Encyclopedia Autonomica

Encyclopedia Autonomica

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Encyclopedia Autonomica
Encyclopedia Autonomica
Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Trading Behaviors

Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Trading Behaviors

Unveiling Realistic Stylized Facts And Behavior

Jan Daniel Semrau (MFin, CAIO)'s avatar
Jan Daniel Semrau (MFin, CAIO)
Apr 03, 2024
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Encyclopedia Autonomica
Encyclopedia Autonomica
Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Trading Behaviors
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Modeling financial markets is hard because the world model is highly dynamic and exposed, among political and environmental events, to a variety of external factors that are extremely difficult and expensive to model. Despite that, market simulators exist and are offered as software-as-a-service (SaaS) from companies like TradingView, TradeStation, eTor…

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