ABIDES

The 'ABIDES' dataset is a benchmark that contains simulated high-frequency trading data used to evaluate reinforcement learning algorithms in the context of financial markets.

Papers using ABIDES (3)

Tail-Safe Hedging: Explainable Risk-Sensitive Reinforcement Learning with a White-Box CBF--QP Safety Layer in Arbitrage-Free Markets2025Safe and Compliant Cross-Market Trade Execution via Constrained RL and Zero-Knowledge Audits2025Optimal Execution with Reinforcement Learning2024