Generating Synthetic Bitcoin Transactions and Predicting Market Price Movement Via Inverse Reinforcement Learning and Agent-Based Modeling.
Kamwoo LeeSinan UlkuatamPeter A. BelingWilliam T. SchererPublished in: J. Artif. Soc. Soc. Simul. (2018)
Keyphrases
- agent based modeling
- inverse reinforcement learning
- financial markets
- credit card
- preference elicitation
- complex systems
- stock market
- social sciences
- stock price
- social behavior
- decision making
- reward function
- agent based models
- multi agent systems
- geographical information systems
- temporal difference
- exchange rate
- social media
- cooperative
- multi agent
- database systems