Reinforcement Learning for Market Making in a Multi-agent Dealer Market.
Sumitra GaneshNelson VadoriMengda XuHua ZhengPrashant P. ReddyManuela VelosoPublished in: CoRR (2019)
Keyphrases
- reinforcement learning
- multi agent
- decision making
- multi agent systems
- neural network
- market share
- market data
- stock price
- software agents
- market participants
- foreign exchange
- multi agent reinforcement learning
- double auction
- cognitive agents
- electricity markets
- non stationary
- cooperative
- case study
- learning algorithm
- machine learning