Learning and Calibrating Heterogeneous Bounded Rational Market Behaviour with Multi-Agent Reinforcement Learning

By Benjamin Patrick Evans, Sumitra Ganesh

Published 2024-02-01

Everscope rating

1443.4

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Heterogeneous Bounded Rational MARL. Problem types: Multi-agent Learning, Market Simulation, Behavioral Modeling.

arXiv:2402.00787 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.