Building an Artificial Stock Market Populated by Reinforcement-Learning Agents
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Keywordsagent-based financial modelling; artificial stock market; complex dynamical system; emergent properties; market efficiency; agent heterogeneity; reinforcement learning;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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