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

DOI10.1016/J.JEDC.2010.01.015MaRDI QIDQ976531zbMATH OpenOpenAlexFDO

Authors Stelios D. Bekiros

Publication date 11 June 2010

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

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

zbMATH Keywords

bounded rationalityreinforcement learningagent-based modelingfuzzy inferencetechnical trading

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(9)

• A model for evolution of investors behavior in stock market based on reinforcement learning in network
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• Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets
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• What is the value of the cross-sectional approach to deep reinforcement learning?
• Separating the signal from the noise -- financial machine learning for Twitter
• Modeling uncertainty in limit order execution

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