Modelling crypto markets by multi-agent reinforcement learning

1 code implementation • 16 Feb 2024 • Johann Lussange, Stefano Vrizzi, Stefano Palminteri, Boris Gutkin

Building on a previous foundation work (Lussange et al. 2020), this study introduces a multi-agent reinforcement learning (MARL) model simulating crypto markets, which is calibrated to the Binance's daily closing prices of $153$ cryptocurrencies that were continuously traded between 2018 and 2022.

Multi-agent Reinforcement Learning reinforcement-learning +1