Biased or Limited: Modeling Sub-Rational Human Investors in Financial Markets.

Penghang Liu Kshama Dwarakanath Svitlana S. Vyetrenko

Published in: CoRR (2022)

Keyphrases

financial markets
agent based modeling
stock market
portfolio selection
stock price
market data
agent based models
risk management
exchange rate
stock returns
technical indicators
social behavior
trading rules
portfolio theory
databases
short term
case based reasoning
reinforcement learning