Basel environment in accordance to the OpenAI Gym format to be solved with RL.
The environment seeks optimizing x, the disclosed value as a percentage of VaR, in the following equation:
| Environment | Action Space | State Space |
|---|---|---|
| Simple | Discrete(3000) | MultiDiscrete([250, 12, 8) |
| Complete | Box(0, 3) | Tuple(Discrete(250), Discrete(12), Discrete(8), Box(0, 3)) |