Oral (Contributed)
in
Workshop: AI for Agent-Based Modelling (AI4ABM)
Evology: an Empirically-Calibrated Market Ecology Agent-Based Model for Trading Strategy Search
Aymeric Vie
Abstract:
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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