Regulators, researchers, and professional investors are interested in the impact that proposed financial policies, trading algorithms, and agent behaviour have on financial systems. This interest follows from an onslaught of flash-crashes that has led to a call for improved market stability. The problem is that purely studying the record of the past only gives us a glimpse of a single world view. To study a true counterfactual there is a need to model the financial system and its interacting parts in all its complexity. To do this we have to, at first, set aside reductive economic theories and focus on modelling complex adaptive systems. In recent years multi-agent based systems have been the prevailing paradigm to model realistic financial environments. Current machine learning innovations like deep supervised and reinforcement learning have also played an important role in accurately modelling advanced algorithmic methods. In this workshop, we bring together the world’s thought leaders on this subject.


Derek Snow, Stefan Zohren, and Sam Cohen.

About the event


10:00-10:15 - Sam Cohen - Oxford, Turing


Introduction to Reinforcement Learning and Market Simulation Implications

10:15-10:45 - Steve Roberts - Oxford Man Institute

10:45-11:00 – Discussion


Understanding Flash Crash Contagion and Systemic Risk: A Calibrated Agent-Based Approach

11:00-11:30 - James Paulin - CS Oxford University

11:30-11:45 - Discussion  


Design, Implementation and Analysis of Financial Market ABMs

11:45-12:15 - Maarten Scholl - INET Oxford

12:15-12:30 – Discussion


DeepLOB: Deep Convolutional Neural Networks for Limit Order Books

12:30-13:00 - Zihao Zhang - Oxford Man Institute

13:00-13:15 – Discussion


Empirical Game-Theoretic Analysis of Algorithmic Trading Scenarios

13:15-13:45 - Michael Wellman - University of Michigan

13:45-14:00 – Discussion


Agent-Based Interactive Discrete Event Simulation

14:00-14:30 - David Byrd - Georgia Institute of Technology

14:30-14:45 – Discussion


AI Multi-agent RL for agent-based modelling of Over-the-Counter markets

14:45-15:15 - Sumitra Ganesh – JP Morgan AI Research

15:15-15:30 – Discussion


Closing Remarks

15:30-15:45 - Stefan Zohren - Oxford Man Institute


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