Título:

Towards Multi-agent Reinforcement Learning-Driven Over-the-Counter Market Simulations

Autores:

Nelson Vadori (J.P. Morgan AI Research)
Leo Ardon (J.P. Morgan AI Research)
Sumitra Ganesh (J.P. Morgan AI Research)
Thomas Spooner (J.P. Morgan AI Research)
Selim Amrouni (J.P. Morgan AI Research)
Jared Vann (J.P. Morgan AI Research)
Mengda Xu (J.P. Morgan AI Research)
Zeyu Zheng (U Michigan, J.P. Morgan AI Research)
Tucker Balch (J.P. Morgan AI Research)
Manuela Veloso (J.P. Morgan AI Research)

Revista:

Mathematical Finance

Ano:

2024

Volume:

34

Número:

2

Páginas:

262-347

Códigos JEL:

C45 - Neural Networks and Related Topics
F31 - Foreign Exchange
G11 - Portfolio Choice; Investment Decisions
G15 - International Financial Markets
C63 - Computational Techniques

DOI:

10.1111/mafi.12416