Learning who is in the market from time series: market participant discovery through adversarial calibration of multi-agent simulators.
Victor StorchanSvitlana VyetrenkoTucker BalchPublished in: CoRR (2021)
Keyphrases
- multi agent
- stock market
- learning systems
- prior knowledge
- reinforcement learning
- supervised learning
- learning problems
- learning tasks
- stock price
- learning algorithm
- camera calibration
- cooperative
- decision making
- foreign exchange
- learning agents
- electronic markets
- double auction
- machine learning
- electronic commerce
- non stationary
- online learning
- mobile robot
- long term