Learning Agents in Financial Markets: Consensus Dynamics on Volatility.
Tushar VaidyaCarlos MurguiaGeorgios PiliourasPublished in: AAMAS (2018)
Keyphrases
- financial markets
- learning agents
- minority game
- stock price
- stock market
- complex environments
- multi agent
- multiagent systems
- risk management
- technical indicators
- autonomous agents
- reinforcement learning
- stock returns
- learning agent
- non stationary
- neural network
- reward function
- stock index futures
- stock exchange
- financial time series
- single agent
- exchange rate
- knowledge management