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The Effect of Reinforcement Learning Agents in Double-Auction Markets
Neil Raynor , Khoa Minh Nguyen , Imon Palit
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Oznake: computer science;machine learning;reinforcement learning
Several time series models such as ARCH and GARCH have been developed to forecast volatility using asset returns data. However, these methods ignore one key source of market volatility: financial news. Similarly, asset pricing models often describe the arrival of novel information by a jump process, ...
Leto: 2009 Vir: videolectures.net
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