Learning Agents in Black-Scholes Financial Markets: Consensus Dynamics and Volatility Smiles.
Tushar VaidyaCarlos MurguiaGeorgios PiliourasPublished in: CoRR (2017)
Keyphrases
- financial markets
- black scholes
- learning agents
- minority game
- stock price
- stock market
- complex environments
- multi agent
- risk management
- reinforcement learning
- option pricing
- autonomous agents
- exchange rate
- multiagent systems
- dynamical systems
- stock returns
- stock index futures
- single agent
- learning agent
- stock exchange
- trading systems
- sufficient conditions
- keywords
- artificial intelligence