Building an Artificial Stock Market Populated by Reinforcement-Learning Agents
Year of publication: |
2009-09-04
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Authors: | Ramanauskas, Tomas ; Rutkauskas, Aleksandras Vytautas |
Institutions: | Lietuvos Bankas |
Subject: | agent-based financial modelling | artificial stock market | complex dynamical system | emergent properties | market efficiency | agent heterogeneity | reinforcement learning |
Extent: | application/pdf |
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Series: | Bank of Lithuania Working Paper Series. - ISSN 2029-0446. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The price is Free Number 6 35 pages |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Ramanauskas, Tomas, (2009)
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Barbato, Francesco, (2012)
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Reconciling Efficient Markets with Behavioral Finance : The Adaptive Markets Hypothesis
Lo, Andrew W., (2015)
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Ramanauskas, Tomas, (2009)
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Ramanauskas, Tomas, (2011)
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Heterogeninių besimokančių agentų sąveika pagrįstas imitacinis akcijų rinkos modeliavimas
Ramanauskas, Tomas, (2010)
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