Showing 1 - 2 of 2
Information-based reinforcement learning is effective for trading and price discovery in limit order markets. It helps traders to learn a statistical equilibrium in which traders' expected payoffs and out-sample payoffs are highly correlated. Consistent with rational equilibrium models, the...
Persistent link: https://www.econbiz.de/10012899914
Persistent link: https://www.econbiz.de/10013543147