Towards multi-agent reinforcement learning-driven over-the-counter market simulations
Nelson Vadori, Leo Ardon, Sumitra Ganesh, Thomas Spooner, Selim Amrouni, Jared Vann, Mengda Xu, Zeyu Zheng, Tucker Balch, Manuela Veloso
| Year of publication: |
2024
|
|---|---|
| Authors: | Vadori, Nelson ; Ardon, Leo ; Ganesh, Sumitra ; Spooner, Thomas ; Amrouni, Selim ; Vann, Jared ; Xu, Mengda ; Zheng, Zeyu ; Balch, Tucker ; Veloso, Manuela M. |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 34.2024, 2, p. 262-347
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| Subject: | Agentenbasierte Modellierung | Agent-based modeling | OTC-Handel | OTC market | Simulation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12416 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014514757