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 and investment strategies using machine learning algorithms.

Citation:

Vie, A., Scholl, M.P., Farmer, J.D. (2023), 'Evology: an Empirically-Calibrated Market Ecology Agent-Based Model for Trading Strategy Search', AI for Agent-Based Modelling Workshop at ICML 22, https://openreview.net/pdf?id=jycOgqMX0xA
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