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A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets -- A New Microfoundations of GARCH model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Nakagawa, Kei, Hirano, Masanori, Minami, Kentaro, Mizuta, Takanobu
Format:	Preprint
Published:	2024
Subjects:	Computational Finance Artificial Intelligence Multiagent Systems Trading and Market Microstructure
Online Access:	Acceder al recurso
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