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q-fin.CP2024★ 1 cited
Modelling crypto markets by multi-agent reinforcement learning
Johann Lussange, Stefano Vrizzi, Stefano Palminteri +1
Building on a previous foundation work (Lussange et al. 2020), this study introduces a multi-agent reinforcement learning (MARL) model simulating crypto markets, which is calibrate…
q-fin.CP2018
A bright future for financial agent-based models
J. Lussange, A. Belianin, S. Bourgeois-Gironde +1
The history of research in finance and economics has been widely impacted by the field of Agent-based Computational Economics (ACE). While at the same time being popular among natu…