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