How to Evaluate Trading Strategies: Single Agent Market Replay or Multiple Agent Interactive Simulation?
Tucker Hybinette BalchMahmoud MahfouzJoshua LockhartMaria HybinetteDavid ByrdPublished in: CoRR (2019)
Keyphrases
- single agent
- trading strategies
- multi agent
- trading agents
- multiple agents
- multi agent systems
- test bed
- dynamic environments
- multi agent coordination
- decision problems
- multi agent environment
- stock market
- multiagent systems
- autonomous agents
- path finding
- learning agent
- computer programs
- intelligent agents
- financial markets
- software agents
- reinforcement learning
- learning agents
- decision making
- multi agent environments
- exploration strategy
- expert systems
- utility function
- machine learning