Functional data analysis has long been used in modeling time series enabling long term predictions with the ability to We propose a novel group of Gaussian Process based algorithms work with irregularly sampled data [7]. In time series modeling, for fast approximate optimal stopping of time series with specific approaches based on Gaussian Processes (GPs) allow long term applications to financial markets. We show that structural properties forecasting in settings with small quantities of data for calibration commonly exhibited by financial time series (e.g., the tendency and those with a need to estimate the covariance of predictions [30, to mean-revert) allow the use of Gaussian and Deep Gaussian Process 17]. GPs also come up in finance when studying mean reverting models that further enable us to analytically evaluate optimal processes called Ornstein-Uhlenbeck (OU) processes which are GPs stopping value functions and policies. We additionally quantify with an exponential kernel [29].

Market regimes is a popular topic in quantitative finance even though there is little consensus on the details of how they should be defined. They arise as a feature both in financial market prediction problems and financial market task performing problems. In this work we use discrete event time multi-agent market simulation to freely experiment in a reproducible and understandable environment where regimes can be explicitly switched and enforced. We introduce a novel stochastic process to model the fundamental value perceived by market participants: Continuous-Time Markov Switching Trending Ornstein-Uhlenbeck (CTMSTOU), which facilitates the study of trading policies in regime switching markets. We define the notion of regime-awareness for a trading agent as well and illustrate its importance through the study of different order placement strategies in the context of order execution problems.

Multi-agent market simulation is commonly used to create an environment for downstream machine learning or reinforcement learning tasks, such as training or testing trading strategies before deploying them to real-time trading. In electronic trading markets only the price or volume time series, that result from interaction of multiple market participants, are typically directly observable. Therefore, multi-agent market environments need to be calibrated so that the time series that result from interaction of simulated agents resemble historical -- which amounts to solving a highly complex large-scale optimization problem. In this paper, we propose a simple and efficient framework for calibrating multi-agent market simulator parameters from historical time series observations. First, we consider a novel concept of eligibility set to bypass the potential non-identifiability issue. Second, we generalize the two-sample Kolmogorov-Smirnov (K-S) test with Bonferroni correction to test the similarity between two high-dimensional time series distributions, which gives a simple yet effective distance metric between the time series sample sets. Third, we suggest using Bayesian optimization (BO) and trust-region BO (TuRBO) to minimize the aforementioned distance metric. Finally, we demonstrate the efficiency of our framework using numerical experiments.

Model-free Reinforcement Learning (RL) requires the ability to sample trajectories by taking actions in the original problem environment or a simulated version of it. Breakthroughs in the field of RL have been largely facilitated by the development of dedicated open source simulators with easy to use frameworks such as OpenAI Gym and its Atari environments. In this paper we propose to use the OpenAI Gym framework on discrete event time based Discrete Event Multi-Agent Simulation (DEMAS). We introduce a general technique to wrap a DEMAS simulator into the Gym framework. We expose the technique in detail and implement it using the simulator ABIDES as a base. We apply this work by specifically using the markets extension of ABIDES, ABIDES-Markets, and develop two benchmark financial markets OpenAI Gym environments for training daily investor and execution agents. As a result, these two environments describe classic financial problems with a complex interactive market behavior response to the experimental agent's action.

Simulated environments are increasingly used by trading firms and investment banks to evaluate trading strategies before approaching real markets. Backtesting, a widely used approach, consists of simulating experimental strategies while replaying historical market scenarios. Unfortunately, this approach does not capture the market response to the experimental agents' actions. In contrast, multi-agent simulation presents a natural bottom-up approach to emulating agent interaction in financial markets. It allows to set up pools of traders with diverse strategies to mimic the financial market trader population, and test the performance of new experimental strategies. Since individual agent-level historical data is typically proprietary and not available for public use, it is difficult to calibrate multiple market agents to obtain the realism required for testing trading strategies. To addresses this challenge we propose a synthetic market generator based on Conditional Generative Adversarial Networks (CGANs) trained on real aggregate-level historical data. A CGAN-based "world" agent can generate meaningful orders in response to an experimental agent. We integrate our synthetic market generator into ABIDES, an open source simulator of financial markets. By means of extensive simulations we show that our proposal outperforms previous work in terms of stylized facts reflecting market responsiveness and realism.

The Eleventh Annual AAAI Robot Competition and Exhibition was held at the National Conference on Artificial Intelligence in Edmonton, Alberta, Canada, in August 2002. This article describes each of the events that were held: Robot Challenge, Robot Exhibition, Robot Host, and Robot Rescue.

Usually those attendees with names any of the events (YSC, an Iranian team, took beginning AL are encouraged to line up behind top honors in the Rescue event). Some robots at the 2002 American Association In 2002, the event was organized by Holly for Artificial Intelligence (AAAI) Mobile Yanco of the University of Massachusetts at Robot Competition and Exhibition actually Lowell and Tucker Balch of the Georgia Institute registered for the conference on their of Technology. The Robot Challenge was own. Robot annual competition and exhibition, making it Host was cochaired by David Gustafson of the oldest AIcentric mobile robot competition. Kansas State University and Francois Michaud The event included three competitions of Universite de Sherbrooke.

The Association for the Advancement of Artificial Intelligence, in cooperation with Stanford University's Department of Computer Science, presented the 2002 Spring Symposium Series, held Monday through Wednesday, 25 to 27 March 2002, at Stanford University. The nine symposia were entitled (1) Acquiring (and Using) Linguistic (and World) Knowledge for Information Access; (2) Artificial Intelligence and Interactive Entertainment; (3) Collaborative Learning Agents; (4) Information Refinement and Revision for Decision Making: Modeling for Diagnostics, Prognostics, and Prediction; (5) Intelligent Distributed and Embedded Systems; (6) Logic-Based Program Synthesis: State of the Art and Future Trends; (7) Mining Answers from Texts and Knowledge Bases; (8) Safe Learning Agents; and (9) Sketch Understanding.

The Association for the Advancement of Artificial Intelligence, in cooperation with Stanford University's Department of Computer Science, presented the 2002 Spring Symposium Series, held Monday through Wednesday, 25 to 27 March 2002, at Stanford University. The nine symposia were entitled (1) Acquiring (and Using) Linguistic (and World) Knowledge for Information Access; (2) Artificial Intelligence and Interactive Entertainment; (3) Collaborative Learning Agents; (4) Information Refinement and Revision for Decision Making: Modeling for Diagnostics, Prognostics, and Prediction; (5) Intelligent Distributed and Embedded Systems; (6) Logic-Based Program Synthesis: State of the Art and Future Trends; (7) Mining Answers from Texts and Knowledge Bases; (8) Safe Learning Agents; and (9) Sketch Understanding.

Summer 2001 marked the tenth AAAI Mobile Robot Competition and Exhibition. A decade of contests and exhibitions have inspired innovation and research in AI robotics. We also reflect on how the contest has served as an arena for important debates in the AI and robotics communities. The article closes with a speculative look forward to the next decade of AAAI robot competitions.