Towards a fully rl-based market simulator.

Leo Ardon Nelson Vadori Thomas Spooner Mengda Xu Jared Vann Sumitra Ganesh

Published in: ICAIF (2021)

Keyphrases

reinforcement learning
multi agent
decision making
reinforcement learning algorithms
state space
simulation model
autonomous learning
markov decision processes
stock market
learning classifier systems
model free
action selection
financial markets
financial data
market share