Aymeric Moulin
Publications by Year
Research Areas
Stock Market Forecasting Methods, Complex Systems and Time Series Analysis, Financial Markets and Investment Strategies, Auction Theory and Applications, Neural Networks and Applications
Most-Cited Works
- → Towards realistic market simulations(2021)27 cited
- → Learning to simulate realistic limit order book markets from data as a World Agent(2022)18 cited
- → ABIDES-gym(2021)17 cited
- → Deep Learning in Finance: Prediction of Stock Returns with Long Short‐Term Memory Networks(2018)12 cited
- → Towards Realistic Market Simulations: a Generative Adversarial Networks Approach(2021)4 cited
- → Deep Learning for Equity Time Series Prediction(2020)3 cited
- → ABIDES-Gym: Gym Environments for Multi-Agent Discrete Event Simulation and Application to Financial Markets(2021)2 cited
- → CTMSTOU driven markets: simulated environment for regime-awareness in trading policies(2022)