Mesoscale effects of trader learning behaviors in financial markets: A multi-agent reinforcement learning study.

Abstract excerpt

Recent advances in the field of machine learning have yielded novel research perspectives in behavioural economics and financial markets microstructure studies. In this paper we study the impact of individual trader leaning characteristics on markets using a stock market simulator designed with a multi-agent architecture. Each agent, representing an autonomous investor, trades stocks through reinforcement...

Topics

Share this publication in a Topic to start or enrich a Post.

• Share to Machine Learning
• Share to Models, Economic
• Share to Phenotype