A Multi-agent Targeted Trading Equilibrium with Transaction Costs.
Jin Hyuk ChoiJetlir DurajKim WestonPublished in: SIAM J. Financial Math. (2024)
Keyphrases
- transaction costs
- multi agent
- stock exchange
- stock market
- stock price
- portfolio management
- search costs
- game theory
- financial data
- multi agent systems
- cooperative
- electronic commerce
- nash equilibrium
- reinforcement learning
- extensive form games
- financial markets
- portfolio selection
- portfolio optimization
- short term
- software agents
- financial time series