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2019

ABIDES: Towards High-Fidelity Market Simulation for AI Research

Byrd, David, Hybinette, Maria, Balch, Tucker Hybinette

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We introduce ABIDES, an Agent-Based Interactive Discrete Event Simulation environment.

ABIDES is designed from the ground up to support AI agent research in market applications.
While simulations are certainly available within trading firms for their own internal use, there are no broadly available high-fidelity market simulation environments.
We hope that the availability of such a platform will facilitate AI research in this important area.

ABIDES: Towards High-Fidelity Market Simulation for AI Research · Around

Built on

The double auction market institution: A survey
Freidman, D · 1993
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Allocative efficiency of markets with zero-intelligence traders: Market as a partial substitute for individual rationality
Gode, D. K., and Sunder, S · 1993
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Handbook of simulation: principles, methodology, advances, applications, and practice
Banks, J · 1998
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A guide to NumPy
Oliphant, T. E · 2006
Earlier work this paper cites.

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