An Agent-Based Market Simulator for Back-Testing Deep Reinforcement Learning Based Trade Execution Strategies.
Siyu LinPeter A. BelingPublished in: ICONIP (3) (2021)
Keyphrases
- reinforcement learning
- simulation model
- decision making
- agent cooperation
- function approximation
- symbolic execution
- reinforcement learning algorithms
- learning agents
- markov decision processes
- test cases
- testing process
- trading agents
- machine learning
- execution model
- investment strategies
- deep learning
- multi agent reinforcement learning
- model free
- optimal control
- intelligent agents
- supervised learning
- state space
- learning algorithm
- data flow
- software testing
- control strategies
- simulation environment
- stock price
- real robot
- software agents
- pricing strategies
- mobile robot
- learning process
- neural network