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

DOI10.1016/j.jedc.2010.01.015zbMath1230.91052MaRDI 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 learning; fuzzy inference; bounded rationality; agent-based modeling; technical trading

Mathematics Subject Classification ID

91B24: Microeconomic theory (price theory and economic markets)

91A26: Rationality and learning in game theory

91B69: Heterogeneous agent models

91G99: Actuarial science and mathematical finance

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The heterogeneous expectations hypothesis: Some evidence from the lab

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