Research graph
References from Mesoscale effects of trader learning behaviors in financial markets: A multi-agent reinforcement learning study. Local targets link to admitted publications; unresolved targets remain external evidence.
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An agent-based computational model for china’s stock market and stock index futures market
2014 · External reference
A fractional reaction-diffusion description of supply and demand
2018 · External reference
10.1145/2492002.2482577
10.1145/2492002.2482577 · External reference
Agent-based simulation in finance: design and choices
2014 · External reference
The use of agent-based financial market models to test the effectiveness of regulatory policies
10.1515/jbnst-2008-2-305 · 2008 · External reference
Tipping points in macroeconomic agent-based models
10.1016/j.jedc.2014.08.003 · 2015 · External reference
10.2139/ssrn.1411462
10.2139/ssrn.1411462 · External reference
10.1007/978-3-319-00723-6
10.1007/978-3-319-00723-6 · 2014 · External reference
Imaging-based parcellations of the human brain
10.1038/s41583-018-0071-7 · 2018 · External reference
Over a Decade of Neuroeconomics: What Have We Learned?
2016 · External reference
Mastering chess and shogi by self-play with a general reinforcement learning algorithm
10.1126/science.aar6404 · 2018 · External reference
Behavioural and neural characterization of optimistic reinforcement learning
10.1038/s41562-017-0067 · 2017 · External reference
Contextual modulation of value signals in reward and punishment learning
2015 · External reference
More than the sum of its parts: A role for the hippocampus in configural reinforcement learning
10.1016/j.neuron.2018.03.042 · 2018 · External reference
The successor representation in human reinforcement learning
10.1038/s41562-017-0180-8 · 2017 · External reference
In the mind of the market: Theory of mind biases value computation during financial bubbles
10.1016/j.neuron.2013.07.003 · 2013 · External reference
Deep reinforcement learning in agent based financial market simulation
2020 · External reference
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Building an artificial stock market populated by reinforcement?learning agents
10.3846/1611-1699.2009.10.329-341 · 2009 · External reference
Coordination through social learning in a general equilibrium model
10.1016/j.jebo.2017.05.020 · 2017 · External reference
10.2139/ssrn.290140
10.2139/ssrn.290140 · External reference
Reinforcement learning in economics and finance
2021 · External reference
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10.2139/ssrn.2507826
10.2139/ssrn.2507826 · External reference
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1997 · External reference
Performance functions and reinforcement learning for trading systems and portfolios
10.1002/(sici)1099-131x(1998090)17:5/6<441::aid-for707>3.0.co;2-# · 1998 · External reference
Learning to trade via direct reinforcement
10.1109/72.935097 · 2001 · External reference
10.1109/adprl.2007.368193
10.1109/adprl.2007.368193 · External reference
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Reinforcement learning in financial markets
10.3390/data4030110 · 2019 · External reference
10.1109/intellisys.2017.8324237
10.1109/intellisys.2017.8324237 · External reference
Improving financial trading decisions using deep q-learning: Predicting the number of shares, action strategies, and transfer learning
10.1016/j.eswa.2018.09.036 · 2019 · External reference
10.1145/3383455.3422540
10.1145/3383455.3422540 · External reference
A multiagent approach to q-learning for daily stock trading
10.1109/tsmca.2007.904825 · 2007 · External reference
Deep reinforcement learning for multiagent systems: A review of challenges, solutions, and applications
10.1109/tcyb.2020.2977374 · 2020 · External reference
A multi-agent deep reinforcement learning framework for algorithmic trading in financial markets
10.1016/j.eswa.2022.118124 · 2022 · External reference
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10.1007/978-3-030-60990-0_12
10.1007/978-3-030-60990-0_12 · 2021 · External reference
10.1145/3383455.3422570
10.1145/3383455.3422570 · External reference
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Deep direct reinforcement learning for financial signal representation and trading
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Order book modeling and financial stability
2019 · External reference
Universal features of price formation in financial markets: perspectives from deep learning
2019 · External reference
10.1007/978-3-030-55190-2_19
10.1007/978-3-030-55190-2_19 · External reference
Modelling stock markets by multi-agent reinforcement learning
2020 · External reference
Stock price formation: Precepts from a multi-agent reinforcement learning model
2022 · External reference
Private information in futures markets: An experimental study
10.1002/mde.2868 · 2018 · External reference
The relationship between stock market volatility and trading volume: Evidence from south africa
2018 · External reference
Testing the causality of hawkes processes with time reversal
10.1088/1742-5468/aaac3f · 2018 · External reference
On the impossibility of informationally efficient markets
1980 · External reference
Non-stationarity in financial time series: Generic features and tail behavior
2013 · External reference
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2024 · External reference
Critical reflexivity in financial markets: a hawkes process analysis
2013 · External reference
Modelling and measuring the irrational behaviour of agents in financial markets: Discovering the psychological soliton
10.1016/j.chaos.2015.12.015 · 2016 · External reference
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The econometrics of financial markets
10.1016/0927-5398(95)00020-8 · 1996 · External reference
Efficient capital markets: A review of theory and empirical work
10.2307/2325486 · 1970 · External reference
10.1007/978-3-319-09946-0
10.1007/978-3-319-09946-0 · 2015 · External reference
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2018 · External reference
Continuous control with deep reinforcement learning
2016 · External reference
A drunk and her dog
10.1080/00031305.1994.10476017 · 1994 · External reference
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10.1002/9781119424444
10.1002/9781119424444 · 2017 · External reference
Confirmation bias in human reinforcement learning
10.1371/journal.pcbi.1005684 · 2017 · External reference
Reconciling efficient markets with behavioral finance: the adaptive markets hypothesis
2005 · External reference
Hedge funds and stock price formation
2018 · External reference
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A theory of fads, fashion, custom, and cultural change as informational cascades
10.1086/261849 · 1992 · External reference
Herd behavior and investment
1990 · External reference
Bayesian interactions and collective dynamics of opinion: Herd behavior and mimetic contagion
10.1016/0167-2681(95)00035-6 · 1995 · External reference
Herd behavior and aggregate fluctuations in financial markets
10.1017/s1365100500015029 · 2000 · External reference
Are random trading strategies more successful than technical ones?
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The beneficial role of random strategies in social and financial systems
10.1007/s10955-013-0691-2 · External reference
Noise
10.2307/2328481 · 1986 · External reference
Allocative efficiency of markets with zero-intelligence traders: Market as a partial substitute for individual rationality
1993 · External reference
10.1371/journal.pone.0170766
10.1371/journal.pone.0170766 · External reference
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1998 · External reference
A general version of the fundamental theorem of asset pricing
10.1007/bf01450498 · 1994 · External reference
Simulating and analyzing order book data: The queue-reactive model
2015 · External reference
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Multi-agent-based order book model of financial markets
10.1209/epl/i2006-10139-0 · 2006 · External reference
10.1017/cbo9780511755767
10.1017/cbo9780511755767 · 1999 · External reference
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2011 · External reference
Empirical properties of asset returns: stylized facts and statistical issues
10.1080/713665670 · 2001 · External reference
10.2139/ssrn.1365229
10.2139/ssrn.1365229 · External reference
10.1007/978-3-540-34625-8_10
10.1007/978-3-540-34625-8_10 · 2007 · External reference
On a universal mechanism for long-range volatility correlations
10.1088/1469-7688/1/2/302 · 2001 · External reference
Trading volume and serial correlation in stock returns
10.2307/2118454 · 1993 · External reference
Arch models
10.1016/s1573-4412(05)80018-2 · 1994 · External reference
The empirical relationship between trading volume, returns and volatility
10.1111/j.1467-629x.1996.tb00300.x · 1996 · External reference
The behavior of stock-market prices
10.1086/294743 · 1965 · External reference
Momentum and autocorrelation in stock returns
10.1093/rfs/15.2.533 · 2002 · External reference
The time-variance relationship: Evidence on autocorrelation in common stock returns
1977 · External reference
