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Deep Q-learning market makers in a multi-agent simulated stock market
Conference Contributions
Overview
Classification
Overview
authors
FERNANDEZ VICENTE, OSCAR
FERNANDEZ REBOLLO, FERNANDO
GARCIA POLO, FRANCISCO JAVIER
event
ICAIF '21: The Second ACM International Conference on AI in Finance
event place
Virtual Event
country
ESTADOS UNIDOS DE AMERICA
participation category
PONENCIA
web site
https://ai-finance.org/icaif21/
main title
ICAIF '21: Proceedings of the Second ACM International Conference on AI in Finance
edition country
ESTADOS UNIDOS DE AMERICA
publisher
Association for Computing Machinery (ACM)
publication date
2021
start page
1
end page
9
isbn
978-1-4503-9148-1
Digital Object Identifier (DOI)
https://doi.org/10.1145/3490354.3494448
Classification
subjects
Economics
keywords
deep learning; reinforcement learning; multi-agent; stock markets; market makers