no code implementations • 13 Mar 2023 • Matthew Dicks, Andrew Paskaramoorthy, Tim Gebbie
Further, we examine whether the inclusion of optimal execution agents that can learn is able to produce dynamics with the same complexity as empirical data.
1 code implementation • 22 Aug 2022 • 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.
