Heterogeneous trading strategies with adaptive fuzzy actor-critic reinforcement learning: a behavioral approach

DOI10.1016/j.jedc.2010.01.015zbMath1230.91052OpenAlexW1988021444MaRDI QIDQ976531

Stelios D. Bekiros

Publication date: 11 June 2010

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2010.01.015

zbMATH Keywords

reinforcement learningfuzzy inferencebounded rationalityagent-based modelingtechnical trading

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Rationality and learning in game theory (91A26) Heterogeneous agent models (91B69) Actuarial science and mathematical finance (91G99)

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