Market stability with machine learning agents

DOI10.1016/j.jedc.2020.104032zbMath1475.91341OpenAlexW2946765861MaRDI QIDQ2246684

Christophre Georges, Javier Pereira

Publication date: 16 November 2021

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2020.104032

zbMATH Keywords

expectationsvolatilitymachine learninglassoagent-based modelingasset prices

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Financial markets (91G15)

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