Set the standard: benchmarking model-free reinforcement learning market-makers in a multi-agent market simulator
Set the standard: benchmarking model-free reinforcement learning market-makers in a multi-agent market simulator
Cho, Christopher Jaehoon
de0dcf2d-d858-485c-b62b-0234fbac47a2
Norman, Tim
663e522f-807c-4569-9201-dc141c8eb50d
Nunes, Manuel
af597793-a85a-463c-9d12-0ae4be7e0a69
June 2023
Cho, Christopher Jaehoon
de0dcf2d-d858-485c-b62b-0234fbac47a2
Norman, Tim
663e522f-807c-4569-9201-dc141c8eb50d
Nunes, Manuel
af597793-a85a-463c-9d12-0ae4be7e0a69
Cho, Christopher Jaehoon, Norman, Tim and Nunes, Manuel
(2023)
Set the standard: benchmarking model-free reinforcement learning market-makers in a multi-agent market simulator.
Finance and Business Analytics Conference, , Nikiana, Greece.
07 - 09 Jun 2023.
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Conference or Workshop Item
(Paper)
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Published date: June 2023
Venue - Dates:
Finance and Business Analytics Conference, , Nikiana, Greece, 2023-06-07 - 2023-06-09
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Local EPrints ID: 493852
URI: http://eprints.soton.ac.uk/id/eprint/493852
PURE UUID: 94373f9d-24e9-434f-99d3-6584fe67c3ae
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Date deposited: 16 Sep 2024 16:32
Last modified: 19 Sep 2024 02:02
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Contributors
Author:
Christopher Jaehoon Cho
Author:
Manuel Nunes
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