Building an artificial stock market populated by reinforcement‐learning agents
In this paper we propose an artificial stock market model based on interaction of heterogeneous agents whose forward‐looking behaviour is driven by the reinforcement‐learning algorithm combined with some evolutionary selection mechanism. We use the model for the analysis of market self‐regulation a...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2009-12-01
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| Series: | Journal of Business Economics and Management |
| Subjects: | |
| Online Access: | https://journals.vgtu.lt/index.php/JBEM/article/view/6245 |