Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior

Fuente: arXiv

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Bibliographic Details
Main Authors:	Yao, Zhiyuan, Li, Zheng, Thomas, Matthew, Florescu, Ionut
Format:	Preprint
Published:	2024
Subjects:	Trading and Market Microstructure Machine Learning Multiagent Systems
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2403.19781