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YangletLiu authored Nov 21, 2021
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For future work, we plan to build a multi-agent-based market simulator that consists of over ten thousands of agents, namely, a FinRL-Metaverse. First, FinRL-Metaverse aims to build a universe of market environments, like the XLand environment ([source](https://deepmind.com/research/publications/2021/open-ended-learning-leads-to-generally-capable-agents)) and planet-scale climate forecast ([source](https://www.nature.com/articles/s41586-021-03854-z)) by DeepMind. To improve the performance for large-scale markets, we will employ GPU-based massive parallel simulation as Isaac Gym ([source](https://arxiv.org/abs/2108.10470)). Moreover, it will be interesting to explore the deep evolutionary RL framework ([source](https://doaj.org/article/4dd31838732842439cc1301e52613d1c)) to simulate the markets. Our final goal is to provide insights into complex market phenomena and offer guidance for financial regulations through FinRL-Metaverse.

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<img align="center" src=figs/finrl_metaverse.png width="200">
<img align="center" src=figs/finrl_metaverse.png width="800">
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## Collaborators

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<img align="center" src=figs/Columbia_logo.jpg width="200"> &nbsp;&nbsp;
<img align="center" src=figs/Columbia_logo.jpg width="150"> &nbsp;&nbsp;
<img align="center" src=figs/IDEA_Logo.png width="200"> &nbsp;&nbsp;
<img align="center" src=figs/Northwestern_University.png width="200"> &nbsp;&nbsp;
<img align="center" src=figs/Northwestern_University.png width="150"> &nbsp;&nbsp;
<img align="center" src=figs/NYU_Shanghai_Logo.png width="200"> &nbsp;&nbsp;
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