Learning to simulate realistic limit order book markets from data as a World Agent.
Andrea ColettaAymeric MoulinSvitlana VyetrenkoTucker BalchPublished in: CoRR (2022)
Keyphrases
- prior knowledge
- data sets
- data processing
- data collection
- data analysis
- data sources
- learning process
- training data
- human experts
- database
- online learning
- data points
- learning algorithm
- data structure
- computer science
- multi agent systems
- data mining techniques
- input data
- multi agent
- reinforcement learning
- background knowledge
- autonomous agents
- e learning
- inductive inference