SSRNML & AI Methods
Reinforcement Learning and Rational Expectations Equilibrium in Limit Order Markets
A paper suggests that simple payoff-based reinforcement learning can help achieve rational expectations equilibrium in limit order markets, with speculators mainly providing liquidity.
Featured in No. 32 on 9 Jan 2024 · 12 days after release · 2 citations today
- Released
- 28 Dec 2023
- First featured
- No. 32 · 9 Jan 2024
- Citations (Semantic Scholar)
- 2
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4682574
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