Learning to simulate realistic limit order book markets from data as a World Agent.
Andrea ColettaAymeric MoulinSvitlana VyetrenkoTucker BalchPublished in: ICAIF (2022)
Keyphrases
- prior knowledge
- data sets
- learning process
- background knowledge
- data analysis
- training data
- learning algorithm
- data collection
- knowledge discovery
- human experts
- data processing
- input data
- data mining techniques
- database
- decision making
- book covers
- word processing
- essential information
- decision theoretic
- data warehouse
- active learning
- xml documents