8 citations · 8 across the 2 of their papers we have counts for
2 papers
q-fin.TR2023
Many learning agents interacting with an agent-based market model
Matthew Dicks, Andrew Paskaramoorthy, Tim Gebbie
We consider the dynamics and the interactions of multiple reinforcement learning optimal execution trading agents interacting with a reactive Agent-Based Model (ABM) of a financial…
q-fin.TR2022★ 8 cited
A simple learning agent interacting with an agent-based market model
Matthew Dicks, Andrew Paskaramoorthy, Tim Gebbie
We consider the learning dynamics of a single reinforcement learning optimal execution trading agent when it interacts with an event driven agent-based financial market model. Trad…