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Oral (Contributed)
Workshop: AI for Agent-Based Modelling (AI4ABM)

Evology: an Empirically-Calibrated Market Ecology Agent-Based Model for Trading Strategy Search

Aymeric Vie


Market ecology views financial markets as ecosystems of diverse, interacting and evolving trading strategies. We present a heterogeneous, empirically calibrated multi-agent market ecology agent-based model. We outline its potential as a valuable and challenging training ground for optimising trading strategies using machine learning algorithms and defining research tasks.

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