CoRR, 2022)