Market stability with machine learning agents
Year of publication: |
2021
|
---|---|
Authors: | Georges, Christophre ; Pereira, Javier |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 122.2021, p. 1-19
|
Subject: | Expectations | Machine learning | LASSO | Agent-based modeling | Asset prices | Volatility | Theorie | Theory | Künstliche Intelligenz | Artificial intelligence | Agentenbasierte Modellierung | Volatilität | Lernprozess | Learning process | CAPM | Erwartungsbildung | Expectation formation | Rationale Erwartung | Rational expectations | Börsenkurs | Share price |
-
Learning from the past : the role of personal experiences in artificial stock markets
Lenhard, Gregor, (2024)
-
Di Francesco, Tommaso, (2023)
-
Information interaction, behavioral synchronization and asset market volatility
Wang, Chengjin, (2021)
- More ...
-
Market Stability with Machine Learning Agents
Georges, Christophre, (2020)
-
Financial inclusion of individuals who arrived as refugees to the United States
Hagstrom, Paul, (2021)
-
Paredes-Frigolett, Harold, (2014)
- More ...